Search results for: first order adjoint equation method
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 12176

Search results for: first order adjoint equation method

11666 An Improved Total Variation Regularization Method for Denoising Magnetocardiography

Authors: Yanping Liao, Congcong He, Ruigang Zhao

Abstract:

The application of magnetocardiography signals to detect cardiac electrical function is a new technology developed in recent years. The magnetocardiography signal is detected with Superconducting Quantum Interference Devices (SQUID) and has considerable advantages over electrocardiography (ECG). It is difficult to extract Magnetocardiography (MCG) signal which is buried in the noise, which is a critical issue to be resolved in cardiac monitoring system and MCG applications. In order to remove the severe background noise, the Total Variation (TV) regularization method is proposed to denoise MCG signal. The approach transforms the denoising problem into a minimization optimization problem and the Majorization-minimization algorithm is applied to iteratively solve the minimization problem. However, traditional TV regularization method tends to cause step effect and lacks constraint adaptability. In this paper, an improved TV regularization method for denoising MCG signal is proposed to improve the denoising precision. The improvement of this method is mainly divided into three parts. First, high-order TV is applied to reduce the step effect, and the corresponding second derivative matrix is used to substitute the first order. Then, the positions of the non-zero elements in the second order derivative matrix are determined based on the peak positions that are detected by the detection window. Finally, adaptive constraint parameters are defined to eliminate noises and preserve signal peak characteristics. Theoretical analysis and experimental results show that this algorithm can effectively improve the output signal-to-noise ratio and has superior performance.

Keywords: Constraint parameters, derivative matrix, magnetocardiography, regular term, total variation.

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11665 Speedup Breadth-First Search by Graph Ordering

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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11664 Numerical Analysis of Rapid Gas Decompression in Pure Nitrogen using 1D and 3D Transient Mathematical Models of Gas Flow in Pipes

Authors: Evgeniy Burlutskiy

Abstract:

The paper presents a numerical investigation on the rapid gas decompression in pure nitrogen which is made by using the one-dimensional (1D) and three-dimensional (3D) mathematical models of transient compressible non-isothermal fluid flow in pipes. A 1D transient mathematical model of compressible thermal multicomponent fluid mixture flow in pipes is presented. The set of the mass, momentum and enthalpy conservation equations for gas phase is solved in the model. Thermo-physical properties of multicomponent gas mixture are calculated by solving the Equation of State (EOS) model. The Soave-Redlich-Kwong (SRK-EOS) model is chosen. This model is successfully validated on the experimental data [1] and shows a good agreement with measurements. A 3D transient mathematical model of compressible thermal single-component gas flow in pipes, which is built by using the CFD Fluent code (ANSYS), is presented in the paper. The set of unsteady Reynolds-averaged conservation equations for gas phase is solved. Thermo-physical properties of single-component gas are calculated by solving the Real Gas Equation of State (EOS) model. The simplest case of gas decompression in pure nitrogen is simulated using both 1D and 3D models. The ability of both models to simulate the process of rapid decompression with a high order of agreement with each other is tested. Both, 1D and 3D numerical results show a good agreement between each other. The numerical investigation shows that 3D CFD model is very helpful in order to validate 1D simulation results if the experimental data is absent or limited.

Keywords: Mathematical model, Rapid Gas Decompression

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11663 Numerical Investigation of Indoor Air Quality and Thermal Comfort in a Ventilated Room

Authors: Ramy H. Mohammed

Abstract:

Understanding the behavior of airflow in a room is essential for building designers to provide the most efficient design of ventilation system, and having acceptable indoor air quality. This trend is the motive to solve the relationship between airflow parameters and thermal comfort. This paper investigates airflow characteristics, indoor air quality (IAQ), and the thermal comfort (TC) in a ventilated room with a displacement ventilation system using three dimensional CFD code [AirPak 2.0.6]. After validation of the code, a numerical study is executed for a typical room with dimensions of 5m by 3m by 3m height according to a variety of supply air velocities, supply air temperature and supply air relative humidity. The finite volume method and the indoor zero equation turbulence models are employed for solving the governing equations numerically. The temperature field and the mean age of air (MAA) in the modeled room for a displacement ventilation system are determined according to a variety of the above parameters. The variable air volume (VAV) systems with different supply air velocity are applicable to control room air temperature for a displacement ventilation system.

