Search results for: Fast Dynamic Time Warping.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 8416

Search results for: Fast Dynamic Time Warping.

6766 Bifurcations for a FitzHugh-Nagumo Model with Time Delays

Authors: Changjin Xu, Peiluan Li

Abstract:

In this paper, a FitzHugh-Nagumo model with time delays is investigated. The linear stability of the equilibrium and the existence of Hopf bifurcation with delay τ is investigated. By applying Nyquist criterion, the length of delay is estimated for which stability continues to hold. Numerical simulations for justifying the theoretical results are illustrated. Finally, main conclusions are given.

Keywords: FitzHugh-Nagumo model, Time delay, Stability, Hopf bifurcation.

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6765 On Mobile Checkpointing using Index and Time Together

Authors: Awadhesh Kumar Singh

Abstract:

Checkpointing is one of the commonly used techniques to provide fault-tolerance in distributed systems so that the system can operate even if one or more components have failed. However, mobile computing systems are constrained by low bandwidth, mobility, lack of stable storage, frequent disconnections and limited battery life. Hence, checkpointing protocols having lesser number of synchronization messages and fewer checkpoints are preferred in mobile environment. There are two different approaches, although not orthogonal, to checkpoint mobile computing systems namely, time-based and index-based. Our protocol is a fusion of these two approaches, though not first of its kind. In the present exposition, an index-based checkpointing protocol has been developed, which uses time to indirectly coordinate the creation of consistent global checkpoints for mobile computing systems. The proposed algorithm is non-blocking, adaptive, and does not use any control message. Compared to other contemporary checkpointing algorithms, it is computationally more efficient because it takes lesser number of checkpoints and does not need to compute dependency relationships. A brief account of important and relevant works in both the fields, time-based and index-based, has also been included in the presentation.

Keywords: Checkpointing, forced checkpoint, mobile computing, recovery, time-coordinated.

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6764 Signal Processing Approach to Study Multifractality and Singularity of Solar Wind Speed Time Series

Authors: Tushnik Sarkar, Mofazzal H. Khondekar, Subrata Banerjee

Abstract:

This paper investigates the nature of the fluctuation of the daily average Solar wind speed time series collected over a period of 2492 days, from 1st January, 1997 to 28th October, 2003. The degree of self-similarity and scalability of the Solar Wind Speed signal has been explored to characterise the signal fluctuation. Multi-fractal Detrended Fluctuation Analysis (MFDFA) method has been implemented on the signal which is under investigation to perform this task. Furthermore, the singularity spectra of the signals have been also obtained to gauge the extent of the multifractality of the time series signal.

Keywords: Detrended fluctuation analysis, generalized Hurst exponent, holder exponents, multifractal exponent, multifractal spectrum, singularity spectrum, time series analysis.

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6763 Theoretical Analysis of Capacities in Dynamic Spatial Multiplexing MIMO Systems

Authors: Imen Sfaihi, Noureddine Hamdi

Abstract:

In this paper, we investigate the study of techniques for scheduling users for resource allocation in the case of multiple input and multiple output (MIMO) packet transmission systems. In these systems, transmit antennas are assigned to one user or dynamically to different users using spatial multiplexing. The allocation of all transmit antennas to one user cannot take full advantages of multi-user diversity. Therefore, we developed the case when resources are allocated dynamically. At each time slot users have to feed back their channel information on an uplink feedback channel. Channel information considered available in the schedulers is the zero forcing (ZF) post detection signal to interference plus noise ratio. Our analysis study concerns the round robin and the opportunistic schemes. In this paper, we present an overview and a complete capacity analysis of these schemes. The main results in our study are to give an analytical form of system capacity using the ZF receiver at the user terminal. Simulations have been carried out to validate all proposed analytical solutions and to compare the performance of these schemes.

Keywords: MIMO, scheduling, ZF receiver, spatial multiplexing, round robin scheduling, opportunistic.

