Search results for: Fast Neural Networks

Authors: A. Bumbová, J. Kellner, Z. Večeřa, V. Kahle, J. Navrátil

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The construction of original functional sample of the portable device for fast analysis of energetic materials has been described in the paper. The portable device consisting of two parts – an original miniaturized microcolumn liquid chromatograph and a unique chemiluminescence detector – has been proposed and realized. In a very short time, this portable device is capable of identifying selectively most of military nitramine- and nitroesterbased explosives as well as inorganic nitrates occurring in trace concentrations in water or in soil. The total time required for the identification of extracts is shorter than 8 minutes.

Keywords: Chemiluminescence, microcolumn liquid chromatograph, nitramines, nitroesters, portable device.

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Authors: H. El Ayech, A. Trabelsi

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In this article we are going to discuss the improvement of the multi classes- classification problem using multi layer Perceptron. The considered approach consists in breaking down the n-class problem into two-classes- subproblems. The training of each two-class subproblem is made independently; as for the phase of test, we are going to confront a vector that we want to classify to all two classes- models, the elected class will be the strongest one that won-t lose any competition with the other classes. Rates of recognition gotten with the multi class-s approach by two-class-s decomposition are clearly better that those gotten by the simple multi class-s approach.

Keywords: Artificial neural network, letter-recognition, Multi class Classification, Multi Layer Perceptron.

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Authors: Marios Poulos, Eirini Maliagani, Minas Paschopoulos, George Bokos

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The purpose of my research proposal is to demonstrate that there is a relationship between EEG and endometrial cancer. The above relationship is based on an Aristotelian Syllogism; since it is known that the 14-3-3 protein is related to the electrical activity of the brain via control of the flow of Na+ and K+ ions and since it is also known that many types of cancer are associated with 14-3-3 protein, it is possible that there is a relationship between EEG and cancer. This research will be carried out by well-defined diagnostic indicators, obtained via the EEG, using signal processing procedures and pattern recognition tools such as neural networks in order to recognize the endometrial cancer type. The current research shall compare the findings from EEG and hysteroscopy performed on women of a wide age range. Moreover, this practice could be expanded to other types of cancer. The implementation of this methodology will be completed with the creation of an ontology. This ontology shall define the concepts existing in this research-s domain and the relationships between them. It will represent the types of relationships between hysteroscopy and EEG findings.

Keywords: Bioinformatics, Protein 14-3-3, EEG, Endometrial cancer, Ontology.

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Authors: R. Fan, Q. Wan, H. Chen, Y.L. Liu, Y.P. Liu

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In the paper, a fast high-resolution range profile synthetic algorithm called orthogonal matching pursuit with sensing dictionary (OMP-SD) is proposed. It formulates the traditional HRRP synthetic to be a sparse approximation problem over redundant dictionary. As it employs a priori that the synthetic range profile (SRP) of targets are sparse, SRP can be accomplished even in presence of data lost. Besides, the computation complexity decreases from O(MNDK) flops for OMP to O(M(N + D)K) flops for OMP-SD by introducing sensing dictionary (SD). Simulation experiments illustrate its advantages both in additive white Gaussian noise (AWGN) and noiseless situation, respectively.

Keywords: GTD-based model, HRRP, orthogonal matching pursuit, sensing dictionary.

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Authors: A. Pereira, S. Haffner, L. V. Gasperin

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This paper presents two simplified models to determine nodal voltages in power distribution networks. These models allow estimating the impact of the installation of reactive power compensations equipments like fixed or switched capacitor banks. The procedure used to develop the models is similar to the procedure used to develop linear power flow models of transmission lines, which have been widely used in optimization problems of operation planning and system expansion. The steady state non-linear load flow equations are approximated by linear equations relating the voltage amplitude and currents. The approximations of the linear equations are based on the high relationship between line resistance and line reactance (ratio R/X), which is valid for power distribution networks. The performance and accuracy of the models are evaluated through comparisons with the exact results obtained from the solution of the load flow using two test networks: a hypothetical network with 23 nodes and a real network with 217 nodes.

