Search results for: mathematics.
41 Generalized π-Armendariz Authentication Cryptosystem
Authors: Areej M. Abduldaim, Nadia M. G. Al-Saidi
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Algebra is one of the important fields of mathematics. It concerns with the study and manipulation of mathematical symbols. It also concerns with the study of abstractions such as groups, rings, and fields. Due to the development of these abstractions, it is extended to consider other structures, such as vectors, matrices, and polynomials, which are non-numerical objects. Computer algebra is the implementation of algebraic methods as algorithms and computer programs. Recently, many algebraic cryptosystem protocols are based on non-commutative algebraic structures, such as authentication, key exchange, and encryption-decryption processes are adopted. Cryptography is the science that aimed at sending the information through public channels in such a way that only an authorized recipient can read it. Ring theory is the most attractive category of algebra in the area of cryptography. In this paper, we employ the algebraic structure called skew -Armendariz rings to design a neoteric algorithm for zero knowledge proof. The proposed protocol is established and illustrated through numerical example, and its soundness and completeness are proved.
Keywords: Cryptosystem, identification, skew π-Armendariz rings, skew polynomial rings, zero knowledge protocol.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 78440 Limits Problem Solving in Engineering Careers: Competences and Errors
Authors: Veronica Diaz Quezada
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In this article, the performance and errors are featured and analysed in the limit problems solving of a real-valued function, in correspondence to competency-based education in engineering careers, in the south of Chile. The methodological component is contextualised in a qualitative research, with a descriptive and explorative design, with elaboration, content validation and application of quantitative instruments, consisting of two parallel forms of open answer tests, based on limit application problems. The mathematical competences and errors made by students from five engineering careers from a public University are identified and characterized. Results show better performance only to solve routine-context problem-solving competence, thus they are oriented towards a rational solution or they use a suitable problem-solving method, achieving the correct solution. Regarding errors, most of them are related to techniques and the incorrect use of theorems and definitions of real-valued function limits of real variable.
Keywords: Engineering education, errors, limits, mathematics competences, problem solving.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 130739 An Efficient Implementation of High Speed Vedic Multiplier Using Compressors for Image Processing Applications
Authors: Shobha Sharma, Amita Dev, Akanksha Kant
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Digital signal processor, image signal processor and FIR filters have multipliers as an important part of their design. On the basis of Vedic mathematics, Vedic multipliers have come out to be very fast multipliers. One of the image processing applications is edge detection. This research presents a small area and high speed 8 bit Vedic multiplier system comprising of compressor based adders. This results in faster edge detection. This architecture is tested on Xilinx vertex 4 FPGA board and simulations were carried out using the Xilinx synthesis tool. Comparisons are made and this system is found to be smaller in area with high speed (the lesser propagation delay). This compressor based Vedic multiplier is 1.1 times speedier than a typical Vedic multiplier. Also, this Vedic Multiplier is 2 times speedier than a ‘simple’ multiplier.Keywords: Detection of edges, Vedic multiplier, image processing, Urdhva Tiryakbhyam sutra.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 180438 Functional Near Infrared Spectroscope for Cognition Brain Tasks by Wavelets Analysis and Neural Networks
Authors: Truong Quang Dang Khoa, Masahiro Nakagawa
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Brain Computer Interface (BCI) has been recently increased in research. Functional Near Infrared Spectroscope (fNIRs) is one the latest technologies which utilize light in the near-infrared range to determine brain activities. Because near infrared technology allows design of safe, portable, wearable, non-invasive and wireless qualities monitoring systems, fNIRs monitoring of brain hemodynamics can be value in helping to understand brain tasks. In this paper, we present results of fNIRs signal analysis indicating that there exist distinct patterns of hemodynamic responses which recognize brain tasks toward developing a BCI. We applied two different mathematics tools separately, Wavelets analysis for preprocessing as signal filters and feature extractions and Neural networks for cognition brain tasks as a classification module. We also discuss and compare with other methods while our proposals perform better with an average accuracy of 99.9% for classification.Keywords: functional near infrared spectroscope (fNIRs), braincomputer interface (BCI), wavelets, neural networks, brain activity, neuroimaging.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 202537 Open Educational Resource in Online Mathematics Learning
Authors: Haohao Wang
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Technology, multimedia in Open Educational Resources, can contribute positively to student performance in an online instructional environment. Student performance data of past four years were obtained from an online course entitled Applied Calculus (MA139). This paper examined the data to determine whether multimedia (independent variable) had any impact on student performance (dependent variable) in online math learning, and how students felt about the value of the technology. Two groups of student data were analyzed, group 1 (control) from the online applied calculus course that did not use multimedia instructional materials, and group 2 (treatment) of the same online applied calculus course that used multimedia instructional materials. For the MA139 class, results indicate a statistically significant difference (p = .001) between the two groups, where group 1 had a final score mean of 56.36 (out of 100), group 2 of 70.68. Additionally, student testimonials were discussed in which students shared their experience in learning applied calculus online with multimedia instructional materials.Keywords: Online learning, Open Educational Resources, Multimedia, Technology.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 210236 Approximating Maximum Speed on Road from Curvature Information of Bezier Curve
