Search results for: Sinc Numerical Methods
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 5997

Search results for: Sinc Numerical Methods

5037 The Martingale Options Price Valuation for European Puts Using Stochastic Differential Equation Models

Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed

Abstract:

In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.

Keywords: Equivalent Martingale Measure, European Put Option, Girsanov Theorem, Martingales, Monte Carlo method, option price valuation, option price valuation formula.

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5036 Stating Best Commercialization Method: An Unanswered Question from Scholars and Practitioners

Authors: Saheed A. Gbadegeshin

Abstract:

Commercialization method is a means to make inventions available at the market for final consumption. It is described as an important tool for keeping business enterprises sustainable and improving national economic growth. Thus, there are several scholarly publications on it, either presenting or testing different methods for commercialization. However, young entrepreneurs, technologists and scientists would like to know the best method to commercialize their innovations. Then, this question arises: What is the best commercialization method? To answer the question, a systematic literature review was conducted, and practitioners were interviewed. The literary results revealed that there are many methods but new methods are needed to improve commercialization especially during these times of economic crisis and political uncertainty. Similarly, the empirical results showed there are several methods, but the best method is the one that reduces costs, reduces the risks associated with uncertainty, and improves customer participation and acceptability. Therefore, it was concluded that new commercialization method is essential for today's high technologies and a method was presented.

Keywords: Commercialization method, high technology, lean start-up methodology, technology, knowledge.

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5035 An Experimental and Numerical Investigation on Gas Hydrate Plug Flow in the Inclined Pipes and Bends

Authors: M. M. Shabani, O. J. Nydal, R. Larsen

Abstract:

Gas hydrates can agglomerate and block multiphase oil and gas pipelines when water is present at hydrate forming conditions. Using "Cold Flow Technology", the aim is to condition gas hydrates so that they can be transported as a slurry mixture without a risk of agglomeration. During the pipeline shut down however, hydrate particles may settle in bends and build hydrate plugs. An experimental setup has been designed and constructed to study the flow of such plugs at start up operations. Experiments have been performed using model fluid and model hydrate particles. The propagations of initial plugs in a bend were recorded with impedance probes along the pipe. The experimental results show a dispersion of the plug front. A peak in pressure drop was also recorded when the plugs were passing the bend. The evolutions of the plugs have been simulated by numerical integration of the incompressible mass balance equations, with an imposed mixture velocity. The slip between particles and carrier fluid has been calculated using a drag relation together with a particle-fluid force balance.

Keywords: Cold Flow Technology, Gas Hydrate Plug Flow Experiments, One Dimensional Incompressible Two Fluid Model, Slurry Flow in Inclined Pipes and Bends, Transient Slurry Flow.

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5034 A Comparison of Bias Among Relaxed Divisor Methods Using 3 Bias Measurements

Authors: Sumachaya Harnsukworapanich, Tetsuo Ichimori

Abstract:

The apportionment method is used by many countries, to calculate the distribution of seats in political bodies. For example, this method is used in the United States (U.S.) to distribute house seats proportionally based on the population of the electoral district. Famous apportionment methods include the divisor methods called the Adams Method, Dean Method, Hill Method, Jefferson Method and Webster Method. Sometimes the results from the implementation of these divisor methods are unfair and include errors. Therefore, it is important to examine the optimization of this method by using a bias measurement to figure out precise and fair results. In this research we investigate the bias of divisor methods in the U.S. Houses of Representatives toward large and small states by applying the Stolarsky Mean Method. We compare the bias of the apportionment method by using two famous bias measurements: the Balinski and Young measurement and the Ernst measurement. Both measurements have a formula for large and small states. The Third measurement however, which was created by the researchers, did not factor in the element of large and small states into the formula. All three measurements are compared and the results show that our measurement produces similar results to the other two famous measurements.

