Search results for: hyperbolic function models.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4441

Search results for: hyperbolic function models.

3841 New Fuzzy Preference Relations and its Application in Group Decision Making

Authors: Nur Syibrah Muhamad Naim, Mohd Lazim Abdullah, Che Mohd Imran Che Taib, Abu OsmanMd. Tap

Abstract:

Decision making preferences to certain criteria usually focus on positive degrees without considering the negative degrees. However, in real life situation, evaluation becomes more comprehensive if negative degrees are considered concurrently. Preference is expected to be more effective when considering both positive and negative degrees of preference to evaluate the best selection. Therefore, the aim of this paper is to propose the conflicting bifuzzy preference relations in group decision making by utilization of a novel score function. The conflicting bifuzzy preference relation is obtained by introducing some modifications on intuitionistic fuzzy preference relations. Releasing the intuitionistic condition by taking into account positive and negative degrees simultaneously and utilizing the novel score function are the main modifications to establish the proposed preference model. The proposed model is tested with a numerical example and proved to be simple and practical. The four-step decision model shows the efficiency of obtaining preference in group decision making.

Keywords: Fuzzy preference relations, score function, conflicting bifuzzy, decision making.

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3840 Aircraft Supplier Selection using Multiple Criteria Group Decision Making Process with Proximity Measure Method for Determinate Fuzzy Set Ranking Analysis

Authors: C. Ardil

Abstract:

Aircraft supplier selection process, which is considered as a fundamental supply chain problem, is a multi-criteria group decision problem that has a significant impact on the performance of the entire supply chain. In practical situations are frequently incomplete and uncertain information, making it difficult for decision-makers to communicate their opinions on candidates with precise and definite values. To solve the aircraft supplier selection problem in an environment of incomplete and uncertain information, proximity measure method is proposed. It uses determinate fuzzy numbers. The weights of each decision maker are equally predetermined and the entropic criteria weights are calculated using each decision maker's decision matrix. Additionally, determinate fuzzy numbers, it is proposed to use the weighted normalized Minkowski distance function and Hausdorff distance function to determine the ranking order patterns of alternatives. A numerical example for aircraft supplier selection is provided to further demonstrate the applicability, effectiveness, validity and rationality of the proposed method.

Keywords: Aircraft supplier selection, multiple criteria decision making, fuzzy sets, determinate fuzzy sets, intuitionistic fuzzy sets, proximity measure method, Minkowski distance function, Hausdorff distance function, PMM, MCDM

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3839 Proton and Neutron Magnetic Moments Based On Bag Models

Authors: G. R. Boroun, R. Harami

Abstract:

Using form factors of the proton and the neutron for different of Q2, bag radius of the proton and the neutron can be obtained based on bag models. Then using static bag radius, magnetic moments of the proton and the neutron can be obtained and compared with other results.

Keywords: MIT bag model, proton and neutron, magnetic moment.

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3838 Analysis of Mathematical Models and Their Application to Extreme Events

Authors: Avellino I. Mondlane, Karin Hansson, Oliver Popov

Abstract:

This paper discusses the application of extreme events distribution taking the Limpopo River Basin at Xai-Xai station, in Mozambique, as a case analysis. We analyze the extreme value concepts, namely Gumbel, Fréchet, Weibull and Generalized Extreme Value Distributions and then extrapolate the original data to 1000, 5000 and 10000 figures for further simulations and we compare their outcomes based on these three main distributions.

Keywords: Catastrophes, extreme event, disasters, mathematical models, simulation.

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3837 The Effects of Food Deprivation on Hematological Indices and Blood Indicators of Liver Function in Oxyleotris marmorata

Authors: N. Sridee, S. Boonanuntanasarn

Abstract:

Oxyleotris marmorata is considered as undomesticated fish, and its culture occasionally faces a problem of food deprivation. The present study aims to evaluate alteration of hematological indices, blood chemical associated with liver function during 4 weeks of fasting. A non-linear relationships between fasting days and hematological parameters (red blood cell number; y = - 0.002x2 + 0.041x + 1.249; R2=0.915, P<0.05, hemoglobin; y = - 0.002x2 + 0.030x + 3.470; R2=0.460, P>0.05), mean corpuscular volume; y = -0.180x2 + 2.183x + 149.61; R2=0.732, P>0.05, mean corpuscular hemoglobin; y = -0.041x2 + 0.862x + 29.864; R2=0.818, P>0.05 and mean corpuscular hemoglobin concentration; y = - 0.044x2 + 0.711x + 21.580; R2=0.730, P>0.05) were demonstrated. Significant change in hematocrit (Ht) during fasting period was observed. Ht elevated sharply increase at the first weeks of fasting period. Higher Ht also was detected during week 2-4 of fasting time. The significant reduction of hepatosomatic index was observed (y = - 0.007x2 - 0.096x + 1.414; R2=0.968, P<0.05). Moreover, alteration of enzyme associated with liver function was evaluated during 4 weeks of fasting (alkalin phosphatase; y = -0.026x2 - 0.935x + 12.188; R2=0.737, P>0.05, serum glutamic oxaloacetic transaminase; y = 0.005x2 – 0.201x2 + 1.297x + 33.256; R2=1, P<0.01, serum glutamic pyruvic transaminase; y = 0.007x2 – 0.274x2 + 2.277x + 25.257; R2=0.807, P>0.05). Taken together, prolonged fasting has deleterious effects on hematological indices, liver mass and enzyme associated in liver function. The marked adverse effects occurred after the first week of fasting state.

Keywords: food deprivation, Oxyleotris marmorata, hematology, alkaline phosphatase, SGOT, SGPT

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3836 Investigating the Performance of Minimax Search and Aggregate Mahalanobis Distance Function in Evolving an Ayo/Awale Player

Authors: Randle O. A., Olugbara, O. O., Lall M.

Abstract:

In this paper we describe a hybrid technique of Minimax search and aggregate Mahalanobis distance function synthesis to evolve Awale game player. The hybrid technique helps to suggest a move in a short amount of time without looking into endgame database. However, the effectiveness of the technique is heavily dependent on the training dataset of the Awale strategies utilized. The evolved player was tested against Awale shareware program and the result is appealing.

Keywords: Minimax Search, Mahalanobis Distance, Strategic Game, Awale

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3835 Using Hermite Function for Solving Thomas-Fermi Equation

Authors: F. Bayatbabolghani, K. Parand

Abstract:

In this paper, we propose Hermite collocation method for solving Thomas-Fermi equation that is nonlinear ordinary differential equation on semi-infinite interval. This method reduces the solution of this problem to the solution of a system of algebraic equations. We also present the comparison of this work with solution of other methods that shows the present solution is more accurate and faster convergence in this problem.

Keywords: Collocation method, Hermite function, Semi-infinite, Thomas-Fermi equation.

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3834 Comparing Spontaneous Hydrolysis Rates of Activated Models of DNA and RNA

Authors: Mohamed S. Sasi, Adel M. Mlitan, Abdulfattah M. Alkherraz

Abstract:

This research project aims to investigate difference in relative rates concerning phosphoryl transfer relevant to biological catalysis of DNA and RNA in the pH-independent reactions. Activated Models of DNA and RNA for alkyl-aryl phosphate diesters (with 4-nitrophenyl as a good leaving group) have successfully been prepared to gather kinetic parameters. Eyring plots for the pH– independent hydrolysis of 1 and 2 were established at different temperatures in the range 100–160 °C. These measurements have been used to provide a better estimate for the difference in relative rates between the reactivity of DNA and RNA cleavage. Eyring plot gave an extrapolated rate of kH2O = 1 × 10-10 s -1 for 1 (RNA model) and 2 (DNA model) at 25°C. Comparing the reactivity of RNA model and DNA model shows that the difference in relative rates in the pH-independent reactions is surprisingly very similar at 25°. This allows us to obtain chemical insights into how biological catalysts such as enzymes may have evolved to perform their current functions.

Keywords: DNA & RNA Models, Relative Rates, Reactivity.

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3833 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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3832 Adaptation of Iterative Methods to Solve Fuzzy Mathematical Programming Problems

Authors: Ricardo C. Silva, Luiza A. P. Cantao, Akebo Yamakami

Abstract:

Based on the fuzzy set theory this work develops two adaptations of iterative methods that solve mathematical programming problems with uncertainties in the objective function and in the set of constraints. The first one uses the approach proposed by Zimmermann to fuzzy linear programming problems as a basis and the second one obtains cut levels and later maximizes the membership function of fuzzy decision making using the bound search method. We outline similarities between the two iterative methods studied. Selected examples from the literature are presented to validate the efficiency of the methods addressed.