Authors: M. Y. Misro, A. Ramli, J. M. Ali
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Bezier curves have useful properties for path generation problem, for instance, it can generate the reference trajectory for vehicles to satisfy the path constraints. Both algorithms join cubic Bezier curve segment smoothly to generate the path. Some of the useful properties of Bezier are curvature. In mathematics, curvature is the amount by which a geometric object deviates from being flat, or straight in the case of a line. Another extrinsic example of curvature is a circle, where the curvature is equal to the reciprocal of its radius at any point on the circle. The smaller the radius, the higher the curvature thus the vehicle needs to bend sharply. In this study, we use Bezier curve to fit highway-like curve. We use different approach to find the best approximation for the curve so that it will resembles highway-like curve. We compute curvature value by analytical differentiation of the Bezier Curve. We will then compute the maximum speed for driving using the curvature information obtained. Our research works on some assumptions; first, the Bezier curve estimates the real shape of the curve which can be verified visually. Even though, fitting process of Bezier curve does not interpolate exactly on the curve of interest, we believe that the estimation of speed are acceptable. We verified our result with the manual calculation of the curvature from the map.Keywords: Speed estimation, path constraints, reference trajectory, Bezier curve.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 404335 Numerical Applications of Tikhonov Regularization for the Fourier Multiplier Operators
Authors: Fethi Soltani, Adel Almarashi, Idir Mechai
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Tikhonov regularization and reproducing kernels are the most popular approaches to solve ill-posed problems in computational mathematics and applications. And the Fourier multiplier operators are an essential tool to extend some known linear transforms in Euclidean Fourier analysis, as: Weierstrass transform, Poisson integral, Hilbert transform, Riesz transforms, Bochner-Riesz mean operators, partial Fourier integral, Riesz potential, Bessel potential, etc. Using the theory of reproducing kernels, we construct a simple and efficient representations for some class of Fourier multiplier operators Tm on the Paley-Wiener space Hh. In addition, we give an error estimate formula for the approximation and obtain some convergence results as the parameters and the independent variables approaches zero. Furthermore, using numerical quadrature integration rules to compute single and multiple integrals, we give numerical examples and we write explicitly the extremal function and the corresponding Fourier multiplier operators.Keywords: Fourier multiplier operators, Gauss-Kronrod method of integration, Paley-Wiener space, Tikhonov regularization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 151134 Proposing an Efficient Method for Frequent Pattern Mining
Authors: Vaibhav Kant Singh, Vijay Shah, Yogendra Kumar Jain, Anupam Shukla, A.S. Thoke, Vinay KumarSingh, Chhaya Dule, Vivek Parganiha
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Data mining, which is the exploration of knowledge from the large set of data, generated as a result of the various data processing activities. Frequent Pattern Mining is a very important task in data mining. The previous approaches applied to generate frequent set generally adopt candidate generation and pruning techniques for the satisfaction of the desired objective. This paper shows how the different approaches achieve the objective of frequent mining along with the complexities required to perform the job. This paper will also look for hardware approach of cache coherence to improve efficiency of the above process. The process of data mining is helpful in generation of support systems that can help in Management, Bioinformatics, Biotechnology, Medical Science, Statistics, Mathematics, Banking, Networking and other Computer related applications. This paper proposes the use of both upward and downward closure property for the extraction of frequent item sets which reduces the total number of scans required for the generation of Candidate Sets.Keywords: Data Mining, Candidate Sets, Frequent Item set, Pruning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 167233 Implementation of Student-Centered Learning Approach in Building Surveying Course
Authors: Amal A. Abdel-Sattar
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The curriculum of architecture department in Prince Sultan University includes ‘Building Surveying’ course which is usually a part of civil engineering courses. As a fundamental requirement of the course, it requires a strong background in mathematics and physics, which are not usually preferred subjects to the architecture students and many of them are not giving the required and necessary attention to these courses during their preparation year before commencing their architectural study. This paper introduces the concept and the methodology of the student-centered learning approach in the course of building surveying for architects. One of the major outcomes is the improvement in the students’ involvement in the course and how this will cover and strength their analytical weak points and improve their mathematical skills. The study is conducted through three semesters with a total number of 99 students. The effectiveness of the student-centered learning approach is studied using the student survey at the end of each semester and teacher observations. This survey showed great acceptance of the students for these methods. Also, the teachers observed a great improvement in the students’ mathematical abilities and how keener they became in attending the classes which were clearly reflected on the low absence record.