Keywords: Apportionment, Bias, Divisor, Fair, Simulation

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5033 The Survey and the Comparison of Maximum Likelihood, Mahalanobis Distance and Minimum Distance Methods in Preparing Landuse Map in the Western Part of Isfahan Province

Authors: Ali Gholami, M.Esfadiari, M.H.Masihabadi

Abstract:

In this research three methods of Maximum Likelihood, Mahalanobis Distance and Minimum Distance were analyzed in the Western part of Isfahan province in the Iran country. For this purpose, the IRS satellite images and various land preparation uses in region including rangelands, irrigation farming, dry farming, gardens and urban areas were separated and identified. In these methods, matrix error and Kappa index were calculated and accuracy of each method, based on percentages: 53.13, 56.64 and 48.44, were obtained respectively. Considering the low accuracy of these methods to separate land uses due to spread of the land uses, it-s suggested the visual interpretation of the map, to preparing the land use map in this region. The map prepared by visual interpretation is in high accuracy if it will be accompany with the visit of the region.

Keywords: Aghche Region, land use map, MaximumLikelihood, Mahalanobis Distance and Minimum Distance.

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5032 A Comparison Study of Fabric Objective Measurement (FOM) Using KES-FB and PhabrOmeter System on Warp Knitted Fabrics Handle – Smoothness, Stiffness and Softness

Authors: Ka-Yan Yim, Chi-Wai Kan

Abstract:

This paper conducts a comparison study using KES-FB and PhabrOmeter to measure 58 selected warp knitted fabric hand properties. Fabric samples were selected and measured by both KES-FB and PhabrOmeter. Results show differences between these two measurement methods. Smoothness and stiffness values obtained by KES-FB were found significant correlated (p value = 0.003 and 0.022) to the PhabrOmeter results while softness values between two measurement methods did not show significant correlation (p value = 0.828). Disagreements among these two measurement methods imply limitations on different mechanism principles when facing warp knitted fabrics. Subjective measurement methods and further studies are suggested in order to ascertain deeper investigation on the mechanisms of fabric hand perceptions.

Keywords: Fabric hand, fabric objective measurement, KES-FB, PhabrOmeter.

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5031 The Causation and Solution of Ringing Effect in DCT-based Video Coding

Authors: Yu Yuan, David Feng, Yu-Zhuo Zhong

Abstract:

Ringing effect is one of the most annoying visual artifacts in digital video. It is a significant factor of subjective quality deterioration. However, there is a widely-accepted misunderstanding of its cause. In this paper, we propose a reasonable interpretation of the cause of ringing effect. Based on the interpretation, we suggest further two methods to reduce ringing effect in DCT-based video coding. The methods adaptively adjust quantizers according to video features. Our experiments proved that the methods could efficiently improve subjective quality with acceptable additional computing costs.

Keywords: ringing effect, video coding, subjective quality, DCT.

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5030 Thermoelastic Waves in Anisotropic Platesusing Normal Mode Expansion Method with Thermal Relaxation Time

Authors: K.L. Verma

Abstract:

Analysis for the generalized thermoelastic Lamb waves, which propagates in anisotropic thin plates in generalized thermoelasticity, is presented employing normal mode expansion method. The displacement and temperature fields are expressed by a summation of the symmetric and antisymmetric thermoelastic modes in the surface thermal stresses and thermal gradient free orthotropic plate, therefore the theory is particularly appropriate for waveform analyses of Lamb waves in thin anisotropic plates. The transient waveforms excited by the thermoelastic expansion are analyzed for an orthotropic thin plate. The obtained results show that the theory provides a quantitative analysis to characterize anisotropic thermoelastic stiffness properties of plates by wave detection. Finally numerical calculations have been presented for a NaF crystal, and the dispersion curves for the lowest modes of the symmetric and antisymmetric vibrations are represented graphically at different values of thermal relaxation time. However, the methods can be used for other materials as well

Keywords: Anisotropic, dispersion, frequency, normal, thermoelasticity, wave modes.

