Search results for: Order%20of%20model%20reduction

Authors: Michael Grigutsch, Marco Kennemann, Peter Nyhuis

Abstract:

Due to the recovering global economy, enterprises are increasingly focusing on logistics. Investing in logistic measures for a production generates a large potential for achieving a good starting point within a competitive field. Unlike during the global economic crisis, enterprises are now challenged with investing available capital to maximize profits. In order to be able to create an informed and quantifiably comprehensible basis for a decision, enterprises need an adequate model for logistically and monetarily evaluating measures in production. The Collaborate Research Centre 489 (SFB 489) at the Institute for Production Systems (IFA) developed a Logistic Information System which provides support in making decisions and is designed specifically for the forging industry. The aim of a project that has been applied for is to now transfer this process in order to develop a universal approach to logistically and monetarily evaluate measures in production.

Keywords: Measures in Production, Logistic Operating Curves, Transfer Functions, Production Logistics

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Authors: J. H. Lv, W. Z. Wang, S.W. Liu

Abstract:

The major concern in the aviation industry is the flight safety. Although great effort has been put onto the development of material and system reliability, the failure cases of fatal accidents still occur nowadays. Due to the complexity of the aviation system, and the interaction among the failure components, the failure analysis of the related equipment is a little difficult. This study focuses on surveying the failure cases in aviation, which are extracted from failure analysis journals, including Engineering Failure Analysis and Case studies in Engineering Failure Analysis, in order to obtain the failure sensitive factors or failure sensitive parts. The analytical results show that, among the failure cases, fatigue failure is the largest in number of occurrence. The most failed components are the disk, blade, landing gear, bearing, and fastener. The frequently failed materials consist of steel, aluminum alloy, superalloy, and titanium alloy. Therefore, in order to assure the safety in aviation, more attention should be paid to the fatigue failures.

Keywords: Aviation industry, failure analysis, failure component, fatigue.

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Authors: Luis Gracia, Carlos Perez-Vidal, Carlos Gracia

Abstract:

This paper presents the theoretical background and the real implementation of an automated computer system to introduce machine vision in flower, fruit and vegetable processing for recollection, cutting, packaging, classification, or fumigation tasks. The considerations and implementation issues presented in this work can be applied to a wide range of varieties of flowers, fruits and vegetables, although some of them are especially relevant due to the great amount of units that are manipulated and processed each year over the world. The computer vision algorithms developed in this work are shown in detail, and can be easily extended to other applications. A special attention is given to the electromagnetic compatibility in order to avoid noisy images. Furthermore, real experimentation has been carried out in order to validate the developed application. In particular, the tests show that the method has good robustness and high success percentage in the object characterization.

Keywords: Image processing, Vision system, Automation

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Authors: Mehrdad Mahmudizad, Roya Ahmadi Ahangar

Abstract:

This paper presents the method of designing the type 2 fuzzy PID controllers in order to solve the problem of Load Frequency Control (LFC). The Harmony Search (HS) algorithm is used to regulate the measurement factors and the effect of uncertainty of membership functions of Interval Type 2 Fuzzy Proportional Integral Differential (IT2FPID) controllers in order to reduce the frequency deviation resulted from the load oscillations. The simulation results implicitly show that the performance of the proposed IT2FPID LFC in terms of error, settling time and resistance against different load oscillations is more appropriate and preferred than PID and Type 1 Fuzzy Proportional Integral Differential (T1FPID) controllers.

Keywords: Load Frequency Control, Fuzzy-PID controller, Type 2 fuzzy system, Harmony Search algorithm.

