Search results for: command and control system
3275 A New Version of Unscented Kalman Filter
Authors: S. A. Banani, M. A. Masnadi-Shirazi
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This paper presents a new algorithm which yields a nonlinear state estimator called iterated unscented Kalman filter. This state estimator makes use of both statistical and analytical linearization techniques in different parts of the filtering process. It outperforms the other three nonlinear state estimators: unscented Kalman filter (UKF), extended Kalman filter (EKF) and iterated extended Kalman filter (IEKF) when there is severe nonlinearity in system equation and less nonlinearity in measurement equation. The algorithm performance has been verified by illustrating some simulation results.
Keywords: Extended Kalman Filter, Iterated EKF, Nonlinearstate estimator, Unscented Kalman Filter.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28893274 Data Security in a DApp Twitter Alike on Web 3.0 With Blockchain Based Technology
Authors: Vishal Awasthi, Tanya Soni, Vigya Awasthi, Swati Singh, Shivali Verma
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There is a growing demand for a network that grants a high level of data security and confidentiality. For this reason, the semantic web was introduced, which allows data to be shared and reused across applications while safeguarding users privacy and user’s will grab back control of their data. The earlier Web 1.0 and Web 2.0 versions were built on client-server architecture, in which there was the risk of data theft and unconsented sale of user data. A decentralized version, Known as Web 3.0, that is mostly built on blockchain technology was interjected to resolve these issues. The recent research focuses on blockchain technology, deals with privacy, security, transparency, and innovation of decentralized applications (DApps), e.g. a Twitter Clone, Whatsapp clone. In this paper the Twitter Alike built on the Ethereum blockchain will replace traditional techniques with improved latency, throughput, and data ownership. The central principle of this DApp is smart contract implemented using Solidity which is an object- oriented and highlevel language. Consequently, this will provide a better Quality Services, high data security, and integrity for both present and future internet technologies.
Keywords: Blockchain, DApps, Ethereum, Semantic Web, Smart Contract, Solidity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3343273 Graphic Watermarking, Security Feature in Cadastral Content Management
Authors: Manole Velicanu, Emanuil Rednic
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The paper shows the necessity to increase the security level for paper management in the cadastral field by using specific graphical watermarks. Using the graphical watermarking will increase the security in the cadastral content management; furthermore any altered document will be validated afterwards of its originality by checking the graphic watermark. If, by any reasons the document is changed for counterfeiting, it is invalidated and found that is an illegal copy due to the graphic check of the watermarking, check made at pixel levelKeywords: cadastral system, database security, security standards, content management, identity management, watermarking.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15283272 An Extended Domain-Specific Modeling Language for Marine Observatory Relying on Enterprise Architecture
Authors: Charbel Geryes Aoun, Loic Lagadec
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A Sensor Network (SN) is considered as an operation of two phases: (1) the observation/measuring, which means the accumulation of the gathered data at each sensor node; (2) transferring the collected data to some processing center (e.g. Fusion Servers) within the SN. Therefore, an underwater sensor network can be defined as a sensor network deployed underwater that monitors underwater activity. The deployed sensors, such as hydrophones, are responsible for registering underwater activity and transferring it to more advanced components. The process of data exchange between the aforementioned components perfectly defines the Marine Observatory (MO) concept which provides information on ocean state, phenomena and processes. The first step towards the implementation of this concept is defining the environmental constraints and the required tools and components (Marine Cables, Smart Sensors, Data Fusion Server, etc). The logical and physical components that are used in these observatories perform some critical functions such as the localization of underwater moving objects. These functions can be orchestrated with other services (e.g. military or civilian reaction). In this paper, we present an extension to our MO meta-model that is used to generate a design tool (ArchiMO). We propose constraints to be taken into consideration at design time. We illustrate our proposal with an example from the MO domain. Additionally, we generate the corresponding simulation code using our self-developed domain-specific model compiler. On the one hand, this illustrates our approach in relying on Enterprise Architecture (EA) framework that respects: multiple-views, perspectives of stakeholders, and domain specificity. On the other hand, it helps reducing both complexity and time spent in design activity, while preventing from design modeling errors during porting this activity in the MO domain. As conclusion, this work aims to demonstrate that we can improve the design activity of complex system based on the use of MDE technologies and a domain-specific modeling language with the associated tooling. The major improvement is to provide an early validation step via models and simulation approach to consolidate the system design.
