Search results for: variational Bayesian approximation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 579

Search results for: variational Bayesian approximation

159 Generic Filtering of Infinite Sets of Stochastic Signals

Authors: Anatoli Torokhti, Phil Howlett

Abstract:

A theory for optimal filtering of infinite sets of random signals is presented. There are several new distinctive features of the proposed approach. First, a single optimal filter for processing any signal from a given infinite signal set is provided. Second, the filter is presented in the special form of a sum with p terms where each term is represented as a combination of three operations. Each operation is a special stage of the filtering aimed at facilitating the associated numerical work. Third, an iterative scheme is implemented into the filter structure to provide an improvement in the filter performance at each step of the scheme. The final step of the scheme concerns signal compression and decompression. This step is based on the solution of a new rank-constrained matrix approximation problem. The solution to the matrix problem is described in this paper. A rigorous error analysis is given for the new filter.

Keywords: Optimal filtering, data compression, stochastic signals.

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158 Solution of Two-Point Nonlinear Boundary Problems Using Taylor Series Approximation and the Ying Buzu Shu Algorithm

Authors: U. C. Amadi, N. A. Udoh

Abstract:

One of the major challenges faced in solving initial and boundary problems is how to find approximate solutions with minimal deviation from the exact solution without so much rigor and complications. The Taylor series method provides a simple way of obtaining an infinite series which converges to the exact solution for initial value problems and this method of solution is somewhat limited for a two point boundary problem since the infinite series has to be truncated to include the boundary conditions. In this paper, the Ying Buzu Shu algorithm is used to solve a two point boundary nonlinear diffusion problem for the fourth and sixth order solution and compare their relative error and rate of convergence to the exact solution.

Keywords: Ying Buzu Shu, nonlinear boundary problem, Taylor series algorithm, infinite series.

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157 Alternative Convergence Analysis for a Kind of Singularly Perturbed Boundary Value Problems

Authors: Jiming Yang

Abstract:

A kind of singularly perturbed boundary value problems is under consideration. In order to obtain its approximation, simple upwind difference discretization is applied. We use a moving mesh iterative algorithm based on equi-distributing of the arc-length function of the current computed piecewise linear solution. First, a maximum norm a posteriori error estimate on an arbitrary mesh is derived using a different method from the one carried out by Chen [Advances in Computational Mathematics, 24(1-4) (2006), 197-212.]. Then, basing on the properties of discrete Green-s function and the presented posteriori error estimate, we theoretically prove that the discrete solutions computed by the algorithm are first-order uniformly convergent with respect to the perturbation parameter ε.

Keywords: Convergence analysis, green's function, singularly perturbed, equi-distribution, moving mesh.

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156 Solving Stochastic Eigenvalue Problem of Wick Type

Authors: Hassan Manouzi, Taous-Meriem Laleg-Kirati

Abstract:

In this paper we study mathematically the eigenvalue problem for stochastic elliptic partial differential equation of Wick type. Using the Wick-product and the Wiener-Itô chaos expansion, the stochastic eigenvalue problem is reformulated as a system of an eigenvalue problem for a deterministic partial differential equation and elliptic partial differential equations by using the Fredholm alternative. To reduce the computational complexity of this system, we shall use a decomposition method using the Wiener-Itô chaos expansion. Once the approximation of the solution is performed using the finite element method for example, the statistics of the numerical solution can be easily evaluated.

Keywords: Eigenvalue problem, Wick product, SPDEs, finite element, Wiener-Itô chaos expansion.