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Authors: Grigoris Giannarakis, Nikolaos Litinas, Ioannis Theotokas

Abstract:

This study attempts to clarify major perspectives of Corporate Social Responsibility (CSR) in the Greek market related to companies that have sufficient CSR. An empirical analysis was undertaken, based on literature review and previous observations and surveys, in order to provide a general analysis of the CSR concept in Greece. The results of Accountability Rating institution were used in order to identify companies that adopt an integrated social responsibility approach. Companies that responded to the survey are both regional and international and belong to different industrial fields. Some of the main survey results reveal: multiple aspects for the CSR concept, weak consensus as regards the importance of stakeholders and benefits from the CSR implementation, the important role of CSR in the decision procedure and CSR practices concerning social issues that affect mostly company-s competitiveness. Sharing companies- experience could address common social issues through CSR best practices and develop new knowledge.

Keywords: Corporate Social Responsibility, Greece, Kendall's co-efficient of concordance.

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Authors: Konstantinos B. Petrotos, Fani K. Karkanta, Paschalis E. Gkoutsidis, Ioannis Giavasis, Konstantinos N. Papatheodorou, Alexandros C. Ntontos

Abstract:

In the course of the present work, plain (nonencapsulated) and microencapsulated polyphenols were produced using olive mill wastewater (OMW) as raw material, in order to be used for enrichment of yogurt and dairy products. The OMW was first clarified by using membrane technology and subsequently the contained poly-phenols were isolated by adsorption-desorption technique using selective macro-porous resins and finally recovered in dry form after been processed by RO membrane technique followed by freeze drying. Moreover, the polyphenols were encapsulated in modified starch by freeze drying in order to mask the color and bitterness effect and improve their functionality. The two products were used successfully as additives in yogurt preparations and the produced products were acceptable by the consumers and presented with certain advantage to the plain yogurt. For the herein proposed production scheme a patent application was already submitted.

Keywords: OMW, polyphenol-enriched yogurt, encapsulation, bio-active dairy products

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Authors: M. Erol Genevois, D. Celik, H. Z. Ulukan

Abstract:

Automated Teller Machines (ATMs) can be considered among one of the most important service facilities in the banking industry. The investment in ATMs and the impact on the banking industry is growing steadily in every part of the world. The banks take into consideration many factors like safety, convenience, visibility, and cost in order to determine the optimum locations of ATMs. Today, ATMs are not only available in bank branches but also at retail locations. Another important factor is the cash management in ATMs. A cash demand model for every ATM is needed in order to have an efficient cash management system. This forecasting model is based on historical cash demand data which is highly related to the ATMs location. So, the location and the cash management problem should be considered together. This paper provides a general review on studies, efforts and development in ATMs location and cash management problem.

Keywords: ATM location problem, cash management problem, ATM cash replenishment problem, literature review in ATMs.

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Authors: Jaqueline M. R. Vieira

Abstract:

Different strategies and tools are available at the oil and gas industry for detecting and analyzing tension and possible fractures in borehole walls. Most of these techniques are based on manual observation of the captured borehole images. While this strategy may be possible and convenient with small images and few data, it may become difficult and suitable to errors when big databases of images must be treated. While the patterns may differ among the image area, depending on many characteristics (drilling strategy, rock components, rock strength, etc.). In this work we propose the inclusion of data-mining classification strategies in order to create a knowledge database of the segmented curves. These classifiers allow that, after some time using and manually pointing parts of borehole images that correspond to tension regions and breakout areas, the system will indicate and suggest automatically new candidate regions, with higher accuracy. We suggest the use of different classifiers methods, in order to achieve different knowledge dataset configurations.

Keywords: Brazil, classifiers, data-mining, Image Segmentation, oil well visualization, classifiers.

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Authors: Naohiko Honma, Kojiro Suzuki

Abstract:

This paper proposes the concept of aerocapture with aerodynamic-environment-adaptive variable geometry flexible aeroshell that vehicle deploys. The flexible membrane is composed of thin-layer film or textile as its aeroshell in order to solve some problems obstructing realization of aerocapture technique. Multi-objective optimization study is conducted to investigate solutions and derive design guidelines. As a result, solutions which can avoid aerodynamic heating and enlarge the corridor width up to 10% are obtained successfully, so that the effectiveness of this concept can be demonstrated. The deformation-use optimum solution changes its drag coefficient from 1.6 to 1.1, along with the change in dynamic pressure. Moreover, optimization results show that deformation-use solution requires the membrane for which upper temperature limit and strain limit are more than 700 K and 120%, respectively, and elasticity (Young-s modulus) is of order of 106 Pa.

