Search results for: computational finance.

Authors: S. S. Mishra, D. K. Yadav

Abstract:

This paper focuses on cost and profit analysis of single-server Markovian queuing system with two priority classes. In this paper, functions of total expected cost, revenue and profit of the system are constructed and subjected to optimization with respect to its service rates of lower and higher priority classes. A computing algorithm has been developed on the basis of fast converging numerical method to solve the system of non linear equations formed out of the mathematical analysis. A novel performance measure of cost and profit analysis in view of its economic interpretation for the system with priority classes is attempted to discuss in this paper. On the basis of computed tables observations are also drawn to enlighten the variational-effect of the model on the parameters involved therein.

Keywords: Cost and Profit, Computing, Expected Revenue, Priority classes

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Authors: N. Tuncbag, T. Haliloglu, O. Keskin

Abstract:

Understanding the cell's large-scale organization is an interesting task in computational biology. Thus, protein-protein interactions can reveal important organization and function of the cell. Here, we investigated the correspondence between protein interactions and function for the yeast. We obtained the correlations among the set of proteins. Then these correlations are clustered using both the hierarchical and biclustering methods. The detailed analyses of proteins in each cluster were carried out by making use of their functional annotations. As a result, we found that some functional classes appear together in almost all biclusters. On the other hand, in hierarchical clustering, the dominancy of one functional class is observed. In brief, from interaction data to function, some correlated results are noticed about the relationship between interaction and function which might give clues about the organization of the proteins.

Keywords: Pair-wise protein interactions, DIP database, functional correlations, biclustering.

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Authors: David Lávicka

Abstract:

This paper looks into detailed investigation of thermal-hydraulic characteristics of the flow field in a fuel rod model, especially near the spacer. The area investigate represents a source of information on the velocity flow field, vortex, and on the amount of heat transfer into the coolant all of which are critical for the design and improvement of the fuel rod in nuclear power plants. The flow field investigation uses three-dimensional Computational Fluid Dynamics (CFD) with the Reynolds stresses turbulence model (RSM). The fuel rod model incorporates a vertical annular channel where three different shapes of spacers are used; each spacer shape is addressed individually. These spacers are mutually compared in consideration of heat transfer capabilities between the coolant and the fuel rod model. The results are complemented with the calculated heat transfer coefficient in the location of the spacer and along the stainless-steel pipe.

Keywords: CFD, fuel rod model, heat transfer, spacer

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Authors: M. Behbahani-Nejad, Y. Shekari

Abstract:

A reduced order modeling approach for natural gas transient flow in pipelines is presented. The Euler equations are considered as the governing equations and solved numerically using the implicit Steger-Warming flux vector splitting method. Next, the linearized form of the equations is derived and the corresponding eigensystem is obtained. Then, a few dominant flow eigenmodes are used to construct an efficient reduced-order model. A well-known test case is presented to demonstrate the accuracy and the computational efficiency of the proposed method. The results obtained are in good agreement with those of the direct numerical method and field data. Moreover, it is shown that the present reduced-order model is more efficient than the conventional numerical techniques for transient flow analysis of natural gas in pipelines.

Keywords: Eigenmode, Natural Gas, Reduced Order Modeling, Transient Flow.

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Authors: V. Salajka, J. Kala, P. Hradil

Abstract:

The presented article deals with the description of a numerical model of a corridor at a Central Interim Spent Fuel Storage Facility (hereinafter CISFSF). The model takes into account the effect of air flows on the temperature of stored waste. The computational model was implemented in the ANSYS/CFX programming environment in the form of a CFD task solution, which was compared with an approximate analytical calculation. The article includes a categorization of the individual alternatives for the ventilation of such underground systems. The aim was to evaluate a ventilation system for a CISFSF with regard to its stability and capacity to provide sufficient ventilation for the removal of heat produced by stored casks with spent nuclear fuel.

Keywords: Temperature fields, Spent Fuel, Interim storage facility, CFD.