Keywords: Distribution network models, distribution systems, optimization, power system planning.

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Authors: P. S. Prakash, S. Selvan

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QoS Routing aims to find paths between senders and receivers satisfying the QoS requirements of the application which efficiently using the network resources and underlying routing algorithm to be able to find low-cost paths that satisfy given QoS constraints. The problem of finding least-cost routing is known to be NP-hard or complete and some algorithms have been proposed to find a near optimal solution. But these heuristics or algorithms either impose relationships among the link metrics to reduce the complexity of the problem which may limit the general applicability of the heuristic, or are too costly in terms of execution time to be applicable to large networks. In this paper, we concentrate an algorithm that finds a near-optimal solution fast and we named this algorithm as optimized Delay Constrained Routing (ODCR), which uses an adaptive path weight function together with an additional constraint imposed on the path cost, to restrict search space and hence ODCR finds near optimal solution in much quicker time.

Keywords: QoS, Delay, Routing, Optimization.

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Authors: Yu J. Chiu, Chia H. Yeh

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Innovation is more important in any companies. However, it is not easy to measure the innovation performance correctly. Patent is one of measuring index nowadays. This paper wants to purpose an approach for valuing patents based on market reaction to patent infringement litigations. The interesting phenomenon is found from collection of patent infringement litigation events. That is if any patent litigation event occurs the stock value will follow changing. The plaintiffs- stock value raises some percentage. According to this interesting phenomenon, the relationship between patent litigation and stock value is tested and verified. And then, the stock value variation is used to deduce the infringed patents- value. The purpose of this study is providing another concept model to evaluate the infringed patents. This study can provide a decision assist system to help drafting patent litigation strategy and determine the technology value

Keywords: Patent valuation, infringement litigations, stock value, artificial neural networks.

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Authors: Derjew Ayele Ejigu, Houde Song, Xiaojing Liu

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This work presents the particle swarm optimization trained neural network (PSO-NN) supervisory proportional integral derivative (PID) control method to monitor the pressurized water reactor (PWR) core power for safe operation. The proposed control approach is implemented on the transfer function of the PWR core, which is computed from the state-space model. The PWR core state-space model is designed from the neutronics, thermal-hydraulics, and reactivity models using perturbation around the equilibrium value. The proposed control approach computes the control rod speed to maneuver the core power to track the reference in a closed-loop scheme. The particle swarm optimization (PSO) algorithm is used to train the neural network (NN) and to tune the PID simultaneously. The controller performance is examined using integral absolute error, integral time absolute error, integral square error, and integral time square error functions, and the stability of the system is analyzed by using the Bode diagram. The simulation results indicated that the controller shows satisfactory performance to control and track the load power effectively and smoothly as compared to the PSO-PID control technique. This study will give benefit to design a supervisory controller for nuclear engineering research fields for control application.

Keywords: machine learning, neural network, pressurized water reactor, supervisory controller

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Authors: JaeHwan Yang, Da-Woon Jeong, Seung-Young Kho, Dong-Kyu Kim

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In terms of ITS, information on link characteristic is an essential factor for plan or operation. But in practical cases, not every link has installed sensors on it. The link that does not have data on it is called “Missing Link”. The purpose of this study is to impute data of these missing links. To get these data, this study applies the machine learning method. With the machine learning process, especially for the deep learning process, missing link data can be estimated from present link data. For deep learning process, this study uses “Recurrent Neural Network” to take time-series data of road. As input data, Dedicated Short-range Communications (DSRC) data of Dalgubul-daero of Daegu Metropolitan Area had been fed into the learning process. Neural Network structure has 17 links with present data as input, 2 hidden layers, for 1 missing link data. As a result, forecasted data of target link show about 94% of accuracy compared with actual data.

Keywords: Data Estimation, link data, machine learning, road network.