Keywords: Aerocapture, flexible aeroshell, optimization, response surface methodology.

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Authors: A. O. Salami

Abstract:

The transportation problems are primarily concerned with the optimal way in which products produced at different plants (supply origins) are transported to a number of warehouses or customers (demand destinations). The objective in a transportation problem is to fully satisfy the destination requirements within the operating production capacity constraints at the minimum possible cost. The objective of this study is to determine ways of minimizing transportation cost in order to maximum profit. Data were sourced from the records of the Distribution Department of 7-Up Bottling Company Plc., Ilorin, Kwara State, Nigeria. The data were computed and analyzed using the three methods of solving transportation problem. The result shows that the three methods produced the same total transportation costs amounting to N1, 358, 019, implying that any of the method can be adopted by the company in transporting its final products to the wholesale dealers in order to minimize total production cost. 

Keywords: Allocation problem, Cost Minimization, Distribution system, Resources utilization.

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Authors: Kuan-Liang Liu, Eric Lee, Jung-Jyh Lee, Jyh-Ping Hsu

Abstract:

The electrical interaction between two axisymmetric spheroidal particles in an electrolyte solution is examined numerically. A Galerkin finite element method combined with a Newton-Raphson iteration scheme is proposed to evaluate the spatial variation in the electrical potential, and the result obtained used to estimate the interaction energy between two particles. We show that if the surface charge density is fixed, the potential gradient is larger at a point, which has a larger curvature, and if surface potential is fixed, surface charge density is proportional to the curvature. Also, if the total interaction energy against closest surface-to-surface curve exhibits a primary maximum, the maximum follows the order (oblate-oblate) > (sphere-sphere)>(oblate-prolate)>(prolate-prolate), and if the curve has a secondary minimum, the absolute value of the minimum follows the same order.

Keywords: interaction energy, interaction force, Poisson-Boltzmann equation, spheroid.

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Authors: Tarek Elhasia, Bernd Noche, Lima Zhao

Abstract:

In recent years, sustainable supply chain management (SSCM) has been widely researched in academic domain. However, due to the traditional operational role and the complexity of supply chain management in the cement industry, a relatively small amount of research has been conducted on cement supply chain simulation integrated with sustainability criteria. This paper analyses the cement supply chain operations using the Push-Pull supply chain frameworks, the Life Cycle Assessment (LCA) methodology; and proposal integration approach, proposes three supply chain scenarios based on Make-To-Stock (MTS), Pack-To-Order (PTO) and Grind- To-Order (GTO) strategies. A Discrete-Event Simulation (DES) model of SSCM is constructed using Arena software to implement the three-target scenarios. We conclude with the simulation results that (GTO) is the optimal supply chain strategy that demonstrates the best economic, ecological and social performance in the cement industry.

Keywords: Cement industry, simulation, supply chain management (SCM), sustainability.

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Authors: F. Djeffal, N. Lakhdar, T. Bendib

Abstract:

The study of the transport coefficients in electronic devices is currently carried out by analytical and empirical models. This study requires several simplifying assumptions, generally necessary to lead to analytical expressions in order to study the different characteristics of the electronic silicon-based devices. Further progress in the development, design and optimization of Silicon-based devices necessarily requires new theory and modeling tools. In our study, we use the PSO (Particle Swarm Optimization) technique as a computational tool to develop analytical approaches in order to study the transport phenomenon of the electron in crystalline silicon as function of temperature and doping concentration. Good agreement between our results and measured data has been found. The optimized analytical models can also be incorporated into the circuits simulators to study Si-based devices without impact on the computational time and data storage.

Keywords: Particle Swarm, electron mobility, Si-based devices, Optimization.

