Search results for: Successive Approximation Register Analog-to- Digital Converter
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1673

Search results for: Successive Approximation Register Analog-to- Digital Converter

833 Study of Carbon Monoxide Oxidation in a Monolithic Converter

Authors: S. Chauhan, T. P. K. Grewal, S. K. Agrawal, V. K. Srivastava

Abstract:

Combustion of fuels in industrial and transport sector has lead to an alarming release of polluting gases to the atmosphere. Carbon monoxide is one such pollutant, which is formed as a result of incomplete oxidation of the fuel. In order to analyze the effect of catalyst on the reduction of CO emissions to the atmosphere, two catalysts Mn2O3 and Hopcalite are considered. A model was formed based on mass and energy balance equations. Results show that Hopcalite catalyst as compared to Mn2O3 catalyst helped in faster conversion of the polluting gas as the operating temperature of the hopcalite catalyst is much lower as compared to the operating temperature of Mn2O3 catalyst.

Keywords: Carbon monoxide, modeling, hopcalite, manganese oxide.

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832 Providing Additional Advantages for STATCOM in Power Systems by Integration of Energy Storage Device

Authors: Reza Sedaghati

Abstract:

The use of Flexible AC Transmission System (FACTS) devices in a power system can potentially overcome limitations of the present mechanically controlled transmission system. Also, the advance of technology makes possible to include new energy storage devices in the electrical power system. The integration of Superconducting Magnetic Energy Storage (SMES) into Static Synchronous Compensator (STATCOM) can lead to increase their flexibility in improvement of power system dynamic behaviour by exchanging both active and reactive powers with power grids. This paper describes structure and behaviour of SMES, specifications and performance principles of the STATCOM/SMES compensator. Moreover, the benefits and effectiveness of integrated SMES with STATCOM in power systems is presented. Also, the performance of the STATCOM/SMES compensator is evaluated using an IEEE 3-bus system through the dynamic simulation by PSCAD/EMTDC software.

Keywords: STATCOM/SMES compensator, chopper, converter, energy storage system, power systems.

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831 Face Localization Using Illumination-dependent Face Model for Visual Speech Recognition

Authors: Robert E. Hursig, Jane X. Zhang

Abstract:

A robust still image face localization algorithm capable of operating in an unconstrained visual environment is proposed. First, construction of a robust skin classifier within a shifted HSV color space is described. Then various filtering operations are performed to better isolate face candidates and mitigate the effect of substantial non-skin regions. Finally, a novel Bhattacharyya-based face detection algorithm is used to compare candidate regions of interest with a unique illumination-dependent face model probability distribution function approximation. Experimental results show a 90% face detection success rate despite the demands of the visually noisy environment.

Keywords: Audio-visual speech recognition, Bhattacharyyacoefficient, face detection,

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830 Alternating Implicit Block FDTD Method For Scalar Wave Equation

Authors: N. M. Nusi, M. Othman, M. Suleiman, F. Ismail, N. Alias

Abstract:

In this paper, an alternating implicit block method for solving two dimensional scalar wave equation is presented. The new method consist of two stages for each time step implemented in alternating directions which are very simple in computation. To increase the speed of computation, a group of adjacent points is computed simultaneously. It is shown that the presented method increase the maximum time step size and more accurate than the conventional finite difference time domain (FDTD) method and other existing method of natural ordering.

Keywords: FDTD, Scalar wave equation, alternating direction implicit (ADI), alternating group explicit (AGE), asymmetric approximation.