Keywords: Architecture, building surveying, student-centered learning, teaching, and learning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 127032 Generalized Mathematical Description and Simulation of Grid-Tied Thyristor Converters
Authors: V. S. Klimash, Ye Min Thu
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Thyristor rectifiers, inverters grid-tied, and AC voltage regulators are widely used in industry, and on electrified transport, they have a lot in common both in the power circuit and in the control system. They have a common mathematical structure and switching processes. At the same time, the rectifier, but the inverter units and thyristor regulators of alternating voltage are considered separately both theoretically and practically. They are written about in different books as completely different devices. The aim of this work is to combine them into one class based on the unity of the equations describing electromagnetic processes, and then, to show this unity on the mathematical model and experimental setup. Based on research from mathematics to the product, a conclusion is made about the methodology for the rapid conduct of research and experimental design work, preparation for production and serial production of converters with a unified bundle. In recent years, there has been a transition from thyristor circuits and transistor in modular design. Showing the example of thyristor rectifiers and AC voltage regulators, we can conclude that there is a unity of mathematical structures and grid-tied thyristor converters.Keywords: Direct current, alternating current, rectifier, AC voltage regulator, generalized mathematical model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 99831 Research on Transformer Condition-based Maintenance System using the Method of Fuzzy Comprehensive Evaluation
Authors: Po-Chun Lin, Jyh-Cherng Gu
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This study adopted previous fault patterns, results of detection analysis, historical records and data, and experts- experiences to establish fuzzy principles and estimate the failure probability index of components of a power transformer. Considering that actual parameters and limiting conditions of parameters may differ, this study used the standard data of IEC, IEEE, and CIGRE as condition parameters. According to the characteristics of each condition parameter, relative degradation was introduced to reflect the degree of influence of the factors on the transformer condition. The method of fuzzy mathematics was adopted to determine the subordinate function of the transformer condition. The calculation used the Matlab Fuzzy Tool Box to select the condition parameters of coil winding, iron core, bushing, OLTC, insulating oil and other auxiliary components and factors (e.g., load records, performance history, and maintenance records) of the transformer to establish the fuzzy principles. Examples were presented to support the rationality and effectiveness of the evaluation method of power transformer performance conditions, as based on fuzzy comprehensive evaluation.Keywords: Fuzzy, relative degradation degree, condition-basedmaintenance, power transformer
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 245430 Adomian Decomposition Method Associated with Boole-s Integration Rule for Goursat Problem
Authors: Mohd Agos Salim Nasir, Ros Fadilah Deraman, Siti Salmah Yasiran
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The Goursat partial differential equation arises in linear and non linear partial differential equations with mixed derivatives. This equation is a second order hyperbolic partial differential equation which occurs in various fields of study such as in engineering, physics, and applied mathematics. There are many approaches that have been suggested to approximate the solution of the Goursat partial differential equation. However, all of the suggested methods traditionally focused on numerical differentiation approaches including forward and central differences in deriving the scheme. An innovation has been done in deriving the Goursat partial differential equation scheme which involves numerical integration techniques. In this paper we have developed a new scheme to solve the Goursat partial differential equation based on the Adomian decomposition (ADM) and associated with Boole-s integration rule to approximate the integration terms. The new scheme can easily be applied to many linear and non linear Goursat partial differential equations and is capable to reduce the size of computational work. The accuracy of the results reveals the advantage of this new scheme over existing numerical method.Keywords: Goursat problem, partial differential equation, Adomian decomposition method, Boole's integration rule.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 184429 Integration of Best Practices and Requirements for Preliminary E-Learning Courses
Authors: Sophie Huck, Knut Linke
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This study will examine how IT practitioners can be motivated for IT studies and which kind of support they need during their occupational studies. Within this research project, the challenge of supporting students being engaged in business for several years arose. Here, it is especially important to successfully guide them through their studies. The problem of this group is that they finished their school education years ago. In order to gather first experiences, preliminary e-learning courses were introduced and tested with a group of users studying General Management. They had to work with these courses and have been questioned later on about their approach to the different methods. Moreover, a second group of potential students was interviewed with the help of online questionnaires to give information about their expectations regarding extra occupational studies. We also want to present best practices and cases in e-education in the subarea of mathematics and distance learning. Within these cases and practices, we use state of the art systems and technologies in e-education to find a way to increase teaching quality and the success of students. Our research indicated that the first group of enrolled students appreciated the new preliminary e-learning courses. The second group of potential students was convinced of this way of learning as a significant component of extra occupational studies. It can be concluded that this part of the project clarified the acceptance of the e-learning strategy by both groups and led to satisfactory results with the enrolled students.