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155 Multiscale Syntheses of Knee Collateral Ligament Stresses: Aggregate Mechanics as a Function of Molecular Properties

Authors: Raouf Mbarki, Fadi Al Khatib, Malek Adouni

Abstract:

Knee collateral ligaments play a significant role in restraining excessive frontal motion (varus/valgus rotations). In this investigation, a multiscale frame was developed based on structural hierarchies of the collateral ligaments starting from the bottom (tropocollagen molecule) to up where the fibred reinforced structure established. Experimental data of failure tensile test were considered as the principal driver of the developed model. This model was calibrated statistically using Bayesian calibration due to the high number of unknown parameters. Then the model is scaled up to fit the real structure of the collateral ligaments and simulated under realistic boundary conditions. Predications have been successful in describing the observed transient response of the collateral ligaments during tensile test under pre- and post-damage loading conditions. Collateral ligaments maximum stresses and strengths were observed near to the femoral insertions, a results that is in good agreement with experimental investigations. Also for the first time, damage initiation and propagation were documented with this model as a function of the cross-link density between tropocollagen molecules.

Keywords: Multiscale model, tropocollagen, fibrils, ligaments.

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154 Improved Approximation to the Derivative of a Digital Signal Using Wavelet Transforms for Crosstalk Analysis

Authors: S. P. Kozaitis, R. L. Kriner

Abstract:

The information revealed by derivatives can help to better characterize digital near-end crosstalk signatures with the ultimate goal of identifying the specific aggressor signal. Unfortunately, derivatives tend to be very sensitive to even low levels of noise. In this work we approximated the derivatives of both quiet and noisy digital signals using a wavelet-based technique. The results are presented for Gaussian digital edges, IBIS Model digital edges, and digital edges in oscilloscope data captured from an actual printed circuit board. Tradeoffs between accuracy and noise immunity are presented. The results show that the wavelet technique can produce first derivative approximations that are accurate to within 5% or better, even under noisy conditions. The wavelet technique can be used to calculate the derivative of a digital signal edge when conventional methods fail.

Keywords: digital signals, electronics, IBIS model, printedcircuit board, wavelets

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153 A New Approach to Steganography using Sinc-Convolution Method

Authors: Ahmad R. Naghsh-Nilchi, Latifeh Pourmohammadbagher

Abstract:

Both image steganography and image encryption have advantages and disadvantages. Steganograhy allows us to hide a desired image containing confidential information in a covered or host image while image encryption is decomposing the desired image to a non-readable, non-comprehended manner. The encryption methods are usually much more robust than the steganographic ones. However, they have a high visibility and would provoke the attackers easily since it usually is obvious from an encrypted image that something is hidden! The combination of steganography and encryption will cover both of their weaknesses and therefore, it increases the security. In this paper an image encryption method based on sinc-convolution along with using an encryption key of 128 bit length is introduced. Then, the encrypted image is covered by a host image using a modified version of JSteg steganography algorithm. This method could be applied to almost all image formats including TIF, BMP, GIF and JPEG. The experiment results show that our method is able to hide a desired image with high security and low visibility.

Keywords: Sinc Approximation, Image Encryption, Sincconvolution, Image Steganography, JSTEG.

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152 A Comparative Study between Discrete Wavelet Transform and Maximal Overlap Discrete Wavelet Transform for Testing Stationarity

Authors: Amel Abdoullah Ahmed Dghais, Mohd Tahir Ismail

Abstract:

In this paper the core objective is to apply discrete wavelet transform and maximal overlap discrete wavelet transform functions namely Haar, Daubechies2, Symmlet4, Coiflet2 and discrete approximation of the Meyer wavelets in non stationary financial time series data from Dow Jones index (DJIA30) of US stock market. The data consists of 2048 daily data of closing index from December 17, 2004 to October 23, 2012. Unit root test affirms that the data is non stationary in the level. A comparison between the results to transform non stationary data to stationary data using aforesaid transforms is given which clearly shows that the decomposition stock market index by discrete wavelet transform is better than maximal overlap discrete wavelet transform for original data.

Keywords: Discrete wavelet transform, maximal overlap discrete wavelet transform, stationarity, autocorrelation function.