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829 Performance of Compound Enhancement Algorithms on Dental Radiograph Images

Authors: S.A.Ahmad, M.N.Taib, N.E.A.Khalid, R.Ahmad, H.Taib

Abstract:

The purpose of this research is to compare the original intra-oral digital dental radiograph images with images that are enhanced using a combination of image processing algorithms. Intraoral digital dental radiograph images are often noisy, blur edges and low in contrast. A combination of sharpening and enhancement method are used to overcome these problems. Three types of proposed compound algorithms used are Sharp Adaptive Histogram Equalization (SAHE), Sharp Median Adaptive Histogram Equalization (SMAHE) and Sharp Contrast adaptive histogram equalization (SCLAHE). This paper presents an initial study of the perception of six dentists on the details of abnormal pathologies and improvement of image quality in ten intra-oral radiographs. The research focus on the detection of only three types of pathology which is periapical radiolucency, widen periodontal ligament space and loss of lamina dura. The overall result shows that SCLAHE-s slightly improve the appearance of dental abnormalities- over the original image and also outperform the other two proposed compound algorithms.

Keywords: intra-oral dental radiograph, histogram equalization, sharpening, CLAHE.

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828 Monte Carlo Simulation of the Transport Phenomena in Degenerate Hg0.8Cd0.2Te

Authors: N. Dahbi, M. Daoudi, A.Belghachi

Abstract:

The present work deals with the calculation of transport properties of Hg0.8Cd0.2Te (MCT) semiconductor in degenerate case. Due to their energy-band structure, this material becomes degenerate at moderate doping densities, which are around 1015 cm-3, so that the usual Maxwell-Boltzmann approximation is inaccurate in the determination of transport parameters. This problem is faced by using Fermi-Dirac (F-D) statistics, and the non-parabolic behavior of the bands may be approximated by the Kane model. The Monte Carlo (MC) simulation is used here to determinate transport parameters: drift velocity, mean energy and drift mobility versus electric field and the doped densities. The obtained results are in good agreement with those extracted from literature.

Keywords: degeneracy case, Hg0.8Cd0.2Te semiconductor, Monte Carlo simulation, transport parameters.

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827 Smartphone Photography in Urban China

Authors: Wen Zhang

Abstract:

The smartphone plays a significant role in media convergence, and smartphone photography is reconstructing the way we communicate and think. This article aims to explore the smartphone photography practices of urban Chinese smartphone users and images produced by smartphones from a techno-cultural perspective. The analysis consists of two types of data: One is a semi-structured interview of 21 participants, and the other consists of the images created by the participants. The findings are organised in two parts. The first part summarises the current tendencies of capturing, editing, sharing and archiving digital images via smartphones. The second part shows that food and selfie/anti-selfie are the preferred subjects of smartphone photographic images from a technical and multi-purpose perspective and demonstrates that screenshots and image texts are new genres of non-photographic images that are frequently made by smartphones, which contributes to improving operational efficiency, disseminating information and sharing knowledge. The analyses illustrate the positive impacts between smartphones and photography enthusiasm and practices based on the diffusion of innovation theory, which also makes us rethink the value of photographs and the practice of ‘photographic seeing’ from the screen itself.

Keywords: Digital photography, photographic-seeing, media convergence, technological innovation, smartphone, selfie/anti-selfie, image-text.

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826 Magnetic Fluid Based Squeeze Film in Rough Rotating Curved Porous Annular Plates: Deformation Effect

Authors: M. E. Shimpi, G. M. Deheri

Abstract:

This article aims to investigate the performance of a magnetic fluid based squeeze film between rotating transversely rough curved porous annular plates incorporating the effect of elastic deformation. The associated stochastically averaged Reynolds type equation is solved to obtain the pressure distribution leading to the calculation of the load carrying capacity. The results suggest that the transverse roughness of the bearing surfaces affects the performance adversely although the bearing systems register a relatively improved performance due to the magnetization. The deformation causes reduced the load carrying capacity while the curvature parameters tend to nominally increase the load carrying capacity. Besides, the adverse effect of porosity, deformation and standard deviation can be minimized to some extent by the positive effect of the magnetization and the curvature parameters in the case of negatively skewed roughness by suitably choosing the rotational inertia and the aspect ratio, which becomes significant when negative variance occurs.