Keywords: E-learning evaluation, self-learning, virtual classroom, virtual learning environments.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 166728 The Martingale Options Price Valuation for European Puts Using Stochastic Differential Equation Models
Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 72227 Investigating the Dynamics of Knowledge Acquisition in Learning Using Differential Equations
Authors: Gilbert Makanda, Roelf Sypkens
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A mathematical model for knowledge acquisition in teaching and learning is proposed. In this study we adopt the mathematical model that is normally used for disease modelling into teaching and learning. We derive mathematical conditions which facilitate knowledge acquisition. This study compares the effects of dropping out of the course at early stages with later stages of learning. The study also investigates effect of individual interaction and learning from other sources to facilitate learning. The study fits actual data to a general mathematical model using Matlab ODE45 and lsqnonlin to obtain a unique mathematical model that can be used to predict knowledge acquisition. The data used in this study was obtained from the tutorial test results for mathematics 2 students from the Central University of Technology, Free State, South Africa in the department of Mathematical and Physical Sciences. The study confirms already known results that increasing dropout rates and forgetting taught concepts reduce the population of knowledgeable students. Increasing teaching contacts and access to other learning materials facilitate knowledge acquisition. The effect of increasing dropout rates is more enhanced in the later stages of learning than earlier stages. The study opens up a new direction in further investigations in teaching and learning using differential equations.Keywords: Differential equations, knowledge acquisition, least squares nonlinear, dynamical systems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 90226 A Case Study of Mobile Game Based Learning Design for Gender Responsive STEM Education
Authors: Raluca Ionela Maxim
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Designing a gender responsive Science, Technology, Engineering and Mathematics (STEM) mobile game based learning solution (mGBL) is a challenge in terms of content, gamification level and equal engagement of girls and boys. The goal of this case study was to research and create a high-fidelity prototype design of a mobile game that contains role-models as avatars that guide and expose girls and boys to STEM learning content. For this research purpose it was applied the methodology of design sprint with five-phase process that combines design thinking principles. The technique of this methodology comprises smart interviews with STEM experts, mind-map creation, sketching, prototyping and usability testing of the interactive prototype of the gender responsive STEM mGBL. The results have shown that the effect of the avatar/role model had a positive impact. Therefore, by exposing students (boys and girls) to STEM role models in an mGBL tool is helpful for the decreasing of the gender inequalities in STEM fields.
Keywords: Design thinking, design sprint, gender-responsive STEM education, mobile game based learning, role-models.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 134725 An Implementation of Fuzzy Logic Technique for Prediction of the Power Transformer Faults
Authors: Omar M. Elmabrouk., Roaa Y. Taha., Najat M. Ebrahim, Sabbreen A. Mohammed
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Power transformers are the most crucial part of power electrical system, distribution and transmission grid. This part is maintained using predictive or condition-based maintenance approach. The diagnosis of power transformer condition is performed based on Dissolved Gas Analysis (DGA). There are five main methods utilized for analyzing these gases. These methods are International Electrotechnical Commission (IEC) gas ratio, Key Gas, Roger gas ratio, Doernenburg, and Duval Triangle. Moreover, due to the importance of the transformers, there is a need for an accurate technique to diagnose and hence predict the transformer condition. The main objective of this technique is to avoid the transformer faults and hence to maintain the power electrical system, distribution and transmission grid. In this paper, the DGA was utilized based on the data collected from the transformer records available in the General Electricity Company of Libya (GECOL) which is located in Benghazi-Libya. The Fuzzy Logic (FL) technique was implemented as a diagnostic approach based on IEC gas ratio method. The FL technique gave better results and approved to be used as an accurate prediction technique for power transformer faults. Also, this technique is approved to be a quite interesting for the readers and the concern researchers in the area of FL mathematics and power transformer.
