Search results for: system models
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 10227

Search results for: system models

9657 Development of User Interface for Path Planning System for Bus Network and On-demand Bus Reservation System

Authors: Seiichi Tamagawa, Takao Kawamura, Toshihiko Sasama, Kazunori Sugahara

Abstract:

Route bus system is one of fundamental transportation device for aged people and students, and has an important role in every province. However, passengers decrease year by year, therefore the authors have developed the system called "Bus-Net" as a web application to sustain the public transport. But there are two problems in Bus-Net. One is the user interface that does not consider the variety of the device, and the other is the path planning system that dose not correspond to the on-demand bus. Then, Bus-Net was improved to be able to utilize the variety of the device, and a new function corresponding to the on-demand bus was developed.

Keywords: Route Bus, Path Planning System, User Interface, Ondemandbus, Reservation system.

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9656 Analysing of Indoor Radio Wave Propagation on Ad-hoc Network by Using TP-LINK Router

Authors: Khine Phyu, Aung Myint Aye

Abstract:

This paper presents results of measurements campaign carried out at a carrier frequency of 24GHz with the help of TPLINK router in indoor line-of-sight (LOS) scenarios. Firstly, the radio wave propagation strategies are analyzed in some rooms with router of point to point Ad hoc network. Then floor attenuation is defined for 3 floors in experimental region. The free space model and dual slope models are modified by considering the influence of corridor conditions on each floor. Using these models, indoor signal attenuation can be estimated in modeling of indoor radio wave propagation. These results and modified models can also be used in planning the networks of future personal communications services.

Keywords: radio wave signal analyzing, LOS radio wavepropagation, indoor radio wave propagation, free space model, tworay model and indoor attenuation.

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9655 Task Modeling for User Interface Design: A Layered Approach

Authors: Costin Pribeanu

Abstract:

The model-based approach to user interface design relies on developing separate models that are capturing various aspects about users, tasks, application domain, presentation and dialog representations. This paper presents a task modeling approach for user interface design and aims at exploring the mappings between task, domain and presentation models. The basic idea of our approach is to identify typical configurations in task and domain models and to investigate how they relate each other. A special emphasis is put on application-specific functions and mappings between domain objects and operational task structures. In this respect, we will distinguish between three layers in the task decomposition: a functional layer, a planning layer, and an operational layer.

Keywords: task modeling, user interface design, unit tasks, basic tasks, operational task model

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9654 Modified Techniques for Distribution System Reliability Improvement by Parallel Operation of Transformers

Authors: Ohn Zin Lin, Okka, Cho Cho Myint

Abstract:

It is important to consider the effects of transformers on distribution system because they have the highest impact on system reliability. It is generally said that parallel operation of transformers (POT) can improve the system reliability. However, the estimation approach can be also considered for accuracy. In this paper, we propose a three-state components model and equations to determine the reliability improvement by POT, and cooperation of POT and distributed generation (DG). Based on the proposed model and techniques, the effect of POT is analyzed in four different tests with the consideration of conventional distribution system, distribution automation system (DAS) and DG. According to the results, the reliability is greatly improved by cooperation of POT, DAS and DG. The proposed model and methods are applicable to not only developing countries which have conventional distribution system but also developed countries in which DAS has already installed.

Keywords: Distribution system, reliability, dispersed generator, energy not supply, transformer parallel operation.

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9653 A Comparative Analysis of Machine Learning Techniques for PM10 Forecasting in Vilnius

Authors: M. A. S. Fahim, J. Sužiedelytė Visockienė

Abstract:

With the growing concern over air pollution (AP), it is clear that this has gained more prominence than ever before. The level of consciousness has increased and a sense of knowledge now has to be forwarded as a duty by those enlightened enough to disseminate it to others. This realization often comes after an understanding of how poor air quality indices (AQI) damage human health. The study focuses on assessing air pollution prediction models specifically for Lithuania, addressing a substantial need for empirical research within the region. Concentrating on Vilnius, it specifically examines particulate matter concentrations 10 micrometers or less in diameter (PM10). Utilizing Gaussian Process Regression (GPR) and Regression Tree Ensemble, and Regression Tree methodologies, predictive forecasting models are validated and tested using hourly data from January 2020 to December 2022. The study explores the classification of AP data into anthropogenic and natural sources, the impact of AP on human health, and its connection to cardiovascular diseases. The study revealed varying levels of accuracy among the models, with GPR achieving the highest accuracy, indicated by an RMSE of 4.14 in validation and 3.89 in testing.