Keywords: Displacement ventilation, AirPak, Indoor zero equation, MAA.

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11662 A Study on Removal of Toluidine Blue Dye from Aqueous Solution by Adsorption onto Neem Leaf Powder

Authors: Himanshu Patel, R. T. Vashi

Abstract:

Adsorption of Toluidine blue dye from aqueous solutions onto Neem Leaf Powder (NLP) has been investigated. The surface characterization of this natural material was examined by Particle size analysis, Scanning Electron Microscopy (SEM), Fourier Transform Infrared (FTIR) spectroscopy and X-Ray Diffraction (XRD). The effects of process parameters such as initial concentration, pH, temperature and contact duration on the adsorption capacities have been evaluated, in which pH has been found to be most effective parameter among all. The data were analyzed using the Langmuir and Freundlich for explaining the equilibrium characteristics of adsorption. And kinetic models like pseudo first- order, second-order model and Elovich equation were utilized to describe the kinetic data. The experimental data were well fitted with Langmuir adsorption isotherm model and pseudo second order kinetic model. The thermodynamic parameters, such as Free energy of adsorption (AG"), enthalpy change (AH') and entropy change (AS°) were also determined and evaluated.

Keywords: Adsorption, isotherm models, kinetic models, temperature, toluidine blue dye, surface chemistry.

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11661 A Lagrangian Hamiltonian Computational Method for Hyper-Elastic Structural Dynamics

Authors: Hosein Falahaty, Hitoshi Gotoh, Abbas Khayyer

Abstract:

Performance of a Hamiltonian based particle method in simulation of nonlinear structural dynamics is subjected to investigation in terms of stability and accuracy. The governing equation of motion is derived based on Hamilton's principle of least action, while the deformation gradient is obtained according to Weighted Least Square method. The hyper-elasticity models of Saint Venant-Kirchhoff and a compressible version similar to Mooney- Rivlin are engaged for the calculation of second Piola-Kirchhoff stress tensor, respectively. Stability along with accuracy of numerical model is verified by reproducing critical stress fields in static and dynamic responses. As the results, although performance of Hamiltonian based model is evaluated as being acceptable in dealing with intense extensional stress fields, however kinds of instabilities reveal in the case of violent collision which can be most likely attributed to zero energy singular modes.

Keywords: Hamilton's principle of least action, particle based method, hyper-elasticity, analysis of stability.

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11660 Anisotropic Total Fractional Order Variation Model in Seismic Data Denoising

Authors: Jianwei Ma, Diriba Gemechu

Abstract:

In seismic data processing, attenuation of random noise is the basic step to improve quality of data for further application of seismic data in exploration and development in different gas and oil industries. The signal-to-noise ratio of the data also highly determines quality of seismic data. This factor affects the reliability as well as the accuracy of seismic signal during interpretation for different purposes in different companies. To use seismic data for further application and interpretation, we need to improve the signal-to-noise ration while attenuating random noise effectively. To improve the signal-to-noise ration and attenuating seismic random noise by preserving important features and information about seismic signals, we introduce the concept of anisotropic total fractional order denoising algorithm. The anisotropic total fractional order variation model defined in fractional order bounded variation is proposed as a regularization in seismic denoising. The split Bregman algorithm is employed to solve the minimization problem of the anisotropic total fractional order variation model and the corresponding denoising algorithm for the proposed method is derived. We test the effectiveness of theproposed method for synthetic and real seismic data sets and the denoised result is compared with F-X deconvolution and non-local means denoising algorithm.

Keywords: Anisotropic total fractional order variation, fractional order bounded variation, seismic random noise attenuation, Split Bregman Algorithm.

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11659 MIMO System Order Reduction Using Real-Coded Genetic Algorithm

Authors: Swadhin Ku. Mishra, Sidhartha Panda, Simanchala Padhy, C. Ardil

Abstract:

In this paper, real-coded genetic algorithm (RCGA) optimization technique has been applied for large-scale linear dynamic multi-input-multi-output (MIMO) system. The method is based on error minimization technique where the integral square error between the transient responses of original and reduced order models has been minimized by RCGA. The reduction procedure is simple computer oriented and the approach is comparable in quality with the other well-known reduction techniques. Also, the proposed method guarantees stability of the reduced model if the original high-order MIMO system is stable. The proposed approach of MIMO system order reduction is illustrated with the help of an example and the results are compared with the recently published other well-known reduction techniques to show its superiority.