Keywords: Fuzzy logic, dissolved gas-in-oil analysis, DGA, prediction, power transformer.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 134624 Inventing a Method of Problem Solving: The Natural Movement of the Mind to Solve a Problem
Authors: Amir Farkhonde
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The major objective of this study was to devise a method for solving mathematical problems. Three concepts including faculty of understanding, faculty of guess, and free mind or beginner's mind provided the foundation for this method. An explanatory approach along with a hermeneutic process was taken in this study to support the assumption that mathematical knowledge is constantly developing and it seems essential for students to solve math problems on their own using their faculty of understanding (interpretive dialogue) and faculty of guess. For doing so, a kind of movement from the mathematical problem to mathematical knowledge should be adopted for teaching students a new math topic. The research method of this paper is review, descriptive and conception development. This paper first reviews the research findings on the NRICH’S project (NRICH is part of the family of activities in the Millennium Mathematics Project) with the aim that these findings form the theoretical basis of the problem-solving method. Then, the curriculum, the conceptual structure of the new method, how to design the problem and an example of it are discussed. In this way, students are immersed in the story of discovering and understanding the problem formula, and interpretive dialogue with the text continues by following the questions posed by the problem and constantly reconstructing the answer to find a formula or solution to solve the problem.
Keywords: Interpretive dialogue, NRICH, inventing, a method of problem solving.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23323 Computational Modeling in Strategic Marketing
Authors: Petr Cernohorsky, Jan Voracek
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Well-developed strategic marketing planning is the essential prerequisite for establishment of the right and unique competitive advantage. Typical market, however, is a heterogeneous and decentralized structure with natural involvement of individual or group subjectivity and irrationality. These features cannot be fully expressed with one-shot rigorous formal models based on, e.g. mathematics, statistics or empirical formulas. We present an innovative solution, extending the domain of agent based computational economics towards the concept of hybrid modeling in service provider and consumer market such as telecommunications. The behavior of the market is described by two classes of agents - consumer and service provider agents - whose internal dynamics are fundamentally different. Customers are rather free multi-state structures, adjusting behavior and preferences quickly in accordance with time and changing environment. Producers, on the contrary, are traditionally structured companies with comparable internal processes and specific managerial policies. Their business momentum is higher and immediate reaction possibilities limited. This limitation underlines importance of proper strategic planning as the main process advising managers in time whether to continue with more or less the same business or whether to consider the need for future structural changes that would ensure retention of existing customers or acquisition of new ones.Keywords: Agent-based computational economics, hybrid modeling, strategic marketing, system dynamics.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 163422 Topics of Blockchain Technology to Teach at Community College
Authors: Penn P. Wu, Jeannie Jo
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Blockchain technology has rapidly gained popularity in industry. This paper attempts to assist academia to answer four questions. First, should community colleges begin offering education to nurture blockchain-literate students for the job market? Second, what are the appropriate topical areas to cover? Third, should it be an individual course? And forth, should it be a technical or management course? This paper starts with identifying the knowledge domains of blockchain technology and the topical areas each domain has, and continues with placing them in appropriate academic territories (Computer Sciences vs. Business) and subjects (programming, management, marketing, and laws), and then develops an evaluation model to determine the appropriate topical area for community colleges to teach. The evaluation is based on seven factors: maturity of technology, impacts on management, real-world applications, subject classification, knowledge prerequisites, textbook readiness, and recommended pedagogies. The evaluation results point to an interesting direction that offering an introductory course is an ideal option to guide students through the learning journey of what blockchain is and how it applies to business. Such an introductory course does not need to engage students in the discussions of mathematics and sciences that make blockchain technologies possible. While it is inevitable to brief technical topics to help students build a solid knowledge foundation of blockchain technologies, community colleges should avoid offering students a course centered on the discussion of developing blockchain applications.
Keywords: Blockchain, pedagogies, blockchain technologies, blockchain course, blockchain pedagogies.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 91521 The Proof of Analogous Results for Martingales and Partial Differential Equations Options Price Valuation Formulas Using Stochastic Differential Equation Models in Finance
Authors: H. D. Ibrahim, H. C. Chinwenyi, A. H. Usman
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Valuing derivatives (options, futures, swaps, forwards, etc.) is one uneasy task in financial mathematics. The two ways this problem can be effectively resolved in finance is by the use of two methods (Martingales and Partial Differential Equations (PDEs)) to obtain their respective options price valuation formulas. This research paper examined two different stochastic financial models which are Constant Elasticity of Variance (CEV) model and Black-Karasinski term structure model. Assuming their respective option price valuation formulas, we proved the analogous of the Martingales and PDEs options price valuation formulas for the two different Stochastic Differential Equation (SDE) models. This was accomplished by using the applications of Girsanov theorem for defining an Equivalent Martingale Measure (EMM) and the Feynman-Kac theorem. The results obtained show the systematic proof for analogous of the two (Martingales and PDEs) options price valuation formulas beginning with the Martingales option price formula and arriving back at the Black-Scholes parabolic PDEs and vice versa.