Keywords: Air pollution, anthropogenic and natural sources, machine learning, Gaussian process regression, tree ensemble, forecasting models, particulate matter.

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9652 Ecosystem Model for Environmental Applications

Authors: Cristina Schreiner, Romeo Ciobanu, Marius Pislaru

Abstract:

This paper aims to build a system based on fuzzy models that can be implemented in the assessment of ecological systems, to determine appropriate methods of action for reducing adverse effects on environmental and implicit the population. The model proposed provides new perspective for environmental assessment, and it can be used as a practical instrument for decision –making.

Keywords: Ecosystem model, Environmental security, Fuzzy logic, Sustainability of habitable regions.

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9651 Simulation and Configuration of Hydrogen Assisted Renewable Energy Power System

Authors: V. Karri, W. K. Yap, J. Titchen

Abstract:

A renewable energy system discussed in this paper is a stand-alone wind-hydrogen system for a remote island in Australia. The analysis of an existing wind-diesel power system was performed. Simulation technique was used to model the power system currently employed on the island, and simulated different configurations of additional hydrogen energy system. This study aims to determine the suitable hydrogen integrated configuration to setting up the prototype system for the island, which helps to reduce the diesel consumption on the island. A set of configurations for the hydrogen system and associated parameters that consists of wind turbines, electrolysers, hydrogen internal combustion engines, and storage tanks has been purposed. The simulation analyses various configurations that perfectly balances the system to meet the demand on the island.

Keywords: Hydrogen power systems, hydrogen internal combustion engine, modeling and simulation of hydrogen power systems.

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9650 Techno-Economic Analysis of Motor-Generator Pair System and Virtual Synchronous Generator for Providing Inertia of Power System

Authors: Zhou Yingkun, Xu Guorui, Wei Siming, Huang Yongzhang

Abstract:

With the increasing of the penetration of renewable energy in power system, the whole inertia of the power system is declining, which will endanger the frequency stability of the power system. In order to enhance the inertia, virtual synchronous generator (VSG) has been proposed. In addition, the motor-generator pair (MGP) system is proposed to enhance grid inertia. Both of them need additional equipment to provide instantaneous energy, so the economic problem should be considered. In this paper, the basic working principle of MGP system and VSG are introduced firstly. Then, the technical characteristics and economic investment of MGP/VSG are compared by calculation and simulation. The results show that the MGP system can provide same inertia with less cost than VSG.

Keywords: High renewable energy penetration, inertia of power system, virtual synchronous generator, motor-generator pair system, techno-economic analysis.

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9649 Convective Hot Air Drying of Different Varieties of Blanched Sweet Potato Slices

Authors: M. O. Oke, T. S. Workneh

Abstract:

Drying behavior of blanched sweet potato in a cabinet dryer using different five air temperatures (40-80°C) and ten sweet potato varieties sliced to 5mm thickness were investigated. The drying data were fitted to eight models. The Modified Henderson and Pabis model gave the best fit to the experimental moisture ratio data obtained during the drying of all the varieties while Newton (Lewis) and Wang and Singh models gave the least fit. The values of Deff obtained for Bophelo variety (1.27 x 10-9 to 1.77 x 10-9 m2/s) was the least while that of S191 (1.93 x 10-9 to 2.47 x 10-9 m2/s) was the highest which indicates that moisture diffusivity in sweet potato is affected by the genetic factor. Activation energy values ranged from 0.27-6.54 kJ/mol. The lower activation energy indicates that drying of sweet potato slices requires less energy and is hence a cost and energy saving method. The drying behavior of blanched sweet potato was investigated in a cabinet dryer. Drying time decreased considerably with increase in hot air temperature. Out of the eight models fitted, the Modified Henderson and Pabis model gave the best fit to the experimental moisture ratio data on all the varieties while Newton, Wang and Singh models gave the least. The lower activation energy (0.27 - 6.54 kJ/mol) obtained indicates that drying of sweet potato slices requires less energy and is hence a cost and energy saving method.