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Authors: S. Al Wadi, Mohd Tahir Ismail, Samsul Ariffin Abdul Karim

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It is well known that during the developments in the economic sector and through the financial crises occur everywhere in the whole world, volatility measurement is the most important concept in financial time series. Therefore in this paper we discuss the volatility for Amman stocks market (Jordan) for certain period of time. Since wavelet transform is one of the most famous filtering methods and grows up very quickly in the last decade, we compare this method with the traditional technique, Fast Fourier transform to decide the best method for analyzing the volatility. The comparison will be done on some of the statistical properties by using Matlab program.

Keywords: Fast Fourier transforms, Haar wavelet transform, Matlab (Wavelet tools), stocks market, Volatility.

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Authors: Moslem Afrashteh Mehr

Abstract:

Wireless Sensor Networks consist of small battery powered devices with limited energy resources. once deployed, the small sensor nodes are usually inaccessible to the user, and thus replacement of the energy source is not feasible. Hence, One of the most important issues that needs to be enhanced in order to improve the life span of the network is energy efficiency. to overcome this demerit many research have been done. The clustering is the one of the representative approaches. in the clustering, the cluster heads gather data from nodes and sending them to the base station. In this paper, we introduce a dynamic clustering algorithm using genetic algorithm. This algorithm takes different parameters into consideration to increase the network lifetime. To prove efficiency of proposed algorithm, we simulated the proposed algorithm compared with LEACH algorithm using the matlab

Keywords: Wireless Sensor Networks, Clustering, Geneticalgorithm, Energy Consumption

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Authors: Ioannis P. Panapakidis, Marios N. Moschakis

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The Greek Energy Market is structured as a mandatory pool where the producers make their bid offers in day-ahead basis. The System Operator solves an optimization routine aiming at the minimization of the cost of produced electricity. The solution of the optimization problem leads to the calculation of the System Marginal Price (SMP). Accurate forecasts of the SMP can lead to increased profits and more efficient portfolio management from the producer`s perspective. Aim of this study is to provide a comparative analysis of various machine learning models such as artificial neural networks and neuro-fuzzy models for the prediction of the SMP of the Greek market. Machine learning algorithms are favored in predictions problems since they can capture and simulate the volatilities of complex time series.

Keywords: Deregulated energy market, forecasting, machine learning, system marginal price, energy efficiency and quality.

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Authors: Narottam Chand

Abstract:

Wireless sensor networks (WSNs) have gained tremendous attention in recent years due to their numerous applications. Due to the limited energy resource, energy efficient operation of sensor nodes is a key issue in wireless sensor networks. Cooperative caching which ensures sharing of data among various nodes reduces the number of communications over the wireless channels and thus enhances the overall lifetime of a wireless sensor network. In this paper, we propose a cooperative caching scheme called ZCS (Zone Cooperation at Sensors) for wireless sensor networks. In ZCS scheme, one-hop neighbors of a sensor node form a cooperative cache zone and share the cached data with each other. Simulation experiments show that the ZCS caching scheme achieves significant improvements in byte hit ratio and average query latency in comparison with other caching strategies.

Keywords: Admission control, cache replacement, cooperative caching, WSN, zone cooperation

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Authors: Chan Weng Howe, Mohd Saberi Mohamad

Abstract:

Protein residue contact map is a compact representation of secondary structure of protein. Due to the information hold in the contact map, attentions from researchers in related field were drawn and plenty of works have been done throughout the past decade. Artificial intelligence approaches have been widely adapted in related works such as neural networks, genetic programming, and Hidden Markov model as well as support vector machine. However, the performance of the prediction was not generalized which probably depends on the data used to train and generate the prediction model. This situation shown the importance of the features or information used in affecting the prediction performance. In this research, support vector machine was used to predict protein residue contact map on different combination of features in order to show and analyze the effectiveness of the features.

