Search results for: reliability approximation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1127

Search results for: reliability approximation

707 Alternating Implicit Block FDTD Method For Scalar Wave Equation

Authors: N. M. Nusi, M. Othman, M. Suleiman, F. Ismail, N. Alias

Abstract:

In this paper, an alternating implicit block method for solving two dimensional scalar wave equation is presented. The new method consist of two stages for each time step implemented in alternating directions which are very simple in computation. To increase the speed of computation, a group of adjacent points is computed simultaneously. It is shown that the presented method increase the maximum time step size and more accurate than the conventional finite difference time domain (FDTD) method and other existing method of natural ordering.

Keywords: FDTD, Scalar wave equation, alternating direction implicit (ADI), alternating group explicit (AGE), asymmetric approximation.

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706 Monte Carlo Simulation of the Transport Phenomena in Degenerate Hg0.8Cd0.2Te

Authors: N. Dahbi, M. Daoudi, A.Belghachi

Abstract:

The present work deals with the calculation of transport properties of Hg0.8Cd0.2Te (MCT) semiconductor in degenerate case. Due to their energy-band structure, this material becomes degenerate at moderate doping densities, which are around 1015 cm-3, so that the usual Maxwell-Boltzmann approximation is inaccurate in the determination of transport parameters. This problem is faced by using Fermi-Dirac (F-D) statistics, and the non-parabolic behavior of the bands may be approximated by the Kane model. The Monte Carlo (MC) simulation is used here to determinate transport parameters: drift velocity, mean energy and drift mobility versus electric field and the doped densities. The obtained results are in good agreement with those extracted from literature.

Keywords: degeneracy case, Hg0.8Cd0.2Te semiconductor, Monte Carlo simulation, transport parameters.

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705 Numerical Treatment of Block Method for the Solution of Ordinary Differential Equations

Authors: A. M. Sagir

Abstract:

Discrete linear multistep block method of uniform order for the solution of first order initial value problems (IVP­s­) in ordinary differential equations (ODE­s­) is presented in this paper. The approach of interpolation and collocation approximation are adopted in the derivation of the method which is then applied to first order ordinary differential equations with associated initial conditions. The continuous hybrid formulations enable us to differentiate and evaluate at some grids and off – grid points to obtain four discrete schemes, which were used in block form for parallel or sequential solutions of the problems. Furthermore, a stability analysis and efficiency of the block method are tested on ordinary differential equations, and the results obtained compared favorably with the exact solution.

Keywords: Block Method, First Order Ordinary Differential Equations, Hybrid, Self starting.

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704 Tailoring of ECSS Standard for Space Qualification Test of CubeSat Nano-Satellite

Authors: B. Tiseo, V. Quaranta, G. Bruno, G. Sisinni

Abstract:

There is an increasing demand of nano-satellite development among universities, small companies, and emerging countries. Low-cost and fast-delivery are the main advantages of such class of satellites achieved by the extensive use of commercial-off-the-shelf components. On the other side, the loss of reliability and the poor success rate are limiting the use of nano-satellite to educational and technology demonstration and not to the commercial purpose. Standardization of nano-satellite environmental testing by tailoring the existing test standard for medium/large satellites is then a crucial step for their market growth. Thus, it is fundamental to find the right trade-off between the improvement of reliability and the need to keep their low-cost/fast-delivery advantages. This is particularly even more essential for satellites of CubeSat family. Such miniaturized and standardized satellites have 10 cm cubic form and mass no more than 1.33 kilograms per 1 unit (1U). For this class of nano-satellites, the qualification process is mandatory to reduce the risk of failure during a space mission. This paper reports the description and results of the space qualification test campaign performed on Endurosat’s CubeSat nano-satellite and modules. Mechanical and environmental tests have been carried out step by step: from the testing of the single subsystem up to the assembled CubeSat nano-satellite. Functional tests have been performed during all the test campaign to verify the functionalities of the systems. The test duration and levels have been selected by tailoring the European Space Agency standard ECSS-E-ST-10-03C and GEVS: GSFC-STD-7000A.