Keywords: Annular plates curved rough surface, deformation, load carrying capacity, rotational inertia, magnetic fluid, squeeze film.

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825 Low Jitter ADPLL based Clock Generator for High Speed SoC Applications

Authors: Moorthi S., Meganathan D., Janarthanan D., Praveen Kumar P., J. Raja paul perinbam

Abstract:

An efficient architecture for low jitter All Digital Phase Locked Loop (ADPLL) suitable for high speed SoC applications is presented in this paper. The ADPLL is designed using standard cells and described by Hardware Description Language (HDL). The ADPLL implemented in a 90 nm CMOS process can operate from 10 to 200 MHz and achieve worst case frequency acquisition in 14 reference clock cycles. The simulation result shows that PLL has cycle to cycle jitter of 164 ps and period jitter of 100 ps at 100MHz. Since the digitally controlled oscillator (DCO) can achieve both high resolution and wide frequency range, it can meet the demands of system-level integration. The proposed ADPLL can easily be ported to different processes in a short time. Thus, it can reduce the design time and design complexity of the ADPLL, making it very suitable for System-on-Chip (SoC) applications.

Keywords: All Digital Phase Locked Loop (ADPLL), Systemon-Chip (SoC), Phase Locked Loop (PLL), Very High speedIntegrated Circuit (VHSIC) Hardware Description Language(VHDL), Digitally Controlled Oscillator (DCO), Phase frequencydetector (PFD) and Voltage Controlled Oscillator (VCO).

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824 Anonymous Editing Prevention Technique Using Gradient Method for High-Quality Video

Authors: Jiwon Lee, Chanho Jung, Si-Hwan Jang, Kyung-Ill Kim, Sanghyun Joo, Wook-Ho Son

Abstract:

Since the advances in digital imaging technologies have led to development of high quality digital devices, there are a lot of illegal copies of copyrighted video content on the Internet. Also, unauthorized editing is occurred frequently. Thus, we propose an editing prevention technique for high-quality (HQ) video that can prevent these illegally edited copies from spreading out. The proposed technique is applied spatial and temporal gradient methods to improve the fidelity and detection performance. Also, the scheme duplicates the embedding signal temporally to alleviate the signal reduction caused by geometric and signal-processing distortions. Experimental results show that the proposed scheme achieves better performance than previously proposed schemes and it has high fidelity. The proposed scheme can be used in unauthorized access prevention method of visual communication or traitor tracking applications which need fast detection process to prevent illegally edited video content from spreading out.

Keywords: Editing prevention technique, gradient method, high-quality video, luminance change, visual communication.

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823 Comparison of Data Reduction Algorithms for Image-Based Point Cloud Derived Digital Terrain Models

Authors: M. Uysal, M. Yilmaz, I. Tiryakioğlu

Abstract:

Digital Terrain Model (DTM) is a digital numerical representation of the Earth's surface. DTMs have been applied to a diverse field of tasks, such as urban planning, military, glacier mapping, disaster management. In the expression of the Earth' surface as a mathematical model, an infinite number of point measurements are needed. Because of the impossibility of this case, the points at regular intervals are measured to characterize the Earth's surface and DTM of the Earth is generated. Hitherto, the classical measurement techniques and photogrammetry method have widespread use in the construction of DTM. At present, RADAR, LiDAR, and stereo satellite images are also used for the construction of DTM. In recent years, especially because of its superiorities, Airborne Light Detection and Ranging (LiDAR) has an increased use in DTM applications. A 3D point cloud is created with LiDAR technology by obtaining numerous point data. However recently, by the development in image mapping methods, the use of unmanned aerial vehicles (UAV) for photogrammetric data acquisition has increased DTM generation from image-based point cloud. The accuracy of the DTM depends on various factors such as data collection method, the distribution of elevation points, the point density, properties of the surface and interpolation methods. In this study, the random data reduction method is compared for DTMs generated from image based point cloud data. The original image based point cloud data set (100%) is reduced to a series of subsets by using random algorithm, representing the 75, 50, 25 and 5% of the original image based point cloud data set. Over the ANS campus of Afyon Kocatepe University as the test area, DTM constructed from the original image based point cloud data set is compared with DTMs interpolated from reduced data sets by Kriging interpolation method. The results show that the random data reduction method can be used to reduce the image based point cloud datasets to 50% density level while still maintaining the quality of DTM.