Keywords: contact map, protein residue contact, support vector machine, protein structure prediction

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Authors: Banashree N. P., Andhe Dharani, R. Vasanta, P. S. Satyanarayana

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The applications on numbers are across-the-board that there is much scope for study. The chic of writing numbers is diverse and comes in a variety of form, size and fonts. Identification of Indian languages scripts is challenging problems. In Optical Character Recognition [OCR], machine printed or handwritten characters/numerals are recognized. There are plentiful approaches that deal with problem of detection of numerals/character depending on the sort of feature extracted and different way of extracting them. This paper proposes a recognition scheme for handwritten Hindi (devnagiri) numerals; most admired one in Indian subcontinent our work focused on a technique in feature extraction i.e. Local-based approach, a method using 16-segment display concept, which is extracted from halftoned images & Binary images of isolated numerals. These feature vectors are fed to neural classifier model that has been trained to recognize a Hindi numeral. The archetype of system has been tested on varieties of image of numerals. Experimentation result shows that recognition rate of halftoned images is 98 % compared to binary images (95%).

Keywords: OCR, Halftoning, Neural classifier, 16-segmentdisplay concept.

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Authors: Tienfuan Kerh, Hsienchang Lu, Rob Saunders

Abstract:

Shoreline erosion problems caused by global warming and sea level rising may result in losing of land areas, so it should be examined regularly to reduce possible negative impacts. Initially in this study, three sets of survey images obtained from the years of 1990, 2001, and 2010, respectively, are digitalized by using graphical software to establish the spatial coordinates of six major beaches around the island of Taiwan. Then, by overlaying the known multi-period images, the change of shoreline can be observed from their distribution of coordinates. In addition, the neural network approximation is used to develop a model for predicting shoreline variation in the years of 2015 and 2020. The comparison results show that there is no significant change of total sandy area for all beaches in the three different periods. However, the prediction results show that two beaches may exhibit an increasing of total sandy areas under a statistical 95% confidence interval. The proposed method adopted in this study may be applicable to other shorelines of interest around the world.

Keywords: Digitalized shoreline coordinates, survey image overlaying, neural network approximation, total beach sandy areas.

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Authors: Adnan A. Y. Mustafa

Abstract:

In this paper we present a quick technique to measure the similarity between binary images. The technique is based on a probabilistic mapping approach and is fast because only a minute percentage of the image pixels need to be compared to measure the similarity, and not the whole image. We exploit the power of the Probabilistic Matching Model for Binary Images (PMMBI) to arrive at an estimate of the similarity. We show that the estimate is a good approximation of the actual value, and the quality of the estimate can be improved further with increased image mappings. Furthermore, the technique is image size invariant; the similarity between big images can be measured as fast as that for small images. Examples of trials conducted on real images are presented.

Keywords: Big images, binary images, similarity, matching.

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Authors: T.G. Basavaraju, Subir Kumar Sarkar, C Puttamadappa

Abstract:

Mobile Ad hoc Networks is an autonomous system of mobile nodes connected by multi-hop wireless links without centralized infrastructure support. As mobile communication gains popularity, the need for suitable ad hoc routing protocols will continue to grow. Efficient dynamic routing is an important research challenge in such a network. Bandwidth constrained mobile devices use on-demand approach in their routing protocols because of its effectiveness and efficiency. Many researchers have conducted numerous simulations for comparing the performance of these protocols under varying conditions and constraints. Most of them are not aware of MAC Protocols, which will impact the relative performance of routing protocols considered in different network scenarios. In this paper we investigate the choice of MAC protocols affects the relative performance of ad hoc routing protocols under different scenarios. We have evaluated the performance of these protocols using NS2 simulations. Our results show that the performance of routing protocols of ad hoc networks will suffer when run over different MAC Layer protocols.