Keywords: CubeSat, Nano-satellite, shock, testing, vibration.

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703 Comparing the Efficiency of Simpson’s 1/3 and 3/8 Rules for the Numerical Solution of First Order Volterra Integro-Differential Equations

Authors: N. M. Kamoh, D. G. Gyemang, M. C. Soomiyol

Abstract:

This paper compared the efficiency of Simpson’s 1/3 and 3/8 rules for the numerical solution of first order Volterra integro-differential equations. In developing the solution, collocation approximation method was adopted using the shifted Legendre polynomial as basis function. A block method approach is preferred to the predictor corrector method for being self-starting. Experimental results confirmed that the Simpson’s 3/8 rule is more efficient than the Simpson’s 1/3 rule.

Keywords: Collocation shifted Legendre polynomials, Simpson’s rule and Volterra integro-differential equations.

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702 STM Spectroscopy of Alloyed Nanocrystal Composite CdSxSe1-X

Authors: T. Abdallah, K. Easawi, A. Khalid, S. Negm, H. Talaat

Abstract:

Nanocrystals (NC) alloyed composite CdSxSe1-x(x=0 to 1) have been prepared using the chemical solution deposition technique. The energy band gap of these alloyed nanocrystals of approximately the same size, have been determined by scanning tunneling spectroscopy (STS) technique at room temperature. The values of the energy band gap obtained directly using STS are compared to those measured by optical spectroscopy. Increasing the molar fraction ratio x from 0 to 1 causes clearly observed increase in the band gap of the alloyed composite nanocrystal. Vegard-s law was applied to calculate the parameters of the effective mass approximation (EMA) model and the dimension obtained were compared to the values measured by STM. The good agreement of the calculated and measured values is a direct result of applying Vegard's law in the nanocomposites.

Keywords: Alloy semiconductor nanocrystals, STM.

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701 3D Mesh Coarsening via Uniform Clustering

Authors: Shuhua Lai, Kairui Chen

Abstract:

In this paper, we present a fast and efficient mesh coarsening algorithm for 3D triangular meshes. Theis approach can be applied to very complex 3D meshes of arbitrary topology and with millions of vertices. The algorithm is based on the clustering of the input mesh elements, which divides the faces of an input mesh into a given number of clusters for clustering purpose by approximating the Centroidal Voronoi Tessellation of the input mesh. Once a clustering is achieved, it provides us an efficient way to construct uniform tessellations, and therefore leads to good coarsening of polygonal meshes. With proliferation of 3D scanners, this coarsening algorithm is particularly useful for reverse engineering applications of 3D models, which in many cases are dense, non-uniform, irregular and arbitrary topology. Examples demonstrating effectiveness of the new algorithm are also included in the paper.

Keywords: Coarsening, mesh clustering, shape approximation, mesh simplification.

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700 New Fourth Order Explicit Group Method in the Solution of the Helmholtz Equation

Authors: Norhashidah Hj. Mohd Ali, Teng Wai Ping

Abstract:

In this paper, the formulation of a new group explicit method with a fourth order accuracy is described in solving the two dimensional Helmholtz equation. The formulation is based on the nine-point fourth order compact finite difference approximation formula. The complexity analysis of the developed scheme is also presented. Several numerical experiments were conducted to test the feasibility of the developed scheme. Comparisons with other existing schemes will be reported and discussed. Preliminary results indicate that this method is a viable alternative high accuracy solver to the Helmholtz equation.

Keywords: Explicit group method, finite difference, Helmholtz equation, five-point formula, nine-point formula.

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699 A Weighted Least Square Algorithm for Low-Delay FIR Filters with Piecewise Variable Stopbands

Authors: Yasunori Sugita, Toshinori Yoshikawa, Naoyuki Aikawa

Abstract:

Variable digital filters are useful for various signal processing and communication applications where the frequency characteristics, such as fractional delays and cutoff frequencies, can be varied. In this paper, we propose a design method of variable FIR digital filters with an approximate linear phase characteristic in the passband. The proposed variable FIR filters have some large attenuation in stopband and their large attenuation can be varied by spectrum parameters. In the proposed design method, a quasi-equiripple characteristic can be obtained by using an iterative weighted least square method. The usefulness of the proposed design method is verified through some examples.

