Search results for: Daily light integral
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1700

Search results for: Daily light integral

1640 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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1639 Investigation on Adjustable Mirror Bender Using Light Beam Size

Authors: A. Oonsivilai, A. Suthummapiwat, P.Songsiritthigul

Abstract:

In this research, the use of light beam size to design the adjustable mirror bender is presented. The focused beam line characterized by its size towards the synchrotron light beam line is investigated. The COSMOSWorks is used in all simulation components of curvature adjustment system to analyze in finite element method. The results based on simulation covers the use of applied forces during adjustment of the mirror radius are presented.

Keywords: Light beam-line, mirror bender, synchrotron light machine.

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1638 Ziegler Nichols Based Integral Proportional Controller for Superheated Steam Temperature Control System

Authors: Amil Daraz, Suheel Abdullah Malik, Tahir Saleem, Sajid Ali Bhati

Abstract:

In this paper, Integral Proportional (I-P) controller is employed for superheated steam temperature control system. The Ziegler-Nichols (Z-N) method is used for the tuning of I-P controller. The performance analysis of Z-N based I-P controller is assessed on superheated steam system of 500-MW boiler. The comparison of transient response parameters such as rise time, settling time, and overshoot is made with Z-N based Proportional Integral (PI) controller. It is observed from the results that Z-N based I-P controller completely eliminates the overshoot in the output response.

Keywords: Superheated steam, process reaction curve, PI and I-P controller, Ziegler-Nichols tuning.

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1637 Analysis of Food Security Situation among Nigerian Rural Farmers

Authors: Victoria A. Okwoche, Benjamin C. Asogwa

Abstract:

This paper analysed the food security situation among Nigerian rural farmers. Data collected on 202 rural farmers from Benue State were analysed using descriptive and inferential statistics. The study revealed that majority of the respondents (60.83%) had medium dietary diversity. Furthermore, household daily calorie requirement for the food secure households was 10,723 and the household daily calorie consumption was 12,598, with a surplus index of 0.04. The food security index was 1.16. The Household daily per capita calorie consumption was 3,221.2. For the food insecure households, the household daily calorie requirement was 20,213 and the household daily calorie consumption was 17,393. The shortfall index was 0.14. The food security index was 0.88. The Household daily per capita calorie consumption was 2,432.8. The most commonly used coping strategies during food stress included intercropping (99.2%), reliance on less preferred food (98.1%), limiting portion size at meal times (85.8%) and crop diversification (70.8%).

Keywords: Analysis, food security, rural areas, farmers, Nigeria.

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1636 Certain Subordination Results For A Class Of Analytic Functions Defined By The Generalized Integral Operator

Authors: C. Selvaraj, K. R. Karthikeyan

Abstract:

We obtain several interesting subordination results for a class of analytic functions defined by using a generalized integral operator.

Keywords: Analytic functions, Hadamard product, Subordinating factor sequence

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1635 Research of a Multistep Method Applied to Numerical Solution of Volterra Integro-Differential Equation

Authors: M.Imanova, G.Mehdiyeva, V.Ibrahimov

Abstract:

Solution of some practical problems is reduced to the solution of the integro-differential equations. But for the numerical solution of such equations basically quadrature methods or its combination with multistep or one-step methods are used. The quadrature methods basically is applied to calculation of the integral participating in right hand side of integro-differential equations. As this integral is of Volterra type, it is obvious that at replacement with its integrated sum the upper limit of the sum depends on a current point in which values of the integral are defined. Thus we receive the integrated sum with variable boundary, to work with is hardly. Therefore multistep method with the constant coefficients, which is free from noted lack and gives the way for finding it-s coefficients is present.

Keywords: Volterra integro-differential equations, multistepmethods, finite-difference methods, initial value problem

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1634 Monotonic and Cyclic J-integral Estimation for Through-Wall Cracked Straight Pipes

Authors: Rohit, S. Vishnuvardhan, P. Gandhi, Nagesh R. Iyer

Abstract:

The evaluation of energy release rate and centre Crack Opening Displacement (COD) for circumferential Through-Wall Cracked (TWC) pipes is an important issue in the assessment of critical crack length for unstable fracture. The ability to predict crack growth continues to be an important component of research for several structural materials. Crack growth predictions can aid the understanding of the useful life of a structural component and the determination of inspection intervals and criteria. In this context, studies were carried out at CSIR-SERC on Nuclear Power Plant (NPP) piping components subjected to monotonic as well as cyclic loading to assess the damage for crack growth due to low-cycle fatigue in circumferentially TWC pipes.