Keywords: Smart sensors, data fusion, distributed fusion architecture, sensor networks, domain specific modeling language, enterprise architecture, underwater moving object, localization, marine observatory, NS-3, IMS.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2623271 The Effect of Different Levels of Seed and Extract of Harmal (Peganum harmala L.) on Immune Responses of Broiler Chicks
Authors: M. Toghyani, A. Ghasemi, S. A. Tabeidian
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The present study was carried out to evaluate the effect of different levels of dietary seed and extract of Harmal (Peganum harmala L.) on immunity of broiler chicks. A total of 350 one-day old broiler chicks (Ross 308) were randomly allocated to five dietary treatments with four replicates pen of 14 birds each. Dietary treatments consisted of control, 1 and 2 g/kg Harmal seed in diet, 100 and 200 mg/L Harmal seed extract in water. Broilers received dietary treatments from 1 to 42 d. Two birds from each pen were randomly weighed and sacrificed at 42 d of age, the relative weight of lymphoid organs (bursa of Fabercius and spleen) to live weight were calculated. Antibody titers against Newcastle and influenza viruses and sheep red blood cell were measured at 30 d of age. Results showed that the relative weights of lymphoid organs were not affected by dietary treatments. Furthermore, antibody titer against Newcastle and influenza viruses as well as sheep red blood cell antigen were significantly (P<0.05) enhanced by feeding Harmal seed and extract. In conclusion, the results indicated that dietary inclusion of Harmal seed and extract enhanced immunological responses in broiler chicks.
Keywords: Broiler chicks, Harmal, immunity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25483270 A Novel Plausible Deniability Scheme in Secure Steganography
Authors: Farshad Amin, Majid Soleimanipour, Alireza Karimi
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The goal of steganography is to avoid drawing suspicion to the transmission of a hidden message. If suspicion is raised, steganography may fail. The success of steganography depends on the secrecy of the action. If steganography is detected, the system will fail but data security depends on the robustness of the applied algorithm. In this paper, we propose a novel plausible deniability scheme in steganography by using a diversionary message and encrypt it with a DES-based algorithm. Then, we compress the secret message and encrypt it by the receiver-s public key along with the stego key and embed both messages in a carrier using an embedding algorithm. It will be demonstrated how this method can support plausible deniability and is robust against steganalysis.Keywords: Steganography, Cryptography, Information Hiding.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21923269 Feasibility Analysis Studies on New National R&D Programs in Korea
Authors: Seongmin Yim, Hyun-Kyu Kang
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As a part of evaluation system for R&D program, the Korean government has applied feasibility analysis since 2008. Various professionals put forth a great effort in order to catch up the high degree of freedom of R&D programs, and make contributions to evolving the feasibility analysis. We analyze diverse R&D programs from various viewpoints, such as technology, policy, and Economics, integrate the separate analysis, and finally arrive at a definite result; whether a program is feasible or unfeasible. This paper describes the concept and method of the feasibility analysis as a decision making tool. The analysis unit and content of each criterion, which are key elements in a comprehensive decision making structure, are examinedKeywords: Decision Making of New Government R&D Program, Feasibility Analysis Study
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14083268 The Potential Benefits of Multimedia Information Representation in Enhancing Students’ Critical Thinking and History Reasoning
Authors: Ang Ling Weay, Mona Masood
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This paper discusses the potential benefits of an interactive multimedia information representation in enhancing students’ critical thinking aligned with history reasoning in learning history amongst Secondary School students in Malaysia. Two modes of multimedia information representation were implemented; chronologic and thematic information representations. A qualitative study of an unstructured interview was conducted among two history teachers, one history education lecturer, two i-think experts, and five students from Form Four secondary school. The interview was to elicit their opinions on the implementation of thinking maps and interactive multimedia information representation in history learning. The key elements of the interactive multimedia (e.g. multiple media, user control, interactivity and use of timelines and concept maps) were then considered to improve the learning process. Findings of the preliminary investigation reveal that the interactive multimedia information representations have the potential benefits to be implemented as an instructional resource in enhancing students’ higher order thinking skills (HOTs). This paper concludes by giving suggestions for future work.