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5029 Wall Heat Flux Mapping in Liquid Rocket Combustion Chamber with Different Jet Impingement Angles

Authors: O. S. Pradeep, S. Vigneshwaran, K. Praveen Kumar, K. Jeyendran, V. R. Sanal Kumar

Abstract:

The influence of injector attitude on wall heat flux plays an important role in predicting the start-up transient and also determining the combustion chamber wall durability of liquid rockets. In this paper comprehensive numerical studies have been carried out on an idealized liquid rocket combustion chamber to examine the transient wall heat flux during its start-up transient at different injector attitude. Numerical simulations have been carried out with the help of a validated 2d axisymmetric, double precision, pressure-based, transient, species transport, SST k-omega model with laminar finite rate model for governing turbulent-chemistry interaction for four cases with different jet intersection angles, viz., 0o, 30o, 45o, and 60o. We concluded that the jets intersection angle is having a bearing on the time and location of the maximum wall-heat flux zone of the liquid rocket combustion chamber during the start-up transient. We also concluded that the wall heat flux mapping in liquid rocket combustion chamber during the start-up transient is a meaningful objective for the chamber wall material selection and the lucrative design optimization of the combustion chamber for improving the payload capability of the rocket.  

Keywords: Combustion chamber, injector, liquid rocket, rocket engine wall heat flux.

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5028 Customer Churn Prediction: A Cognitive Approach

Authors: Damith Senanayake, Lakmal Muthugama, Laksheen Mendis, Tiroshan Madushanka

Abstract:

Customer churn prediction is one of the most useful areas of study in customer analytics. Due to the enormous amount of data available for such predictions, machine learning and data mining have been heavily used in this domain. There exist many machine learning algorithms directly applicable for the problem of customer churn prediction, and here, we attempt to experiment on a novel approach by using a cognitive learning based technique in an attempt to improve the results obtained by using a combination of supervised learning methods, with cognitive unsupervised learning methods.

Keywords: Growing Self Organizing Maps, Kernel Methods, Churn Prediction.

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5027 On the Algorithmic Iterative Solutions of Conjugate Gradient, Gauss-Seidel and Jacobi Methods for Solving Systems of Linear Equations

Authors: H. D. Ibrahim, H. C. Chinwenyi, H. N. Ude

Abstract:

In this paper, efforts were made to examine and compare the algorithmic iterative solutions of conjugate gradient method as against other methods such as Gauss-Seidel and Jacobi approaches for solving systems of linear equations of the form Ax = b, where A is a real n x n symmetric and positive definite matrix. We performed algorithmic iterative steps and obtained analytical solutions of a typical 3 x 3 symmetric and positive definite matrix using the three methods described in this paper (Gauss-Seidel, Jacobi and Conjugate Gradient methods) respectively. From the results obtained, we discovered that the Conjugate Gradient method converges faster to exact solutions in fewer iterative steps than the two other methods which took much iteration, much time and kept tending to the exact solutions.

Keywords: conjugate gradient, linear equations, symmetric and positive definite matrix, Gauss-Seidel, Jacobi, algorithm

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5026 Seismic Behavior of Suction Caisson Foundations

Authors: Mohsen Saleh Asheghabadi, Alireza Jafari Jebeli

Abstract:

Increasing population growth requires more sustainable development of energy. This non-contaminated energy has an inexhaustible energy source. One of the vital parameters in such structures is the choice of foundation type. Suction caissons are now used extensively worldwide for offshore wind turbine. Considering the presence of a number of offshore wind farms in earthquake areas, the study of the seismic behavior of suction caisson is necessary for better design. In this paper, the results obtained from three suction caisson models with different diameter (D) and skirt length (L) in saturated sand were compared with centrifuge test results. All models are analyzed using 3D finite element (FE) method taking account of elasto-plastic Mohr–Coulomb constitutive model for soil which is available in the ABAQUS library. The earthquake load applied to the base of models with a maximum acceleration of 0.65g. The results showed that numerical method is in relative good agreement with centrifuge results. The settlement and rotation of foundation decrease by increasing the skirt length and foundation diameter. The sand soil outside the caisson is prone to liquefaction due to its low confinement.

Keywords: Liquefaction, suction caisson foundation, offshore wind turbine, numerical analysis, seismic behavior.

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5025 Comparison of Newton Raphson and Gauss Seidel Methods for Power Flow Analysis

Authors: H. Abaali, T. Talbi, R.Skouri

Abstract:

This paper presents a comparative study of the Gauss Seidel and Newton-Raphson polar coordinates methods for power flow analysis. The effectiveness of these methods are evaluated and tested through a different IEEE bus test system on the basis of number of iteration, computational time, tolerance value and convergence.