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6762 Forecasting of Grape Juice Flavor by Using Support Vector Regression

Authors: Ren-Jieh Kuo, Chun-Shou Huang

Abstract:

The research of juice flavor forecasting has become more important in China. Due to the fast economic growth in China, many different kinds of juices have been introduced to the market. If a beverage company can understand their customers’ preference well, the juice can be served more attractive. Thus, this study intends to introducing the basic theory and computing process of grapes juice flavor forecasting based on support vector regression (SVR). Applying SVR, BPN, and LR to forecast the flavor of grapes juice in real data shows that SVR is more suitable and effective at predicting performance.

Keywords: Flavor forecasting, artificial neural networks, support vector regression, grape juice flavor.

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6761 The Role of Motivations for Eco-driving and Social Norms on Behavioural Intentions Regarding Speed Limits and Time Headway

Authors: M. Cristea, F. Paran, P. Delhomme

Abstract:

Eco-driving allows the driver to optimize his/her behaviour in order to achieve several types of benefits: reducing pollution emissions, increasing road safety, and fuel saving. One of the main rules for adopting eco-driving is to anticipate the traffic events by avoiding strong acceleration or braking and maintaining a steady speed when possible. Therefore, drivers have to comply with speed limits and time headway. The present study explored the role of three types of motivation and social norms in predicting French drivers- intentions to comply with speed limits and time headway as eco-driving practices as well as examine the variations according to gender and age. 1234 drivers with ages between 18 and 75 years old filled in a questionnaire which was presented as part of an online survey aiming to better understand the drivers- road habits. It included items assessing: a) behavioural intentions to comply with speed limits and time headway according to three types of motivation: reducing pollution emissions, increasing road safety, and fuel saving, b) subjective and descriptive social norms regarding the intention to comply with speed limits and time headway, and c) sociodemographical variables. Drivers expressed their intention to frequently comply with speed limits and time headway in the following 6 months; however, they showed more intention to comply with speed limits as compared to time headway regardless of the type of motivation. The subjective injunctive norms were significantly more important in predicting drivers- intentions to comply with speed limits and time headway as compared to the descriptive norms. In addition, the most frequently reported type of motivation for complying with speed limits and time headway was increasing road safety followed by fuel saving and reducing pollution emissions, hence underlining a low motivation to practice eco-driving. Practical implications of the results are discussed.

Keywords: Eco-driving, social norms, speed limits, time headway.

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6760 Parametric Study on Dynamic Analysis of Composite Laminated Plate

Authors: Junaid Kameran Ahmed

Abstract:

A laminated plate composite of graphite/epoxy has been analyzed dynamically in the present work by using a quadratic element (8-node diso-parametric), and by depending on 1st order shear deformation theory, every node in this element has 6-degrees of freedom (displacement in x, y, and z axis and twist about x, y, and z axis). The dynamic analysis in the present work covered parametric studies on a composite laminated plate (square plate) to determine its effect on the natural frequency of the plate. The parametric study is represented by set of changes (plate thickness, number of layers, support conditions, layer orientation), and the plates have been simulated by using ANSYS package 12. The boundary conditions considered in this study, at all four edges of the plate, are simply supported and fixed boundary condition. The results obtained from ANSYS program show that the natural frequency for both fixed and simply supported increases with increasing the number of layers, but this increase in the natural frequency for the first five modes will be neglected after 10 layers. And it is observed that the natural frequency of a composite laminated plate will change with the change of ply orientation, the natural frequency increases and it will be at maximum with angle 45 of ply for simply supported laminated plate, and maximum natural frequency will be with cross-ply (0/90) for fixed laminated composite plate. It is also observed that the natural frequency increase is approximately doubled when the thickness is doubled.

Keywords: Laminated plate, orthotropic plate, square plate, natural frequency, graphite/epoxy.