Keywords: Weighted Least Squares Approximation, Variable FIR Filters, Low-Delay, Quasi-Equiripple

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698 Basket Option Pricing under Jump Diffusion Models

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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697 Spline Collocation for Solving System of Fredholm and Volterra Integral Equations

Authors: N. Ebrahimi, J. Rashidinia

Abstract:

In this paper, numerical solution of system of Fredholm and Volterra integral equations by means of the Spline collocation method is considered. This approximation reduces the system of integral equations to an explicit system of algebraic equations. The solution is collocated by cubic B-spline and the integrand is approximated by the Newton-Cotes formula. The error analysis of proposed numerical method is studied theoretically. The results are compared with the results obtained by other methods to illustrate the accuracy and the implementation of our method.

Keywords: Convergence analysis, Cubic B-spline, Newton- Cotes formula, System of Fredholm and Volterra integral equations.

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696 System Performance Comparison of Turbo and Trellis Coded Optical CDMA Systems

Authors: M. Kulkarni, R. K. Sinha, D. R. Bhaskar

Abstract:

In this paper, we have compared the performance of a Turbo and Trellis coded optical code division multiple access (OCDMA) system. The comparison of the two codes has been accomplished by employing optical orthogonal codes (OOCs). The Bit Error Rate (BER) performances have been compared by varying the code weights of address codes employed by the system. We have considered the effects of optical multiple access interference (OMAI), thermal noise and avalanche photodiode (APD) detector noise. Analysis has been carried out for the system with and without double optical hard limiter (DHL). From the simulation results it is observed that a better and distinct comparison can be drawn between the performance of Trellis and Turbo coded systems, at lower code weights of optical orthogonal codes for a fixed number of users. The BER performance of the Turbo coded system is found to be better than the Trellis coded system for all code weights that have been considered for the simulation. Nevertheless, the Trellis coded OCDMA system is found to be better than the uncoded OCDMA system. Trellis coded OCDMA can be used in systems where decoding time has to be kept low, bandwidth is limited and high reliability is not a crucial factor as in local area networks. Also the system hardware is less complex in comparison to the Turbo coded system. Trellis coded OCDMA system can be used without significant modification of the existing chipsets. Turbo-coded OCDMA can however be employed in systems where high reliability is needed and bandwidth is not a limiting factor.

Keywords: avalanche photodiode, optical code division multipleaccess, optical multiple access interference, Trellis codedmodulation, Turbo code

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695 Exact Analysis of Resonance Frequencies of Simply Supported Cylindrical Shells

Authors: A. Farshidianfar, P. Oliazadeh, M. H. Farshidianfar

Abstract:

In order to study the free vibration of simply supported circular cylindrical shells; an analytical procedure is developed and discussed in detail. To identify its’ validity, the exact technique was applied to four different shell theories 1) Soedel, 2) Flugge, 3) Morley-Koiter, and 4) Donnell. The exact procedure was compared favorably with experimental results and those obtained using the numerical finite element method. A literature review reveals that beam functions are used extensively as an approximation for simply supported boundary conditions. The effects of this approximate method were also investigated on the natural frequencies by comparing results with those of the exact analysis.

Keywords: Circular Cylindrical Shell, Free Vibration, Natural Frequency.

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694 One scheme of Transition Probability Evaluation

Authors: Alexander B. Bichkov, Alla A. Mityureva, Valery V. Smirnov

Abstract:

In present work are considered the scheme of evaluation the transition probability in quantum system. It is based on path integral representation of transition probability amplitude and its evaluation by means of a saddle point method, applied to the part of integration variables. The whole integration process is reduced to initial value problem solutions of Hamilton equations with a random initial phase point. The scheme is related to the semiclassical initial value representation approaches using great number of trajectories. In contrast to them from total set of generated phase paths only one path for each initial coordinate value is selected in Monte Karlo process.