Keywords: Multi-input-multi-output (MIMO) system.Modelorder reduction. Integral squared error (ISE). Real-coded geneticalgorithm

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11658 Simulation of the Performance of Novel Nonlinear Optimal Control Technique on Two Cart-inverted Pendulum System

Authors: B. Baigzadeh, V.Nazarzehi, H.Khaloozadeh

Abstract:

The two cart inverted pendulum system is a good bench mark for testing the performance of system dynamics and control engineering principles. Devasia introduced this system to study the asymptotic tracking problem for nonlinear systems. In this paper the problem of asymptotic tracking of the two-cart with an inverted-pendulum system to a sinusoidal reference inputs via introducing a novel method for solving finite-horizon nonlinear optimal control problems is presented. In this method, an iterative method applied to state dependent Riccati equation (SDRE) to obtain a reliable algorithm. The superiority of this technique has been shown by simulation and comparison with the nonlinear approach.

Keywords: Nonlinear optimal control, State dependent Riccatiequation, Asymptotic tracking, inverted pendulum

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11657 Introduction of the Fluid-Structure Coupling into the Force Analysis Technique

Authors: Océane Grosset, Charles Pézerat, Jean-Hugh Thomas, Frédéric Ablitzer

Abstract:

This paper presents a method to take into account the fluid-structure coupling into an inverse method, the Force Analysis Technique (FAT). The FAT method, also called RIFF method (Filtered Windowed Inverse Resolution), allows to identify the force distribution from local vibration field. In order to only identify the external force applied on a structure, it is necessary to quantify the fluid-structure coupling, especially in naval application, where the fluid is heavy. This method can be decomposed in two parts, the first one consists in identifying the fluid-structure coupling and the second one to introduced it in the FAT method to reconstruct the external force. Results of simulations on a plate coupled with a cavity filled with water are presented.

Keywords: Fluid-structure coupling, inverse methods, naval, vibrations.

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11656 An Inverse Heat Transfer Algorithm for Predicting the Thermal Properties of Tumors during Cryosurgery

Authors: Mohamed Hafid, Marcel Lacroix

Abstract:

This study aimed at developing an inverse heat transfer approach for predicting the time-varying freezing front and the temperature distribution of tumors during cryosurgery. Using a temperature probe pressed against the layer of tumor, the inverse approach is able to predict simultaneously the metabolic heat generation and the blood perfusion rate of the tumor. Once these parameters are predicted, the temperature-field and time-varying freezing fronts are determined with the direct model. The direct model rests on one-dimensional Pennes bioheat equation. The phase change problem is handled with the enthalpy method. The Levenberg-Marquardt Method (LMM) combined to the Broyden Method (BM) is used to solve the inverse model. The effect (a) of the thermal properties of the diseased tissues; (b) of the initial guesses for the unknown thermal properties; (c) of the data capture frequency; and (d) of the noise on the recorded temperatures is examined. It is shown that the proposed inverse approach remains accurate for all the cases investigated.

Keywords: Cryosurgery, inverse heat transfer, Levenberg-Marquardt method, thermal properties, Pennes model, enthalpy method.

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11655 Comparative Study of Complexity in Streetscape Composition

Authors: Ahmed Mansouri, Naoji Matsumoto

Abstract:

This research is a comparative study of complexity, as a multidimensional concept, in the context of streetscape composition in Algeria and Japan. 80 streetscapes visual arrays have been collected and then presented to 20 participants, with different cultural backgrounds, in order to be categorized and classified according to their degrees of complexity. Three analysis methods have been used in this research: cluster analysis, ranking method and Hayashi Quantification method (Method III). The results showed that complexity, disorder, irregularity and disorganization are often conflicting concepts in the urban context. Algerian daytime streetscapes seem to be balanced, ordered and regular, and Japanese daytime streetscapes seem to be unbalanced, regular and vivid. Variety, richness and irregularity with some aspects of order and organization seem to characterize Algerian night streetscapes. Japanese night streetscapes seem to be more related to balance, regularity, order and organization with some aspects of confusion and ambiguity. Complexity characterized mainly Algerian avenues with green infrastructure. Therefore, for Japanese participants, Japanese traditional night streetscapes were complex. And for foreigners, Algerian and Japanese avenues nightscapes were the most complex visual arrays.