Keywords: 304LN stainless steel, cyclic J-integral, Elastic- Plastic Fracture Mechanics, J-integral, Through-wall crack

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1633 Displacement Solution for a Static Vertical Rigid Movement of an Interior Circular Disc in a Transversely Isotropic Tri-Material Full-Space

Authors: D. Mehdizadeh, M. Rahimian, M. Eskandari-Ghadi

Abstract:

This article is concerned with the determination of the static interaction of a vertically loaded rigid circular disc embedded at the interface of a horizontal layer sandwiched in between two different transversely isotropic half-spaces called as tri-material full-space. The axes of symmetry of different regions are assumed to be normal to the horizontal interfaces and parallel to the movement direction. With the use of a potential function method, and by implementing Hankel integral transforms in the radial direction, the government partial differential equation for the solely scalar potential function is transformed to an ordinary 4th order differential equation, and the mixed boundary conditions are transformed into a pair of integral equations called dual integral equations, which can be reduced to a Fredholm integral equation of the second kind, which is solved analytically. Then, the displacements and stresses are given in the form of improper line integrals, which is due to inverse Hankel integral transforms. It is shown that the present solutions are in exact agreement with the existing solutions for a homogeneous full-space with transversely isotropic material. To confirm the accuracy of the numerical evaluation of the integrals involved, the numerical results are compared with the solutions exists for the homogeneous full-space. Then, some different cases with different degrees of material anisotropy are compared to portray the effect of degree of anisotropy.

 

Keywords: Transversely isotropic, rigid disc, elasticity, dual integral equations, tri-material full-space.

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1632 Modelling of Soil Structure Interaction of Integral Abutment Bridges

Authors: Thevaneyan K. David, John P. Forth

Abstract:

Integral Abutment Bridges (IAB) are defined as simple or multiple span bridges in which the bridge deck is cast monolithically with the abutment walls. This kind of bridges are becoming very popular due to different aspects such as good response under seismic loading, low initial costs, elimination of bearings, and less maintenance. However the main issue related to the analysis of this type of structures is dealing with soil-structure interaction of the abutment walls and the supporting piles. Various soil constitutive models have been used in studies of soil-structure interaction in this kind of structures by researchers. This paper is an effort to review the implementation of various finite elements model which explicitly incorporates the nonlinear soil and linear structural response considering various soil constitutive models and finite element mesh.

Keywords: Constitutive Models, FEM, Integral AbutmentBridges, Soil-structure Interactions

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1631 Change Detector Combination in Remotely Sensed Images Using Fuzzy Integral

Authors: H. Nemmour, Y. Chibani

Abstract:

Decision fusion is one of hot research topics in classification area, which aims to achieve the best possible performance for the task at hand. In this paper, we investigate the usefulness of this concept to improve change detection accuracy in remote sensing. Thereby, outputs of two fuzzy change detectors based respectively on simultaneous and comparative analysis of multitemporal data are fused by using fuzzy integral operators. This method fuses the objective evidences produced by the change detectors with respect to fuzzy measures that express the difference of performance between them. The proposed fusion framework is evaluated in comparison with some ordinary fuzzy aggregation operators. Experiments carried out on two SPOT images showed that the fuzzy integral was the best performing. It improves the change detection accuracy while attempting to equalize the accuracy rate in both change and no change classes.

Keywords: change detection, decision fusion, fuzzy logic, remote sensing.

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1630 Copper Content in Daily Food Rations Planned and Served to Students from Selected Military Academies and Soldiers Doing Compulsory Military Service in the Polish Army

Authors: J. Bertrandt, A. Kłos, R. Waszkowski, T. Nowicki, R. Pytlak, E. Stęzycka, A. Gazdzinska

Abstract:

 The aim of the work was estimation of copper intake with the daily food rations used for alimentation of students of military high schools and soldiers doing compulsory military service in the Polish Army. An average planned copper content in daily food rations used for alimentation of students and soldiers amounted to 2.49±0.35 mg, and 2.44±0.25 mg respectively. The copper content in the daily food ration given for consumption to students amounted from 1.81±0.14 mg to 2.58±0.44 mg while daily food rations served to soldiers delivered from 2.06±0.45 mg to 2.13±0.33 mg. The copper content in the rations planned for students and soldiers alimentation was within the limits of the norms obligatory in Poland. Daily food rations given for consumption, except rations served for students, were within the limits of the recommended norms, but food rations really eaten by examined men didn’t cover the requirements for copper.