Keywords: Path integral, saddle point method, semiclassical approximation, transition probability

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693 Qualitative Modelling for Ferromagnetic Hysteresis Cycle

Authors: M. Mordjaoui, B. Boudjema, M. Chabane, R. Daira

Abstract:

In determining the electromagnetic properties of magnetic materials, hysteresis modeling is of high importance. Many models are available to investigate those characteristics but they tend to be complex and difficult to implement. In this paper a new qualitative hysteresis model for ferromagnetic core is presented, based on the function approximation capabilities of adaptive neuro fuzzy inference system (ANFIS). The proposed ANFIS model combined the neural network adaptive capabilities and the fuzzy logic qualitative approach can restored the hysteresis curve with a little RMS error. The model accuracy is good and can be easily adapted to the requirements of the application by extending or reducing the network training set and thus the required amount of measurement data.

Keywords: ANFIS modeling technique, magnetic hysteresis, Jiles-Atherton model, ferromagnetic core.

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692 Minimal Residual Method for Adaptive Filtering with Finite Termination

Authors: Noor Atinah Ahmad, Shazia Javed

Abstract:

We present a discussion of three adaptive filtering algorithms well known for their one-step termination property, in terms of their relationship with the minimal residual method. These algorithms are the normalized least mean square (NLMS), Affine Projection algorithm (APA) and the recursive least squares algorithm (RLS). The NLMS is shown to be a result of the orthogonality condition imposed on the instantaneous approximation of the Wiener equation, while APA and RLS algorithm result from orthogonality condition in multi-dimensional minimal residual formulation. Further analysis of the minimal residual formulation for the RLS leads to a triangular system which also possesses the one-step termination property (in exact arithmetic)

Keywords: Adaptive filtering, minimal residual method, projection method.

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691 A Markov Chain Approximation for ATS Modeling for the Variable Sampling Interval CCC Control Charts

Authors: Y. K. Chen, K. C. Chiou, C. Y. Chen

Abstract:

The cumulative conformance count (CCC) charts are widespread in process monitoring of high-yield manufacturing. Recently, it is found the use of variable sampling interval (VSI) scheme could further enhance the efficiency of the standard CCC charts. The average time to signal (ATS) a shift in defect rate has become traditional measure of efficiency of a chart with the VSI scheme. Determining the ATS is frequently a difficult and tedious task. A simple method based on a finite Markov Chain approach for modeling the ATS is developed. In addition, numerical results are given.

Keywords: Cumulative conformance count, variable sampling interval, Markov Chain, average time to signal, control chart.

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690 An Implicit Region-Based Deformable Model with Local Segmentation Applied to Weld Defects Extraction

Authors: Y. Boutiche, N. Ramou, M. Ben Gharsallah

Abstract:

This paper is devoted to present and discuss a model that allows a local segmentation by using statistical information of a given image. It is based on Chan-Vese model, curve evolution, partial differential equations and binary level sets method. The proposed model uses the piecewise constant approximation of Chan-Vese model to compute Signed Pressure Force (SPF) function, this one attracts the curve to the true object(s)-s boundaries. The implemented model is used to extract weld defects from weld radiographic images in the aim to calculate the perimeter and surfaces of those weld defects; encouraged resultants are obtained on synthetic and real radiographic images.

Keywords: Active contour, Chan-Vese Model, local segmentation, weld radiographic images.

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689 On Finite Wordlength Properties of Block-Floating-Point Arithmetic

Authors: Abhijit Mitra

Abstract:

A special case of floating point data representation is block floating point format where a block of operands are forced to have a joint exponent term. This paper deals with the finite wordlength properties of this data format. The theoretical errors associated with the error model for block floating point quantization process is investigated with the help of error distribution functions. A fast and easy approximation formula for calculating signal-to-noise ratio in quantization to block floating point format is derived. This representation is found to be a useful compromise between fixed point and floating point format due to its acceptable numerical error properties over a wide dynamic range.

Keywords: Block floating point, Roundoff error, Block exponent dis-tribution fuction, Signal factor.