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Authors: Pankaj Gupta, Amit Kumar Srivastava, Nitesh Pandey

Abstract:

This article explores the domain of generative design in order to enhance the development of robot designs for innovative and efficient maintenance approaches for tall buildings. This study aims to optimize the design of robotic hands by focusing on minimizing mass and volume while ensuring they can withstand the specified pressure with equal strength. The research procedure is structured and systematic. The purpose of optimization is to enhance the efficiency of the robot and reduce the manufacturing expenses. The project seeks to investigate the application of generative design in order to optimize products. Autodesk Fusion 360 offers the capability to immediately apply the generative design functionality to the solid model. The effort involved creating a solid model of the Smart Glass Cleaning Robot and optimizing one of its components, the Hand, using generative techniques. The article has thoroughly examined the designs, outcomes, and procedure. These loads serve as a benchmark for creating designs that can endure the necessary level of pressure and preserve their structural integrity. The efficacy of the generative design process is contingent upon the selection of materials, as different materials possess distinct physical attributes. The study utilizes five different materials, namely Steel, Stainless Steel, Titanium, Aluminum, and CFRP (Carbon Fiber Reinforced Polymer), in order to investigate a range of design possibilities.

Keywords: Generative design, mass and volume optimization, material strength analysis, generative design, smart glass cleaning robot.

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Authors: T. M. Al Muhareb, J. Graham-Jones

Abstract:

The service quality is a significant element in aviation industry especially in the international airports. Through this paper, the researchers built a model based on Lean six sigma methodologies and applied it in the departure area at KKIA (King Khalid International Airport) in order to assess it. This model characterized with many special features that can become over the cultural differences in aviation industry since it is considered the most critical circumstance in this field. Applying the model of this study is depending on following the DMAIC procedure systemized in lean thinking aspects. This model of Lean-six-sigma as a managerial procedure is mostly focused on the change management culture that requires high level of planning, organizing, modifying, and controlling in order to benefit from strengths as well as revoke weaknesses.

Keywords: Lean-six-sigma, Service quality, Aviation industry, KKIA (King Khalid International Airport), SERVQUAL.

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Authors: N. Phumchusri, K. Roekdethawesab, M. Lohatepanont

Abstract:

Overbooking is an approach of selling more goods or services than available capacities because sellers anticipate that some buyers will not show-up or may cancel their bookings. At present, many airlines deploy overbooking strategy in order to deal with the uncertainty of their customers. Particularly, some airlines sell more cargo capacity than what they have available to freight forwarders with beliefs that some of them will cancel later. In this paper, we propose methods to find the optimal overbooking level of volume and weight for air cargo in order to minimize the total cost, containing cost of spoilage and cost of offloaded. Cancellations of volume and weight are jointly random variables with a known joint distribution. Heuristic approaches applying the idea of weight and volume independency is considered to find an appropriate answer to the full problem. Computational experiments are used to explore the performance of approaches presented in this paper, as compared to a naïve method under different scenarios.

Keywords: Air cargo overbooking, offloaded capacity, optimal overbooking level, revenue management, spoilage capacity.

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Authors: M. Rezki, A. Belaidi

Abstract:

This paper deals with a method of learning to solve a real problem in biomedical engineering from a technical study of muscle fatigue. Electromyography (EMG) is a technique for evaluating and recording the electrical activity produced by skeletal muscles (viewpoint: anatomical and physiological). EMG is used as a diagnostics tool for identifying neuromuscular diseases, assessing low-back pain and muscle fatigue in general. In order to study the EMG signal for detecting fatigue in a muscle, we have taken a real problem which touches the tramway conductor the handle bar. For the study, we have used a typical autonomous platform in order to get signals at real time. In our case study, we were confronted with complex problem to do our experiments in a tram. This type of problem is recurring among students. To teach our students the method to solve this kind of problem, we built a similar system. Through this study, we realized a lot of objectives such as making the equipment for simulation, the study of detection of muscle fatigue and especially how to manage a study of biomedical looking.