Keywords: Streetscape, Nightscape, Complexity, Visual Array, Affordance, Cluster Analysis, Hayashi Quantification Method.

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11654 Time Series Forecasting Using Independent Component Analysis

Authors: Theodor D. Popescu

Abstract:

The paper presents a method for multivariate time series forecasting using Independent Component Analysis (ICA), as a preprocessing tool. The idea of this approach is to do the forecasting in the space of independent components (sources), and then to transform back the results to the original time series space. The forecasting can be done separately and with a different method for each component, depending on its time structure. The paper gives also a review of the main algorithms for independent component analysis in the case of instantaneous mixture models, using second and high-order statistics. The method has been applied in simulation to an artificial multivariate time series with five components, generated from three sources and a mixing matrix, randomly generated.

Keywords: Independent Component Analysis, second order statistics, simulation, time series forecasting

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11653 A Novel Adaptive Voltage Control Strategy for Boost Converter via Inverse LQ Servo-Control

Authors: Sorawit Stapornchaisit, Sidshchadhaa Aumted, Hiroshi Takami

Abstract:

In this paper, we propose a novel adaptive voltage control strategy for boost converter via Inverse LQ Servo-Control. Our presented strategy is based on an analytical formula of Inverse Linear Quadratic (ILQ) design method, which is not necessary to solve Riccati’s equation directly. The optimal and adaptive controller of the voltage control system is designed. The stability and the robust control are analyzed. Whereas, we can get the analytical solution for the optimal and robust voltage control is achieved through the natural angular velocity within a single parameter and we can change the responses easily via the ILQ control theory. Our method provides effective results as the stable responses and the response times are not drifted even if the condition is changed widely.

Keywords: Boost converter, optimal voltage control, inverse LQ design method, type-1 servo-system, adaptive control.

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11652 A New Splitting H1-Galerkin Mixed Method for Pseudo-hyperbolic Equations

Authors: Yang Liu, Jinfeng Wang, Hong Li, Wei Gao, Siriguleng He

Abstract:

A new numerical scheme based on the H1-Galerkin mixed finite element method for a class of second-order pseudohyperbolic equations is constructed. The proposed procedures can be split into three independent differential sub-schemes and does not need to solve a coupled system of equations. Optimal error estimates are derived for both semidiscrete and fully discrete schemes for problems in one space dimension. And the proposed method dose not requires the LBB consistency condition. Finally, some numerical results are provided to illustrate the efficacy of our method.

Keywords: Pseudo-hyperbolic equations, splitting system, H1-Galerkin mixed method, error estimates.

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11651 The Effect of Slow Variation of Base Flow Profile on the Stability of Slightly Curved Mixing Layers

Authors: Irina Eglite, Andrei A. Kolyshkin

Abstract:

The effect of small non-parallelism of the base flow on the stability of slightly curved mixing layers is analyzed in the present paper. Assuming that the instability wavelength is much smaller than the length scale of the variation of the base flow we derive an amplitude evolution equation using the method of multiple scales. The proposed asymptotic model provides connection between parallel flow approximations and takes into account slow longitudinal variation of the base flow.

Keywords: shallow water, parallel flow assumption, weaklynonlinear analysis, method of multiple scales

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11650 Understanding Physical Activity Behavior of Type 2 Diabetics Using the Theory of Planned Behavior and Structural Equation Modeling

Authors: D. O. Omondi, M. K. Walingo, G. M. Mbagaya, L. O. A. Othuon

Abstract:

Understanding patient factors related to physical activity behavior is important in the management of Type 2 Diabetes. This study applied the Theory of Planned Behavior model to understand physical activity behavior among sampled Type 2 diabetics in Kenya. The study was conducted within the diabetic clinic at Kisii Level 5 Hospital and adopted sequential mixed methods design beginning with qualitative phase and ending with quantitative phase. Qualitative data was analyzed using grounded theory analysis method. Structural equation modeling using maximum likelihood was used to analyze quantitative data. The common fit indices revealed that the theory of planned behavior fitted the data acceptably well among the Type 2 diabetes and within physical activity behavior {¤ç2 = 213, df = 84, n=230, p = .061, ¤ç2/df = 2.53; TLI = .97; CFI =.96; RMSEA (90CI) = .073(.029, .08)}. This theory proved to be useful in understanding physical activity behavior among Type 2 diabetics.