Keywords: Convergence time, Gauss-Seidel Method, Newton-Raphson Method, number of iteration, power flow analysis.

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5024 Numerical Study on Parametrical Design of Long Shrouded Contra-Rotating Propulsion System in Hovering

Authors: Chao. Huo, Roger. Barènes, Jérémie. Gressier, Gilles.Grondin

Abstract:

The parametrical study of Shrouded Contra-rotating Rotor was done in this paper based on 2D axisymmetric simulations. The calculations were made with an actuator disk as double rotor model. It objects to explore and quantify the effects of different shroud geometry parameters mainly using the performance of power loading (PL), which could evaluate the whole propulsion system capability as 5 Newtontotal thrust generationfor hover demand. The numerical results show that:The increase of nozzle radius is desired but limited by the flow separation, its optimal design is around 1.15 times rotor radius, the viscosity effects greatly constraint the influence of nozzle shape, the divergent angle around 10.5° performs best for chosen nozzle length;The parameters of inlet such as leading edge curvature, radius and internal shape do not affect thrust great but play an important role in pressure distribution which could produce most part of shroud thrust, they should be chosen according to the reduction of adverse pressure gradients to reduce the risk of boundary separation.

Keywords: Axisymmetric simulation, parametrical design, power loading, Shrouded Contra-Rotating Rotor.

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5023 A Simple and Empirical Refraction Correction Method for UAV-Based Shallow-Water Photogrammetry

Authors: I GD Yudha Partama, A. Kanno, Y. Akamatsu, R. Inui, M. Goto, M. Sekine

Abstract:

The aerial photogrammetry of shallow water bottoms has the potential to be an efficient high-resolution survey technique for shallow water topography, thanks to the advent of convenient UAV and automatic image processing techniques Structure-from-Motion (SfM) and Multi-View Stereo (MVS)). However, it suffers from the systematic overestimation of the bottom elevation, due to the light refraction at the air-water interface. In this study, we present an empirical method to correct for the effect of refraction after the usual SfM-MVS processing, using common software. The presented method utilizes the empirical relation between the measured true depth and the estimated apparent depth to generate an empirical correction factor. Furthermore, this correction factor was utilized to convert the apparent water depth into a refraction-corrected (real-scale) water depth. To examine its effectiveness, we applied the method to two river sites, and compared the RMS errors in the corrected bottom elevations with those obtained by three existing methods. The result shows that the presented method is more effective than the two existing methods: The method without applying correction factor and the method utilizes the refractive index of water (1.34) as correction factor. In comparison with the remaining existing method, which used the additive terms (offset) after calculating correction factor, the presented method performs well in Site 2 and worse in Site 1. However, we found this linear regression method to be unstable when the training data used for calibration are limited. It also suffers from a large negative bias in the correction factor when the apparent water depth estimated is affected by noise, according to our numerical experiment. Overall, the good accuracy of refraction correction method depends on various factors such as the locations, image acquisition, and GPS measurement conditions. The most effective method can be selected by using statistical selection (e.g. leave-one-out cross validation).

Keywords: Bottom elevation, multi-view stereo, river, structure-from-motion.

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5022 Two Different Computing Methods of the Smith Arithmetic Determinant

Authors: Xing-Jian Li, Shen Qu

Abstract:

The Smith arithmetic determinant is investigated in this paper. By using two different methods, we derive the explicit formula for the Smith arithmetic determinant.

Keywords: Elementary row transformation, Euler function, Matrix decomposition, Smith arithmetic determinant.

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5021 Numerical Investigation of Embankment Settlement Improved by Method of Preloading by Vertical Drains

Authors: Seyed Abolhasan Naeini, Saeideh Mohammadi

Abstract:

Time dependent settlement due to loading on soft saturated soils produces many problems such as high consolidation settlements and low consolidation rates. Also, long term consolidation settlement of soft soil underlying the embankment leads to unpredicted settlements and cracks on soil surface. Preloading method is an effective improvement method to solve this problem. Using vertical drains in preloading method is an effective method for improving soft soils. Applying deep soil mixing method on soft soils is another effective method for improving soft soils. There are little studies on using two methods of preloading and deep soil mixing simultaneously. In this paper, the concurrent effect of preloading with deep soil mixing by vertical drains is investigated through a finite element code, Plaxis2D. The influence of parameters such as deep soil mixing columns spacing, existence of vertical drains and distance between them, on settlement and stability factor of safety of embankment embedded on soft soil is investigated in this research.