Keywords: DTM, unmanned aerial vehicle, UAV, random, Kriging.

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822 Numerical Treatment of Block Method for the Solution of Ordinary Differential Equations

Authors: A. M. Sagir

Abstract:

Discrete linear multistep block method of uniform order for the solution of first order initial value problems (IVP­s­) in ordinary differential equations (ODE­s­) is presented in this paper. The approach of interpolation and collocation approximation are adopted in the derivation of the method which is then applied to first order ordinary differential equations with associated initial conditions. The continuous hybrid formulations enable us to differentiate and evaluate at some grids and off – grid points to obtain four discrete schemes, which were used in block form for parallel or sequential solutions of the problems. Furthermore, a stability analysis and efficiency of the block method are tested on ordinary differential equations, and the results obtained compared favorably with the exact solution.

Keywords: Block Method, First Order Ordinary Differential Equations, Hybrid, Self starting.

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821 Analyzing the Perceived Relationship between Motivation and Satisfaction for Rural Tourists in a Digital World

Authors: N. P. Tsephe, S. D. Eyono Obono

Abstract:

Rural tourism is usually associated with rural development because it has strong linkages to rural resources; but it remains underdeveloped compared to urban tourism. This underdevelopment of rural tourism serves as a motivation for this study whose aim is to examine the factors affecting the perceived satisfaction of rural tourists. The objectives of this study are: to identify and design theories and models on rural tourism satisfaction, and to empirically validate these models and theories through a survey of tourists from the Malealea Lodge which is located in the Mafeteng District, in the Mountain Kingdom of Lesotho. Data generated by the collection of questionnaires used by this survey was analyzed quantitatively using descriptive statistics and correlations in SPSS after checking the validity and the reliability of the questionnaire. The main hypothesis behind this study is the relationship between the demographics of rural tourists, their motivation, and their satisfaction, as supported by existing literature; except that motivation is measured in this study according to three dimensions: push factors, pull factors, and perceived usefulness of ICTs in the rural tourism experience. Findings from this study indicate that among the demographics factors, continent of origin and marital status influence the satisfaction of rural tourists; and their occupation affects their perceptions on the use of ICTs in rural tourism. Moreover, only pull factors were found to influence the satisfaction of rural tourists.

Keywords: Digital world, Motivation, Rural tourism, Satisfaction.

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820 Negative Slope Ramp Carrier Control for High Power Factor Boost Converters in CCM Operation

Authors: T. Tanitteerapan, E.Thanpo

Abstract:

This paper, a simple continuous conduction mode (CCM) pulse-width-modulated (PWM) controller for high power factor boost converters is introduced. The duty ratios were obtained by the comparison of a sensed signal from inductor current or switch current and a negative slope ramp carrier waveform in each switching period. Due to the proposed control requires only the inductor current or switch current sensor and the output voltage sensor, its circuit implementation was very simple. To verify the proposed control, the circuit experimentation of a 350 W boost converter with the proposed control was applied. From the results, the input current waveform was shaped to be closely sinusoidal, implying high power factor and low harmonics.

Keywords: High power factor converters, boost converters, low harmonic rectifiers, power factor correction, and current control.