Keywords: Sweet Potato Slice, Drying Models, Moisture Ratio, Moisture Diffusivity, Activation Energy.

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9648 Evaluating the Feasibility of Magnetic Induction to Cross an Air-Water Boundary

Authors: Mark Watson, J.-F. Bousquet, Adam Forget

Abstract:

A magnetic induction based underwater communication link is evaluated using an analytical model and a custom Finite-Difference Time-Domain (FDTD) simulation tool. The analytical model is based on the Sommerfeld integral, and a full-wave simulation tool evaluates Maxwell’s equations using the FDTD method in cylindrical coordinates. The analytical model and FDTD simulation tool are then compared and used to predict the system performance for various transmitter depths and optimum frequencies of operation. To this end, the system bandwidth, signal to noise ratio, and the magnitude of the induced voltage are used to estimate the expected channel capacity. The models show that in seawater, a relatively low-power and small coils may be capable of obtaining a throughput of 40 to 300 kbps, for the case where a transmitter is at depths of 1 to 3 m and a receiver is at a height of 1 m.

Keywords: Magnetic Induction, FDTD, Underwater Communication, Sommerfeld.

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9647 Deep Learning Based, End-to-End Metaphor Detection in Greek with Recurrent and Convolutional Neural Networks

Authors: Konstantinos Perifanos, Eirini Florou, Dionysis Goutsos

Abstract:

This paper presents and benchmarks a number of end-to-end Deep Learning based models for metaphor detection in Greek. We combine Convolutional Neural Networks and Recurrent Neural Networks with representation learning to bear on the metaphor detection problem for the Greek language. The models presented achieve exceptional accuracy scores, significantly improving the previous state-of-the-art results, which had already achieved accuracy 0.82. Furthermore, no special preprocessing, feature engineering or linguistic knowledge is used in this work. The methods presented achieve accuracy of 0.92 and F-score 0.92 with Convolutional Neural Networks (CNNs) and bidirectional Long Short Term Memory networks (LSTMs). Comparable results of 0.91 accuracy and 0.91 F-score are also achieved with bidirectional Gated Recurrent Units (GRUs) and Convolutional Recurrent Neural Nets (CRNNs). The models are trained and evaluated only on the basis of training tuples, the related sentences and their labels. The outcome is a state-of-the-art collection of metaphor detection models, trained on limited labelled resources, which can be extended to other languages and similar tasks.

Keywords: Metaphor detection, deep learning, representation learning, embeddings.

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9646 Challenges and Opportunities of Cloud-Based E-Learning Systems

Authors: Kashif Laeeq, Zubair A. Shaikh

Abstract:

The paradigm of education is drastically changing from conventional to e-learning model. Due to ease of learning with various other benefits, several educational institutions are adopting the e-learning models. Some institutions are still willing to transform their educational system on to e-learning, but due to limited resources, they are still compromising on the old traditional system. The cloud computing could be one of the best solutions to overcome this problem by providing hardware, software, and infrastructure resources with cost efficient manner. The adoption of cloud computing in education will bring revolution in this paradigm. This paper introduces various positive features of e-learning and presents a way how cloud computing technology can be provisioned e-learning model. This paper also investigates the numerous challenges and opportunities that would be observed in cloud computing adoption in e-learning domain. The concept and knowledge present in this paper may create a new direction of research in the domain of cloud-based e-learning.

Keywords: Cloud-based e-learning, e-learning, cloud computing application, smart learning.

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9645 Electromagnetic Field Modeling in Human Tissue

Authors: Iliana Marinova, Valentin Mateev

Abstract:

For investigations of electromagnetic field distributions in biological structures by Finite Element Method (FEM), a method for automatic 3D model building of human anatomical objects is developed. Models are made by meshed structures and specific electromagnetic material properties for each tissue type. Mesh is built according to specific FEM criteria for achieving good solution accuracy. Several FEM models of anatomical objects are built. Formulation using magnetic vector potential and scalar electric potential (A-V, A) is used for modeling of electromagnetic fields in human tissue objects. The developed models are suitable for investigations of electromagnetic field distributions in human tissues exposed in external fields during magnetic stimulation, defibrillation, impedance tomography etc.

Keywords: electromagnetic field, finite element method, humantissue.