Keywords: Option price valuation, Martingales, Partial Differential Equations, PDEs, Equivalent Martingale Measure, Girsanov Theorem, Feyman-Kac Theorem, European Put Option.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 36020 Innovative Teaching in Systems Analysis and Design - an Action Research Project
Authors: Imelda Smit
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Systems Analysis and Design is a key subject in Information Technology courses, but students do not find it easy to cope with, since it is not “precise" like programming and not exact like Mathematics. It is a subject working with many concepts, modeling ideas into visual representations and then translating the pictures into a real life system. To complicate matters users who are not necessarily familiar with computers need to give their inputs to ensure that they get the system the need. Systems Analysis and Design also covers two fields, namely Analysis, focusing on the analysis of the existing system and Design, focusing on the design of the new system. To be able to test the analysis and design of a system, it is necessary to develop a system or at least a prototype of the system to test the validity of the analysis and design. The skills necessary in each aspect differs vastly. Project Management Skills, Database Knowledge and Object Oriented Principles are all necessary. In the context of a developing country where students enter tertiary education underprepared and the digital divide is alive and well, students need to be motivated to learn the necessary skills, get an opportunity to test it in a “live" but protected environment – within the framework of a university. The purpose of this article is to improve the learning experience in Systems Analysis and Design through reviewing the underlying teaching principles used, the teaching tools implemented, the observations made and the reflections that will influence future developments in Systems Analysis and Design. Action research principles allows the focus to be on a few problematic aspects during a particular semester.Keywords: Action Research, Project Development, Systems Analysis and Design, Technology in Teaching.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 144119 Accurate Visualization of Graphs of Functions of Two Real Variables
Authors: Zeitoun D. G., Thierry Dana-Picard
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The study of a real function of two real variables can be supported by visualization using a Computer Algebra System (CAS). One type of constraints of the system is due to the algorithms implemented, yielding continuous approximations of the given function by interpolation. This often masks discontinuities of the function and can provide strange plots, not compatible with the mathematics. In recent years, point based geometry has gained increasing attention as an alternative surface representation, both for efficient rendering and for flexible geometry processing of complex surfaces. In this paper we present different artifacts created by mesh surfaces near discontinuities and propose a point based method that controls and reduces these artifacts. A least squares penalty method for an automatic generation of the mesh that controls the behavior of the chosen function is presented. The special feature of this method is the ability to improve the accuracy of the surface visualization near a set of interior points where the function may be discontinuous. The present method is formulated as a minimax problem and the non uniform mesh is generated using an iterative algorithm. Results show that for large poorly conditioned matrices, the new algorithm gives more accurate results than the classical preconditioned conjugate algorithm.
Keywords: Function singularities, mesh generation, point allocation, visualization, collocation least squares method, Augmented Lagrangian method, Uzawa's Algorithm, Preconditioned Conjugate Gradien
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 169818 Sorting Primitives and Genome Rearrangementin Bioinformatics: A Unified Perspective
Authors: Swapnoneel Roy, Minhazur Rahman, Ashok Kumar Thakur
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Bioinformatics and computational biology involve the use of techniques including applied mathematics, informatics, statistics, computer science, artificial intelligence, chemistry, and biochemistry to solve biological problems usually on the molecular level. Research in computational biology often overlaps with systems biology. Major research efforts in the field include sequence alignment, gene finding, genome assembly, protein structure alignment, protein structure prediction, prediction of gene expression and proteinprotein interactions, and the modeling of evolution. Various global rearrangements of permutations, such as reversals and transpositions,have recently become of interest because of their applications in computational molecular biology. A reversal is an operation that reverses the order of a substring of a permutation. A transposition is an operation that swaps two adjacent substrings of a permutation. The problem of determining the smallest number of reversals required to transform a given permutation into the identity permutation is called sorting by reversals. Similar problems can be defined for transpositions and other global rearrangements. In this work we perform a study about some genome rearrangement primitives. We show how a genome is modelled by a permutation, introduce some of the existing primitives and the lower and upper bounds on them. We then provide a comparison of the introduced primitives.Keywords: Sorting Primitives, Genome Rearrangements, Transpositions, Block Interchanges, Strip Exchanges.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 214717 Mathematical Modeling of Wind Energy System for Designing Fault Tolerant Control
Authors: Patil Ashwini, Archana Thosar
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This paper addresses the mathematical model of wind energy system useful for designing fault tolerant control. To serve the demand of power, large capacity wind energy systems are vital. These systems are installed offshore where non planned service is very costly. Whenever there is a fault in between two planned services, the system may stop working abruptly. This might even lead to the complete failure of the system. To enhance the reliability, the availability and reduce the cost of maintenance of wind turbines, the fault tolerant control systems are very essential. For designing any control system, an appropriate mathematical model is always needed. In this paper, the two-mass model is modified by considering the frequent mechanical faults like misalignments in the drive train, gears and bearings faults. These faults are subject to a wear process and cause frictional losses. This paper addresses these faults in the mathematics of the wind energy system. Further, the work is extended to study the variations of the parameters namely generator inertia constant, spring constant, viscous friction coefficient and gear ratio; on the pole-zero plot which is related with the physical design of the wind turbine. Behavior of the wind turbine during drive train faults are simulated and briefly discussed.