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688 Image Enhancement of Medical Images using Gabor Filter Bank on Hexagonal Sampled Grids

Authors: Veni.S , K.A.Narayanankutty

Abstract:

For about two decades scientists have been developing techniques for enhancing the quality of medical images using Fourier transform, DWT (Discrete wavelet transform),PDE model etc., Gabor wavelet on hexagonal sampled grid of the images is proposed in this work. This method has optimal approximation theoretic performances, for a good quality image. The computational cost is considerably low when compared to similar processing in the rectangular domain. As X-ray images contain light scattered pixels, instead of unique sigma, the parameter sigma of 0.5 to 3 is found to satisfy most of the image interpolation requirements in terms of high Peak Signal-to-Noise Ratio (PSNR) , lower Mean Squared Error (MSE) and better image quality by adopting windowing technique.

Keywords: Hexagonal lattices, Gabor filter, Interpolation, imageprocessing.

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687 2D Rigid Registration of MR Scans using the 1d Binary Projections

Authors: Panos D. Kotsas

Abstract:

This paper presents the application of a signal intensity independent registration criterion for 2D rigid body registration of medical images using 1D binary projections. The criterion is defined as the weighted ratio of two projections. The ratio is computed on a pixel per pixel basis and weighting is performed by setting the ratios between one and zero pixels to a standard high value. The mean squared value of the weighted ratio is computed over the union of the one areas of the two projections and it is minimized using the Chebyshev polynomial approximation using n=5 points. The sum of x and y projections is used for translational adjustment and a 45deg projection for rotational adjustment. 20 T1- T2 registration experiments were performed and gave mean errors 1.19deg and 1.78 pixels. The method is suitable for contour/surface matching. Further research is necessary to determine the robustness of the method with regards to threshold, shape and missing data.

Keywords: Medical image, projections, registration, rigid.

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686 Increasing Performance of Autopilot Guided Small Unmanned Helicopter

Authors: Tugrul Oktay, Mehmet Konar, Mustafa Soylak, Firat Sal, Murat Onay, Orhan Kizilkaya

Abstract:

In this paper, autonomous performance of a small manufactured unmanned helicopter is tried to be increased. For this purpose, a small unmanned helicopter is manufactured in Erciyes University, Faculty of Aeronautics and Astronautics. It is called as ZANKA-Heli-I. For performance maximization, autopilot parameters are determined via minimizing a cost function consisting of flight performance parameters such as settling time, rise time, overshoot during trajectory tracking. For this purpose, a stochastic optimization method named as simultaneous perturbation stochastic approximation is benefited. Using this approach, considerable autonomous performance increase (around %23) is obtained.

Keywords: Small helicopters, hierarchical control, stochastic optimization, autonomous performance maximization, autopilots.

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685 Lifelong Education for Teachers: A Tool for Achieving Effective Teaching and Learning in Secondary Schools in Benue State, Nigeria

Authors: P. I. Adzongo, O. A. Aloga

Abstract:

The purpose of the study was to examine lifelong education for teachers as a tool for achieving effective teaching and learning. Lifelong education enhances social inclusion, personal development, citizenship, employability, teaching and learning, community and the nation. It is imperative that the teacher needs to update his knowledge regularly to be able to perform optimally, since he has a major position in the inculcation of desirable elements in students, and the challenges of lifelong education were also discussed. Descriptive survey design was adopted for the study. A simple random sampling technique was used to select 80 teachers as sample from a population of 105 senior secondary school teachers in Makurdi Local Government Area of Benue State. A 20-item self designed questionnaire subjected to expert validation and reliability was used to collect data. The reliability Alpha coefficient of 0.87 was established using Cronbach’s Alpha technique, mean scores and standard deviation were used to answer the 2 research questions while chi-square was used to analyse data for the 2 null hypotheses, which states that lifelong education for teachers is not a significant tool for achieving effective teaching and lifelong education for teachers does not significantly impact on effective learning. The findings of the study revealed that, lifelong education for teachers can be used as a tool for achieving effective teaching and learning, and the study recommended among others that government, organizations and individuals should in collaboration put lifelong education programmes for teachers on the priority list. The paper concluded that the strategic position of lifelong education for teachers towards enhanced teaching, learning and the production of quality manpower in the society makes it imperative for all hands to be on “deck” to support the programme financially and otherwise.