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9644 A Multi-Modal Virtual Walkthrough of the Virtual Past and Present Based on Panoramic View, Crowd Simulation and Acoustic Heritage on Mobile Platform

Authors: Lim Chen Kim, Tan Kian Lam, Chan Yi Chee

Abstract:

This research presents a multi-modal simulation in the reconstruction of the past and the construction of present in digital cultural heritage on mobile platform. In bringing the present life, the virtual environment is generated through a presented scheme for rapid and efficient construction of 360° panoramic view. Then, acoustical heritage model and crowd model are presented and improvised into the 360° panoramic view. For the reconstruction of past life, the crowd is simulated and rendered in an old trading port. However, the keystone of this research is in a virtual walkthrough that shows the virtual present life in 2D and virtual past life in 3D, both in an environment of virtual heritage sites in George Town through mobile device. Firstly, the 2D crowd is modelled and simulated using OpenGL ES 1.1 on mobile platform. The 2D crowd is used to portray the present life in 360° panoramic view of a virtual heritage environment based on the extension of Newtonian Laws. Secondly, the 2D crowd is animated and rendered into 3D with improved variety and incorporated into the virtual past life using Unity3D Game Engine. The behaviours of the 3D models are then simulated based on the enhancement of the classical model of Boid algorithm. Finally, a demonstration system is developed and integrated with the models, techniques and algorithms of this research. The virtual walkthrough is demonstrated to a group of respondents and is evaluated through the user-centred evaluation by navigating around the demonstration system. The results of the evaluation based on the questionnaires have shown that the presented virtual walkthrough has been successfully deployed through a multi-modal simulation and such a virtual walkthrough would be particularly useful in a virtual tour and virtual museum applications.

Keywords: Boid algorithm, crowd simulation, mobile platform, Newtonian laws, virtual heritage.

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9643 Estimation of Vertical Handover Probability in an Integrated UMTS and WLAN Networks

Authors: Diganta Kumar Pathak, Manashjyoti Bhuyan, Vaskar Deka

Abstract:

Vertical Handover(VHO) among different communication technologies ensuring uninterruption and service continuity is one of the most important performance parameter in Heterogenous networks environment. In an integrated Universal Mobile Telecommunicatin System(UMTS) and Wireless Local Area Network(WLAN), WLAN is given an inherent priority over UMTS because of its high data rates with low cost. Therefore mobile users want to be associated with WLAN maximum of the time while roaming, to enjoy best possible services with low cost. That encourages reduction of number of VHO. In this work the reduction of number of VHO with respect to varying number of WLAN Access Points(APs) in an integrated UMTS and WLAN network is investigated through simulation to provide best possible cost effective service to the users. The simulation has been carried out for an area (7800 × 9006)m2 where COST-231 Hata model and 3GPP (TR 101 112 V 3.1.0) specified models are used for WLAN and UMTS path loss models respectively. The handover decision is triggered based on the received signal level as compared to the fade margin. Fade margin gives a probabilistic measure of the reliability of the communication link. A relationship between number of WLAN APs and the number of VHO is also established in this work.

Keywords: VHO, UMTS, WLAN, MT, AP, BS.

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9642 Speed Sensorless Control with a Linearizationby State Feedback of Asynchronous Machine Using a Model Reference Adaptive System

Authors: A. Larabi, M. S. Boucherit

Abstract:

In this paper, we show that the association of the PI regulators for the speed and stator currents with a control strategy using the linearization by state feedback for an induction machine without speed sensor, and with an adaptation of the rotor resistance. The rotor speed is estimated by using the model reference adaptive system approach (MRAS). This method consists of using two models: The first is the reference model and the second is an adjustable one in which two components of the stator flux, obtained from the measurement of the currents and stator voltages are estimated. The estimated rotor speed is then obtained by canceling the difference between stator-flux of the reference model and those of the adjustable one. Satisfactory results of simulation are obtained and discussed in this paper to highlight the proposed approach.

Keywords: Asynchronous actuator, PI Regulator, adaptivemethod with reference model, Vector control.