Keywords: Preloading, soft soil, vertical drains, deep soil mixing, consolidation settlement.

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5020 Location of Vortex Formation Threshold at Suction Inlets near Ground Planes – Ascending and Descending Conditions

Authors: Wei Hua Ho

Abstract:

Vortices can develop in intakes of turbojet and turbo fan aero engines during high power operation in the vicinity of solid surfaces. These vortices can cause catastrophic damage to the engine. The factors determining the formation of the vortex include both geometric dimensions as well as flow parameters. It was shown that the threshold at which the vortex forms or disappears is also dependent on the initial flow condition (i.e. whether a vortex forms after stabilised non vortex flow or vice-versa). A computational fluid dynamics study was conducted to determine the difference in thresholds between the two conditions. This is the first reported numerical investigation of the “memory effect". The numerical results reproduce the phenomenon reported in previous experimental studies and additional factors, which had not been previously studied, were investigated. They are the rate at which ambient velocity changes and the initial value of ambient velocity. The former was found to cause a shift in the threshold but not the later. It was also found that the varying condition thresholds are not symmetrical about the neutral threshold. The vortex to no vortex threshold lie slightly further away from the neutral threshold compared to the no vortex to vortex threshold. The results suggests that experimental investigation of vortex formation threshold performed either in vortex to no vortex conditions, or vice versa, solely may introduce mis-predictions greater than 10%.

Keywords: Jet Engine Test Cell, Unsteady flow, Inlet Vortex

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5019 Simulation of Organic Matter Variability on a Sugarbeet Field Using the Computer Based Geostatistical Methods

Authors: M. Rüstü Karaman, Tekin Susam, Fatih Er, Servet Yaprak, Osman Karkacıer

Abstract:

Computer based geostatistical methods can offer effective data analysis possibilities for agricultural areas by using vectorial data and their objective informations. These methods will help to detect the spatial changes on different locations of the large agricultural lands, which will lead to effective fertilization for optimal yield with reduced environmental pollution. In this study, topsoil (0-20 cm) and subsoil (20-40 cm) samples were taken from a sugar beet field by 20 x 20 m grids. Plant samples were also collected from the same plots. Some physical and chemical analyses for these samples were made by routine methods. According to derived variation coefficients, topsoil organic matter (OM) distribution was more than subsoil OM distribution. The highest C.V. value of 17.79% was found for topsoil OM. The data were analyzed comparatively according to kriging methods which are also used widely in geostatistic. Several interpolation methods (Ordinary,Simple and Universal) and semivariogram models (Spherical, Exponential and Gaussian) were tested in order to choose the suitable methods. Average standard deviations of values estimated by simple kriging interpolation method were less than average standard deviations (topsoil OM ± 0.48, N ± 0.37, subsoil OM ± 0.18) of measured values. The most suitable interpolation method was simple kriging method and exponantial semivariogram model for topsoil, whereas the best optimal interpolation method was simple kriging method and spherical semivariogram model for subsoil. The results also showed that these computer based geostatistical methods should be tested and calibrated for different experimental conditions and semivariogram models.

Keywords: Geostatistic, kriging, organic matter, sugarbeet.

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5018 A Study on Manufacturing of Head-Part of Pipes Using a Rotating Manufacturing Process

Authors: J. H. Park, S. K. Lee, Y. W. Kim, D. C. Ko

Abstract:

A large variety of pipe flange is required in marine and construction industry. Pipe flanges are usually welded or screwed to the pipe end and are connected with bolts. This approach is very simple and widely used for a long time; however, it results in high development cost and low productivity, and the productions made by this approach usually have safety problem at the welding area. In this research, a new approach of forming pipe flange based on cold forging and floating die concept is presented. This innovative approach increases the effectiveness of the material usage and save the time cost compared with conventional welding method. To ensure the dimensional accuracy of the final product, the finite element analysis (FEA) was carried out to simulate the process of cold forging, and the orthogonal experiment methods were used to investigate the influence of four manufacturing factors (pin die angle, pipe flange angle, rpm, pin die distance from clamp jig) and predicted the best combination of them. The manufacturing factors were obtained by numerical and experimental studies and it shows that the approach is very useful and effective for the forming of pipe flange, and can be widely used later.