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Authors: S. H. R. Lo

Abstract:

Virtual engineering technology has undergone rapid progress in recent years and is being adopted increasingly by manufacturing companies of many engineering disciplines. There is an increasing demand from industry for qualified virtual engineers. The qualified virtual engineers should have the ability of applying engineering principles and mechanical design methods within the commercial software package environment. It is a challenge to the engineering education in universities which traditionally tends to lack the integration of knowledge and skills required for solving real world problems. In this paper, a case study shows some recent development of a MSc Mechanical Engineering course at Department of Engineering and Technology in MMU, and in particular, two units Simulation of Mechanical Systems(SMS) and Computer Aided Fatigue Analysis(CAFA) that emphasize virtual engineering education and promote integration of knowledge acquisition, skill training and industrial application.

Keywords: Computational modelling and simulation, mechanical engineering education.

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Authors: Juntae Kim, Jaeyoung Park, Kyoungkun Lee, Jong Tae Kim

Abstract:

The H.264/AVC standard is a highly efficient video codec providing high-quality videos at low bit-rates. As employing advanced techniques, the computational complexity has been increased. The complexity brings about the major problem in the implementation of a real-time encoder and decoder. Parallelism is the one of approaches which can be implemented by multi-core system. We analyze macroblock-level parallelism which ensures the same bit rate with high concurrency of processors. In order to reduce the encoding time, dynamic data partition based on macroblock region is proposed. The data partition has the advantages in load balancing and data communication overhead. Using the data partition, the encoder obtains more than 3.59x speed-up on a four-processor system. This work can be applied to other multimedia processing applications.

Keywords: H.264/AVC, video coding, thread-level parallelism, OpenMP, multimedia

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Authors: Lai Lai Win Kyi, Nay Min Tun

Abstract:

Sorting appears the most attention among all computational tasks over the past years because sorted data is at the heart of many computations. Sorting is of additional importance to parallel computing because of its close relation to the task of routing data among processes, which is an essential part of many parallel algorithms. Many parallel sorting algorithms have been investigated for a variety of parallel computer architectures. In this paper, three parallel sorting algorithms have been implemented and compared in terms of their overall execution time. The algorithms implemented are the odd-even transposition sort, parallel merge sort and parallel rank sort. Cluster of Workstations or Windows Compute Cluster has been used to compare the algorithms implemented. The C# programming language is used to develop the sorting algorithms. The MPI (Message Passing Interface) library has been selected to establish the communication and synchronization between processors. The time complexity for each parallel sorting algorithm will also be mentioned and analyzed.

Keywords: Cluster of Workstations, Parallel sorting algorithms, performance analysis, parallel computing and MPI.

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Authors: Hun Go, Ji-Su Kim, Dong-Ho Lee

Abstract:

This study considers the problem of determining operation and maintenance schedules for a containership equipped with components during its sailing according to a pre-determined navigation schedule. The operation schedule, which specifies work time of each component, determines the due-date of each maintenance activity, and the maintenance schedule specifies the actual start time of each maintenance activity. The main constraints are component requirements, workforce availability, working time limitation, and inter-maintenance time. To represent the problem mathematically, a mixed integer programming model is developed. Then, due to the problem complexity, we suggest a heuristic for the objective of minimizing the sum of earliness and tardiness between the due-date and the starting time of each maintenance activity. Computational experiments were done on various test instances and the results are reported.

Keywords: Containerships, operation and preventive maintenance schedules, integer programming, heuristic

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Authors: Mihai Caramihai, Irina Severin

Abstract:

Despite the extensive use of eLearning systems, there is no consensus on a standard framework for evaluating this kind of quality system. Hence, there is only a minimum set of tools that can supervise this judgment and gives information about the course content value. This paper presents two kinds of quality set evaluation indicators for eLearning courses based on the computational process of three known metrics, the Euclidian, Hamming and Levenshtein distances. The “distance" calculus is applied to standard evaluation templates (i.e. the European Commission Programme procedures vs. the AFNOR Z 76-001 Standard), determining a reference point in the evaluation of the e-learning course quality vs. the optimal concept(s). The case study, based on the results of project(s) developed in the framework of the European Programme “Leonardo da Vinci", with Romanian contractors, try to put into evidence the benefits of such a method.