Keywords: AODV, DSR, DSDV, MAC, MANETs, relativeperformance

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Authors: M. N. Moschakis, I. G. Andritsos, V. V. Dafopoulos, J. M. Prousalidis, E. S. Karapidakis

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This paper deals with the evaluation of different detection strategies used in power electronic devices as a critical element for an effective mitigation of voltage disturbances. The effectiveness of those detection schemes in the mitigation of disturbances such as voltage sags by a Solid-State Transfer Switch is evaluated through simulations. All critical parameters affecting their performance is analytically described and presented. Moreover, the effect of fast detection of sags on the overall performance of STS is analyzed and investigated.

Keywords: Faults (short-circuits), industrial engineering, power electronics, power quality, static transfer switch, voltage sags (or dips).

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Authors: Mahdieh Khalilinezhad, Silvana Dellepiane, Gianni Vernazza

Abstract:

The aim of this work is to build a model based on tissue characterization that is able to discriminate pathological and non-pathological regions from three-phasic CT images. With our research and based on a feature selection in different phases, we are trying to design a neural network system with an optimal neuron number in a hidden layer. Our approach consists of three steps: feature selection, feature reduction, and classification. For each region of interest (ROI), 6 distinct sets of texture features are extracted such as: first order histogram parameters, absolute gradient, run-length matrix, co-occurrence matrix, autoregressive model, and wavelet, for a total of 270 texture features. When analyzing more phases, we show that the injection of liquid cause changes to the high relevant features in each region. Our results demonstrate that for detecting HCC tumor phase 3 is the best one in most of the features that we apply to the classification algorithm. The percentage of detection between pathology and healthy classes, according to our method, relates to first order histogram parameters with accuracy of 85% in phase 1, 95% in phase 2, and 95% in phase 3.

Keywords: Feature selection, Multi-phasic liver images, Neural network, Texture analysis.

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Authors: Ahmed Chalak Shakir, GuXuemai, Jia Min

Abstract:

Recently, wireless sensor networks have been paid more interest, are widely used in a lot of commercial and military applications, and may be deployed in critical scenarios (e.g. when a malfunctioning network results in danger to human life or great financial loss). Such networks must be protected against human intrusion by using the secret keys to encrypt the exchange messages between communicating nodes. Both the symmetric and asymmetric methods have their own drawbacks for use in key management. Thus, we avoid the weakness of these two cryptosystems and make use of their advantages to establish a secure environment by developing the new method for encryption depending on the idea of code conversion. The code conversion-s equations are used as the key for designing the proposed system based on the basics of logic gate-s principals. Using our security architecture, we show how to reduce significant attacks on wireless sensor networks.

Keywords: logic gates, code conversions, Gray-code, and clustering.

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Authors: H. Bouhamed, A. Rebai, T. Lecroq, M. Jaoua

Abstract:

The objective of our work is to develop a new approach for discovering knowledge from a large mass of data, the result of applying this approach will be an expert system that will serve as diagnostic tools of a phenomenon related to a huge information system. We first recall the general problem of learning Bayesian network structure from data and suggest a solution for optimizing the complexity by using organizational and optimization methods of data. Afterward we proposed a new heuristic of learning a Multi-Entities Bayesian Networks structures. We have applied our approach to biological facts concerning hereditary complex illnesses where the literatures in biology identify the responsible variables for those diseases. Finally we conclude on the limits arched by this work.

Keywords: Data-organization, data-optimization, automatic knowledge discovery, Multi-Entities Bayesian networks, score merging.

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Authors: S. Arun Rajan, S. Bhavani

Abstract:

Wireless sensor networks can be tiny, low cost, intelligent sensors connected with advanced communication systems. WSNs have pulled in significant consideration as a matter of fact that, industrial as well as medical solicitations employ these in monitoring targets, conservational observation, obstacle exposure, movement regulator etc. In these applications, sensor hubs are thickly sent in the unattended environment with little non-rechargeable batteries. This constraint requires energy-efficient systems to drag out the system lifetime. There are redundancies in data sent over the network. To overcome this, multiple virtual spine scheduling has been presented. Such networks problems are called Maximum Lifetime Backbone Scheduling (MLBS) problems. Though this sleep wake cycle reduces radio usage, improvement can be made in the path in which the group heads stay selected. Cluster head selection with emphasis on geometrical relation of the system will enhance the load sharing among the nodes. Also the data are analyzed to reduce redundant transmission. Multi-hop communication will facilitate lighter loads on the network.