Keywords: Mathematical model of wind energy system, stability analysis, shaft stiffness, viscous friction coefficient, gear ratio, generator inertia, fault tolerant control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 189116 Pattern Discovery from Student Feedback: Identifying Factors to Improve Student Emotions in Learning
Authors: Angelina A. Tzacheva, Jaishree Ranganathan
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Interest in (STEM) Science Technology Engineering Mathematics education especially Computer Science education has seen a drastic increase across the country. This fuels effort towards recruiting and admitting a diverse population of students. Thus the changing conditions in terms of the student population, diversity and the expected teaching and learning outcomes give the platform for use of Innovative Teaching models and technologies. It is necessary that these methods adapted should also concentrate on raising quality of such innovations and have positive impact on student learning. Light-Weight Team is an Active Learning Pedagogy, which is considered to be low-stake activity and has very little or no direct impact on student grades. Emotion plays a major role in student’s motivation to learning. In this work we use the student feedback data with emotion classification using surveys at a public research institution in the United States. We use Actionable Pattern Discovery method for this purpose. Actionable patterns are patterns that provide suggestions in the form of rules to help the user achieve better outcomes. The proposed method provides meaningful insight in terms of changes that can be incorporated in the Light-Weight team activities, resources utilized in the course. The results suggest how to enhance student emotions to a more positive state, in particular focuses on the emotions ‘Trust’ and ‘Joy’.Keywords: Actionable pattern discovery, education, emotion, data mining.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 51115 Using Thinking Blocks to Encourage the Use of Higher Order Thinking Skills among Students When Solving Problems on Fractions
Authors: Abdul Halim Abdullah, Nur Liyana Zainal Abidin, Mahani Mokhtar
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Problem-solving is an activity which can encourage students to use Higher Order Thinking Skills (HOTS). Learning fractions can be challenging for students since empirical evidence shows that students experience difficulties in solving the fraction problems. However, visual methods can help students to overcome the difficulties since the methods help students to make meaningful visual representations and link abstract concepts in Mathematics. Therefore, the purpose of this study was to investigate whether there were any changes in students’ HOTS at the four highest levels when learning the fractions by using Thinking Blocks. 54 students participated in a quasi-experiment using pre-tests and post-tests. Students were divided into two groups. The experimental group (n=32) received a treatment to improve the students’ HOTS and the other group acted as the control group (n=22) which used a traditional method. Data were analysed by using Mann-Whitney test. The results indicated that during post-test, students who used Thinking Blocks showed significant improvement in their HOTS level (p=0.000). In addition, the results of post-test also showed that the students’ performance improved significantly at the four highest levels of HOTS; namely, application (p=0.001), analyse (p=0.000), evaluate (p=0.000), and create (p=0.000). Therefore, it can be concluded that Thinking Blocks can effectively encourage students to use the four highest levels of HOTS which consequently enable them to solve fractions problems successfully.Keywords: Thinking blocks, higher order thinking skills, fractions, problem solving.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 134514 Arsenic Mobility from Mining Tailings of Monte San Nicolas to Presa de Mata in Guanajuato, Mexico
Authors: I. Cano-Aguilera, B. E. Rubio-Campos, G. De la Rosa, A. F. Aguilera-Alvarado
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Mining tailings represent a generating source of rich heavy metal material with a potential danger the public health and the environment, since these metals, under certain conditions, can leach and contaminate aqueous systems that serve like supplying potable water sources. The strategy for this work is based on the observation, experimentation and the simulation that can be obtained by binding real answers of the hydrodynamic behavior of metals leached from mining tailings, and the applied mathematics that provides the logical structure to decipher the individual effects of the general physicochemical phenomenon. The case of study presented herein focuses on mining tailings deposits located in Monte San Nicolas, Guanajuato, Mexico, an abandoned mine. This was considered the contamination source that under certain physicochemical conditions can favor the metal leaching, and its transport towards aqueous systems. In addition, the cartography, meteorology, geology and the hydrodynamics and hydrological characteristics of the place, will be helpful in determining the way and the time in which these systems can interact. Preliminary results demonstrated that arsenic presents a great mobility, since this one was identified in several superficial aqueous systems of the micro watershed, as well as in sediments in concentrations that exceed the established maximum limits in the official norms. Also variations in pH and potential oxide-reduction were registered, conditions that favor the presence of different species from this element its solubility and therefore its mobility.