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151 Deformation of Water Waves by Geometric Transitions with Power Law Function Distribution

Authors: E. G. Bautista, J. M. Reyes, O. Bautista, J. C. Arcos

Abstract:

In this work, we analyze the deformation of surface waves in shallow flows conditions, propagating in a channel of slowly varying cross-section. Based on a singular perturbation technique, the main purpose is to predict the motion of waves by using a dimensionless formulation of the governing equations, considering that the longitudinal variation of the transversal section obey a power-law distribution. We show that the spatial distribution of the waves in the varying cross-section is a function of a kinematic parameter,κ , and two geometrical parameters εh and w ε . The above spatial behavior of the surface elevation is modeled by an ordinary differential equation. The use of single formulas to model the varying cross sections or transitions considered in this work can be a useful approximation to natural or artificial geometrical configurations.

Keywords: Surface waves, Asymptotic solution, Power law function, Non-dispersive waves.

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150 Role of Oxide Scale Thickness Measurements in Boiler Conditions Assessment

Authors: M. Alardhi, A. Almazrouee, S. Alsaleh

Abstract:

Oxide scale thickness measurements are used in assessing the life of different components operating at high temperature environment. Such measurements provide an approximation for the temperature inside components such as reheater and superheater tubes. A number of failures were encountered in one of the boilers in one of Kuwaiti power plants. These failure were mainly in the first row of the primary super heater tubes, therefore, the specialized engineer decide to replace them during the annual shutdown. As a tool for failure analysis, oxide scale thickness measurement were used to investigate the temperature distribution in these tubes. In this paper, the oxide scale thickness of these tubes were measured and used for analysis. The measurements provide an illustration of the distribution of heat transfer of the primary superheater tubes in the boiler system. Remarks and analysis about the design of the boiler are also provided.

Keywords: Super heater tubes, oxide scale measurements, overheating.

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149 Heuristic Set-Covering-Based Postprocessing for Improving the Quine-McCluskey Method

Authors: Miloš Šeda

Abstract:

Finding the minimal logical functions has important applications in the design of logical circuits. This task is solved by many different methods but, frequently, they are not suitable for a computer implementation. We briefly summarise the well-known Quine-McCluskey method, which gives a unique procedure of computing and thus can be simply implemented, but, even for simple examples, does not guarantee an optimal solution. Since the Petrick extension of the Quine-McCluskey method does not give a generally usable method for finding an optimum for logical functions with a high number of values, we focus on interpretation of the result of the Quine-McCluskey method and show that it represents a set covering problem that, unfortunately, is an NP-hard combinatorial problem. Therefore it must be solved by heuristic or approximation methods. We propose an approach based on genetic algorithms and show suitable parameter settings.

Keywords: Boolean algebra, Karnaugh map, Quine-McCluskey method, set covering problem, genetic algorithm.

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148 Newtonian Mechanics Descriptions for General Relativity Experimental Tests, Dark Matter and Dark Energy

Authors: Jing-Gang Xie

Abstract:

As the continuation to the previous studies of gravitational frequency shift, gravitational time dilation, gravitational light bending, gravitational waves, dark matter, and dark energy are explained in the context of Newtonian mechanics. The photon is treated as the particle with mass of hν/C2 under the gravitational field of much larger mass of M. Hence the quantum mechanics theory could be applied to gravitational field on cosmology scale. The obtained results are the same as those obtained by general relativity considering weak gravitational field approximation; however, the results are different when the gravitational field is substantially strong.

Keywords: Gravitational time dilation, gravitational light bending, gravitational waves, dark matter, dark energy, General Relativity, gravitational frequency shift.