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6759 Performance Evaluation of a Limited Round-Robin System

Authors: Yoshiaki Shikata

Abstract:

Performance of a limited Round-Robin (RR) rule is studied in order to clarify the characteristics of a realistic sharing model of a processor. Under the limited RR rule, the processor allocates to each request a fixed amount of time, called a quantum, in a fixed order. The sum of the requests being allocated these quanta is kept below a fixed value. Arriving requests that cannot be allocated quanta because of such a restriction are queued or rejected. Practical performance measures, such as the relationship between the mean sojourn time, the mean number of requests, or the loss probability and the quantum size are evaluated via simulation. In the evaluation, the requested service time of an arriving request is converted into a quantum number. One of these quanta is included in an RR cycle, which means a series of quanta allocated to each request in a fixed order. The service time of the arriving request can be evaluated using the number of RR cycles required to complete the service, the number of requests receiving service, and the quantum size. Then an increase or decrease in the number of quanta that are necessary before service is completed is reevaluated at the arrival or departure of other requests. Tracking these events and calculations enables us to analyze the performance of our limited RR rule. In particular, we obtain the most suitable quantum size, which minimizes the mean sojourn time, for the case in which the switching time for each quantum is considered.

Keywords: Limited RR rule, quantum, processor sharing, sojourn time, performance measures, simulation, loss probability.

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6758 Load Frequency Control of Nonlinear Interconnected Hydro-Thermal System Using Differential Evolution Technique

Authors: Banaja Mohanty, Prakash Kumar Hota

Abstract:

This paper presents a differential evolution algorithm to design a robust PI and PID controllers for Load Frequency Control (LFC) of nonlinear interconnected power systems considering the boiler dynamics, Governor Dead Band (GDB), Generation Rate Constraint (GRC). Differential evolution algorithm is employed to search for the optimal controller parameters. The proposed method easily copes of with nonlinear constraints. Further the proposed controller is simple, effective and can ensure the desirable overall system performance. The superiority of the proposed approach has been shown by comparing the results with published fuzzy logic controller for the same power systems. The comparison is done using various performance measures like overshoot, settling time and standard error criteria of frequency and tie-line power deviation following a 1% step load perturbation in hydro area. It is noticed that, the dynamic performance of proposed controller is better than fuzzy logic controller. Furthermore, it is also seen that the proposed system is robust and is not affected by change in the system parameters.

Keywords: Automatic Generation control (AGC), Generation Rate Constraint (GRC), Governor Dead Band (GDB), Differential Evolution (DE)

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6757 The Shanghai Cooperation Organization: China's Grand Strategy in Central Asia

Authors: Mara Gubaidullina, Aigerim Yelibayeva

Abstract:

The Shanghai Cooperation Organization is one of the successful outcomes of China's foreign policy since the end of the Cold war. The expansion of multilateral ties all over the world by dint of pursuing institutional strategies as SCO, identify China as a more constructive power. SCO became a new model of cooperation that was formed on remains of collapsed Soviet system, and predetermined China's geopolitical role in the region. As the fast developing effective regional mechanism, SCO today has more of external impact on the international system and forms a new type of interaction for promoting China's grand strategy of 'peaceful rise'.

Keywords: Central Asia, China's grand strategy, Shanghai Cooperation Organization.

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6756 Molecular Dynamics and Circular Dichroism Studies on Aurein 1.2 and Retro Analog

Authors: Safyeh Soufian, Hoosein Naderi-Manesh, Abdoali Alizadeh, Mohammad Nabi Sarbolouki

Abstract:

Aurein 1.2 is a 13-residue amphipathic peptide with antibacterial and anticancer activity. Aurein1.2 and its retro analog were synthesized to study the activity of the peptides in relation to their structure. The antibacterial test result showed the retro-analog is inactive. The secondary structural analysis by CD spectra indicated that both of the peptides at TFE/Water adopt alpha-helical conformation. MD simulation was performed on aurein 1.2 and retro-analog in water and TFE in order to analyse the factors that are involved in the activity difference between retro and the native peptide. The simulation results are discussed and validated in the light of experimental data from the CD experiment. Both of the peptides showed a relatively similar pattern for their hydrophobicity, hydrophilicity, solvent accessible surfaces, and solvent accessible hydrophobic surfaces. However, they showed different in directions of dipole moment of peptides. Also, Our results further indicate that the reversion of the amino acid sequence affects flexibility .The data also showed that factors causing structural rigidity may decrease the activity. Consequently, our finding suggests that in the case of sequence-reversed peptide strategy, one has to pay attention to the role of amino acid sequence order in making flexibility and role of dipole moment direction in peptide activity. KeywordsAntimicrobial peptides, retro, molecular dynamic, circular dichroism.