Keywords: Arsenic, mining tailings, transport.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 167713 A Development of the Multiple Intelligences Measurement of Elementary Students
Authors: Chaiwat Waree
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This research aims at development of the Multiple Intelligences Measurement of Elementary Students. The structural accuracy test and normality establishment are based on the Multiple Intelligences Theory of Gardner. This theory consists of eight aspects namely linguistics, logic and mathematics, visual-spatial relations, body and movement, music, human relations, self-realization/selfunderstanding and nature. The sample used in this research consists of elementary school students (aged between 5-11 years). The size of the sample group was determined by Yamane Table. The group has 2,504 students. Multistage Sampling was used. Basic statistical analysis and construct validity testing were done using confirmatory factor analysis. The research can be summarized as follows; 1. Multiple Intelligences Measurement consisting of 120 items is content-accurate. Internal consistent reliability according to the method of Kuder-Richardson of the whole Multiple Intelligences Measurement equals .91. The difficulty of the measurement test is between .39-.83. Discrimination is between .21-.85. 2). The Multiple Intelligences Measurement has construct validity in a good range, that is 8 components and all 120 test items have statistical significance level at .01. Chi-square value equals 4357.7; p=.00 at the degree of freedom of 244 and Goodness of Fit Index equals 1.00. Adjusted Goodness of Fit Index equals .92. Comparative Fit Index (CFI) equals .68. Root Mean Squared Residual (RMR) equals 0.064 and Root Mean Square Error of Approximation equals 0.82. 3). The normality of the Multiple Intelligences Measurement is categorized into 3 levels. Those with high intelligence are those with percentiles of more than 78. Those with moderate/medium intelligence are those with percentiles between 24 and 77.9. Those with low intelligence are those with percentiles from 23.9 downwards.
Keywords: Multiple Intelligences, Measurement, Elementary Students.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 294812 Generating a Functional Grammar for Architectural Design from Structural Hierarchy in Combination of Square and Equal Triangle
Authors: Sanaz Ahmadzadeh Siyahrood, Arghavan Ebrahimi, Mohammadjavad Mahdavinejad
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Islamic culture was accountable for a plethora of development in astronomy and science in the medieval term, and in geometry likewise. Geometric patterns are reputable in a considerable number of cultures, but in the Islamic culture the patterns have specific features that connect the Islamic faith to mathematics. In Islamic art, three fundamental shapes are generated from the circle shape: triangle, square and hexagon. Originating from their quiddity, each of these geometric shapes has its own specific structure. Even though the geometric patterns were generated from such simple forms as the circle and the square, they can be combined, duplicated, interlaced, and arranged in intricate combinations. So in order to explain geometrical interaction principles between square and equal triangle, in the first definition step, all types of their linear forces individually and in the second step, between them, would be illustrated. In this analysis, some angles will be created from intersection of their directions. All angles are categorized to some groups and the mathematical expressions among them are analyzed. Since the most geometric patterns in Islamic art and architecture are based on the repetition of a single motif, the evaluation results which are obtained from a small portion, is attributable to a large-scale domain while the development of infinitely repeating patterns can represent the unchanging laws. Geometric ornamentation in Islamic art offers the possibility of infinite growth and can accommodate the incorporation of other types of architectural layout as well, so the logic and mathematical relationships which have been obtained from this analysis are applicable in designing some architecture layers and developing the plan design.
Keywords: Angle, architecture, design, equal triangle, generating, grammar, square and structural hierarchy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 884