Keywords: WSN, wireless sensor networks, MLBS, maximum lifetime backbone scheduling.

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Authors: Khaja Kamaluddin, Muhammed Yousoof

Abstract:

Available Bit Rate Service (ABR) is the lower priority service and the better service for the transmission of data. On wireline ATM networks ABR source is always getting the feedback from switches about increase or decrease of bandwidth according to the changing network conditions and minimum bandwidth is guaranteed. In wireless networks guaranteeing the minimum bandwidth is really a challenging task as the source is always in mobile and traveling from one cell to another cell. Re establishment of virtual circuits from start to end every time causes the delay in transmission. In our proposed solution we proposed the mechanism to provide more available bandwidth to the ABR source by re-usage of part of old Virtual Channels and establishing the new ones. We want the ABR source to transmit the data continuously (non-stop) inorderto avoid the delay. In worst case scenario at least minimum bandwidth is to be allocated. In order to keep the data flow continuously, priority is given to the handoff ABR call against new ABR call.

Keywords: Bandwidth allocation, Virtual Channel (VC), CBR, ABR, MCR and QOS.

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Authors: Mahdi Hayatdavudi, Ali Reza Rajabi, Mohammad Hassan Raouf, Mojtaba Saeedimoghadam, Amir Habibi

Abstract:

Generally, distributed generation units refer to small-scale electric power generators that produce electricity at a site close to the customer or an electric distribution system (in parallel mode). From the customers’ point of view, a potentially lower cost, higher service reliability, high power quality, increased energy efficiency, and energy independence can be the key points of a proper DG unit. Moreover, the use of renewable types of distributed generations such as wind, photovoltaic, geothermal or hydroelectric power can also provide significant environmental benefits. Therefore, it is of crucial importance to study their impacts on the distribution networks. A marked increase in Distributed Generation (DG), associated with medium voltage distribution networks, may be expected. Nowadays, distribution networks are planned for unidirectional power flows that are peculiar to passive systems, and voltage control is carried out exclusively by varying the tap position of the HV/MV transformer. This paper will compare different DG control methods and possible network reconfiguration aimed at assessing their effect on voltage profiles.

Keywords: Distribution Feeder Reconfiguration (DFR), Distributed Generator (DG), Voltage Profile, Control.

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Authors: P. Cermak

Abstract:

This paper shows possibility of extraction Social, Group and Individual Mind from Multiple Agents Rule Bases. Types those Rule bases are selected as two fuzzy systems, namely Mambdani and Takagi-Sugeno fuzzy system. Their rule bases are describing (modeling) agent behavior. Modifying of agent behavior in the time varying environment will be provided by learning fuzzyneural networks and optimization of their parameters with using genetic algorithms in development system FUZNET. Finally, extraction Social, Group and Individual Mind from Multiple Agents Rule Bases are provided by Cognitive analysis and Matching criterion.

Keywords: Mind, Multi-agent system, Cognitive analysis, Fuzzy system, Neural network, Genetic algorithm, Rule base.

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Authors: R. Schweighoffer, N. Nagy, E. Reeves, B. Liebig

Abstract:

Due to aging populations, the need for seamless palliative care provision is of central interest for western societies. An essential aspect of palliative care delivery is the quality of collaboration amongst palliative care providers. Therefore, the current research is based on Bainbridge’s conceptual framework, which provides an outline for the evaluation of palliative care provision. This study is the first one to investigate the predictive validity of spatial distribution on the quantity of interaction amongst various palliative care providers. Furthermore, based on the familiarity principle, we examine whether the extent of collaboration influences the perceived quality of collaboration among palliative care providers in urban versus rural areas of Switzerland. Based on a population-representative survey of Swiss palliative care providers, the results of the current study show that professionals in densely populated areas report higher absolute numbers of interactions and are more satisfied with their collaborative practice. This indicates that palliative care providers who work in urban areas are better embedded into networks than their counterparts in more rural areas. The findings are especially important, considering that efficient collaboration is a prerequisite to achieve satisfactory patient outcomes. Conclusively, measures should be taken to foster collaboration in weakly interconnected palliative care networks.