Keywords: Physical activity, Theory of Planned Behavior, Type2 diabetes, Kenya.

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11649 N-Grams: A Tool for Repairing Word Order Errors in Ill-formed Texts

Authors: Theologos Athanaselis, Stelios Bakamidis, Ioannis Dologlou, Konstantinos Mamouras

Abstract:

This paper presents an approach for repairing word order errors in English text by reordering words in a sentence and choosing the version that maximizes the number of trigram hits according to a language model. A possible way for reordering the words is to use all the permutations. The problem is that for a sentence with length N words the number of all permutations is N!. The novelty of this method concerns the use of an efficient confusion matrix technique for reordering the words. The confusion matrix technique has been designed in order to reduce the search space among permuted sentences. The limitation of search space is succeeded using the statistical inference of N-grams. The results of this technique are very interesting and prove that the number of permuted sentences can be reduced by 98,16%. For experimental purposes a test set of TOEFL sentences was used and the results show that more than 95% can be repaired using the proposed method.

Keywords: Permutations filtering, Statistical language model N-grams, Word order errors, TOEFL

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11648 Using Genetic Algorithms to Outline Crop Rotations and a Cropping-System Model

Authors: Nicolae Bold, Daniel Nijloveanu

Abstract:

The idea of cropping-system is a method used by farmers. It is an environmentally-friendly method, protecting the natural resources (soil, water, air, nutritive substances) and increase the production at the same time, taking into account some crop particularities. The combination of this powerful method with the concepts of genetic algorithms results into a possibility of generating sequences of crops in order to form a rotation. The usage of this type of algorithms has been efficient in solving problems related to optimization and their polynomial complexity allows them to be used at solving more difficult and various problems. In our case, the optimization consists in finding the most profitable rotation of cultures. One of the expected results is to optimize the usage of the resources, in order to minimize the costs and maximize the profit. In order to achieve these goals, a genetic algorithm was designed. This algorithm ensures the finding of several optimized solutions of cropping-systems possibilities which have the highest profit and, thus, which minimize the costs. The algorithm uses genetic-based methods (mutation, crossover) and structures (genes, chromosomes). A cropping-system possibility will be considered a chromosome and a crop within the rotation is a gene within a chromosome. Results about the efficiency of this method will be presented in a special section. The implementation of this method would bring benefits into the activity of the farmers by giving them hints and helping them to use the resources efficiently.

Keywords: Genetic algorithm, chromosomes, genes, cropping, agriculture.

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11647 Extended Cubic B-spline Interpolation Method Applied to Linear Two-Point Boundary Value Problems

Authors: Nur Nadiah Abd Hamid, Ahmad Abd. Majid, Ahmad Izani Md. Ismail

Abstract:

Linear two-point boundary value problem of order two is solved using extended cubic B-spline interpolation method. There is one free parameters, λ, that control the tension of the solution curve. For some λ, this method produced better results than cubic B-spline interpolation method.

Keywords: two-point boundary value problem, B-spline, extendedcubic B-spline.

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11646 Analytical Solution of Time-Harmonic Torsional Vibration of a Cylindrical Cavity in a Half-Space

Authors: M.Eskandari-Ghadi, M.Mahmoodian

Abstract:

In this article an isotropic linear elastic half-space with a cylindrical cavity of finite length is considered to be under the effect of a ring shape time-harmonic torsion force applied at an arbitrary depth on the surface of the cavity. The equation of equilibrium has been written in a cylindrical coordinate system. By means of Fourier cosine integral transform, the non-zero displacement component is obtained in the transformed domain. With the aid of the inversion theorem of the Fourier cosine integral transform, the displacement is obtained in the real domain. With the aid of boundary conditions, the involved boundary value problem for the fundamental solution is reduced to a generalized Cauchy singular integral equation. Integral representation of the stress and displacement are obtained, and it is shown that their degenerated form to the static problem coincides with existing solutions in the literature.