Keywords: Lifelong Education, Tool, Effective Teaching and Learning.

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684 Investigation about Structural and Optical Properties of Bulk and Thin Film of 1H-CaAlSi by Density Functional Method

Authors: M. Babaeipour, M. Vejdanihemmat

Abstract:

Optical properties of bulk and thin film of 1H-CaAlSi for two directions (1,0,0) and (0,0,1) were studied. The calculations are carried out by Density Functional Theory (DFT) method using full potential. GGA approximation was used to calculate exchange-correlation energy. The calculations are performed by WIEN2k package. The results showed that the absorption edge is shifted backward 0.82eV in the thin film than the bulk for both directions. The static values of the real part of dielectric function for four cases were obtained. The static values of the refractive index for four cases are calculated too. The reflectivity graphs have shown an intensive difference between the reflectivity of the thin film and the bulk in the ultraviolet region.

Keywords: 1H-CaAlSi, absorption, bulk, optical, thin film.

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683 Approximated Solutions of Two-Point Nonlinear Boundary Problem by a Combination of Taylor Series Expansion and Newton Raphson Method

Authors: Chinwendu. B. Eleje, Udechukwu P. Egbuhuzor

Abstract:

One of the difficulties encountered in solving nonlinear Boundary Value Problems (BVP) by many researchers is finding approximated solutions with minimum deviations from the exact solutions without so much rigor and complications. In this paper, we propose an approach to solve a two point BVP which involves a combination of Taylor series expansion method and Newton Raphson method. Furthermore, the fourth and sixth order approximated solutions are obtained and we compare their relative error and rate of convergence to the exact solution. Finally, some numerical simulations are presented to show the behavior of the solution and its derivatives.

Keywords: Newton Raphson method, non-linear boundary value problem, Taylor series approximation, Michaelis-Menten equation.

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682 Statistical Analysis and Impact Forecasting of Connected and Autonomous Vehicles on the Environment: Case Study in the State of Maryland

Authors: Alireza Ansariyar, Safieh Laaly

Abstract:

Over the last decades, the vehicle industry has shown increased interest in integrating autonomous, connected, and electrical technologies in vehicle design with the primary hope of improving mobility and road safety while reducing transportation’s environmental impact. Using the State of Maryland (M.D.) in the United States as a pilot study, this research investigates Connected and Autonomous Vehicles (CAVs) fuel consumption and air pollutants including Carbon Monoxide (CO), Particulate Matter (PM), and Nitrogen Oxides (NOx) and utilizes meaningful linear regression models to predict CAV’s environmental effects. Maryland transportation network was simulated in VISUM software, and data on a set of variables were collected through a comprehensive survey. The number of pollutants and fuel consumption were obtained for the time interval 2010 to 2021 from the macro simulation. Eventually, four linear regression models were proposed to predict the amount of C.O., NOx, PM pollutants, and fuel consumption in the future. The results highlighted that CAVs’ pollutants and fuel consumption have a significant correlation with the income, age, and race of the CAV customers. Furthermore, the reliability of four statistical models was compared with the reliability of macro simulation model outputs in the year 2030. The error of three pollutants and fuel consumption was obtained at less than 9% by statistical models in SPSS. This study is expected to assist researchers and policymakers with planning decisions to reduce CAV environmental impacts in M.D.

Keywords: Connected and autonomous vehicles, statistical model, environmental effects, pollutants and fuel consumption, VISUM, linear regression models.

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681 A Comparative Study of High Order Rotated Group Iterative Schemes on Helmholtz Equation

Authors: Norhashidah Hj. Mohd Ali, Teng Wai Ping

Abstract:

In this paper, we present a high order group explicit method in solving the two dimensional Helmholtz equation. The presented method is derived from a nine-point fourth order finite difference approximation formula obtained from a 45-degree rotation of the standard grid which makes it possible for the construction of iterative procedure with reduced complexity. The developed method will be compared with the existing group iterative schemes available in literature in terms of computational time, iteration counts, and computational complexity. The comparative performances of the methods will be discussed and reported.