Keywords: Antimicrobial peptides, retro, molecular dynamic, circular dichroism.

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6755 Vision-based Network System for Industrial Applications

Authors: Taweepol Suesut, Arjin Numsomran, Vittaya Tipsuwanporn

Abstract:

This paper presents the communication network for machine vision system to implement to control systems and logistics applications in industrial environment. The real-time distributed over the network is very important for communication among vision node, image processing and control as well as the distributed I/O node. A robust implementation both with respect to camera packaging and data transmission has been accounted. This network consists of a gigabit Ethernet network and a switch with integrated fire-wall is used to distribute the data and provide connection to the imaging control station and IEC-61131 conform signal integration comprising the Modbus TCP protocol. The real-time and delay time properties each part on the network were considered and worked out in this paper.

Keywords: Distributed Real-Time Automation, Machine Visionand Ethernet.

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6754 Growing Zeolite Y on FeCrAlloy Metal

Authors: Rana Th. A. Al-Rubaye, Burcin Atilgan, Richard J. Holmes, Arthur A. Garforth

Abstract:

Structured catalysts formed from the growth of zeolites on substrates is an area of increasing interest due to the increased efficiency of the catalytic process, and the ability to provide superior heat transfer and thermal conductivity for both exothermic and endothermic processes. However, the generation of structured catalysts represents a significant challenge when balancing the relationship variables between materials properties and catalytic performance, with the Na2O, H2O and Al2O3 gel composition paying a significant role in this dynamic, thereby affecting the both the type and range of application. The structured catalyst films generated as part of this investigation have been characterised using a range of techniques, including X-ray diffraction (XRD), Electron microscopy (SEM), Energy Dispersive X-ray analysis (EDX) and Thermogravimetric Analysis (TGA), with the transition from oxide-on-alloy wires to hydrothermally synthesised uniformly zeolite coated surfaces being demonstrated using both SEM and XRD. The robustness of the coatings has been ascertained by subjecting these to thermal cycling (ambient to 550oC), with the results indicating that the synthesis time and gel compositions have a crucial effect on the quality of zeolite growth on the FeCrAlloy wires. Finally, the activity of the structured catalyst was verified by a series of comparison experiments with standard zeolite Y catalysts in powdered pelleted forms.

Keywords: FeCrAlloy, Structured catalyst, and Zeolite Y.

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6753 Curing Time Effect on Behavior of Cement Treated Marine Clay

Authors: H. W. Xiao, F. H. Lee

Abstract:

Cement stabilization has been widely used for improving the strength and stiffness of soft clayey soils. Cement treated soil specimens used to investigate the stress-strain behaviour in the laboratory study are usually cured for 7 days. This paper examines the effects of curing time on the strength and stress strain behaviour of cement treated marine clay under triaxial loading condition. Laboratory-prepared cement treated Singapore marine clay with different mix proportion S-C-W (soil solid-cement solid-water) and curing time (7 days to 180 days) was investigated through conducting unconfined compressive strength test and triaxial test. The results show that the curing time has a significant effect on the unconfined compressive strength u q , isotropic compression behaviour and stress strain behaviour. Although the primary yield loci of the cement treated soil specimens with the same mix proportion expand with curing time, they are very narrowly banded and have nearly the same shape after being normalized by isotropic compression primary stress ' py p . The isotropic compression primary yield stress ' py p was shown to be linearly related to unconfined compressive strength u q for specimens with different curing time and mix proportion. The effect of curing time on the hardening behaviour will diminish with consolidation stress higher than isotropic compression primary yield stress but its damping rate is dependent on the cement content.

Keywords: Cement treated soil, curing time effect, hardening behaviour, isotropic compression primary yield stress, unconfined compressive strength.

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6752 Evolutionary Cobreeding of Cooperative and Competitive Subcultures

Authors: Emilia Nercissians

Abstract:

Neoclassical and functionalist explanations of self organization in multiagent systems have been criticized on several accounts including unrealistic explication of overadapted agents and failure to resolve problems of externality. The paper outlines a more elaborate and dynamic model that is capable of resolving these dilemmas. An illustrative example where behavioral diversity is cobred in a repeated nonzero sum task via evolutionary computing is presented.