Keywords: Collaboration, healthcare networks, palliative care, Switzerland.

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Authors: D. Lepe-Cervantes, E. Leon-Becerril, J. Gomez-Romero, O. Garcia-Depraect, A. Lopez-Lopez

Abstract:

In this study, raw coffee wastewater (CWW) was used as a complex substrate for anaerobic digestion. The inoculum adaptation stage, microbial diversity analysis and biomethane potential (BMP) tests were performed. A fast inoculum adaptation stage was used by the replacement of vinasse to CWW in an anaerobic sequential batch reactor (AnSBR) operated at mesophilic conditions. Illumina MiSeq sequencing was used to analyze the microbial diversity. While, BMP tests using inoculum adapted to CWW were carried out at different inoculum to substrate (I/S) ratios (2:1, 3:1 and 4:1, on a VS basis). Results show that the adaptability percentage was increased gradually until it reaches the highest theoretical value in a short time of 10 d; with a methane yield of 359.10 NmL CH₄/g COD-removed; Methanobacterium beijingense was the most abundant microbial (75%) and the greatest specific methane production was achieved at I/S ratio 4:1, whereas the lowest was obtained at 2:1, with BMP values of 320 NmL CH₄/g VS and 151 NmL CH₄/g VS, respectively. In conclusion, gradual replacement of substrate was a feasible method to adapt the inoculum in a short time even using complex raw substrates, whereas in the BMP tests, the specific methane production was proportional to the initial amount of inoculum.

Keywords: Fast inoculum adaptation, coffee wastewater, biomethane potential test, anaerobic digestion.

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Authors: Salah Alrabeei, Mohammad Yousuf

Abstract:

The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. Modeling option pricing by Black-School models with jumps guarantees to consider the market movement. However, only numerical methods can solve this model. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, the exponential time differencing (ETD) method is applied for solving partial integrodifferential equations arising in pricing European options under Merton’s and Kou’s jump-diffusion models. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). A partial fraction form of Pad`e schemes is used to overcome the complexity of inverting polynomial of matrices. These two tools guarantee to get efficient and accurate numerical solutions. We construct a parallel and easy to implement a version of the numerical scheme. Numerical experiments are given to show how fast and accurate is our scheme.

Keywords: Integral differential equations, L-stable methods, pricing European options, Jump–diffusion model.

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Authors: Jishu Das Gupta, Srecko Howard, Angela Howard

Abstract:

Insufficient Quality of Service (QoS) of Voice over Internet Protocol (VoIP) is a growing concern that has lead the need for research and study. In this paper we investigate the performance of VoIP and the impact of resource limitations on the performance of Access Networks. The impact of VoIP performance in Access Networks is particularly important in regions where Internet resources are limited and the cost of improving these resources is prohibitive. It is clear that perceived VoIP performance, as measured by mean opinion score [2] in experiments, where subjects are asked to rate communication quality, is determined by end-to-end delay on the communication path, delay variation, packet loss, echo, the coding algorithm in use and noise. These performance indicators can be measured and the affect in the Access Network can be estimated. This paper investigates the congestion in the Access Network to the overall performance of VoIP services with the presence of other substantial uses of internet and ways in which Access Networks can be designed to improve VoIP performance. Methods for analyzing the impact of the Access Network on VoIP performance will be surveyed and reviewed. This paper also considers some approaches for improving performance of VoIP by carrying out experiments using Network Simulator version 2 (NS2) software with a view to gaining a better understanding of the design of Access Networks.

Keywords: Codec, DiffServ, Droptail, RED, VOIP

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