Keywords: eLearning, European programme, metrics, quality evaluation

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Authors: K.Tavzarashvili, G.Ghvedashili

Abstract:

A semi-analytic boundary discretization method, the Method of Auxiliary Sources (MAS) is used to analyze Optical Antennas consisting of metallic parts. In addition to standard dipoletype antennas, consisting of two pieces of metal, a new structure consisting of a single metal piece with a tiny groove in the center is analyzed. It is demonstrated that difficult numerical problems are caused because optical antennas exhibit strong material dispersion, loss, and plasmon-polariton effects that require a very accurate numerical simulation. This structure takes advantage of the Channel Plasmon-Polariton (CPP) effect and exhibits a strong enhancement of the electric field in the groove. Also primitive 3D antenna model with spherical nano particles is analyzed.

Keywords: optical antenna, channel plasmon-polariton, computational physics, Method of Auxiliary Sources

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Authors: H. P. Singh, S. Singh

Abstract:

The voice signal in Voice over Internet protocol (VoIP) system is processed through the best effort policy based IP network, which leads to the network degradations including delay, packet loss jitter. The work in this paper presents the implementation of finite impulse response (FIR) filter for voice quality improvement in the VoIP system through distributed arithmetic (DA) algorithm. The VoIP simulations are conducted with AMR-NB 6.70 kbps and G.729a speech coders at different packet loss rates and the performance of the enhanced VoIP signal is evaluated using the perceptual evaluation of speech quality (PESQ) measurement for narrowband signal. The results show reduction in the computational complexity in the system and significant improvement in the quality of the VoIP voice signal.

Keywords: VoIP, Signal Quality, Distributed Arithmetic, Packet Loss, Speech Coder.

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Authors: H. Loukil, A. Ben Atitallah, F. Ghozzi, M. A. Ben Ayed, N. Masmoudi

Abstract:

In MPEG and H.26x standards, to eliminate the temporal redundancy we use motion estimation. Given that the motion estimation stage is very complex in terms of computational effort, a hardware implementation on a re-configurable circuit is crucial for the requirements of different real time multimedia applications. In this paper, we present hardware architecture for motion estimation based on "Full Search Block Matching" (FSBM) algorithm. This architecture presents minimum latency, maximum throughput, full utilization of hardware resources such as embedded memory blocks, and combining both pipelining and parallel processing techniques. Our design is described in VHDL language, verified by simulation and implemented in a Stratix II EP2S130F1020C4 FPGA circuit. The experiment result show that the optimum operating clock frequency of the proposed design is 89MHz which achieves 160M pixels/sec.

Keywords: SAD, FSBM, Hardware Implementation, FPGA.

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Authors: Ikhwan Hakim, Bruno Parolin

Abstract:

This paper investigates the spatial structure of employment in the Jakarta Metropolitan Area (JMA), with reference to the concept of the Southeast Asian extended metropolitan region (EMR). A combination of factor analysis and local Getis-Ord (Gi*) hot-spot analysis is used to identify clusters of employment in the region, including those of the urban and agriculture sectors. Spatial statistical analysis is further used to probe the spatial association of identified employment clusters with their surroundings on several dimensions, including the spatial association between the central business district (CBD) in Jakarta city on employment density in the region, the spatial impacts of urban expansion on population growth and the degree of urban-rural interaction. The degree of spatial interaction for the whole JMA is measured by the patterns of commuting trips destined to the various employment clusters. Results reveal the strong role of the urban core of Jakarta, and the regional CBD, as the centre for mixed job sectors such as retail, wholesale, services and finance. Manufacturing and local government services, on the other hand, form corridors radiating out of the urban core, reaching out to the agriculture zones in the fringes. Strong associations between the urban expansion corridors and population growth, and urban-rural mix, are revealed particularly in the eastern and western parts of JMA. Metropolitan wide commuting patterns are focussed on the urban core of Jakarta and the CBD, while relatively local commuting patterns are shown to be prevalent for the employment corridors.

Keywords: Jakarta Metropolitan Area, Southeast Asian EMR, spatial association, spatial statistics, spatial structure.

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Authors: Akash K. Walunj, Dipendu Bhunia, Samarth Gupta, Prabhat Gupta

Abstract:

Coupled shear walls consist of two shear walls connected intermittently by beams along the height. The behavior of coupled shear walls is mainly governed by the coupling beams. The coupling beams are designed for ductile inelastic behavior in order to dissipate energy. The base of the shear walls may be designed for elastic or ductile inelastic behavior. The amount of energy dissipation depends on the yield moment capacity and plastic rotation capacity of the coupling beams. In this paper, an analytical model of coupling beam was developed to calculate the rotations and moment capacities of coupling beam with conventional reinforcement.