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819 Monitoring Co-Creation: A Survey of Lithuanian Urban Communities

Authors: Aelita Skarzauskiene, Monika Maciuliene

Abstract:

In this paper, we conduct a systematic survey of urban communities in Lithuania to evaluate their potential to co-create collective intelligence or “civic intelligence” applying Digital Co-creation Index methodology that includes different socio-technological indicators. Civic intelligence is a form of collective intelligence that refers to the group’s capacity to perceive societal problems and to address them effectively. The research focuses on evaluation of diverse organizational designs that increase efficient collective performance. The current scientific project advanced the state of the art by evaluating the basic preconditions in the urban communities through which the collective intelligence is being co-created under the systemic manner. The research subject is the “bottom up” digital enabled urban platforms, initiated by Lithuanian public organizations, civic movements or business entities. The web-based monitoring results obtained by applying a social indices calculation methodology and Pearson correlation analysis provided the information about the potential and limits of the urban communities and what possible changes need to be implemented to overcome the limitations.

Keywords: Computer supported collaboration, co-creation, collective intelligence, socio-technological system, networked society.

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818 Comparing the Efficiency of Simpson’s 1/3 and 3/8 Rules for the Numerical Solution of First Order Volterra Integro-Differential Equations

Authors: N. M. Kamoh, D. G. Gyemang, M. C. Soomiyol

Abstract:

This paper compared the efficiency of Simpson’s 1/3 and 3/8 rules for the numerical solution of first order Volterra integro-differential equations. In developing the solution, collocation approximation method was adopted using the shifted Legendre polynomial as basis function. A block method approach is preferred to the predictor corrector method for being self-starting. Experimental results confirmed that the Simpson’s 3/8 rule is more efficient than the Simpson’s 1/3 rule.

Keywords: Collocation shifted Legendre polynomials, Simpson’s rule and Volterra integro-differential equations.

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817 STM Spectroscopy of Alloyed Nanocrystal Composite CdSxSe1-X

Authors: T. Abdallah, K. Easawi, A. Khalid, S. Negm, H. Talaat

Abstract:

Nanocrystals (NC) alloyed composite CdSxSe1-x(x=0 to 1) have been prepared using the chemical solution deposition technique. The energy band gap of these alloyed nanocrystals of approximately the same size, have been determined by scanning tunneling spectroscopy (STS) technique at room temperature. The values of the energy band gap obtained directly using STS are compared to those measured by optical spectroscopy. Increasing the molar fraction ratio x from 0 to 1 causes clearly observed increase in the band gap of the alloyed composite nanocrystal. Vegard-s law was applied to calculate the parameters of the effective mass approximation (EMA) model and the dimension obtained were compared to the values measured by STM. The good agreement of the calculated and measured values is a direct result of applying Vegard's law in the nanocomposites.

Keywords: Alloy semiconductor nanocrystals, STM.

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816 3D Mesh Coarsening via Uniform Clustering

Authors: Shuhua Lai, Kairui Chen

Abstract:

In this paper, we present a fast and efficient mesh coarsening algorithm for 3D triangular meshes. Theis approach can be applied to very complex 3D meshes of arbitrary topology and with millions of vertices. The algorithm is based on the clustering of the input mesh elements, which divides the faces of an input mesh into a given number of clusters for clustering purpose by approximating the Centroidal Voronoi Tessellation of the input mesh. Once a clustering is achieved, it provides us an efficient way to construct uniform tessellations, and therefore leads to good coarsening of polygonal meshes. With proliferation of 3D scanners, this coarsening algorithm is particularly useful for reverse engineering applications of 3D models, which in many cases are dense, non-uniform, irregular and arbitrary topology. Examples demonstrating effectiveness of the new algorithm are also included in the paper.

Keywords: Coarsening, mesh clustering, shape approximation, mesh simplification.

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815 New Fourth Order Explicit Group Method in the Solution of the Helmholtz Equation

Authors: Norhashidah Hj. Mohd Ali, Teng Wai Ping

Abstract:

In this paper, the formulation of a new group explicit method with a fourth order accuracy is described in solving the two dimensional Helmholtz equation. The formulation is based on the nine-point fourth order compact finite difference approximation formula. The complexity analysis of the developed scheme is also presented. Several numerical experiments were conducted to test the feasibility of the developed scheme. Comparisons with other existing schemes will be reported and discussed. Preliminary results indicate that this method is a viable alternative high accuracy solver to the Helmholtz equation.