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147 Robust and Transparent Spread Spectrum Audio Watermarking

Authors: Ali Akbar Attari, Ali Asghar Beheshti Shirazi

Abstract:

In this paper, we propose a blind and robust audio watermarking scheme based on spread spectrum in Discrete Wavelet Transform (DWT) domain. Watermarks are embedded in the low-frequency coefficients, which is less audible. The key idea is dividing the audio signal into small frames, and magnitude of the 6th level of DWT approximation coefficients is modifying based upon the Direct Sequence Spread Spectrum (DSSS) technique. Also, the psychoacoustic model for enhancing in imperceptibility, as well as Savitsky-Golay filter for increasing accuracy in extraction, is used. The experimental results illustrate high robustness against most common attacks, i.e. Gaussian noise addition, Low pass filter, Resampling, Requantizing, MP3 compression, without significant perceptual distortion (ODG is higher than -1). The proposed scheme has about 83 bps data payload.

Keywords: Audio watermarking, spread spectrum, discrete wavelet transform, psychoacoustic, Savitsky-Golay filter.

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146 Dispersion of a Solute in Peristaltic Motion of a Couple Stress Fluid in the Presence of Magnetic Field

Authors: Habtu Alemayehu, G. Radhakrishnamacharya

Abstract:

An analytical solution for dispersion of a solute in the peristaltic motion of a couple stress fluid in the presence of magnetic field with both homogeneous and heterogeneous chemical reactions is presented. The average effective dispersion coefficient has been found using Taylor-s limiting condition and long wavelength approximation. The effects of various relevant parameters on the average effective coefficient of dispersion have been studied. The average effective dispersion coefficient tends to decrease with magnetic field parameter, homogeneous chemical reaction rate parameter and amplitude ratio but tends to increase with heterogeneous chemical reaction rate parameter.

Keywords: Dispersion, Peristalsis, Couple stress fluid, Chemicalreaction, Magnetic field.

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145 Determination of Seismic Wave of Consolidated Granite Rock in Penang Island: UltrasonicTesting Method Vs Seismic Refraction Method

Authors: Mohd Hafiz Musa, Zulfadhli Hasan Adli, M . N . Khairul Arifin

Abstract:

In seismic survey, the information regarding the velocity of compression wave (Vp) as well as shear wave (Vs) are very useful especially during the seismic interpretation. Previous studies showed that both Vp and Vs determined by above methods are totally different with respect to each other but offered good approximation. In this study, both Vp and Vs of consolidated granite rock were studied by using ultrasonic testing method and seismic refraction method. In ultrasonic testing, two different condition of rock are used which is dry and wet. The differences between Vp and Vs getting by using ultrasonic testing and seismic refraction were investigated and studied. The effect of water content in granite rock towards the value of Vp and Vs during ultrasonic testing are also measured. Within this work, the tolerance of the differences between the velocity of seismic wave getting from ultrasonic testing and the velocity of seismic wave getting from seismic refraction are also measured and investigated.

Keywords: Compressional wave, Granite, Shear Wave, Velocity

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144 Statistical Wavelet Features, PCA, and SVM Based Approach for EEG Signals Classification

Authors: R. K. Chaurasiya, N. D. Londhe, S. Ghosh

Abstract:

The study of the electrical signals produced by neural activities of human brain is called Electroencephalography. In this paper, we propose an automatic and efficient EEG signal classification approach. The proposed approach is used to classify the EEG signal into two classes: epileptic seizure or not. In the proposed approach, we start with extracting the features by applying Discrete Wavelet Transform (DWT) in order to decompose the EEG signals into sub-bands. These features, extracted from details and approximation coefficients of DWT sub-bands, are used as input to Principal Component Analysis (PCA). The classification is based on reducing the feature dimension using PCA and deriving the supportvectors using Support Vector Machine (SVM). The experimental are performed on real and standard dataset. A very high level of classification accuracy is obtained in the result of classification.

Keywords: Discrete Wavelet Transform, Electroencephalogram, Pattern Recognition, Principal Component Analysis, Support Vector Machine.