Keywords: EMG, health platform, conductor’s tram, muscle fatigue.

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Authors: Nima Hatami

Abstract:

In this paper, we use Radial Basis Function Networks (RBFN) for solving the problem of environmental interference cancellation of speech signal. We show that the Second Order Thin- Plate Spline (SOTPS) kernel cancels the interferences effectively. For make comparison, we test our experiments on two conventional most used RBFN kernels: the Gaussian and First order TPS (FOTPS) basis functions. The speech signals used here were taken from the OGI Multi-Language Telephone Speech Corpus database and were corrupted with six type of environmental noise from NOISEX-92 database. Experimental results show that the SOTPS kernel can considerably outperform the Gaussian and FOTPS functions on speech interference cancellation problem.

Keywords: Environmental interference, interference cancellation of speech, Radial Basis Function networks, Gaussian and TPS kernels.

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Authors: Ber-Lin Yu, Ting-Zhu Huang

Abstract:

If there exists a nonempty, proper subset S of the set of all (n+1)(n+2)/2 inertias such that S Ôèå i(A) is sufficient for any n×n zero-nonzero pattern A to be inertially arbitrary, then S is called a critical set of inertias for zero-nonzero patterns of order n. If no proper subset of S is a critical set, then S is called a minimal critical set of inertias. In [Kim, Olesky and Driessche, Critical sets of inertias for matrix patterns, Linear and Multilinear Algebra, 57 (3) (2009) 293-306], identifying all minimal critical sets of inertias for n×n zero-nonzero patterns with n ≥ 3 and the minimum cardinality of such a set are posed as two open questions by Kim, Olesky and Driessche. In this note, the minimum cardinality of all critical sets of inertias for 4 × 4 irreducible zero-nonzero patterns is identified.

Keywords: Zero-nonzero pattern, inertia, critical set of inertias, inertially arbitrary.

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Authors: Shuenn-Yih Chang, Chiu-Li Huang

Abstract:

Three structure-dependent integration methods have been developed for solving equations of motion, which are second-order ordinary differential equations, for structural dynamics and earthquake engineering applications. Although they generally have the same numerical properties, such as explicit formulation, unconditional stability and second-order accuracy, a different performance is found in solving the free vibration response to either linear elastic or nonlinear systems with high frequency modes. The root cause of this different performance in the free vibration responses is analytically explored herein. As a result, it is verified that a weak instability is responsible for the different performance of the integration methods. In general, a weak instability will result in an inaccurate solution or even numerical instability in the free vibration responses of high frequency modes. As a result, a weak instability must be prohibited for time integration methods.

Keywords: Dynamic analysis, high frequency, integration method, overshoot, weak instability.

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Authors: Mahdi Yaghobi, Mohammad Haeri

Abstract:

The current methods of predictive controllers are utilized for those processes in which the rate of output variations is not high. For such processes, therefore, stability can be achieved by implementing the constrained predictive controller or applying infinite prediction horizon. When the rate of the output growth is high (e.g. for unstable nonminimum phase process) the stabilization seems to be problematic. In order to avoid this, it is suggested to change the method in the way that: first, the prediction error growth should be decreased at the early stage of the prediction horizon, and second, the rate of the error variation should be penalized. The growth of the error is decreased through adjusting its weighting coefficients in the cost function. Reduction in the error variation is possible by adding the first order derivate of the error into the cost function. By studying different examples it is shown that using these two remedies together, the closed-loop stability of unstable nonminimum phase process can be achieved.

Keywords: GPC, Stability, Varying Weighting Coefficients.

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Authors: E. Aruchunan, J. Sulaiman

Abstract:

The objective of this paper is to analyse the application of the Half-Sweep Gauss-Seidel (HSGS) method by using the Half-sweep approximation equation based on central difference (CD) and repeated trapezoidal (RT) formulas to solve linear fredholm integro-differential equations of first order. The formulation and implementation of the Full-Sweep Gauss-Seidel (FSGS) and Half- Sweep Gauss-Seidel (HSGS) methods are also presented. The HSGS method has been shown to rapid compared to the FSGS methods. Some numerical tests were illustrated to show that the HSGS method is superior to the FSGS method.