Keywords: Explicit group method, finite difference, Helmholtz equation, rotated grid, standard grid.

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680 Numerical Solution for Integro-Differential Equations by Using Quartic B-Spline Wavelet and Operational Matrices

Authors: Khosrow Maleknejad, Yaser Rostami

Abstract:

In this paper, Semi-orthogonal B-spline scaling functions and wavelets and their dual functions are presented to approximate the solutions of integro-differential equations.The B-spline scaling functions and wavelets, their properties and the operational matrices of derivative for this function are presented to reduce the solution of integro-differential equations to the solution of algebraic equations. Here we compute B-spline scaling functions of degree 4 and their dual, then we will show that by using them we have better approximation results for the solution of integro-differential equations in comparison with less degrees of scaling functions

Keywords: Integro-differential equations, Quartic B-spline wavelet, Operational matrices.

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679 Stability Bound of Ruin Probability in a Reduced Two-Dimensional Risk Model

Authors: Zina Benouaret, Djamil Aissani

Abstract:

In this work, we introduce the qualitative and quantitative concept of the strong stability method in the risk process modeling two lines of business of the same insurance company or an insurance and re-insurance companies that divide between them both claims and premiums with a certain proportion. The approach proposed is based on the identification of the ruin probability associate to the model considered, with a stationary distribution of a Markov random process called a reversed process. Our objective, after clarifying the condition and the perturbation domain of parameters, is to obtain the stability inequality of the ruin probability which is applied to estimate the approximation error of a model with disturbance parameters by the considered model. In the stability bound obtained, all constants are explicitly written.

Keywords: Markov chain, risk models, ruin probabilities, strong stability analysis.

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678 Italians- Social and Emotional Loneliness: The Results of Five Studies

Authors: Vanda Lucia Zammuner

Abstract:

Subjective loneliness describes people who feel a disagreeable or unacceptable lack of meaningful social relationships, both at the quantitative and qualitative level. The studies to be presented tested an Italian 18-items self-report loneliness measure, that included items adapted from scales previously developed, namely a short version of the UCLA (Russell, Peplau and Cutrona, 1980), and the 11-items Loneliness scale by De Jong-Gierveld & Kamphuis (JGLS; 1985). The studies aimed at testing the developed scale and at verifying whether loneliness is better conceptualized as a unidimensional (so-called 'general loneliness') or a bidimensional construct, namely comprising the distinct facets of social and emotional loneliness. The loneliness questionnaire included 2 singleitem criterion measures of sad mood, and social contact, and asked participants to supply information on a number of socio-demographic variables. Factorial analyses of responses obtained in two preliminary studies, with 59 and 143 Italian participants respectively, showed good factor loadings and subscale reliability and confirmed that perceived loneliness has clearly two components, a social and an emotional one, the latter measured by two subscales, a 7-item 'general' loneliness subscale derived from UCLA, and a 6–item 'emotional' scale included in the JGLS. Results further showed that type and amount of loneliness are related, negatively, to frequency of social contacts, and, positively, to sad mood. In a third study data were obtained from a nation-wide sample of 9.097 Italian subjects, 12 to about 70 year-olds, who filled the test on-line, on the Italian web site of a large-audience magazine, Focus. The results again confirmed the reliability of the component subscales, namely social, emotional, and 'general' loneliness, and showed that they were highly correlated with each other, especially the latter two. Loneliness scores were significantly predicted by sex, age, education level, sad mood and social contact, and, less so, by other variables – e.g., geographical area and profession. The scale validity was confirmed by the results of a fourth study, with elderly men and women (N 105) living at home or in residential care units. The three subscales were significantly related, among others, to depression, and to various measures of the extension of, and satisfaction with, social contacts with relatives and friends. Finally, a fifth study with 315 career-starters showed that social and emotional loneliness correlate with life satisfaction, and with measures of emotional intelligence. Altogether the results showed a good validity and reliability in the tested samples of the entire scale, and of its components.

Keywords: Emotional loneliness, social loneliness, scale development and testing, life span and cultural differences.

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