 

Keywords: Copper, daily food ration, military service.

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1629 Optimal Relaxation Parameters for Obtaining Efficient Iterative Methods for the Solution of Electromagnetic Scattering Problems

Authors: Nadaniela Egidi, Pierluigi Maponi

Abstract:

The approximate solution of a time-harmonic electromagnetic scattering problem for inhomogeneous media is required in several application contexts and its two-dimensional formulation is a Fredholm integral equation of second kind. This integral equation provides a formulation for the direct scattering problem but has to be solved several times in the numerical solution of the corresponding inverse scattering problem. The discretization of this Fredholm equation produces large and dense linear systems that are usually solved by iterative methods. To improve the efficiency of these iterative methods, we use the Symmetric SOR preconditioning and propose an algorithm to evaluate the associated relaxation parameter. We show the efficiency of the proposed algorithm by several numerical experiments, where we use two Krylov subspace methods, i.e. Bi-CGSTAB and GMRES.

Keywords: Fredholm integral equation, iterative method, preconditioning, scattering problem.

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1628 Time Development of Local Scour around Semi Integral Bridge Piers and Piles in Malaysia

Authors: Shatirah Akib, Sadia Rahman

Abstract:

Scouring around a bridge pier is a complex phenomenon. More laboratory experiments are required to understand the scour mechanism. This paper focused on time development of local scour around piers and piles in semi integral bridges. Laboratory data collected at Hydraulics Laboratory, University of Malaya was analyzed for this purpose. Tests were performed with two different uniform sediment sizes and five ranges of flow velocities. Fine and coarse sediments were tested in the flume. Results showed that scour depths for both pier and piles increased with time up to certain levels and after that they became almost constant. It had been found that scour depths increased when discharges increased. Coarser sediment also produced lesser scouring at the piers and combined piles.

Keywords: Pier, pile, scour, semi integral bridge, time.

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1627 Mechanical Quadrature Methods for Solving First Kind Boundary Integral Equations of Stationary Stokes Problem

Authors: Xin Luo, Jin Huang, Pan Cheng

Abstract:

By means of Sidi-Israeli’s quadrature rules, mechanical quadrature methods (MQMs) for solving the first kind boundary integral equations (BIEs) of steady state Stokes problem are presented. The convergence of numerical solutions by MQMs is proved based on Anselone’s collective compact and asymptotical compact theory, and the asymptotic expansions with the odd powers of the errors are provided, which implies that the accuracy of the approximations by MQMs possesses high accuracy order O (h3). Finally, the numerical examples show the efficiency of our methods.

Keywords: Stokes problem, boundary integral equation, mechanical quadrature methods, asymptotic expansions.

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1626 The Effect of e-learning on the Promotion of Optoelectronics Technology and Daily Livings Literacy among Students in Universities of Technology

Authors: Chin-Pin Chen, David W.S. Tai, Wen-Jong Chen, Hui-Min Lai

Abstract:

This study aims to analyze the effect of e-learning on photonics technology and daily livings among college students. The course contents of photonics technology and daily livings are first drafted based on research discussions and expert interviews. Having expert questionnaires with Delphi Technique for three times, the knowledge units and items for the course of photonics technology and daily livings are established. The e-learning materials and the drafts of instructional strategies, academic achievement, and learning attitude scales are then developed. With expert inspection, reliability and validity test, and experimental instructions, the scales and the material are further revised. Finally, the formal instructions are implemented to test the effect of different instructional methods on the academic achievement of photonics technology and daily livings among students in universities of technology. The research results show that e-learning could effectively promote academic achievement and learning attitude, and the students with e-learning obviously outperform the ones with trandition instructions.

Keywords: E-learning, Photonics Technology and Daily Livings, Academic Achievement

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1625 Visual Search Based Indoor Localization in Low Light via RGB-D Camera

Authors: Yali Zheng, Peipei Luo, Shinan Chen, Jiasheng Hao, Hong Cheng

Abstract:

Most of traditional visual indoor navigation algorithms and methods only consider the localization in ordinary daytime, while we focus on the indoor re-localization in low light in the paper. As RGB images are degraded in low light, less discriminative infrared and depth image pairs are taken, as the input, by RGB-D cameras, the most similar candidates, as the output, are searched from databases which is built in the bag-of-word framework. Epipolar constraints can be used to relocalize the query infrared and depth image sequence. We evaluate our method in two datasets captured by Kinect2. The results demonstrate very promising re-localization results for indoor navigation system in low light environments.