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143 Applications of Rough Set Decompositions in Information Retrieval

Authors: Chen Wu, Xiaohua Hu

Abstract:

This paper proposes rough set models with three different level knowledge granules in incomplete information system under tolerance relation by similarity between objects according to their attribute values. Through introducing dominance relation on the discourse to decompose similarity classes into three subclasses: little better subclass, little worse subclass and vague subclass, it dismantles lower and upper approximations into three components. By using these components, retrieving information to find naturally hierarchical expansions to queries and constructing answers to elaborative queries can be effective. It illustrates the approach in applying rough set models in the design of information retrieval system to access different granular expanded documents. The proposed method enhances rough set model application in the flexibility of expansions and elaborative queries in information retrieval.

Keywords: Incomplete information system, Rough set model, tolerance relation, dominance relation, approximation, decomposition, elaborative query.

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142 The Effects of Peristalsis on Dispersion of a Micropolar Fluid in the Presence of Magnetic Field

Authors: Habtu Alemayehu, G. Radhakrishnamacharya

Abstract:

The paper presents an analytical solution for dispersion of a solute in the peristaltic motion of a micropolar fluid in the presence of magnetic field and both homogeneous and heterogeneous chemical reactions. The average effective dispersion coefficient has been found using Taylor-s limiting condition under long wavelength approximation. The effects of various relevant parameters on the average coefficient of dispersion have been studied. The average effective dispersion coefficient increases with amplitude ratio, cross viscosity coefficient and heterogeneous chemical reaction rate parameter. But it decreases with magnetic field parameter and homogeneous chemical reaction rate parameter. It can be noted that the presence of peristalsis enhances dispersion of a solute.

Keywords: Peristalsis, Dispersion, Chemical reaction, Magneticfield, Micropolar fluid

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141 Indexing and Searching of Image Data in Multimedia Databases Using Axial Projection

Authors: Khalid A. Kaabneh

Abstract:

This paper introduces and studies new indexing techniques for content-based queries in images databases. Indexing is the key to providing sophisticated, accurate and fast searches for queries in image data. This research describes a new indexing approach, which depends on linear modeling of signals, using bases for modeling. A basis is a set of chosen images, and modeling an image is a least-squares approximation of the image as a linear combination of the basis images. The coefficients of the basis images are taken together to serve as index for that image. The paper describes the implementation of the indexing scheme, and presents the findings of our extensive evaluation that was conducted to optimize (1) the choice of the basis matrix (B), and (2) the size of the index A (N). Furthermore, we compare the performance of our indexing scheme with other schemes. Our results show that our scheme has significantly higher performance.

Keywords: Axial Projection, images, indexing, multimedia database, searching.

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140 Injunctions, Disjunctions, Remnants: The Reverse of Unity

Authors: Igor Guatelli

Abstract:

The universe of aesthetic perception entails impasses about sensitive divergences that each text or visual object may be subjected to. If approached through intertextuality that is not based on the misleading notion of kinships or similarities a priori admissible, the possibility of anachronistic, heterogeneous - and non-diachronic - assemblies can enhance the emergence of interval movements, intermediate, and conflicting, conducive to a method of reading, interpreting, and assigning meaning that escapes the rigid antinomies of the mere being and non-being of things. In negative, they operate in a relationship built by the lack of an adjusted meaning set by their positive existences, with no remainders; the generated interval becomes the remnant of each of them; it is the opening that obscures the stable positions of each one. Without the negative of absence, of that which is always missing or must be missing in a text, concept, or image made positive by history, nothing is perceived beyond what has been already given. Pairings or binary oppositions cannot lead only to functional syntheses; on the contrary, methodological disturbances accumulated by the approximation of signs and entities can initiate a process of becoming as an opening to an unforeseen other, transformation until a moment when the difficulties of [re]conciliation become the mainstay of a future of that sign/entity, not envisioned a priori. A counter-history can emerge from these unprecedented, misadjusted approaches, beginnings of unassigned injunctions and disjunctions, in short, difficult alliances that open cracks in a supposedly cohesive history, chained in its apparent linearity with no remains, understood as a categorical historical imperative. Interstices are minority fields that, because of their opening, are capable of causing opacity in that which, apparently, presents itself with irreducible clarity. Resulting from an incomplete and maladjusted [at the least dual] marriage between the signs/entities that originate them, this interval may destabilize and cause disorder in these entities and their own meanings. The interstitials offer a hyphenated relationship: a simultaneous union and separation, a spacing between the entity’s identity and its otherness or, alterity. One and the other may no longer be seen without the crack or fissure that now separates them, uniting, by a space-time lapse. Ontological, semantic shifts are caused by this fissure, an absence between one and the other, one with and against the other. Based on an improbable approximation between some conceptual and semantic shifts within the design production of architect Rem Koolhaas and the textual production of the philosopher Jacques Derrida, this article questions the notion of unity, coherence, affinity, and complementarity in the process of construction of thought from these ontological, epistemological, and semiological fissures that rattle the signs/entities and their stable meanings. Fissures in a thought that is considered coherent, cohesive, formatted are the negativity that constitutes the interstices that allow us to move towards what still remains as non-identity, which allows us to begin another story.