Keywords: Integro-differential equations, Linear fredholm equations, Finite difference, Quadrature formulas, Half-Sweep iteration.

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Authors: Ber-Lin Yu, Ting-Zhu Huang

Abstract:

If there exists a nonempty, proper subset S of the set of all (n + 1)(n + 2)/2 inertias such that S Ôèå i(A) is sufficient for any n × n zero-nonzero pattern A to be inertially arbitrary, then S is called a critical set of inertias for zero-nonzero patterns of order n. If no proper subset of S is a critical set, then S is called a minimal critical set of inertias. In [3], Kim, Olesky and Driessche identified all minimal critical sets of inertias for 2 × 2 zero-nonzero patterns. Identifying all minimal critical sets of inertias for n × n zero-nonzero patterns with n ≥ 3 is posed as an open question in [3]. In this paper, all minimal critical sets of inertias for 3 × 3 zero-nonzero patterns are identified. It is shown that the sets {(0, 0, 3), (3, 0, 0)}, {(0, 0, 3), (0, 3, 0)}, {(0, 0, 3), (0, 1, 2)}, {(0, 0, 3), (1, 0, 2)}, {(0, 0, 3), (2, 0, 1)} and {(0, 0, 3), (0, 2, 1)} are the only minimal critical sets of inertias for 3 × 3 irreducible zerononzero patterns.

Keywords: Permutation digraph, zero-nonzero pattern, irreducible pattern, critical set of inertias, inertially arbitrary.

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Authors: Ε. Giovanis

Abstract:

In this paper we present an autoregressive model with neural networks modeling and standard error backpropagation algorithm training optimization in order to predict the gross domestic product (GDP) growth rate of four countries. Specifically we propose a kind of weighted regression, which can be used for econometric purposes, where the initial inputs are multiplied by the neural networks final optimum weights from input-hidden layer after the training process. The forecasts are compared with those of the ordinary autoregressive model and we conclude that the proposed regression-s forecasting results outperform significant those of autoregressive model in the out-of-sample period. The idea behind this approach is to propose a parametric regression with weighted variables in order to test for the statistical significance and the magnitude of the estimated autoregressive coefficients and simultaneously to estimate the forecasts.

Keywords: Autoregressive model, Error back-propagation Feed-Forward neural networks, , Gross Domestic Product

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Authors: Norsiah Abdul Hamid, Halimah Badioze Zaman

Abstract:

This paper outlines the research conducted to propose na framework of 'Knowledge Society' (KS) in the Malaysian context. It is important to highlight that the emergence of KS is a result of the rapid growth in knowledge and information. However, the discussion of KS should not only be limited to the importance of knowledge, but a holistic KS is also determined by other imperative dimensions. This article discusses the results of a study conducted previously in Malaysia in order to identify the essential dimensions of KS, and consequently propose a KS framework in the Malaysian context. Two methods were employed, namely the Delphi technique and semi-structured interviews. The modified Delphi involved five rounds with ten experts, while the interviews were conducted with two prominent figures in Malaysia. The results support the proposed framework which contains seven major dimensions in order for Malaysia to become a KS in the future. The dimensions which are crucial for a holistic Malaysian KS are human capital, spirituality, economy, social, institutional, sustainability, and driven by the ICT.

Keywords: Malaysia, Knowledge Society, Framework, Delphi Technique, Interview.