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9641 eTransformation Framework for the Cognitive Systems

Authors: Ana Hol

Abstract:

Digital systems are in the Cognitive wave of the eTransformations and are now extensively aimed at meeting the individuals’ demands, both those of customers requiring services and those of service providers. It is also apparent that successful future systems will not just simply open doors to the traditional owners/users to offer and receive services such as Uber, for example, does today, but will in the future require more customized and cognitively enabled infrastructures that will be responsive to the system user’s needs. To be able to identify what is required for such systems this research reviews the historical and the current effects of the eTransformation process by studying: 1. eTransitions of company websites and mobile applications, 2. Emergence of new shared economy business models such as Uber, and 3. New requirements for demand driven, cognitive systems capable of learning and just-in-time decision-making. Based on the analysis, this study proposes a Cognitive eTransformation Framework capable of guiding implementations of new responsive and user aware systems.

Keywords: System implementations, AI supported systems, cognitive systems, eTransformation.

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9640 Development of a Hamster Knowledge System Based On Android Application

Authors: Satien Janpla, Thanawan Boonpuck, Pattarapan Roonrakwit 

Abstract:

In this paper, we present a hamster knowledge system based on android application. The objective of this system is to advice user to upkeep and feed hamsters based on mobile application. We describe the design approaches and functional components of this system. The system was developed based on knowledge based of hamster experts. The results were divided by the research purposes into 2 parts: developing the mobile application for advice users and testing and evaluating the system. Black box technique was used to evaluate application performances and questionnaires were applied to measure user satisfaction with system usability by specialists and users.

Keywords: Hamster knowledge, android application, black box.

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9639 Design Methodology through Risk Assessment of Massive Water Retaining Structures

Authors: A. Rouili

Abstract:

In the present paper the results of a numerical study are presented, numerical models were developed to simulate the behaviour of vertical massive dikes. The proposed models were developed according to the geometry, boundary conditions, loading conditions and initial conditions of a physical model taken as reference. The results obtained were compared to the experimental data. As far as the overall behaviour, the displacements and the failure mechanisms of the dikes is concerned, the numerical results were in good agreement with the experimental results, which clearly indicates a good quality of numerical modelling. The validated numerical models were used in a parametric study were the displacements and failure mechanisms were fully investigated. Out of the results obtained, some conclusions and recommendations related to the design of massive dikes are proposed.

Keywords: Water conservation, dikes, risk assessment and numerical modelling.

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9638 Measurement of CES Production Functions Considering Energy as an Input

Authors: Donglan Zha, Jiansong Si

Abstract:

Because of its flexibility, CES attracts much interest in economic growth and programming models, and the macroeconomics or micro-macro models. This paper focuses on the development, estimating methods of CES production function considering energy as an input. We leave for future research work of relaxing the assumption of constant returns to scale, the introduction of potential input factors, and the generalization method of the optimal nested form of multi-factor production functions.

Keywords: Bias of technical change, CES production function, elasticity of substitution, energy input.

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9637 Human Verification in a Video Surveillance System Using Statistical Features

Authors: Sanpachai Huvanandana

Abstract:

A human verification system is presented in this paper. The system consists of several steps: background subtraction, thresholding, line connection, region growing, morphlogy, star skelatonization, feature extraction, feature matching, and decision making. The proposed system combines an advantage of star skeletonization and simple statistic features. A correlation matching and probability voting have been used for verification, followed by a logical operation in a decision making stage. The proposed system uses small number of features and the system reliability is convincing.

Keywords: Human verification, object recognition, videounderstanding, segmentation.

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9636 LQR Based PID Controller Design for 3-DOF Helicopter System

Authors: Santosh Kr. Choudhary

Abstract:

In this article, LQR based PID controller design for 3DOF helicopter system is investigated. The 3-DOF helicopter system is a benchmark laboratory model having strongly nonlinear characteristics and unstable dynamics which make the control of such system a challenging task. This article first presents the mathematical model of the 3DOF helicopter system and then illustrates the basic idea and technical formulation for controller design. The paper explains the simple approach for the approximation of PID design parameters from the LQR controller gain matrix. The simulation results show that the investigated controller has both static and dynamic performance, therefore the stability and the quick control effect can be obtained simultaneously for the 3DOF helicopter system.

Keywords: 3DOF helicopter system, PID controller, LQR controller, modeling, simulation.