Keywords: Fuzzy Theory, Nonlinear Optimization, Fuzzy Mathematics Programming.

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3831 Sparsity-Aware Affine Projection Algorithm for System Identification

Authors: Young-Seok Choi

Abstract:

This work presents a new type of the affine projection (AP) algorithms which incorporate the sparsity condition of a system. To exploit the sparsity of the system, a weighted l1-norm regularization is imposed on the cost function of the AP algorithm. Minimizing the cost function with a subgradient calculus and choosing two distinct weighting for l1-norm, two stochastic gradient based sparsity regularized AP (SR-AP) algorithms are developed. Experimental results exhibit that the SR-AP algorithms outperform the typical AP counterparts for identifying sparse systems.

Keywords: System identification, adaptive filter, affine projection, sparsity, sparse system.

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3830 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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3829 Impact of Safety and Quality Considerations of Housing Clients on the Construction Firms’ Intention to Adopt Quality Function Deployment: A Case of Construction Sector

Authors: Saif Ul Haq

Abstract:

The current study intends to examine the safety and quality considerations of clients of housing projects and their impact on the adoption of Quality Function Deployment (QFD) by the construction firm. Mixed method research technique has been used to collect and analyze the data wherein a survey was conducted to collect the data from 220 clients of housing projects in Saudi Arabia. Then, the telephonic and Skype interviews were conducted to collect data of 15 professionals working in the top ten real estate companies of Saudi Arabia. Data were analyzed by using partial least square (PLS) and thematic analysis techniques. Findings reveal that today’s customer prioritizes the safety and quality requirements of their houses and as a result, construction firms adopt QFD to address the needs of customers. The findings are of great importance for the clients of housing projects as well as for the construction firms as they could apply QFD in housing projects to address the safety and quality concerns of their clients.

Keywords: Construction industry, quality considerations, quality function deployment, safety considerations.

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3828 Variational EM Inference Algorithm for Gaussian Process Classification Model with Multiclass and Its Application to Human Action Classification

Authors: Wanhyun Cho, Soonja Kang, Sangkyoon Kim, Soonyoung Park

Abstract:

In this paper, we propose the variational EM inference algorithm for the multi-class Gaussian process classification model that can be used in the field of human behavior recognition. This algorithm can drive simultaneously both a posterior distribution of a latent function and estimators of hyper-parameters in a Gaussian process classification model with multiclass. Our algorithm is based on the Laplace approximation (LA) technique and variational EM framework. This is performed in two steps: called expectation and maximization steps. First, in the expectation step, using the Bayesian formula and LA technique, we derive approximately the posterior distribution of the latent function indicating the possibility that each observation belongs to a certain class in the Gaussian process classification model. Second, in the maximization step, using a derived posterior distribution of latent function, we compute the maximum likelihood estimator for hyper-parameters of a covariance matrix necessary to define prior distribution for latent function. These two steps iteratively repeat until a convergence condition satisfies. Moreover, we apply the proposed algorithm with human action classification problem using a public database, namely, the KTH human action data set. Experimental results reveal that the proposed algorithm shows good performance on this data set.

Keywords: Bayesian rule, Gaussian process classification model with multiclass, Gaussian process prior, human action classification, laplace approximation, variational EM algorithm.

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3827 Military Attack Helicopter Selection Using Distance Function Measures in Multiple Criteria Decision Making Analysis

Authors: C. Ardil

Abstract:

This paper aims to select the best military attack helicopter to purchase by the Armed Forces and provide greater reconnaissance and offensive combat capability in military operations. For this purpose, a multiple criteria decision analysis method integrated with the variance weight procedure was applied to the military attack helicopter selection problem. A real military aviation case problem is conducted to support the Armed Forces decision-making process and contributes to the better performance of the Armed Forces. Application of the methodology resulted in ranking lists for ordering and prioritizing attack helicopters, providing transparency and simplicity to the decision-making process. Nine military attack helicopter models were analyzed in the light of strategic, tactical, and operational criteria, considering attack helicopters. The selected military attack helicopter would be used for fire support and reconnaissance activities required by the Armed Forces operation. This study makes a valuable contribution to the problem of military attack helicopter selection, as it represents a state-of-the-art application of the MCDMA method to contribute to the solution of a real problem of the Armed Forces. The methodology presented in this paper can be used to solve real problems of a wide variety, especially strategic, tactical and operational, and is, therefore, a very useful method for decision making.