Keywords: Multimedia Information Representation, Critical Thinking, History Reasoning, Chronological and Thematic Information Representation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23893267 Interface Location in Single Phase Stirred Tanks
Authors: I. Mahdavi, R. Janamiri, A. Sinkakarimi, M. Safdari, M. H. Sedaghat, A. Zamani, A. Hoseini, M. Karimi
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In this work, study the location of interface in a stirred vessel with Rushton impeller by computational fluid dynamic was presented. To modeling rotating the impeller, sliding mesh (SM) technique was used and standard k-ε model was selected for turbulence closure. Mean tangential, radial and axial velocities and also turbulent kinetic energy (k) and turbulent dissipation rate (ε) in various points of tank was investigated. Results show sensitivity of system to location of interface and radius of 7 to 10cm for interface in the vessel with existence characteristics cause to increase the accuracy of simulation.
Keywords: CFD, Interface, Rushton impeller, Turbulence model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17253266 Data Migration between Document-Oriented and Relational Databases
Authors: Bogdan Walek, Cyril Klimes
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Current tools for data migration between documentoriented and relational databases have several disadvantages. We propose a new approach for data migration between documentoriented and relational databases. During data migration the relational schema of the target (relational database) is automatically created from collection of XML documents. Proposed approach is verified on data migration between document-oriented database IBM Lotus/ Notes Domino and relational database implemented in relational database management system (RDBMS) MySQL.Keywords: data migration, database, document-oriented database, XML, relational schema
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 35253265 A Double Referenced Contrast for Blind Source Separation
Authors: Atman Jbari, Abdellah Adib, Driss Aboutajdine
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This paper addresses the problem of blind source separation (BSS). To recover original signals, from linear instantaneous mixtures, we propose a new contrast function based on the use of a double referenced system. Our approach assumes statistical independence sources. The reference vectors will be incrusted in the cumulant to evaluate the independence. The estimation of the separating matrix will be performed in two steps: whitening observations and joint diagonalization of a set of referenced cumulant matrices. Computer simulations are presented to demonstrate the effectiveness of the suggested approach.Keywords: Blind source separation, Referenced Cumulant, Contrast, Joint Diagonalization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10183264 Plasma Lipid Profiles and Atherogenic Indices of Rats Fed Raw and Processed Jack Fruit (Artocarpus heterophyllus) Seeds Diets at Different Concentrations
Authors: O. E. Okafor, L. U. S. Ezeanyika, C. G. Nkwonta, C. J. Okonkwo
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The effect of processing on plasma lipid profile and atherogenic indices of rats fed Artocarpus heterophyllus seed diets at different concentrations were investigated. Fifty five rats were used for this study, they were divided into eleven groups of five rats each (one control group and ten test groups), the test groups were fed raw, boiled, roasted, fermented and soaked diets at 10% and 40% concentrations. The study lasted for thirty five days. The diets led to significant decrease (p<0.05) in plasma cholesterol and triacylglycerol of rats fed 10% and 40% concentrations of the diets, and a significant increase (p<0.05) in high density lipoprotein (HDL) levels at 40% concentrations of the test diets. The diets also produced decrease in low density lipoprotein (LDL), very low density lipoprotein (VLDL), cardiac risk ratio (CRR), atherogenic index of plasma (AIP) and atherogenic coefficient (AC) at 40% concentrations except the soaked group that showed slight elevation of LDL, CRR, AC and AIP at 40% concentration. Artocarpus heterophyllus seeds could be beneficial to health because of its ability to increase plasma HDL and reduce plasma LDL, VLDL, cholesterol, triglycerides and atherogenic indices at higher diet concentration.Keywords: Artocarpus heterophyllus, atherogenic indices, concentrations, lipid profile.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31843263 Asynchronous Microcontroller Simulation Model in VHDL