Keywords: evolutionary stability, externalities, neofunctionalism, prisoners' dilemma.

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6751 Analysis of Histogram Asymmetry for Waste Recognition

Authors: Janusz Bobulski, Kamila Pasternak

Abstract:

Despite many years of effort and research, the problem of waste management is still current. There is a lack of fast and effective algorithms for classifying individual waste fractions. Many programs and projects improve statistics on the percentage of waste recycled every year. In these efforts, it is worth using modern Computer Vision techniques supported by artificial intelligence. In the article, we present a method of identifying plastic waste based on the asymmetry analysis of the histogram of the image containing the waste. The method is simple but effective (94%), which allows it to be implemented on devices with low computing power, in particular on microcomputers. Such de-vices will be used both at home and in waste sorting plants.

Keywords: Computer vision, environmental protection, image processing, waste management.

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6750 Three-Dimensional, Non-Linear Finite Element Analysis of Bullet Penetration through Thin AISI 4340 Steel Target Plate

Authors: Abhishek Soni, A. Kumaraswamy, M. S. Mahesh

Abstract:

Bullet penetration in steel plate is investigated with the help of three-dimensional, non-linear, transient, dynamic, finite elements analysis using explicit time integration code LSDYNA. The effect of large strain, strain-rate and temperature at very high velocity regime was studied from number of simulations of semi-spherical nose shape bullet penetration through single layered circular plate with 2 mm thickness at impact velocities of 500, 1000, and 1500 m/s with the help of Johnson Cook material model. Mie-Gruneisen equation of state is used in conjunction with Johnson Cook material model to determine pressure-volume relationship at various points of interests. Two material models viz. Plastic-Kinematic and Johnson- Cook resulted in different deformation patterns in steel plate. It is observed from the simulation results that the velocity drop and loss of kinetic energy occurred very quickly up to perforation of plate, after that the change in velocity and changes in kinetic energy are negligibly small. The physics behind this kind of behaviour is presented in the paper.

Keywords: AISI 4340 steel, ballistic impact simulation, bullet penetration, non-linear FEM.

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6749 Improvement Approach on Rotor Time Constant Adaptation with Optimum Flux in IFOC for Induction Machines Drives

Authors: S. Grouni, R. Ibtiouen, M. Kidouche, O. Touhami

Abstract:

Induction machine models used for steady-state and transient analysis require machine parameters that are usually considered design parameters or data. The knowledge of induction machine parameters is very important for Indirect Field Oriented Control (IFOC). A mismatched set of parameters will degrade the response of speed and torque control. This paper presents an improvement approach on rotor time constant adaptation in IFOC for Induction Machines (IM). Our approach tends to improve the estimation accuracy of the fundamental model for flux estimation. Based on the reduced order of the IM model, the rotor fluxes and rotor time constant are estimated using only the stator currents and voltages. This reduced order model offers many advantages for real time identification parameters of the IM.

Keywords: Indirect Field Oriented Control (IFOC), InductionMachine (IM), Rotor Time Constant, Parameters ApproachAdaptation. Optimum rotor flux.

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6748 Ranking - Convex Risk Minimization

Authors: Wojciech Rejchel

Abstract:

The problem of ranking (rank regression) has become popular in the machine learning community. This theory relates to problems, in which one has to predict (guess) the order between objects on the basis of vectors describing their observed features. In many ranking algorithms a convex loss function is used instead of the 0-1 loss. It makes these procedures computationally efficient. Hence, convex risk minimizers and their statistical properties are investigated in this paper. Fast rates of convergence are obtained under conditions, that look similarly to the ones from the classification theory. Methods used in this paper come from the theory of U-processes as well as empirical processes.

Keywords: Convex loss function, empirical risk minimization, empirical process, U-process, boosting, euclidean family.