Keywords: Clearing, interstice, negative, remnant, spectrum.

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139 A Mixed Integer Linear Programming Model for Flexible Job Shop Scheduling Problem

Authors: Mohsen Ziaee

Abstract:

In this paper, a mixed integer linear programming (MILP) model is presented to solve the flexible job shop scheduling problem (FJSP). This problem is one of the hardest combinatorial problems. The objective considered is the minimization of the makespan. The computational results of the proposed MILP model were compared with those of the best known mathematical model in the literature in terms of the computational time. The results show that our model has better performance with respect to all the considered performance measures including relative percentage deviation (RPD) value, number of constraints, and total number of variables. By this improved mathematical model, larger FJS problems can be optimally solved in reasonable time, and therefore, the model would be a better tool for the performance evaluation of the approximation algorithms developed for the problem.

Keywords: Scheduling, flexible job shop, makespan, mixed integer linear programming.

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138 Robust Nonlinear Control of Two Links Robot Manipulator and Computing Maximum Load

Authors: Hasanifard Goran, Habib Nejad Korayem Moharam, Nikoobin Amin

Abstract:

A new robust nonlinear control scheme of a manipulator is proposed in this paper which is robust against modeling errors and unknown disturbances. It is based on the principle of variable structure control, with sliding mode control (SMC) method. The variable structure control method is a robust method that appears to be well suited for robotic manipulators because it requers only bounds on the robotic arm parameters. But there is no single systematic procedure that is guaranteed to produce a suitable control law. Also, to reduce chattring of the control signal, we replaced the sgn function in the control law by a continuous approximation such as tangant function. We can compute the maximum load with regard to applied torque into joints. The effectivness of the proposed approach has been evaluated analitically demonstrated through computer simulations for the cases of variable load and robot arm parameters.

Keywords: Variable structure control, robust control, switching surface, robot manipulator.

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137 Temperature Dependent Interaction Energies among X (=Ru, Rh) Impurities in Pd-Rich PdX Alloys

Authors: M. Asato, C. Liu, N. Fujima, T. Hoshino, Y. Chen, T. Mohri

Abstract:

We study the temperature dependence of the interaction energies (IEs) of X (=Ru, Rh) impurities in Pd, due to the Fermi-Dirac (FD) distribution and the thermal vibration effect by the Debye-Grüneisen model. The n-body (n=2~4) IEs among X impurities in Pd, being used to calculate the internal energies in the free energies of the Pd-rich PdX alloys, are determined uniquely and successively from the lower-order to higher-order, by the full-potential Korringa-Kohn-Rostoker Green’s function method (FPKKR), combined with the generalized gradient approximation in the density functional theory. We found that the temperature dependence of IEs due to the FD distribution, being usually neglected, is very important to reproduce the X-concentration dependence of the observed solvus temperatures of the Pd-rich PdX (X=Ru, Rh) alloys.