Authors: M. Kovac
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This article describes design of the 8-bit asynchronous microcontroller simulation model in VHDL. The model is created in ISE Foundation design tool and simulated in Modelsim tool. This model is a simple application example of asynchronous systems designed in synchronous design tools. The design process of creating asynchronous system with 4-phase bundled-data protocol and with matching delays is described in the article. The model is described in gate-level abstraction. The simulation waveform of the functional construction is the result of this article. Described construction covers only the simulation model. The next step would be creating synthesizable model to FPGA.Keywords: Asynchronous, Microcontroller, VHDL, FPGA.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 33043262 On the Combination of Patient-Generated Data with Data from a Secure Clinical Network Environment – A Practical Example
Authors: Jeroen S. de Bruin, Karin Schindler, Christian Schuh
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With increasingly more mobile health applications appearing due to the popularity of smartphones, the possibility arises that these data can be used to improve the medical diagnostic process, as well as the overall quality of healthcare, while at the same time lowering costs. However, as of yet there have been no reports of a successful combination of patient-generated data from smartphones with data from clinical routine. In this paper we describe how these two types of data can be combined in a secure way without modification to hospital information systems, and how they can together be used in a medical expert system for automatic nutritional classification and triage.
Keywords: Data integration, disease-related malnutrition, expert systems, mobile health.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22003261 Design of a Neural Networks Classifier for Face Detection
Authors: F. Smach, M. Atri, J. Mitéran, M. Abid
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Face detection and recognition has many applications in a variety of fields such as security system, videoconferencing and identification. Face classification is currently implemented in software. A hardware implementation allows real-time processing, but has higher cost and time to-market. The objective of this work is to implement a classifier based on neural networks MLP (Multi-layer Perceptron) for face detection. The MLP is used to classify face and non-face patterns. The systm is described using C language on a P4 (2.4 Ghz) to extract weight values. Then a Hardware implementation is achieved using VHDL based Methodology. We target Xilinx FPGA as the implementation support.Keywords: Classification, Face Detection, FPGA Hardware description, MLP.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22823260 A High Time Resolution Digital Pulse Width Modulator Based on Field Programmable Gate Array’s Phase Locked Loop Megafunction
Authors: Jun Wang, Tingcun Wei
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The digital pulse width modulator (DPWM) is the crucial building block for digitally-controlled DC-DC switching converter, which converts the digital duty ratio signal into its analog counterpart to control the power MOSFET transistors on or off. With the increase of switching frequency of digitally-controlled DC-DC converter, the DPWM with higher time resolution is required. In this paper, a 15-bits DPWM with three-level hybrid structure is presented; the first level is composed of a7-bits counter and a comparator, the second one is a 5-bits delay line, and the third one is a 3-bits digital dither. The presented DPWM is designed and implemented using the PLL megafunction of FPGA (Field Programmable Gate Arrays), and the required frequency of clock signal is 128 times of switching frequency. The simulation results show that, for the switching frequency of 2 MHz, a DPWM which has the time resolution of 15 ps is achieved using a maximum clock frequency of 256MHz. The designed DPWM in this paper is especially useful for high-frequency digitally-controlled DC-DC switching converters.