Keywords: Design studies, computational model(s), case study/studies, modeling, coupling beam.

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Authors: Mehdi Nasri, Hossein Nezamabadi-pour, Malihe Maghfoori

Abstract:

This Paper presents a particle swarm optimization (PSO) method for determining the optimal proportional-integral-derivative (PID) controller parameters, for speed control of a linear brushless DC motor. The proposed approach has superior features, including easy implementation, stable convergence characteristic and good computational efficiency. The brushless DC motor is modelled in Simulink and the PSO algorithm is implemented in MATLAB. Comparing with Genetic Algorithm (GA) and Linear quadratic regulator (LQR) method, the proposed method was more efficient in improving the step response characteristics such as, reducing the steady-states error; rise time, settling time and maximum overshoot in speed control of a linear brushless DC motor.

Keywords: Brushless DC motor, Particle swarm optimization, PID Controller, Optimal control.

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Authors: Karina Natali, Wei-Hwa Chiang

Abstract:

This study examines the stack ventilation performance of an office building located in Taipei, Taiwan. Atriums in this building act as stacks that facilitate buoyancy-driven ventilation. Computational Fluid Dynamic (CFD) simulations are used to identify interior airflow patterns, and then used these patterns to assess the building’s heat expulsion efficiency. Ambient temperatures of 20°C were adopted as the typical seasonal spring temperature range in Taipei. Further, “zero-wind” conditions are established to ensure simulation results reflected only the buoyancy effect. After checking results against neutral pressure level (NPL) level, airflow, air velocity, and indoor temperature stratification, the lower stack is modified to reduce the NPL in order to remove heat accumulated on the top floor.

Keywords: Natural ventilation, side outlet, stack effect, thermal comfort.

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Authors: Jong Woo Kim, Go Bong Choi, Sang Hwan Son, Dae Shik Kim, Jung Chul Suh, Jong Min Lee

Abstract:

The Markov decision process (MDP) based methodology is implemented in order to establish the optimal schedule which minimizes the cost. Formulation of MDP problem is presented using the information about the current state of pipe, improvement cost, failure cost and pipe deterioration model. The objective function and detailed algorithm of dynamic programming (DP) are modified due to the difficulty of implementing the conventional DP approaches. The optimal schedule derived from suggested model is compared to several policies via Monte Carlo simulation. Validity of the solution and improvement in computational time are proved.

Keywords: Markov decision processes, Dynamic Programming, Monte Carlo simulation, Periodic replacement, Weibull distribution.

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Authors: Fu Shiming, Pei Yifei

Abstract:

To study the impact of the inter-module ventilation (IMV) on the space station, the Computational Fluid Dynamic (CFD) model under the influence of IMV, the mathematical model, boundary conditions and calculation method are established and determined to analyze the influence of IMV on cabin air flow characteristics and velocity distribution firstly; and then an integrated overall thermal mathematical model of the space station is used to consider the impact of IMV on thermal management. The results show that: the IMV has a significant influence on the cabin air flow, the flowrate of IMV within a certain range can effectively improve the air velocity distribution in cabin, if too much may lead to its deterioration; IMV can affect the heat deployment of the different modules in space station, thus affecting its thermal management, the use of IMV can effectively maintain the temperature levels of the different modules and help the space station to dissipate the waste heat.

Keywords: CFD, Environment control and life support, Space station, Thermal management, Thermal mathematical model.

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Authors: M. Behbahani-Nejad, A. Bagheri

Abstract:

An efficient transient flow simulation for gas pipelines and networks is presented. The proposed transient flow simulation is based on the transfer function models and MATLABSimulink. The equivalent transfer functions of the nonlinear governing equations are derived for different types of the boundary conditions. Next, a MATLAB-Simulink library is developed and proposed considering any boundary condition type. To verify the accuracy and the computational efficiency of the proposed simulation, the results obtained are compared with those of the conventional finite difference schemes (such as TVD, method of lines, and other finite difference implicit and explicit schemes). The effects of the flow inertia and the pipeline inclination are incorporated in this simulation. It is shown that the proposed simulation has a sufficient accuracy and it is computationally more efficient than the other methods.