Keywords: Cosine transform, Half space, Isotropic, Singular integral equation, Torsion

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11645 Supersonic Flow around a Dihedral Airfoil: Modeling and Experimentation Investigation

Authors: A. Naamane, M. Hasnaoui

Abstract:

Numerical modeling of fluid flows, whether compressible or incompressible, laminar or turbulent presents a considerable contribution in the scientific and industrial fields. However, the development of an approximate model of a supersonic flow requires the introduction of specific and more precise techniques and methods. For this purpose, the object of this paper is modeling a supersonic flow of inviscid fluid around a dihedral airfoil. Based on the thin airfoils theory and the non-dimensional stationary Steichen equation of a two-dimensional supersonic flow in isentropic evolution, we obtained a solution for the downstream velocity potential of the oblique shock at the second order of relative thickness that characterizes a perturbation parameter. This result has been dealt with by the asymptotic analysis and characteristics method. In order to validate our model, the results are discussed in comparison with theoretical and experimental results. Indeed, firstly, the comparison of the results of our model has shown that they are quantitatively acceptable compared to the existing theoretical results. Finally, an experimental study was conducted using the AF300 supersonic wind tunnel. In this experiment, we have considered the incident upstream Mach number over a symmetrical dihedral airfoil wing. The comparison of the different Mach number downstream results of our model with those of the existing theoretical data (relative margin between 0.07% and 4%) and with experimental results (concordance for a deflection angle between 1° and 11°) support the validation of our model with accuracy.

Keywords: Asymptotic modelling, dihedral airfoil, supersonic flow, supersonic wind tunnel.

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11644 Influence of Confined Acoustic Phonons on the Shubnikov – de Haas Magnetoresistance Oscillations in a Doped Semiconductor Superlattice

Authors: Pham Ngoc Thang, Le Thai Hung, Nguyen Quang Bau

Abstract:

The influence of confined acoustic phonons on the Shubnikov – de Haas magnetoresistance oscillations in a doped semiconductor superlattice (DSSL), subjected in a magnetic field, DC electric field, and a laser radiation, has been theoretically studied based on quantum kinetic equation method. The analytical expression for the magnetoresistance in a DSSL has been obtained as a function of external fields, DSSL parameters, and especially the quantum number m characterizing the effect of confined acoustic phonons. When m goes to zero, the results for bulk phonons in a DSSL could be achieved. Numerical calculations are also achieved for the GaAs:Si/GaAs:Be DSSL and compared with other studies. Results show that the Shubnikov – de Haas magnetoresistance oscillations amplitude decrease as the increasing of phonon confinement effect.

Keywords: Shubnikov–de Haas magnetoresistance oscillations, quantum kinetic equation, confined acoustic phonons, laser radiation, doped semiconductor superlattices.

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11643 Entrepreneurs’ Perceptions of the Economic, Social and Physical Impacts of Tourism

Authors: Oktay Emir

Abstract:

The objective of this study is to determine how entrepreneurs perceive the economic, social and physical impacts of tourism. The study was conducted in the city of Afyonkarahisar, Turkey, which is rich in thermal tourism resources and investments. A survey was used as the data collection method, and the questionnaire was applied to 472 entrepreneurs. A simple random sampling method was used to identify the sample. Independent sampling t-tests and ANOVA tests were used to analyse the data obtained. Additionally, some statistically significant differences (p<0.05) were found based on the participants’ demographic characteristics regarding their opinions about the social, economic and physical impacts of tourism activities.

Keywords: Tourism, perception, entrepreneurship, entrepreneurs, structural equation modelling.

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11642 An Asymptotic Formula for Pricing an American Exchange Option

Authors: Hsuan-Ku Liu

Abstract:

In this paper, the American exchange option (AEO) valuation problem is modelled as a free boundary problem. The critical stock price for an AEO is satisfied an integral equation implicitly. When the remaining time is large enough, an asymptotic formula is provided for pricing an AEO. The numerical results reveal that our asymptotic pricing formula is robust and accurate for the long-term AEO.

Keywords: Integral equation, asymptotic solution, free boundary problem, American exchange option.