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Authors: AbdulLateef A. Olanrewaju, Mohd F. Khamidi, Arazi Idrus

Abstract:

This paper is part of an ongoing research on the development of systemic maintenance management model Malaysian university buildings. In order to achieve this aim, there is a need to develop a performance model against which services are measure. Measuring performance is a significant part of maintenance management service delivery. Maintenance organization needs to know where they are in order to provide user-driven services and to enhance productivity. The aim of this paper is to formulate a template or model for university maintenance organization in Malaysia. The model is based on literature review and survey questionnaire and has been validated. Through grounded theory, this paper developed a 8 points matrix for the university maintenance organizations for measuring and improving their service delivery. The potential of the model is guide and assists towards providing value added service delivery through initiating maintenance according to user value system rather than on the condition of the building.

Keywords: Performance matrix, university buildings, users, maintenance organization

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Authors: Kawai Nobuaki

Abstract:

This paper describes the design and implementation of web system for continuable and viable collaboration. This study proposes the improvement of the system based on a result of a certain practice. As contemporary higher education information environments transform, this study highlights the significance of university identity and college identity that are formed continuously through independent activities of the students. Based on these discussions, the present study proposes a practical media environment design which facilitates the processes of organizational identity formation based on a continuous and cyclical model. Even if users change by this system, the communication system continues operation and cooperation. The activity becomes the archive and produces new activity. Based on the result, this study elaborates a plan with a re-design by a system from the viewpoint of second-order cybernetics. Systems theory is a theoretical foundation for our study.

Keywords: Collaborative work, learning management system, second-order cybernetics, systems theory, user generated contents, viable system model.

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Authors: Elisabeth Brandenburg, Robert Woll, Rainer Stark

Abstract:

This paper presents how smart glasses and voice commands can be used for improving the maintenance process of industrial gas turbines. It presents the process of inspecting a gas turbine’s combustion chamber and how it is currently performed using a set of paper-based documents. In order to improve this process, a portable hands-free process assistance system has been conceived. In the following, it will be presented how the approach of user-centered design and the method of paper prototyping have been successfully applied in order to design a user interface and a corresponding workflow model that describes the possible interaction patterns between the user and the interface. The presented evaluation of these results suggests that the assistance system could help the user by rendering multiple manual activities obsolete, thus allowing him to work hands-free and to save time for generating protocols.

Keywords: Paper prototyping, smart glasses, turbine maintenance, user centered design.

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Authors: Qiuyi Lyu, Bin Gong

Abstract:

Breadth-First Search (BFS) is a core graph algorithm that is widely used for graph analysis. As it is frequently used in many graph applications, improving the BFS performance is essential. In this paper, we present a graph ordering method that could reorder the graph nodes to achieve better data locality, thus, improving the BFS performance. Our method is based on an observation that the sibling relationships will dominate the cache access pattern during the BFS traversal. Therefore, we propose a frequency-based model to construct the graph order. First, we optimize the graph order according to the nodes’ visit frequency. Nodes with high visit frequency will be processed in priority. Second, we try to maximize the child nodes’ overlap layer by layer. As it is proved to be NP-hard, we propose a heuristic method that could greatly reduce the preprocessing overheads.We conduct extensive experiments on 16 real-world datasets. The result shows that our method could achieve comparable performance with the state-of-the-art methods while the graph ordering overheads are only about 1/15.

Keywords: Breadth-first search, BFS, graph ordering, graph algorithm.

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Authors: Changhong Guo, Shaomei Fang, Yong He

Abstract:

In this paper, fractional Black-Scholes models for the European option pricing were established based on the fractional G-Brownian motion (fGBm), which generalizes the concepts of the classical Brownian motion, fractional Brownian motion and the G-Brownian motion, and that can be used to be a tool for considering the long range dependence and uncertain volatility for the financial markets simultaneously. A generalized fractional Black-Scholes equation (FBSE) was derived by using the Taylor’s series of fractional order and the theory of absence of arbitrage. Finally, some explicit option pricing formulas for the European call option and put option under the FBSE were also solved, which extended the classical option pricing formulas given by F. Black and M. Scholes.

Keywords: European option pricing, fractional Black-Scholes equations, fractional G-Brownian motion, Taylor’s series of fractional order, uncertain volatility.

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