Keywords: Gas network, MATLAB-Simulink, transfer functions, transient flow.

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Authors: Tan K. B., Norhashidah Hj. M. Ali

Abstract:

In this article, we aim to discuss the formulation of two explicit group iterative finite difference methods for time-dependent two dimensional Burger-s problem on a variable mesh. For the non-linear problems, the discretization leads to a non-linear system whose Jacobian is a tridiagonal matrix. We discuss the Newton-s explicit group iterative methods for a general Burger-s equation. The proposed explicit group methods are derived from the standard point and rotated point Crank-Nicolson finite difference schemes. Their computational complexity analysis is discussed. Numerical results are given to justify the feasibility of these two proposed iterative methods.

Keywords: Standard point Crank-Nicolson (CN), Rotated point Crank-Nicolson (RCN), Explicit Group (EG), Explicit Decoupled Group (EDG).

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Authors: M. Yousaf, S. Usman

Abstract:

The present study focused on the investigation of the effects of roughness elements on heat transfer during natural convection in a rectangular cavity using numerical technique. Roughness elements were introduced on the bottom hot wall with a normalized amplitude (A*/H) of 0.1. Thermal and hydrodynamic behaviors were studied using computational method based on Lattice Boltzmann method (LBM). Numerical studies were performed for a laminar flow in the range of Rayleigh number (Ra) from 103 to 106 for a rectangular cavity of aspect ratio (L/H) 2.0 with a fluid of Prandtl number (Pr) 1.0. The presence of the sinusoidal roughness elements caused a minimum to maximum decrease in the heat transfer as 7% to 17% respectively compared to smooth enclosure. The results are presented for mean Nusselt number (Nu), isotherms and streamlines.

Keywords: Natural convection, Rayleigh number, surface roughness, Nusselt number, Lattice Boltzmann Method.

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Authors: Oğuzhan Urhan

Abstract:

In this paper, an improved motion estimation (ME) approach based on weighted constrained one-bit transform is proposed for block-based ME employed in video encoders. Binary ME approaches utilize low bit-depth representation of the original image frames with a Boolean exclusive-OR based hardware efficient matching criterion to decrease computational burden of the ME stage. Weighted constrained one-bit transform (WC‑1BT) based approach improves the performance of conventional C-1BT based ME employing 2-bit depth constraint mask instead of a 1-bit depth mask. In this work, the range of constraint mask is further extended to increase ME performance of WC-1BT approach. Experiments reveal that the proposed method provides better ME accuracy compared existing similar ME methods in the literature.

Keywords: Fast motion estimation, low-complexity motion estimation, video coding.

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Authors: Alessio Plebe

Abstract:

One astonishing capability of humans is to recognize thousands of different objects visually, and to learn the semantic association between those objects and words referring to them. This work is an attempt to build a computational model of such capacity,simulating the process by which infants learn how to recognize objects and words through exposure to visual stimuli and vocal sounds.One of the main fact shaping the brain of a newborn is that lights and colors come from entities of the world. Gradually the visual system learn which light sensations belong to same entities, despite large changes in appearance. This experience is common between humans and several other mammals, like non-human primates. But humans only can recognize a huge variety of objects, most manufactured by himself, and make use of sounds to identify and categorize them. The aim of this model is to reproduce these processes in a biologically plausible way, by reconstructing the essential hierarchy of cortical circuits on the visual and auditory neural paths.

Keywords: Auditory cortex, object recognition, self-organizingmaps

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Authors: Liang-Ta Cheng, Ching-Yu Yang

Abstract:

Based on fast discrete cosine transform (FDCT), the authors present a high capacity and high perceived quality method for electrocardiogram (ECG) signal. By using a simple adjusting policy to the 1-dimentional (1-D) DCT coefficients, a large volume of secret message can be effectively embedded in an ECG host signal and be successfully extracted at the intended receiver. Simulations confirmed that the resulting perceived quality is good, while the hiding capability of the proposed method significantly outperforms that of existing techniques. In addition, our proposed method has a certain degree of robustness. Since the computational complexity is low, it is feasible for our method being employed in real-time applications.