Keywords: aircraft selection, military attack helicopter selection, attack helicopter fleet planning, MCDMA, multiple criteria analysis, multiple criteria decision making analysis, distance function measure

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3826 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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3825 Multiple Criteria Decision Making Analysis for Selecting and Evaluating Fighter Aircraft

Authors: C. Ardil, A. M. Pashaev, R.A. Sadiqov, P. Abdullayev

Abstract:

In this paper, multiple criteria decision making analysis technique, is presented for ranking and selection of a set of determined alternatives - fighter aircraft - which are associated with a set of decision factors. In fighter aircraft design, conflicting decision criteria, disciplines, and technologies are always involved in the design process. Multiple criteria decision making analysis techniques can be helpful to effectively deal with such situations and make wise design decisions. Multiple criteria decision making analysis theory is a systematic mathematical approach for dealing with problems which contain uncertainties in decision making. The feasibility and contributions of applying the multiple criteria decision making analysis technique in fighter aircraft selection analysis is explored. In this study, an integrated framework incorporating multiple criteria decision making analysis technique in fighter aircraft analysis is established using entropy objective weighting method. An improved integrated multiple criteria decision making analysis method is utilized to aggregate the multiple decision criteria into one composite figure of merit, which serves as an objective function in the decision process. Therefore, it is demonstrated that the suitable multiple criteria decision making analysis method with decision solution provides an effective objective function for the decision making analysis. Considering that the inherent uncertainties and the weighting factors have crucial decision impacts on the fighter aircraft evaluation, seven fighter aircraft models for the multiple design criteria in terms of the weighting factors are constructed. The proposed multiple criteria decision making analysis model is based on integrated entropy index procedure, and additive multiple criteria decision making analysis theory. Hence, the applicability of proposed technique for fighter aircraft selection problem is considered. The constructed multiple criteria decision making analysis model can provide efficient decision analysis approach for uncertainty assessment of the decision problem. Consequently, the fighter aircraft alternatives are ranked based their final evaluation scores, and sensitivity analysis is conducted.

Keywords: Fighter Aircraft, Fighter Aircraft Selection, Multiple Criteria Decision Making, Multiple Criteria Decision Making Analysis, MCDMA

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3824 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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3823 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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3822 Cardiovascular Modeling Software Tools in Medicine

Authors: J. Fernandez, R. Fernandez de Canete, J. Perea-Paizal, J. C. Ramos-Diaz

Abstract:

The high prevalence of cardiovascular diseases has provoked a raising interest in the development of mathematical models in order to evaluate the cardiovascular function both under physiological and pathological conditions. In this paper, a physical model of the cardiovascular system with intrinsic regulation is presented and implemented by using the object-oriented Modelica simulation software tools.  For this task, a multi-compartmental system previously validated with physiological data has been built, based on the interconnection of cardiovascular elements such as resistances, capacitances and pumping among others, by following an electrohydraulic analogy. The results obtained under both physiological and pathological scenarios provide an easy interpretative key to analyze the hemodynamic behavior of the patient. The described approach represents a valuable tool in the teaching of physiology for graduate medical and nursing students among others.

Keywords: Cardiovascular system, Modelica simulation software, physical modeling, teaching tool.

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3821 The Effects of Software Size on Development Effort and Software Quality

Authors: Zhizhong Jiang, Peter Naudé, Binghua Jiang

Abstract:

Effective evaluation of software development effort is an important issue during project plan. This study provides a model to predict development effort based on the software size estimated with function points. We generalize the average amount of effort spent on each phase of the development, and give the estimates for the effort used in software building, testing, and implementation. Finally, this paper finds a strong correlation between software defects and software size. As the size of software constantly increases, the quality remains to be a matter which requires major concern.

Keywords: Development effort, function points, software quality, software size.