Keywords: Indoor navigation, low light, RGB-D camera, vision based.

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1624 Fuzzy Logic and Control Strategies on a Sump

Authors: Nasser Mohamed Ramli, Nurul Izzati Zulkifli

Abstract:

Sump can be defined as a reservoir which contains slurry; a mixture of solid and liquid or water, in it. Sump system is an unsteady process owing to the level response. Sump level shall be monitored carefully by using a good controller to avoid overflow. The current conventional controllers would not be able to solve problems with large time delay and nonlinearities, Fuzzy Logic controller is tested to prove its ability in solving the listed problems of slurry sump. Therefore, in order to justify the effectiveness and reliability of these controllers, simulation of the sump system was created by using MATLAB and the results were compared. According to the result obtained, instead of Proportional-Integral (PI) and Proportional-Integral and Derivative (PID), Fuzzy Logic controller showed the best result by offering quick response of 0.32 s for step input and 5 s for pulse generator, by producing small Integral Absolute Error (IAE) values that are 0.66 and 0.36 respectively.

Keywords: Fuzzy, sump, level, controller.

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1623 Cryptography over Sextic Extension with Cubic Subfield

Authors: A. Chillali, M. Sahmoudi

Abstract:

In this paper, we will give a cryptographic application over the integral closure O_Lof sextic extension L, namely L is an extension of Q of degree 6 in the form Q(a,b), which is a rational quadratic and monogenic extension over a pure monogenic cubic subfield K generated by a who is a root of monic irreducible polynomial of degree 2 andb is a root of irreducible polynomial of degree 3.

Keywords: Integral bases, Cryptography, Discrete logarithm problem.

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1622 Increase Energy Savings with Lighting Automation Using Light Pipes and Power LEDs

Authors: İ. Kıyak, G. Gökmen

Abstract:

Using of natural lighting has come into prominence in constructed buildings, especially in last ten years, under scope of energy efficiency. Natural lighting methods are one of the methods that aim to take advantage of day light in maximum level and decrease using of artificial lighting. Increasing of day light amount in buildings by using suitable methods will give optimum result in terms of comfort and energy saving when the daylight-artificial light integration is ensured with a suitable control system. Using of natural light in places that require lighting will ensure energy saving in great extent. With this study, it is aimed to save energy used for purpose of lighting. Under this scope, lighting of a scanning laboratory of a hospital was realized by using a lighting automation containing natural and artificial lighting. In natural lighting, light pipes were used and in artificial lighting, dimmable power LED modules were used. Necessity of lighting was followed with motion sensors. The lighting automation containing natural and artificial light was ensured with fuzzy logic control. At the scanning laboratory where this application was realized, energy saving in lighting was obtained.

Keywords: Daylight transfer, fuzzy logic controller, light pipe, Power LED.

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1621 Spectra Analysis in Sunset Color Demonstrations with a White-Color LED as a Light Source

Authors: Makoto Hasegawa, Seika Tokumitsu

Abstract:

Spectra of light beams emitted from white-color LED torches are different from those of conventional electric torches. In order to confirm if white-color LED torches can be used as light sources for popular sunset color demonstrations in spite of such differences, spectra of travelled light beams and scattered light beams with each of a white-color LED torch (composed of a blue LED and yellow-color fluorescent material) and a conventional electric torch as a light source were measured and compared with each other in a 50 cm-long water tank for sunset color demonstration experiments. Suspension liquid was prepared from acryl-emulsion and tap-water in the water tank, and light beams from the white-color LED torch or the conventional electric torch were allowed to travel in this suspension liquid. Sunset-like color was actually observed when the white-color LED torch was used as the light source in sunset color demonstrations. However, the observed colors when viewed with naked eye look slightly different from those obtainable with the conventional electric torch. At the same time, with the white-color LED, changes in colors in short to middle wavelength regions were recognized with careful observations. From those results, white-color LED torches are confirmed to be applicable as light sources in sunset color demonstrations, although certain attentions have to be paid. Further advanced classes will be successfully performed with white-color LED torches as light sources.

Keywords: Blue sky demonstration, sunset color demonstration, white LED torch.