Keywords: Cold forging, FEA, finite element analysis, Forge- 3D, rotating forming, tubes.

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5017 Diagnostic Investigation of Liftoff Time of Solid Propellant Rockets

Authors: Vignesh Rangaraj, Jerin John, N. Naveen, M. Karuppasamy Pandian, P. Sathyan, V. R. Sanal Kumar

Abstract:

In this paper parametric analytical studies have been carried out to examine the intrinsic flow physics pertaining to the liftoff time of solid propellant rockets. Idealized inert simulators of solid rockets are selected for numerical studies to examining the preignition chamber dynamics. Detailed diagnostic investigations have been carried out using an unsteady two-dimensional k-omega turbulence model. We conjectured from the numerical results that the altered variations of the igniter jet impingement angle, turbulence level, time and location of the first ignition, flame spread characteristics, the overall chamber dynamics including the boundary layer growth history are having bearing on the time for nozzle flow chocking for establishing the required thrust for the rocket liftoff. We concluded that the altered flow choking time of strap-on motors with the pre-determined identical ignition time at the lift off phase will lead to the malfunctioning of the rocket. We also concluded that, in the light of the space debris, an error in predicting the liftoff time can lead to an unfavorable launch window amounts the satellite injection errors and/or the mission failures.

Keywords: Liftoff, Nozzle Choking, Solid Rocket, Takeoff.

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5016 Fluid Flow and Heat Transfer Structures of Oscillating Pipe Flows

Authors: Yan Su, Jane H. Davidson, F. A. Kulacki

Abstract:

The RANS method with Saffman-s turbulence model was employed to solve the time-dependent turbulent Navier-Stokes and energy equations for oscillating pipe flows. The method of partial sums of the Fourier series is used to analyze the harmonic velocity and temperature results. The complete structures of the oscillating pipe flows and the averaged Nusselt numbers on the tube wall are provided by numerical simulation over wide ranges of ReA and ReR. Present numerical code is validated by comparing the laminar flow results to analytic solutions and turbulence flow results to published experimental data at lower and higher Reynolds numbers respectively. The effects of ReA and ReR on the velocity, temperature and Nusselt number distributions have been di scussed. The enhancement of the heat transfer due to oscillating flows has also been presented. By the way of analyzing the overall Nusselt number over wide ranges of the Reynolds number Re and Keulegan- Carpenter number KC, the optimal ratio of the tube diameter over the oscillation amplitude is obtained based on the existence of a nearly constant optimal KC number. The potential application of the present results in sea water cooling has also been discussed.

Keywords: Keulegan-Carpenter number, Nusselt number, Oscillating pipe flows, Reynolds number

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5015 Comparison of Phylogenetic Trees of Multiple Protein Sequence Alignment Methods

Authors: Khaddouja Boujenfa, Nadia Essoussi, Mohamed Limam

Abstract:

Multiple sequence alignment is a fundamental part in many bioinformatics applications such as phylogenetic analysis. Many alignment methods have been proposed. Each method gives a different result for the same data set, and consequently generates a different phylogenetic tree. Hence, the chosen alignment method affects the resulting tree. However in the literature, there is no evaluation of multiple alignment methods based on the comparison of their phylogenetic trees. This work evaluates the following eight aligners: ClustalX, T-Coffee, SAGA, MUSCLE, MAFFT, DIALIGN, ProbCons and Align-m, based on their phylogenetic trees (test trees) produced on a given data set. The Neighbor-Joining method is used to estimate trees. Three criteria, namely, the dNNI, the dRF and the Id_Tree are established to test the ability of different alignment methods to produce closer test tree compared to the reference one (true tree). Results show that the method which produces the most accurate alignment gives the nearest test tree to the reference tree. MUSCLE outperforms all aligners with respect to the three criteria and for all datasets, performing particularly better when sequence identities are within 10-20%. It is followed by T-Coffee at lower sequence identity (<10%), Align-m at 20-30% identity, and ClustalX and ProbCons at 30-50% identity. Also, it is noticed that when sequence identities are higher (>30%), trees scores of all methods become similar.