Keywords: Explicit group method, finite difference, Helmholtz equation, five-point formula, nine-point formula.

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814 Optimized and Secured Digital Watermarking Using Entropy, Chaotic Grid Map and Its Performance Analysis

Authors: R. Rama Kishore, Sunesh

Abstract:

This paper presents an optimized, robust, and secured watermarking technique. The methodology used in this work is the combination of entropy and chaotic grid map. The proposed methodology incorporates Discrete Cosine Transform (DCT) on the host image. To improve the imperceptibility of the method, the host image DCT blocks, where the watermark is to be embedded, are further optimized by considering the entropy of the blocks. Chaotic grid is used as a key to reorder the DCT blocks so that it will further increase security while selecting the watermark embedding locations and its sequence. Without a key, one cannot reveal the exact watermark from the watermarked image. The proposed method is implemented on four different images. It is concluded that the proposed method is giving better results in terms of imperceptibility measured through PSNR and found to be above 50. In order to prove the effectiveness of the method, the performance analysis is done after implementing different attacks on the watermarked images. It is found that the methodology is very strong against JPEG compression attack even with the quality parameter up to 15. The experimental results are confirming that the combination of entropy and chaotic grid map method is strong and secured to different image processing attacks.

Keywords: Digital watermarking, discrete cosine transform, chaotic grid map, entropy.

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813 Three-Level Converters based Generalized Unified Power Quality Conditioner

Authors: Bahr Eldin S. M, K. S. Rama Rao, N. Perumal

Abstract:

A generalized unified power quality conditioner (GUPQC) by using three single-phase three-level voltage source converters (VSCs) connected back-to-back through a common dc link is proposed in this paper as a new custom power device for a three-feeder distribution system. One of the converters is connected in shunt with one feeder for mitigation of current harmonics and reactive power compensation, while the other two VSCs are connected in series with the other two feeders to maintain the load voltage sinusoidal and at constant level. A new control scheme based on synchronous reference frame is proposed for series converters. The simulation analysis on compensation performance of GUPQC based on PSCAD/EMTDC is reported.

Keywords: Custom power device, generalized unified power quality conditioner, PSCAD/ETMDC, voltage source converter

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812 Contamination in Industrial Areas and Environmental Management in Latvia

Authors: Juris Burlakovs, Maris Klavins, Raimonds Ernsteins, Armands Ruskulis

Abstract:

Environmental contamination is a common problem in ex-industrial and industrial sites. This article gives a brief description of general applied environmental investigation methodologies and possible remediation applications in Latvia. Most of contaminated areas are situated in former and active industrial, military areas and ports. Industrial and logistic activities very often have been with great impact for more than hundred years thus the contamination level with heavy metals, hydrocarbons, pesticides, persistent organic pollutants is high and is threatening health and environment in general. 242 territories now are numbered as contaminated and fixed in the National Register of contaminated territories in Latvia. Research and remediation of contamination in densely populated areas are of important environmental policy domain. Four different investigation case studies of contaminated areas are given describing the history of use, environmental quality assessment as well as planned environmental management actions. All four case study locations are situated in Riga - the capital of the Republic of Latvia. The aim of this paper is to analyze the situation and problems with management of contaminated areas in Latvia, give description of field research methods and recommendations for remediation industry based on scientific data and innovations.

Keywords: Remediation technology, environmental quality assessment, heavy metals, hydrocarbon contamination, environmental management.