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11641 Study on a Nested Cartesian Grid Method

Authors: Yih-Ferng Peng

Abstract:

In this paper, the local grid refinement is focused by using a nested grid technique. The Cartesian grid numerical method is developed for simulating unsteady, viscous, incompressible flows with complex immersed boundaries. A finite volume method is used in conjunction with a two-step fractional-step procedure. The key aspects that need to be considered in developing such a nested grid solver are imposition of interface conditions on the inter-block and accurate discretization of the governing equation in cells that are with the inter-block as a control surface. A new interpolation procedure is presented which allows systematic development of a spatial discretization scheme that preserves the spatial accuracy of the underlying solver. The present nested grid method has been tested by two numerical examples to examine its performance in the two dimensional problems. The numerical examples include flow past a circular cylinder symmetrically installed in a Channel and flow past two circular cylinders with different diameters. From the numerical experiments, the ability of the solver to simulate flows with complicated immersed boundaries is demonstrated and the nested grid approach can efficiently speed up the numerical solutions.

Keywords: local grid refinement, Cartesian grid, nested grid, fractional-step method.

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11640 New Subband Adaptive IIR Filter Based On Polyphase Decomposition

Authors: Young-Seok Choi

Abstract:

We present a subband adaptive infinite-impulse response (IIR) filtering method, which is based on a polyphase decomposition of IIR filter. Motivated by the fact that the polyphase structure has benefits in terms of convergence rate and stability, we introduce the polyphase decomposition to subband IIR filtering, i.e., in each subband high order IIR filter is decomposed into polyphase IIR filters with lower order. Computer simulations demonstrate that the proposed method has improved convergence rate over conventional IIR filters.

Keywords: Subband adaptive filter, IIR filtering. Polyphase decomposition.

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11639 Free Vibration and Buckling of Rectangular Plates under Nonuniform In-Plane Edge Shear Loads

Authors: T. H. Young, Y. J. Tsai

Abstract:

A method for determining the stress distribution of a rectangular plate subjected to two pairs of arbitrarily distributed in-plane edge shear loads is proposed, and the free vibration and buckling of such a rectangular plate are investigated in this work.  The method utilizes two stress functions to synthesize the stress-resultant field of the plate with each of the stress functions satisfying the biharmonic compatibility equation. The sum of stress-resultant fields due to these two stress functions satisfies the boundary conditions at the edges of the plate, from which these two stress functions are determined. Then, the free vibration and buckling of the rectangular plate are investigated by the Galerkin method. Numerical results obtained by this work are compared with those appeared in the literature, and good agreements are observed.

Keywords: Stress analysis, free vibration, plate buckling, nonuniform in-plane edge shear.

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11638 Nonlinear Propagation of Acoustic Soliton Waves in Dense Quantum Electron-Positron Magnetoplasma

Authors: A. Abdikian

Abstract:

Propagation of nonlinear acoustic wave in dense electron-positron (e-p) plasmas in the presence of an external magnetic field and stationary ions (to neutralize the plasma background) is studied. By means of the quantum hydrodynamics model and applying the reductive perturbation method, the Zakharov-Kuznetsov equation is derived. Using the bifurcation theory of planar dynamical systems, the compressive structure of electrostatic solitary wave and periodic travelling waves is found. The numerical results show how the ion density ratio, the ion cyclotron frequency, and the direction cosines of the wave vector affect the nonlinear electrostatic travelling waves. The obtained results may be useful to better understand the obliquely nonlinear electrostatic travelling wave of small amplitude localized structures in dense magnetized quantum e-p plasmas and may be applicable to study the particle and energy transport mechanism in compact stars such as the interior of massive white dwarfs etc.

Keywords: Bifurcation theory, magnetized electron-positron plasma, phase portrait, the Zakharov-Kuznetsov equation.

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11637 Edge Detection in Low Contrast Images

Authors: Koushlendra Kumar Singh, Manish Kumar Bajpai, Rajesh K. Pandey

Abstract:

The edges of low contrast images are not clearly distinguishable to human eye. It is difficult to find the edges and boundaries in it. The present work encompasses a new approach for low contrast images. The Chebyshev polynomial based fractional order filter has been used for filtering operation on an image. The preprocessing has been performed by this filter on the input image. Laplacian of Gaussian method has been applied on preprocessed image for edge detection. The algorithm has been tested on two test images.

Keywords: Chebyshev polynomials, Fractional order differentiator, Laplacian of Gaussian (LoG) method, Low contrast image.

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