Keywords: Multiple alignment methods, phylogenetic trees, Neighbor-Joining method, Robinson-Foulds distance.

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5014 An Identification Method of Geological Boundary Using Elastic Waves

Authors: Masamitsu Chikaraishi, Mutsuto Kawahara

Abstract:

This paper focuses on a technique for identifying the geological boundary of the ground strata in front of a tunnel excavation site using the first order adjoint method based on the optimal control theory. The geological boundary is defined as the boundary which is different layers of elastic modulus. At tunnel excavations, it is important to presume the ground situation ahead of the cutting face beforehand. Excavating into weak strata or fault fracture zones may cause extension of the construction work and human suffering. A theory for determining the geological boundary of the ground in a numerical manner is investigated, employing excavating blasts and its vibration waves as the observation references. According to the optimal control theory, the performance function described by the square sum of the residuals between computed and observed velocities is minimized. The boundary layer is determined by minimizing the performance function. The elastic analysis governed by the Navier equation is carried out, assuming the ground as an elastic body with linear viscous damping. To identify the boundary, the gradient of the performance function with respect to the geological boundary can be calculated using the adjoint equation. The weighed gradient method is effectively applied to the minimization algorithm. To solve the governing and adjoint equations, the Galerkin finite element method and the average acceleration method are employed for the spatial and temporal discretizations, respectively. Based on the method presented in this paper, the different boundary of three strata can be identified. For the numerical studies, the Suemune tunnel excavation site is employed. At first, the blasting force is identified in order to perform the accuracy improvement of analysis. We identify the geological boundary after the estimation of blasting force. With this identification procedure, the numerical analysis results which almost correspond with the observation data were provided.

Keywords: Parameter identification, finite element method, average acceleration method, first order adjoint equation method, weighted gradient method, geological boundary, navier equation, optimal control theory.

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5013 Improvement of Soft Clay Using Floating Cement Dust-Lime Columns

Authors: Adel Belal, Sameh Aboelsoud, Mohy Elmashad, Mohammed Abdelmonem

Abstract:

The two main criteria that control the design and performance of footings are bearing capacity and settlement of soil. In soft soils, the construction of buildings, storage tanks, warehouse, etc. on weak soils usually involves excessive settlement problems. To solve bearing capacity or reduce settlement problems, soil improvement may be considered by using different techniques, including encased cement dust–lime columns. The proposed research studies the effect of adding floating encased cement dust and lime mix columns to soft clay on the clay-bearing capacity. Four experimental tests were carried out. Columns diameters of 3.0 cm, 4.0 cm, and 5.0 cm and columns length of 60% of the clay layer thickness were used. Numerical model was constructed and verified using commercial finite element package (PLAXIS 2D, V8.5). The verified model was used to study the effect of distributing columns around the footing at different distances. The study showed that the floating cement dust lime columns enhanced the clay-bearing capacity with 262%. The numerical model showed that the columns around the footing have a limit effect on the clay improvement.

Keywords: Bearing capacity, cement dust – lime columns, ground improvement, soft clay.

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5012 Model Reduction of Linear Systems by Conventional and Evolutionary Techniques

Authors: S. Panda, S. K. Tomar, R. Prasad, C. Ardil

Abstract:

Reduction of Single Input Single Output (SISO) continuous systems into Reduced Order Model (ROM), using a conventional and an evolutionary technique is presented in this paper. In the conventional technique, the mixed advantages of Mihailov stability criterion and continued fraction expansions (CFE) technique is employed where the reduced denominator polynomial is derived using Mihailov stability criterion and the numerator is obtained by matching the quotients of the Cauer second form of Continued fraction expansions. In the evolutionary technique method Particle Swarm Optimization (PSO) is employed to reduce the higher order model. PSO method is based on the minimization of the Integral Squared Error (ISE) between the transient responses of original higher order model and the reduced order model pertaining to a unit step input. Both the methods are illustrated through numerical example.