Keywords: Full-potential KKR-Green’s function method, Fermi-Dirac distribution, GGA, phase diagram of Pd-rich PdX (X=Ru, Rh) alloys, thermal vibration effect.

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136 Bose-Einstein Condensation in Neutral Many Bosonic System

Authors: M. Al-Sugheir, M. Sakhreya, G. Alna'washi, F. Al-Dweri

Abstract:

In this work, the condensation fraction and transition temperature of neutral many bosonic system are studied within the static fluctuation approximation (SFA). The effect of the potential parameters such as the strength and range on the condensate fraction was investigated. A model potential consisting of a repulsive step potential and an attractive potential well was used. As the potential strength or the core radius of the repulsive part increases, the condensation fraction is found to be decreased at the same temperature. Also, as the potential depth or the range of the attractive part increases, the condensation fraction is found to be increased. The transition temperature is decreased as the potential strength or the core radius of the repulsive part increases, and it increases as the potential depth or the range of the attractive part increases.

Keywords: About four key words or phrases in alphabetical order, separated by commas

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135 Comparison of Machine Learning Techniques for Single Imputation on Audiograms

Authors: Sarah Beaver, Renee Bryce

Abstract:

Audiograms detect hearing impairment, but missing values pose problems. This work explores imputations in an attempt to improve accuracy. This work implements Linear Regression, Lasso, Linear Support Vector Regression, Bayesian Ridge, K Nearest Neighbors (KNN), and Random Forest machine learning techniques to impute audiogram frequencies ranging from 125 Hz to 8000 Hz. The data contain patients who had or were candidates for cochlear implants. Accuracy is compared across two different Nested Cross-Validation k values. Over 4000 audiograms were used from 800 unique patients. Additionally, training on data combines and compares left and right ear audiograms versus single ear side audiograms. The accuracy achieved using Root Mean Square Error (RMSE) values for the best models for Random Forest ranges from 4.74 to 6.37. The R2 values for the best models for Random Forest ranges from .91 to .96. The accuracy achieved using RMSE values for the best models for KNN ranges from 5.00 to 7.72. The R2 values for the best models for KNN ranges from .89 to .95. The best imputation models received R2 between .89 to .96 and RMSE values less than 8dB. We also show that the accuracy of classification predictive models performed better with our imputation models versus constant imputations by a two percent increase.

Keywords: Machine Learning, audiograms, data imputations, single imputations.

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134 Numerical Methods versus Bjerksund and Stensland Approximations for American Options Pricing

Authors: Marasovic Branka, Aljinovic Zdravka, Poklepovic Tea

Abstract:

Numerical methods like binomial and trinomial trees and finite difference methods can be used to price a wide range of options contracts for which there are no known analytical solutions. American options are the most famous of that kind of options. Besides numerical methods, American options can be valued with the approximation formulas, like Bjerksund-Stensland formulas from 1993 and 2002. When the value of American option is approximated by Bjerksund-Stensland formulas, the computer time spent to carry out that calculation is very short. The computer time spent using numerical methods can vary from less than one second to several minutes or even hours. However to be able to conduct a comparative analysis of numerical methods and Bjerksund-Stensland formulas, we will limit computer calculation time of numerical method to less than one second. Therefore, we ask the question: Which method will be most accurate at nearly the same computer calculation time?

Keywords: Bjerksund and Stensland approximations, Computational analysis, Finance, Options pricing, Numerical methods.