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1620 Optimal Linear Quadratic Digital Tracker for the Discrete-Time Proper System with an Unknown Disturbance

Authors: Jason Sheng-Hong Tsai, Faezeh Ebrahimzadeh, Min-Ching Chung, Shu-Mei Guo, Leang-San Shieh, Tzong-Jiy Tsai, Li Wang

Abstract:

In this paper, we first construct a new state and disturbance estimator using discrete-time proportional plus integral observer to estimate the system state and the unknown external disturbance for the discrete-time system with an input-to-output direct-feedthrough term. Then, the generalized optimal linear quadratic digital tracker design is applied to construct a proportional plus integral observer-based tracker for the system with an unknown external disturbance to have a desired tracking performance. Finally, a numerical simulation is given to demonstrate the effectiveness of the new application of our proposed approach.

Keywords: Optimal linear quadratic tracker, proportional plus integral observer, state estimator, disturbance estimator.

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1619 Comparison between PI and PR Current Controllers in Grid Connected PV Inverters

Authors: D. Zammit, C. Spiteri Staines, M. Apap

Abstract:

This paper presents a comparison between Proportional Integral (PI) and Proportional Resonant (PR) current controllers used in Grid Connected Photovoltaic (PV) Inverters. Both simulation and experimental results will be presented. A 3kW Grid-Connected PV Inverter was designed and constructed for this research.

Keywords: Inverters, Proportional-Integral Controller, Proportional-Resonant Controller, Photovoltaic.

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1618 Increasing Directional Intensity of Output Light Beam from Photonic Crystal Slab Outlet Including Micro Cavity Resonators

Authors: A. Mobini, K. Saghafi, V. Ahmadi

Abstract:

in this paper we modified a simple two-dimensional photonic crystal waveguide by creating micro cavity resonators in order to increase the output light emission which can be applicable to photonic integrated circuits. The micro cavity resonators are constructed by removing two tubes close to the waveguide output. Coupling emitted light from waveguide with those micro cavities, results increasing intensity of waveguide output light. Inserting a tube in last row of waveguide, we have improved directionality of output light beam.

Keywords: photonic crystal, waveguide, micro cavity resonators, directional emission

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1617 A Problem in Microstretch Thermoelastic Diffusive Medium

Authors: Devinder Singh, Arbind Kumar, Rajneesh Kumar

Abstract:

The general solution of the equations for a homogeneous isotropic microstretch thermo elastic medium with mass diffusion for two dimensional problems is obtained due to normal and tangential forces. The Integral transform technique is used to obtain the components of displacements, microrotation, stress and mass concentration, temperature change and mass concentration. A particular case of interest is deduced from the present investigation.

Keywords: Normal and tangential force, Microstretch, thermoelastic, The Integral transform technique.

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1616 Synergistic Impacts and Optimization of Gas Flow Rate, Concentration of CO2, and Light Intensity on CO2 Biofixation in Wastewater Medium by Chlorella vulgaris

Authors: Ahmed Arkoazi, Hussein Znad, Ranjeet Utikar

Abstract:

The synergistic impact and optimization of gas flow rate, concentration of CO2, and light intensity on CO2 biofixation rate were investigated using wastewater as a medium to cultivate Chlorella vulgaris under different conditions (gas flow rate 1-8 L/min), CO2 concentration (0.03-7%), and light intensity (150-400 µmol/m2.s)). Response Surface Methodology and Box-Behnken experimental Design were applied to find optimum values for gas flow rate, CO2 concentration, and light intensity. The optimum values of the three independent variables (gas flow rate, concentration of CO2, and light intensity) and desirability were 7.5 L/min, 3.5%, and 400 µmol/m2.s, and 0.904, respectively. The highest amount of biomass produced and CO2 biofixation rate at optimum conditions were 5.7 g/L, 1.23 gL-1d-1, respectively. The synergistic effect between gas flow rate and concentration of CO2, and between gas flow rate and light intensity was significant on the three responses, while the effect between CO2 concentration and light intensity was less significant on CO2 biofixation rate. The results of this study could be highly helpful when using microalgae for CO2 biofixation in wastewater treatment.

Keywords: Synergistic impact, optimization, CO2 biofixation, airlift reactor.