Keywords: Reduced Order Modeling, Stability, Continued Fraction Expansions, Mihailov Stability Criterion, Particle Swarm Optimization, Integral Squared Error.

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5011 Simulated Annealing Application for Structural Optimization

Authors: Farhad Kolahan, M. Hossein Abolbashari, Samaeddin Mohitzadeh

Abstract:

Several methods are available for weight and shape optimization of structures, among which Evolutionary Structural Optimization (ESO) is one of the most widely used methods. In ESO, however, the optimization criterion is completely case-dependent. Moreover, only the improving solutions are accepted during the search. In this paper a Simulated Annealing (SA) algorithm is used for structural optimization problem. This algorithm differs from other random search methods by accepting non-improving solutions. The implementation of SA algorithm is done through reducing the number of finite element analyses (function evaluations). Computational results show that SA can efficiently and effectively solve such optimization problems within short search time.

Keywords: Simulated annealing, Structural optimization, Compliance, C.V. product.

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5010 Comparison of Frequency Estimation Methods for Reflected Signals in Mobile Platforms

Authors: Kathrin Reinhold

Abstract:

Precise frequency estimation methods for pulseshaped echoes are a prerequisite to determine the relative velocity between sensor and reflector. Signal frequencies are analysed using three different methods: Fourier Transform, Chirp ZTransform and the MUSIC algorithm. Simulations of echoes are performed varying both the noise level and the number of reflecting points. The superposition of echoes with a random initial phase is found to influence the precision of frequency estimation severely for FFT and MUSIC. The standard deviation of the frequency using FFT is larger than for MUSIC. However, MUSIC is more noise-sensitive. The distorting effect of superpositions is less pronounced in experimental data.

Keywords: Frequency estimation, pulse-echo-method, superposition, echoes.

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5009 Fast Dummy Sequence Insertion Method for PAPR Reduction in WiMAX Systems

Authors: Peerapong Uthansakul, Sakkarin Chaokuntod, Monthippa Uthansakul

Abstract:

In literatures, many researches proposed various methods to reduce PAPR (Peak to Average Power Ratio). Among those, DSI (Dummy Sequence Insertion) is one of the most attractive methods for WiMAX systems because it does not require side information transmitted along with user data. However, the conventional DSI methods find dummy sequence by performing an iterative procedure until achieving PAPR under a desired threshold. This causes a significant delay on finding dummy sequence and also effects to the overall performances in WiMAX systems. In this paper, the new method based on DSI is proposed by finding dummy sequence without the need of iterative procedure. The fast DSI method can reduce PAPR without either delays or required side information. The simulation results confirm that the proposed method is able to carry out PAPR performances as similar to the other methods without any delays. In addition, the simulations of WiMAX system with adaptive modulations are also investigated to realize the use of proposed methods on various fading schemes. The results suggest the WiMAX designers to modify a new Signal to Noise Ratio (SNR) criteria for adaptation.

Keywords: WiMAX, OFDM, PAPR, Dummy SequenceInsertion method.

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5008 Video Quality Assessment Methods: A Bird’s-Eye View

Authors: P. M. Arun Kumar, S. Chandramathi

Abstract:

The proliferation of multimedia technology and services in today’s world provide ample research scope in the frontiers of visual signal processing. Wide spread usage of video based applications in heterogeneous environment needs viable methods of Video Quality Assessment (VQA). The evaluation of video quality not only depends on high QoS requirements but also emphasis the need of novel term ‘QoE’ (Quality of Experience) that perceive video quality as user centric. This paper discusses two vital video quality assessment methods namely, subjective and objective assessment methods. The evolution of various video quality metrics, their classification models and applications are reviewed in this work. The Mean Opinion Score (MOS) based subjective measurements and algorithm based objective metrics are discussed and their challenges are outlined. Further, this paper explores the recent progress of VQA in emerging technologies such as mobile video and 3D video.

Keywords: 3D-Video, no reference metric, quality of experience, video quality assessment, video quality metrics.

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