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133 A New Analytical Approach to Reconstruct Residual Stresses Due to Turning Process

Authors: G.H. Farrahi, S.A. Faghidian, D.J. Smith

Abstract:

A thin layer on the component surface can be found with high tensile residual stresses, due to turning operations, which can dangerously affect the fatigue performance of the component. In this paper an analytical approach is presented to reconstruct the residual stress field from a limited incomplete set of measurements. Airy stress function is used as the primary unknown to directly solve the equilibrium equations and satisfying the boundary conditions. In this new method there exists the flexibility to impose the physical conditions that govern the behavior of residual stress to achieve a meaningful complete stress field. The analysis is also coupled to a least squares approximation and a regularization method to provide stability of the inverse problem. The power of this new method is then demonstrated by analyzing some experimental measurements and achieving a good agreement between the model prediction and the results obtained from residual stress measurement.

Keywords: Residual stress, Limited measurements, Inverse problems, Turning process.

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132 Modelling of Heating and Evaporation of Biodiesel Fuel Droplets

Authors: Mansour Al Qubeissi, Sergei S. Sazhin, Cyril Crua, Morgan R. Heikal

Abstract:

This paper presents the application of the Discrete Component Model for heating and evaporation to multi-component biodiesel fuel droplets in direct injection internal combustion engines. This model takes into account the effects of temperature gradient, recirculation and species diffusion inside droplets. A distinctive feature of the model used in the analysis is that it is based on the analytical solutions to the temperature and species diffusion equations inside the droplets. Nineteen types of biodiesel fuels are considered. It is shown that a simplistic model, based on the approximation of biodiesel fuel by a single component or ignoring the diffusion of components of biodiesel fuel, leads to noticeable errors in predicted droplet evaporation time and time evolution of droplet surface temperature and radius.

Keywords: Heat/Mass Transfer, Biodiesel, Multi-component Fuel, Droplet, Evaporation.

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131 Physical Properties of Uranium Dinitride UN2 by Using Density Functional Theory (DFT and DFT+U)

Authors: T. Zergoug, S.H. Abaidia, A. Nedjar, M. Y. Mokeddem

Abstract:

Physical properties of uranium dinitride (UN2) were investigated in detail using first principle calculations based on density functional theory (DFT). To study the strong correlation effects due to 5f uranium valence electrons, the on-site coulomb interaction correction U via the Hubbard-like term (DFT+U) was employed. The UN2 structural, mechanical and thermodynamic properties were calculated within DFT and Various U of DFT+U approach. The Perdew–Burke–Ernzerhof (PBE.5.2) version of the generalized gradient approximation (GGA) is used to describe the exchange-correlation with the projector-augmented wave (PAW) pseudo potentials. A comparative study shows that results are improved by using the Hubbard formalism for a certain U value correction like the structural parameter. For some physical properties the variation versus Hubbard-U is strong like Young modulus but for others it is weakly noticeable such as bulk modulus. We noticed also that from U=7.5 eV, elastic results don’t agree with the cubic cell because of the C44 values which turn out to be negative.

Keywords: Ab initio, bulk modulus, DFT, DFT + U.

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130 The Application of HLLC Numerical Solver to the Reduced Multiphase Model

Authors: Fatma Ghangir, Andrzej F. Nowakowski, Franck C. G. A. Nicolleau, Thomas M. Michelitsch

Abstract:

The performance of high-resolution schemes is investigated for unsteady, inviscid and compressible multiphase flows. An Eulerian diffuse interface approach has been chosen for the simulation of multicomponent flow problems. The reduced fiveequation and seven equation models are used with HLL and HLLC approximation. The authors demonstrated the advantages and disadvantages of both seven equations and five equations models studying their performance with HLL and HLLC algorithms on simple test case. The seven equation model is based on two pressure, two velocity concept of Baer–Nunziato [10], while five equation model is based on the mixture velocity and pressure. The numerical evaluations of two variants of Riemann solvers have been conducted for the classical one-dimensional air-water shock tube and compared with analytical solution for error analysis.

Keywords: Multiphase flow, gas-liquid flow, Godunov schems, Riemann solvers, HLL scheme, HLLC scheme.

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