Keywords: DPWM, PLL megafunction, FPGA, time resolution, digitally-controlled DC-DC switching converter.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12463259 Dynamic Inverted Index Maintenance
Authors: Leo Galambos
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The majority of today's IR systems base the IR task on two main processes: indexing and searching. There exists a special group of dynamic IR systems where both processes (indexing and searching) happen simultaneously; such a system discards obsolete information, simultaneously dealing with the insertion of new in¬formation, while still answering user queries. In these dynamic, time critical text document databases, it is often important to modify index structures quickly, as documents arrive. This paper presents a method for dynamization which may be used for this task. Experimental results show that the dynamization process is possible and that it guarantees the response time for the query operation and index actualization.
Keywords: Search engine, inverted file, index management.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13773258 Design of a Tuning Fork type UWB Patch Antenna
Authors: A. H. M. Zahirul Alam, Rafiqul Islam, Sheroz Khan
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In this paper a tuning fork type structure of Ultra Wideband (UWB) antenna is proposed. The antenna offers excellent performance for UWB system, ranging from 3.7 GHz to 13.8 GHz. The antenna exhibits a 10 dB return loss bandwidth over the entire frequency band. The rectangular patch antenna is designed on FR4 substrate and fed with 50 ohms microstrip line by optimizing the width of partial ground, the width and position of the feedline to operate in UWB. The rectangular patch is then modified to tuning fork structure by maintaining UWB frequency range.Keywords: Ultra wide band, antenna, microstrip, partial groundplane.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19743257 Electrical Characteristics of SCR - based ESD Device for I/O and Power Rail Clamp in 0.35um Process
Authors: Yong Seo Koo, Dong Su Kim, Byung Seok Lee, Won Suk Park, Bo Bea Song
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This paper presents a SCR-based ESD protection devices for I/O clamp and power rail clamp, respectably. These devices have a low trigger voltage and high holding voltage characteristics than conventional SCR device. These devices are fabricated by using 0.35um BCD (Bipolar-CMOS-DMOS) processes. These devices were validated using a TLP system. From the experimental results, the device for I/O ESD clamp has a trigger voltage of 5.8V. Also, the device for power rail ESD clamp has a holding voltage of 7.7V.
Keywords: ESD (Electro-Static Discharge), ESD protection device, SCR (Silicon Controlled Rectifier), Latch-up
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27743256 Accent Identification by Clustering and Scoring Formants
Authors: Dejan Stantic, Jun Jo
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There have been significant improvements in automatic voice recognition technology. However, existing systems still face difficulties, particularly when used by non-native speakers with accents. In this paper we address a problem of identifying the English accented speech of speakers from different backgrounds. Once an accent is identified the speech recognition software can utilise training set from appropriate accent and therefore improve the efficiency and accuracy of the speech recognition system. We introduced the Q factor, which is defined by the sum of relationships between frequencies of the formants. Four different accents were considered and experimented for this research. A scoring method was introduced in order to effectively analyse accents. The proposed concept indicates that the accent could be identified by analysing their formants.Keywords: Accent Identification, Formants, Q Factor.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20913255 Tribological Behaviour Improvement of Lubricant Using Copper (II) Oxide Nanoparticles as Additive
Authors: M. A. Hassan, M. H. Sakinah, K. Kadirgama, D. Ramasamy, M. M. Noor, M. M. Rahman
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Tribological properties that include nanoparticles are an alternative to improve the tribological behaviour of lubricating oil, which has been investigated by many researchers for the past few decades. Various nanostructures can be used as additives for tribological improvement. However, this also depends on the characteristics of the nanoparticles. In this study, tribological investigation was performed to examine the effect of CuO nanoparticles on the tribological behaviour of Syntium 800 SL 10W−30. Three parameters used in the analysis using the wear tester (piston ring) were load, revolutions per minute (rpm), and concentration. The specifications of the nanoparticles, such as size, concentration, hardness, and shape, can affect the tribological behaviour of the lubricant. The friction and wear experiment was conducted using a tribo-tester and the Response Surface Methodology method was used to analyse any improvement of the performance. Therefore, two concentrations of 40 nm nanoparticles were used to conduct the experiments, namely, 0.005 wt % and 0.01 wt % and compared with base oil 0 wt % (control). A water bath sonicator was used to disperse the nanoparticles in base oil, while a tribo-tester was used to measure the coefficient of friction and wear rate. In addition, the thermal properties of the nanolubricant were also measured. The results have shown that the thermal conductivity of the nanolubricant was increased when compared with the base oil. Therefore, the results indicated that CuO nanoparticles had improved the tribological behaviour as well as the thermal properties of the nanolubricant oil.