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3820 Automatic Text Summarization

Authors: Mohamed Abdel Fattah, Fuji Ren

Abstract:

This work proposes an approach to address automatic text summarization. This approach is a trainable summarizer, which takes into account several features, including sentence position, positive keyword, negative keyword, sentence centrality, sentence resemblance to the title, sentence inclusion of name entity, sentence inclusion of numerical data, sentence relative length, Bushy path of the sentence and aggregated similarity for each sentence to generate summaries. First we investigate the effect of each sentence feature on the summarization task. Then we use all features score function to train genetic algorithm (GA) and mathematical regression (MR) models to obtain a suitable combination of feature weights. The proposed approach performance is measured at several compression rates on a data corpus composed of 100 English religious articles. The results of the proposed approach are promising.

Keywords: Automatic Summarization, Genetic Algorithm, Mathematical Regression, Text Features.

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3819 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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3818 New Efficient Iterative Optimization Algorithm to Design the Two Channel QMF Bank

Authors: Ram Kumar Soni, Alok Jain, Rajiv Saxena

Abstract:

This paper proposes an efficient method for the design of two channel quadrature mirror filter (QMF) bank. To achieve minimum value of reconstruction error near to perfect reconstruction, a linear optimization process has been proposed. Prototype low pass filter has been designed using Kaiser window function. The modified algorithm has been developed to optimize the reconstruction error using linear objective function through iteration method. The result obtained, show that the performance of the proposed algorithm is better than that of the already exists methods.

Keywords: Filterbank, near perfect reconstruction, Kaiserwindow, QMF.

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3817 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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3816 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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3815 Modeling and Simulation Methods Using MATLAB/Simulink

Authors: Jamuna Konda, Umamaheswara Reddy Karumuri, Sriramya Muthugi, Varun Pishati, Ravi Shakya,

Abstract:

This paper investigates the challenges involved in mathematical modeling of plant simulation models ensuring the performance of the plant models much closer to the real time physical model. The paper includes the analysis performed and investigation on different methods of modeling, design and development for plant model. Issues which impact the design time, model accuracy as real time model, tool dependence are analyzed. The real time hardware plant would be a combination of multiple physical models. It is more challenging to test the complete system with all possible test scenarios. There are possibilities of failure or damage of the system due to any unwanted test execution on real time.

Keywords: Model Based Design, MATLAB, Simulink, Stateflow, plant model, real time model, real-time workshop, target language compiler.

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3814 Coefficients of Some Double Trigonometric Cosine and Sine Series

Authors: Jatinderdeep Kaur

Abstract:

In this paper, the results of Kano from one dimensional cosine and sine series are extended to two dimensional cosine and sine series. To extend these results, some classes of coefficient sequences such as class of semi convexity and class R are extended from one dimension to two dimensions. Further, the function f(x, y) is two dimensional Fourier Cosine and Sine series or equivalently it represents an integrable function or not, has been studied. Moreover, some results are obtained which are generalization of Moricz’s results.

Keywords: Conjugate Dirichlet kernel, conjugate Fejer kernel, Fourier series, Semi-convexity.

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3813 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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3812 Comparisons of Co-Seismic Gravity Changes between GRACE Observations and the Predictions from the Finite-Fault Models for the 2012 Mw = 8.6 Indian Ocean Earthquake Off-Sumatra

Authors: Armin Rahimi

Abstract:

The Gravity Recovery and Climate Experiment (GRACE) has been a very successful project in determining math redistribution within the Earth system. Large deformations caused by earthquakes are in the high frequency band. Unfortunately, GRACE is only capable to provide reliable estimate at the low-to-medium frequency band for the gravitational changes. In this study, we computed the gravity changes after the 2012 Mw8.6 Indian Ocean earthquake off-Sumatra using the GRACE Level-2 monthly spherical harmonic (SH) solutions released by the University of Texas Center for Space Research (UTCSR). Moreover, we calculated gravity changes using different fault models derived from teleseismic data. The model predictions showed non-negligible discrepancies in gravity changes. However, after removing high-frequency signals, using Gaussian filtering 350 km commensurable GRACE spatial resolution, the discrepancies vanished, and the spatial patterns of total gravity changes predicted from all slip models became similar at the spatial resolution attainable by GRACE observations, and predicted-gravity changes were consistent with the GRACE-detected gravity changes. Nevertheless, the fault models, in which give different slip amplitudes, proportionally lead to different amplitude in the predicted gravity changes.

Keywords: Undersea earthquake, GRACE observation, gravity change, dislocation model, slip distribution.

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