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6747 Adaptive Fuzzy Control of Stewart Platform under Actuator Saturation

Authors: Dongsu Wu, Hongbin Gu, Peng Li

Abstract:

A novel adaptive fuzzy trajectory tracking algorithm of Stewart platform based motion platform is proposed to compensate path deviation and degradation of controller-s performance due to actuator torque limit. The algorithm can be divided into two parts: the real-time trajectory shaping part and the joint space adaptive fuzzy controller part. For a reference trajectory in task space whenever any of the actuators is saturated, the desired acceleration of the reference trajectory is modified on-line by using dynamic model of motion platform. Meanwhile an additional action with respect to the difference between the nominal and modified trajectories is utilized in the non-saturated region of actuators to reduce the path error. Using modified trajectory as input, the joint space controller incorporates compute torque controller, leg velocity observer and fuzzy disturbance observer with saturation compensation. It can ensure stability and tracking performance of controller in present of external disturbance and position only measurement. Simulation results verify the effectiveness of proposed control scheme.

Keywords: Actuator saturation, adaptive fuzzy control, Stewartplatform, trajectory shaping, flight simulator

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6746 Quadrotor Black-Box System Identification

Authors: Ionel Stanculeanu, Theodor Borangiu

Abstract:

This paper presents a new approach in the identification of the quadrotor dynamic model using a black-box system for identification. Also the paper considers the problems which appear during the identification in the closed-loop and offers a technical solution for overcoming the correlation between the input noise present in the output

Keywords: System identification, UAV, prediction error method, quadrotor.

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6745 High Temperature Deformation Behavior of Cr-containing Superplastic Iron Aluminide

Authors: Seok Hong Min, Woo Young Jung, Tae Kwon Ha

Abstract:

Superplastic deformation and high temperature load relaxation behavior of coarse-grained iron aluminides with the composition of Fe-28 at.% Al have been investigated. A series of load relaxation and tensile tests were conducted at temperatures ranging from 600 to 850oC. The flow curves obtained from load relaxation tests were found to have a sigmoidal shape and to exhibit stress vs. strain rate data in a very wide strain rate range from 10-7/s to 10-2/s. Tensile tests have been conducted at various initial strain rates ranging from 3×10-5/s to 1×10-2/s. Maximum elongation of ~500 % was obtained at the initial strain rate of 3×10-5/s and the maximum strain rate sensitivity was found to be 0.68 at 850oC in binary Fe-28Al alloy. Microstructure observation through the optical microscopy (OM) and the electron back-scattered diffraction (EBSD) technique has been carried out on the deformed specimens and it has revealed the evidences for grain boundary migration and grain refinement to occur during superplastic deformation, suggesting the dynamic recrystallization mechanism. The addition of Cr by the amount of 5 at.% appeared to deteriorate the superplasticity of the binary iron aluminide. By applying the internal variable theory of structural superplasticity, the addition of Cr has been revealed to lower the contribution of the frictional resistance to dislocation glide during high temperature deformation of the Fe3Al alloy.

Keywords: Iron aluminide (Fe3Al), large grain size, structural superplasticity, dynamic recrystallization, chromium (Cr).

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6744 Numerical Analysis of the Effect of Geocell Reinforcement above Buried Pipes on Surface Settlement and Vertical Pressure

Authors: Waqed H. Almohammed, Mohammed Y. Fattah, Sajjad E. Rasheed

Abstract:

Dynamic traffic loads cause deformation of underground pipes, resulting in vehicle discomfort. This makes it necessary to reinforce the layers of soil above underground pipes. In this study, the subbase layer was reinforced. Finite element software (PLAXIS 3D) was used to in the simulation, which includes geocell reinforcement, vehicle loading, soil layers and Glass Fiber Reinforced Plastic (GRP) pipe. Geocell reinforcement was modeled using a geogrid element, which was defined as a slender structure element that has the ability to withstand axial stresses but not to resist bending. Geogrids cannot withstand compression but they can withstand tensile forces. Comparisons have been made between the numerical models and experimental works, and a good agreement was obtained. Using the mathematical model, the performance of three different pipes of diameter 600 mm, 800 mm, and 1000 mm, and three different vehicular speeds of 20 km/h, 40 km/h, and 60 km/h, was examined to determine their impact on surface settlement and vertical pressure at the pipe crown for two cases: with and without geocell reinforcement. The results showed that, for a pipe diameter of 600 mm under geocell reinforcement, surface settlement decreases by 94 % when the speed of the vehicle is 20 km/h and by 98% when the speed of the vehicle is 60 km/h. Vertical pressure decreases by 81 % when the diameter of the pipe is 600 mm, while the value decreases to 58 % for a pipe with diameter 1000 mm. The results show that geocell reinforcement causes a significant and positive reduction in surface settlement and vertical stress above the pipe crown, leading to an increase in pipe safety.