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9635 Intrusion Detection System Based On The Integrity of TCP Packet

Authors: Moad Alhamaty , Ali Yazdian , Fathi Al-qadasi

Abstract:

A common way to elude the signature-based Network Intrusion Detection System is based upon changing a recognizable attack to an unrecognizable one via the IDS. For example, in order to evade sign accommodation with intrusion detection system markers, a hacker spilt the payload packet into many small pieces or hides them within messages. In this paper we try to model the main fragmentation attack and create a new module in the intrusion detection architecture system which recognizes the main fragmentation attacks through verification of integrity checking of TCP packet in order to prevent elusion of the system and also to announce the necessary alert to the system administrator.

Keywords: Intrusion detection system, Evasion techniques, Fragmentation attacks, TCP Packet integrity.

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9634 Phosphine Mortality Estimation for Simulation of Controlling Pest of Stored Grain: Lesser Grain Borer (Rhyzopertha dominica)

Authors: Mingren Shi, Michael Renton

Abstract:

There is a world-wide need for the development of sustainable management strategies to control pest infestation and the development of phosphine (PH3) resistance in lesser grain borer (Rhyzopertha dominica). Computer simulation models can provide a relatively fast, safe and inexpensive way to weigh the merits of various management options. However, the usefulness of simulation models relies on the accurate estimation of important model parameters, such as mortality. Concentration and time of exposure are both important in determining mortality in response to a toxic agent. Recent research indicated the existence of two resistance phenotypes in R. dominica in Australia, weak and strong, and revealed that the presence of resistance alleles at two loci confers strong resistance, thus motivating the construction of a two-locus model of resistance. Experimental data sets on purified pest strains, each corresponding to a single genotype of our two-locus model, were also available. Hence it became possible to explicitly include mortalities of the different genotypes in the model. In this paper we described how we used two generalized linear models (GLM), probit and logistic models, to fit the available experimental data sets. We used a direct algebraic approach generalized inverse matrix technique, rather than the traditional maximum likelihood estimation, to estimate the model parameters. The results show that both probit and logistic models fit the data sets well but the former is much better in terms of small least squares (numerical) errors. Meanwhile, the generalized inverse matrix technique achieved similar accuracy results to those from the maximum likelihood estimation, but is less time consuming and computationally demanding.

Keywords: mortality estimation, probit models, logistic model, generalized inverse matrix approach, pest control simulation

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9633 IT Perspective of Service-Oriented eGovernment Enterprise

Authors: Anu Paul, Varghese Paul

Abstract:

The focal aspire of e-Government (eGovt) is to offer citizen-centered service delivery. Accordingly, the citizenry consumes services from multiple government agencies through national portal. Thus, eGovt is an enterprise with the primary business motive of transparent, efficient and effective public services to its citizenry and its logical structure is the eGovernment Enterprise Architecture (eGEA). Since eGovt is IT oriented multifaceted service-centric system, EA doesn’t do much on an automated enterprise other than the business artifacts. Service-Oriented Architecture (SOA) manifestation led some governments to pertain this in their eGovts, but it limits the source of business artifacts. The concurrent use of EA and SOA in eGovt executes interoperability and integration and leads to Service-Oriented e-Government Enterprise (SOeGE). Consequently, agile eGovt system becomes a reality. As an IT perspective eGovt comprises of centralized public service artifacts with the existing application logics belong to various departments at central, state and local level. The eGovt is renovating to SOeGE by apply the Service-Orientation (SO) principles in the entire system. This paper explores IT perspective of SOeGE in India which encompasses the public service models and illustrated with a case study the Passport service of India.

Keywords: Enterprise Architecture, Service-Oriented e-Government Enterprise, Service Interface Layer, Service Model.

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9632 Design of Medical Information Storage System – ECG Signal

Authors: A. Rubiano F, N. Olarte, D. Lara

Abstract:

This paper presents the design, implementation and results related to the storage system of medical information associated to the ECG (Electrocardiography) signal. The system includes the signal acquisition modules, the preprocessing and signal processing, followed by a module of transmission and reception of the signal, along with the storage and web display system of the medical platform. The tests were initially performed with this signal, with the purpose to include more biosignal under the same system in the future.