Keywords: Concentration, improvement, tribological, Copper (II) oxide, nanolubricant.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18923254 A High-Speed and Low-Energy Ternary Content Addressable Memory Design Using Feedback in Match-Line Sense Amplifier
Authors: Syed Iftekhar Ali, M. S. Islam
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In this paper we present an energy efficient match-line (ML) sensing scheme for high-speed ternary content-addressable memory (TCAM). The proposed scheme isolates the sensing unit of the sense amplifier from the large and variable ML capacitance. It employs feedback in the sense amplifier to successfully detect a match while keeping the ML voltage swing low. This reduced voltage swing results in large energy saving. Simulation performed using 130nm 1.2V CMOS logic shows at least 30% total energy saving in our scheme compared to popular current race (CR) scheme for similar search speed. In terms of speed, dynamic energy, peak power consumption and transistor count our scheme also shows better performance than mismatch-dependant (MD) power allocation technique which also employs feedback in the sense amplifier. Additionally, the implementation of our scheme is simpler than CR or MD scheme because of absence of analog control voltage and programmable delay circuit as have been used in those schemes.Keywords: content-addressable memory, energy consumption, feedback, peak power, sensing scheme, sense amplifier, ternary.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18223253 Paremaeter Determination of a Vehicle 5-DOF Model to Simulate Occupant Deceleration in a Frontal Crash
Authors: Javad Marzbanrad, Mostafa Pahlavani
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This study has investigated a vehicle Lumped Parameter Model (LPM) in frontal crash. There are several ways for determining spring and damper characteristics and type of problem shall be considered as system identification. This study use Genetic Algorithm (GA) procedure, being an effective procedure in case of optimization issues, for optimizing errors, between target data (experimental data) and calculated results (being obtained by analytical solving). In this study analyzed model in 5-DOF then compared our results with 5-DOF serial model. Finally, the response of model due to external excitement is investigated.Keywords: Vehicle, Lumped-Parameter Model, GeneticAlgorithm, Optimization
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16823252 Security Analysis on Anonymous Mutual Authentication Protocol for RFID Tag without Back-End Database and its Improvement
Authors: Songyi Kim, Kwangwoo Lee, Seungjoo Kim, Dongho Won
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RFID (Radio Frequency IDentification) system has been widely used in our life, such as transport systems, passports, automotive, animal tracking, human implants, library, and so on. However, the RFID authentication protocols between RF (Radio Frequency) tags and the RF readers have been bring about various privacy problems that anonymity of the tags, tracking, eavesdropping, and so on. Many researchers have proposed the solution of the problems. However, they still have the problem, such as location privacy, mutual authentication. In this paper, we show the problems of the previous protocols, and then we propose a more secure and efficient RFID authentication protocol.Keywords: RFID, mutual authentication, serverless, anonymity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19353251 Pricing European Options under Jump Diffusion Models with Fast L-stable Padé Scheme
Authors: Salah Alrabeei, Mohammad Yousuf
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5003250 Effect of a Multiple Stenosis on Blood Flow through a Tube
Authors: Vipin Kumar Verma, Praveen Saraswat
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The development of double stenosis in an artery can have serious consequences and can disrupt the normal functioning of the circulatory system. It has been realized that various hydrodynamics effects (i.e. wall shear, pressure distribution etc.) play important role in the development of this disease. Generally in the literature, the cross-section of the artery is assumed to be uniform with a single stenosis. However, in real situation the multiple stenosis develops in series along the length of artery whose cross-section varies slowly. Therefore, the flow of blood is laminar through a small diameter artery with axisymmetric identical double stenosis in series.