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811 Model Canvas and Process for Educational Game Design in Outcome-Based Education

Authors: Ratima Damkham, Natasha Dejdumrong, Priyakorn Pusawiro

Abstract:

This paper explored the solution in game design to help game designers in the educational game designing using digital educational game model canvas (DEGMC) and digital educational game form (DEGF) based on Outcome-based Education program. DEGMC and DEGF can help designers develop an overview of the game while designing and planning their own game. The way to clearly assess players’ ability from learning outcomes and support their game learning design is by using the tools. Designers can balance educational content and entertainment in designing a game by using the strategies of the Business Model Canvas and design the gameplay and players’ ability assessment from learning outcomes they need by referring to the Constructive Alignment. Furthermore, they can use their design plan in this research to write their Game Design Document (GDD). The success of the research was evaluated by four experts’ perspectives in the education and computer field. From the experiments, the canvas and form helped the game designers model their game according to the learning outcomes and analysis of their own game elements. This method can be a path to research an educational game design in the future.

Keywords: Constructive alignment, constructivist theory, educational game, outcome-based education.

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810 The Data Processing Electronics of the METIS Coronagraph aboard the ESA Solar Orbiter Mission

Authors: M. Focardi, M. Pancrazzi, M. Uslenghi, G. Nicolini, E. Magli, F. Landini, M. Romoli, A. Bemporad, E. Antonucci, S. Fineschi, G. Naletto, P. Nicolosi, D. Spadaro, V. Andretta

Abstract:

METIS is the Multi Element Telescope for Imaging and Spectroscopy, a Coronagraph aboard the European Space Agency-s Solar Orbiter Mission aimed at the observation of the solar corona via both VIS and UV/EUV narrow-band imaging and spectroscopy. METIS, with its multi-wavelength capabilities, will study in detail the physical processes responsible for the corona heating and the origin and properties of the slow and fast solar wind. METIS electronics will collect and process scientific data thanks to its detectors proximity electronics, the digital front-end subsystem electronics and the MPPU, the Main Power and Processing Unit, hosting a space-qualified processor, memories and some rad-hard FPGAs acting as digital controllers.This paper reports on the overall METIS electronics architecture and data processing capabilities conceived to address all the scientific issues as a trade-off solution between requirements and allocated resources, just before the Preliminary Design Review as an ESA milestone in April 2012.

Keywords: Solar Coronagraph, Data Processing Electronics, VIS and UV/EUV Detectors, LEON Processor, Rad-hard FPGAs

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809 Basket Option Pricing under Jump Diffusion Models

Authors: Ali Safdari-Vaighani

Abstract:

Pricing financial contracts on several underlying assets received more and more interest as a demand for complex derivatives. The option pricing under asset price involving jump diffusion processes leads to the partial integral differential equation (PIDEs), which is an extension of the Black-Scholes PDE with a new integral term. The aim of this paper is to show how basket option prices in the jump diffusion models, mainly on the Merton model, can be computed using RBF based approximation methods. For a test problem, the RBF-PU method is applied for numerical solution of partial integral differential equation arising from the two-asset European vanilla put options. The numerical result shows the accuracy and efficiency of the presented method.

Keywords: Radial basis function, basket option, jump diffusion, RBF-PUM.

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808 Spline Collocation for Solving System of Fredholm and Volterra Integral Equations

Authors: N. Ebrahimi, J. Rashidinia

Abstract:

In this paper, numerical solution of system of Fredholm and Volterra integral equations by means of the Spline collocation method is considered. This approximation reduces the system of integral equations to an explicit system of algebraic equations. The solution is collocated by cubic B-spline and the integrand is approximated by the Newton-Cotes formula. The error analysis of proposed numerical method is studied theoretically. The results are compared with the results obtained by other methods to illustrate the accuracy and the implementation of our method.

Keywords: Convergence analysis, Cubic B-spline, Newton- Cotes formula, System of Fredholm and Volterra integral equations.