Keywords: Acquisition, ECG Signal, Storage, Web Platform

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9631 Pricing European Options under Jump Diffusion Models with Fast L-stable Padé Scheme

Authors: Salah Alrabeei, Mohammad Yousuf

Abstract:

The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. Modeling option pricing by Black-School models with jumps guarantees to consider the market movement. However, only numerical methods can solve this model. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, the exponential time differencing (ETD) method is applied for solving partial integrodifferential equations arising in pricing European options under Merton’s and Kou’s jump-diffusion models. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). A partial fraction form of Pad`e schemes is used to overcome the complexity of inverting polynomial of matrices. These two tools guarantee to get efficient and accurate numerical solutions. We construct a parallel and easy to implement a version of the numerical scheme. Numerical experiments are given to show how fast and accurate is our scheme.

Keywords: Integral differential equations, L-stable methods, pricing European options, Jump–diffusion model.

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9630 Generation of 3D Models Obtained with Low-Cost RGB and Thermal Sensors Mounted on Drones

Authors: Julio Manuel de Luis Ruiz, Javier Sedano Cibrián, Rubén Pérez Álvarez, Raúl Pereda García, Felipe Piña García

Abstract:

Nowadays it is common to resort to aerial photography to carry out the prospection and/or exploration of archaeological sites. In recent years, Unmanned Aerial Vehicles (UAVs) have been applied as the vehicles that carry the sensor. This implies certain advantages, such as the possibility of including low-cost sensors, given that these vehicles can carry the sensor at relatively low altitudes. Due to this, low-cost dual sensors have recently begun to be used. This new equipment can collaborate with classic Digital Elevation Models (DEMs) in the exploration of archaeological sites, but this entails the need for a methodological setting to optimize the acquisition, processing and exploitation of the information provided by low-cost dual sensors. This research focuses on the design of an appropriate workflow to obtain 3D models with low-cost sensors carried on UAVs, both in the RGB and thermal domains. All the foregoing has been applied to the archaeological site of Juliobriga, located in Cantabria (Spain). To this end, a flight with this type of sensors has been planned, developed and analyzed. It has been applied to the archaeological site of Juliobriga (Cantabria, Spain). A strong dependence of the thermal sensor on the GSD, and the capability of this technique to interpret underground materials. This research allows to state that the thermal nature of the site does not provide main information about the site itself, but with combination with other types of information, such as the DEM, the typology of materials, etc., can produce very positive results with respect to the exploration and knowledge of the site. 

Keywords: process optimization, RGB models, thermal models, UAV, workflow

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9629 Development of Coronal Field and Solar Wind Components for MHD Interplanetary Simulations

Authors: Ljubomir Nikolic, Larisa Trichtchenko

Abstract:

The connection between solar activity and adverse phenomena in the Earth’s environment that can affect space and ground based technologies has spurred interest in Space Weather (SW) research. A great effort has been put on the development of suitable models that can provide advanced forecast of SW events. With the progress in computational technology, it is becoming possible to develop operational large scale physics based models which can incorporate the most important physical processes and domains of the Sun-Earth system. In order to enhance our SW prediction capabilities we are developing advanced numerical tools. With operational requirements in mind, our goal is to develop a modular simulation framework of propagation of the disturbances from the Sun through interplanetary space to the Earth. Here, we report and discuss on the development of coronal field and solar wind components for a large scale MHD code. The model for these components is based on a potential field source surface model and an empirical Wang-Sheeley-Arge solar wind relation. 

Keywords: Space weather, numerical modeling, coronal field, solar wind.

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9628 Exterior Calculus: Economic Growth Dynamics

Authors: Troy L. Story

Abstract:

Mathematical models of dynamics employing exterior calculus are mathematical representations of the same unifying principle; namely, the description of a dynamic system with a characteristic differential one-form on an odd-dimensional differentiable manifold leads, by analysis with exterior calculus, to a set of differential equations and a characteristic tangent vector (vortex vector) which define transformations of the system. Using this principle, a mathematical model for economic growth is constructed by proposing a characteristic differential one-form for economic growth dynamics (analogous to the action in Hamiltonian dynamics), then generating a pair of characteristic differential equations and solving these equations for the rate of economic growth as a function of labor and capital. By contracting the characteristic differential one-form with the vortex vector, the Lagrangian for economic growth dynamics is obtained.

Keywords: Differential geometry, exterior calculus, Hamiltonian geometry, mathematical economics.

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