Keywords: Wall shear, multiple stenosis, artery.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19003249 Evaluation of the Inhibitive Effect of Novel Quinoline Schiff Base on Corrosion of Mild Steel in HCl Solution
Authors: Smita Jauhari, Bhupendra Mistry
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Schiff base (E)-2-methyl-N-(tetrazolo[1,5-a]quinolin-4-ylmethylene)aniline (QMA) was synthesized, and its inhibitive effect for mild steel in 1N HCl solution was investigated by weight loss measurement and electrochemical tests. From the weight loss measurements and electrochemical tests, it was observed that the inhibition efficiency increases with the increase in the Schiff base concentration and reaches a maximum at the optimum concentration. This is further confirmed by the decrease in corrosion rate. It is found that the system follows Langmuir adsorption isotherm.
Keywords: Schiff base, acid corrosion, electrochemical impedance spectroscopy, polarization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18853248 Dripping Modes of Newtonian Liquids: The Effect of Nozzle Inclination
Authors: Amaraja Taur, Pankaj Doshi, Hak Koon Yeoh
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The dripping modes for a Newtonian liquid of viscosity µ emanating from an inclined nozzle at flow rate Q is investigated experimentally. As the liquid flow rate Q increases, starting with period-1 with satellite drops, the system transitions to period-1 dripping without satellite, then to limit cycle before showing chaotic responses. Phase diagrams showing the changes in the transitions between the different dripping modes for different nozzle inclination angle q is constructed in the dimensionless (Q, µ) space.
Keywords: Dripping, inclined nozzle, phase diagram.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20593247 Cardiac Function and Morphological Adaptations in Endurance and Resistance Athletes: Evaluation using a new Method
Authors: K. Hosseini, MD., R. Mazaheri, MD., H.R. Khoddami Vishteh, MD., M.A. Mansournia, MD., H. Angoorani, MD
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Background: Tissue Doppler Echocardiography (TDE) assesses diastolic function more accurately than routine pulse Doppler echo. Assessment of the effects of dynamic and static exercises on the heart by using TDE can provides new information about the athlete-s heart syndrome. Methods: This study was conducted on 20 elite wrestlers, 14 endurance runners at national level and 21 non-athletes as the control group. Participants underwent two-dimensional echocardiography, standard Doppler and TDE. Results: Wrestlers had the highest left ventricular mass index, enddiastolic inter-ventricular septum thickness and left ventricular Posterior wall thickness. Runners had the highest Left ventricular end-diastolic volume, LV ejection fraction, stroke volume and cardiac output. In TDE, the early diastolic velocity of mitral annulus to the late diastolic velocity ratio in athletic groups was greater than the controls with no significant difference. Conclusion: In spite of cardiac morphological changes in athletes, TDE shows that cardiac diastolic function won-t be adversely affected.Keywords: Tissue Doppler Echocardiography, Diastolic function, Athlete's heart syndrome, Static exercise, Dynamic exercise
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16163246 Antenna Array Beamforming Using Neural Network
Authors: Maja Sarevska, Abdel-Badeeh M. Salem
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This paper considers the problem of Null-Steering beamforming using Neural Network (NN) approach for antenna array system. Two cases are presented. First, unlike the other authors, the estimated Direction Of Arrivals (DOAs) are used for antenna array weights NN-based determination and the imprecise DOAs estimations are taken into account. Second, the blind null-steering beamforming is presented. In this case the antenna array outputs are presented at the input of the NN without DOAs estimation. The results of computer simulations will show much better relative mean error performances of the first NN approach compared to the NNbased blind beamforming.
Keywords: Beamforming, DOAs, neural network.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2420