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1615 Interactive Garments: Flexible Technologies for Textile Integration

Authors: Anupam Bhatia

Abstract:

Upon reviewing the literature and the pragmatic work done in the field of E- textiles, it is observed that the applications of wearable technologies have found a steady growth in the field of military, medical, industrial, sports; whereas fashion is at a loss to know how to treat this technology and bring it to market. The purpose of this paper is to understand the practical issues of integration of electronics in garments; cutting patterns for mass production, maintaining the basic properties of textiles and daily maintenance of garments that hinder the wide adoption of interactive fabric technology within Fashion and leisure wear. To understand the practical hindrances an experimental and laboratory approach is taken. “Techno Meets Fashion” has been an interactive fashion project where sensor technologies have been embedded with textiles that result in set of ensembles that are light emitting garments, sound sensing garments, proximity garments, shape memory garments etc. Smart textiles, especially in the form of textile interfaces, are drastically underused in fashion and other lifestyle product design. Clothing and some other textile products must be washable, which subjects to the interactive elements to water and chemical immersion, physical stress, and extreme temperature. The current state of the art tends to be too fragile for this treatment. The process for mass producing traditional textiles becomes difficult in interactive textiles. As cutting patterns from larger rolls of cloth and sewing them together to make garments breaks and reforms electronic connections in an uncontrolled manner. Because of this, interactive fabric elements are integrated by hand into textiles produced by standard methods. The Arduino has surely made embedding electronics into textiles much easier than before; even then electronics are not integral to the daily wear garments. Soft and flexible interfaces of MEMS (micro sensors and Micro actuators) can be an option to make this possible by blending electronics within E-textiles in a way that’s seamless and still retains functions of the circuits as well as the garment. Smart clothes, which offer simultaneously a challenging design and utility value, can be only mass produced if the demands of the body are taken care of i.e. protection, anthropometry, ergonomics of human movement, thermo- physiological regulation.

Keywords: Ambient Intelligence, Proximity Sensors, Shape Memory Materials, Sound sensing garments, Wearable Technology.

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1614 Modeling of Temperature Fields of Gas Turbine Blades by Considering Heat Flow and Specified Temperature

Authors: C. Ardil

Abstract:

A new mathematical model for calculating the temperature field of the profile part of the cooled blades of gas turbines is developed. The theoretical substantiation of the method is based on the application of the method of potential theory (the method of boundary integral equations). The effectiveness of the implementation of the developed mathematical model is confirmed on the basis of a computational experiment.

Keywords: Modeling of temperature fields, gas turbine blades, integral methods, cooled blades, gas turbines.

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1613 GSA-Based Design of Dual Proportional Integral Load Frequency Controllers for Nonlinear Hydrothermal Power System

Authors: M. Elsisi, M. Soliman, M. A. S. Aboelela, W. Mansour

Abstract:

This paper considers the design of Dual Proportional- Integral (DPI) Load Frequency Control (LFC), using gravitational search algorithm (GSA). The design is carried out for nonlinear hydrothermal power system where generation rate constraint (GRC) and governor dead band are considered. Furthermore, time delays imposed by governor-turbine, thermodynamic process, and communication channels are investigated. GSA is utilized to search for optimal controller parameters by minimizing a time-domain based objective function. GSA-based DPI has been compared to Ziegler- Nichols based PI, and Genetic Algorithm (GA) based PI controllers in order to demonstrate the superior efficiency of the proposed design. Simulation results are carried for a wide range of operating conditions and system parameters variations.

Keywords: Gravitational Search Algorithm (GSA), Load Frequency Control (LFC), Dual Proportional-Integral (DPI) controller.

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1612 An Asymptotic Formula for Pricing an American Exchange Option

Authors: Hsuan-Ku Liu

Abstract:

In this paper, the American exchange option (AEO) valuation problem is modelled as a free boundary problem. The critical stock price for an AEO is satisfied an integral equation implicitly. When the remaining time is large enough, an asymptotic formula is provided for pricing an AEO. The numerical results reveal that our asymptotic pricing formula is robust and accurate for the long-term AEO.

Keywords: Integral equation, asymptotic solution, free boundary problem, American exchange option.

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1611 A Review on Light Shafts Rendering for Indoor Scenes

Authors: Hatam H. Ali, Mohd Shahrizal Sunar, Hoshang Kolivand, Mohd Azhar Bin M. Arsad

Abstract:

Rendering light shafts is one of the important topics in computer gaming and interactive applications. The methods and models that are used to generate light shafts play crucial role to make a scene more realistic in computer graphics. This article discusses the image-based shadows and geometric-based shadows that contribute in generating volumetric shadows and light shafts, depending on ray tracing, radiosity, and ray marching technique. The main aim of this study is to provide researchers with background on a progress of light scattering methods so as to make it available for them to determine the technique best suited to their goals. It is also hoped that our classification helps researchers find solutions to the shortcomings of each method.

Keywords: Shaft of lights, realistic images, image-based, and geometric-based.

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