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807 Exact Analysis of Resonance Frequencies of Simply Supported Cylindrical Shells

Authors: A. Farshidianfar, P. Oliazadeh, M. H. Farshidianfar

Abstract:

In order to study the free vibration of simply supported circular cylindrical shells; an analytical procedure is developed and discussed in detail. To identify its’ validity, the exact technique was applied to four different shell theories 1) Soedel, 2) Flugge, 3) Morley-Koiter, and 4) Donnell. The exact procedure was compared favorably with experimental results and those obtained using the numerical finite element method. A literature review reveals that beam functions are used extensively as an approximation for simply supported boundary conditions. The effects of this approximate method were also investigated on the natural frequencies by comparing results with those of the exact analysis.

Keywords: Circular Cylindrical Shell, Free Vibration, Natural Frequency.

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806 One scheme of Transition Probability Evaluation

Authors: Alexander B. Bichkov, Alla A. Mityureva, Valery V. Smirnov

Abstract:

In present work are considered the scheme of evaluation the transition probability in quantum system. It is based on path integral representation of transition probability amplitude and its evaluation by means of a saddle point method, applied to the part of integration variables. The whole integration process is reduced to initial value problem solutions of Hamilton equations with a random initial phase point. The scheme is related to the semiclassical initial value representation approaches using great number of trajectories. In contrast to them from total set of generated phase paths only one path for each initial coordinate value is selected in Monte Karlo process.

Keywords: Path integral, saddle point method, semiclassical approximation, transition probability

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805 A Computer Aided Detection (CAD) System for Microcalcifications in Mammograms - MammoScan mCaD

Authors: Kjersti Engan, Thor Ole Gulsrud, Karl Fredrik Fretheim, Barbro Furebotten Iversen, Liv Eriksen

Abstract:

Clusters of microcalcifications in mammograms are an important sign of breast cancer. This paper presents a complete Computer Aided Detection (CAD) scheme for automatic detection of clustered microcalcifications in digital mammograms. The proposed system, MammoScan μCaD, consists of three main steps. Firstly all potential microcalcifications are detected using a a method for feature extraction, VarMet, and adaptive thresholding. This will also give a number of false detections. The goal of the second step, Classifier level 1, is to remove everything but microcalcifications. The last step, Classifier level 2, uses learned dictionaries and sparse representations as a texture classification technique to distinguish single, benign microcalcifications from clustered microcalcifications, in addition to remove some remaining false detections. The system is trained and tested on true digital data from Stavanger University Hospital, and the results are evaluated by radiologists. The overall results are promising, with a sensitivity > 90 % and a low false detection rate (approx 1 unwanted pr. image, or 0.3 false pr. image).

Keywords: mammogram, microcalcifications, detection, CAD, MammoScan μCaD, VarMet, dictionary learning, texture, FTCM, classification, adaptive thresholding

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804 Optimal Design of Two-Channel Recursive Parallelogram Quadrature Mirror Filter Banks

Authors: Ju-Hong Lee, Yi-Lin Shieh

Abstract:

This paper deals with the optimal design of two-channel recursive parallelogram quadrature mirror filter (PQMF) banks. The analysis and synthesis filters of the PQMF bank are composed of two-dimensional (2-D) recursive digital all-pass filters (DAFs) with nonsymmetric half-plane (NSHP) support region. The design problem can be facilitated by using the 2-D doubly complementary half-band (DC-HB) property possessed by the analysis and synthesis filters. For finding the coefficients of the 2-D recursive NSHP DAFs, we appropriately formulate the design problem to result in an optimization problem that can be solved by using a weighted least-squares (WLS) algorithm in the minimax (L) optimal sense. The designed 2-D recursive PQMF bank achieves perfect magnitude response and possesses satisfactory phase response without requiring extra phase equalizer. Simulation results are also provided for illustration and comparison.

Keywords: Parallelogram Quadrature Mirror Filter Bank, Doubly Complementary Filter, Nonsymmetric Half-Plane Filter, Weighted Least Squares Algorithm, Digital All-Pass Filter.

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