Keywords: Data hiding, ECG steganography, fast discrete cosine transform, 1-D DCT bundle, real-time applications.

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Authors: Ruskartina Eki, Vincent F. Yu, Santosa Budi, A. A. N. Perwira Redi

Abstract:

This paper introduces symbiotic organism search (SOS) for solving capacitated vehicle routing problem (CVRP). SOS is a new approach in metaheuristics fields and never been used to solve discrete problems. A sophisticated decoding method to deal with a discrete problem setting in CVRP is applied using the basic symbiotic organism search (SOS) framework. The performance of the algorithm was evaluated on a set of benchmark instances and compared results with best known solution. The computational results show that the proposed algorithm can produce good solution as a preliminary testing. These results indicated that the proposed SOS can be applied as an alternative to solve the capacitated vehicle routing problem.

Keywords: Symbiotic organism search, vehicle routing problem, metaheuristics, Solution Representation.

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Authors: F. Rezaie Moghaddam, J. Amani, T. Rezaie Moghaddam

Abstract:

Many computational techniques were applied to solution of heat conduction problem. Those techniques were the finite difference (FD), finite element (FE) and recently meshless methods. FE is commonly used in solution of equation of heat conduction problem based on the summation of stiffness matrix of elements and the solution of the final system of equations. Because of summation process of finite element, convergence rate was decreased. Hence in the present paper Cellular Automata (CA) approach is presented for the solution of heat conduction problem. Each cell considered as a fixed point in a regular grid lead to the solution of a system of equations is substituted by discrete systems of equations with small dimensions. Results show that CA can be used for solution of heat conduction problem.

Keywords: Heat conduction, Cellular automata, convergencerate, discrete system.

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Authors: B. Leela Devi, A. Sankar

Abstract:

The web’s increased popularity has included a huge amount of information, due to which automated web page classification systems are essential to improve search engines’ performance. Web pages have many features like HTML or XML tags, hyperlinks, URLs and text contents which can be considered during an automated classification process. It is known that Webpage classification is enhanced by hyperlinks as it reflects Web page linkages. The aim of this study is to reduce the number of features to be used to improve the accuracy of the classification of web pages. In this paper, a novel feature selection method using an improved Particle Swarm Optimization (PSO) using principle of evolution is proposed. The extracted features were tested on the WebKB dataset using a parallel Neural Network to reduce the computational cost.

Keywords: Web page classification, WebKB Dataset, Term Frequency-Inverse Document Frequency (TF-IDF), Particle Swarm Optimization (PSO).

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Authors: A. M. Sagir

Abstract:

In this paper, linear multistep technique using power series as the basis function is used to develop the block methods which are suitable for generating direct solution of the special second order ordinary differential equations with associated initial or boundary conditions. The continuous hybrid formulations enable us to differentiate and evaluate at some grids and off – grid points to obtain two different four discrete schemes, each of order (5,5,5,5)T, which were used in block form for parallel or sequential solutions of the problems. The computational burden and computer time wastage involved in the usual reduction of second order problem into system of first order equations are avoided by this approach. Furthermore, a stability analysis and efficiency of the block methods are tested on linear and non-linear ordinary differential equations and the results obtained compared favorably with the exact solution.

Keywords: Block Method, Hybrid, Linear Multistep Method, Self – starting, Special Second Order.

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Authors: Eleni Ioannou, Pascal Nucara, Keith Pullen

Abstract:

The subject of this paper is the investigation of the best efficiency design of a compressor diffuser applied in new lightweight, ultra efficient micro-gas turbine engines for vehicles. The Computational Fluid Dynamics (CFD) results are obtained utilizing steady state simulations for a wedge and an ”oval” type pipe diffuser in an effort to identify the beneficial effects of the pipe diffuser design. The basic flow features are presented with particular focus on the optimization of the pipe diffuser leading to higher efficiencies for the compressor stage. The optimised pipe diffuser is designed to exploit the 3D freedom enabled by Selective Laser Melting, hence purposely involves an investigation of geometric characteristics that do not follow the traditional diffuser concept.

Keywords: CFD, centrifugal compressor, micro-gas turbine, pipe diffuser, SLM, wedge diffuser.

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