Keywords: Dynamic loading, geocell reinforcement, GRP pipe, PLAXIS 3D, surface settlement.

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6743 Real-time Interactive Ocean Wave Simulation using Multithread

Authors: K. Prachumrak, T. Kanchanapornchai

Abstract:

This research simulates one of the natural phenomena, the ocean wave. Our goal is to be able to simulate the ocean wave at real-time rate with the water surface interacting with objects. The wave in this research is calm and smooth caused by the force of the wind above the ocean surface. In order to make the simulation of the wave real-time, the implementation of the GPU and the multithreading techniques are used here. Based on the fact that the new generation CPUs, for personal computers, have multi cores, they are useful for the multithread. This technique utilizes more than one core at a time. This simulation is programmed by C language with OpenGL. To make the simulation of the wave look more realistic, we applied an OpenGL technique called cube mapping (environmental mapping) to make water surface reflective and more realistic.

Keywords: Interactive wave, ocean wave, wind effect, multithread

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6742 Hybrid Equity Warrants Pricing Formulation under Stochastic Dynamics

Authors: Teh Raihana Nazirah Roslan, Siti Zulaiha Ibrahim, Sharmila Karim

Abstract:

A warrant is a financial contract that confers the right but not the obligation, to buy or sell a security at a certain price before expiration. The standard procedure to value equity warrants using call option pricing models such as the Black–Scholes model had been proven to contain many flaws, such as the assumption of constant interest rate and constant volatility. In fact, existing alternative models were found focusing more on demonstrating techniques for pricing, rather than empirical testing. Therefore, a mathematical model for pricing and analyzing equity warrants which comprises stochastic interest rate and stochastic volatility is essential to incorporate the dynamic relationships between the identified variables and illustrate the real market. Here, the aim is to develop dynamic pricing formulations for hybrid equity warrants by incorporating stochastic interest rates from the Cox-Ingersoll-Ross (CIR) model, along with stochastic volatility from the Heston model. The development of the model involves the derivations of stochastic differential equations that govern the model dynamics. The resulting equations which involve Cauchy problem and heat equations are then solved using partial differential equation approaches. The analytical pricing formulas obtained in this study comply with the form of analytical expressions embedded in the Black-Scholes model and other existing pricing models for equity warrants. This facilitates the practicality of this proposed formula for comparison purposes and further empirical study.

Keywords: Cox-Ingersoll-Ross model, equity warrants, Heston model, hybrid models, stochastic.

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6741 Basic Calibration and Normalization Techniques for Time Domain Reflectometry Measurements

Authors: Shagufta Tabassum

Abstract:

The study of dielectric properties in a binary mixture of liquids is very useful to understand the liquid structure, molecular interaction, dynamics, and kinematics of the mixture. Time-domain reflectometry (TDR) is a powerful tool for studying the cooperation and molecular dynamics of the H-bonded system. Here we discuss the basic calibration and normalization procedure for TDR measurements. Our aim is to explain different types of error occur during TDR measurements and how to minimize it.

Keywords: time domain reflectometry measurement technique, cable and connector loss, oscilloscope loss, normalization technique

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6740 Parallelization of Ensemble Kalman Filter (EnKF) for Oil Reservoirs with Time-lapse Seismic Data

Authors: Md Khairullah, Hai-Xiang Lin, Remus G. Hanea, Arnold W. Heemink

Abstract:

In this paper we describe the design and implementation of a parallel algorithm for data assimilation with ensemble Kalman filter (EnKF) for oil reservoir history matching problem. The use of large number of observations from time-lapse seismic leads to a large turnaround time for the analysis step, in addition to the time consuming simulations of the realizations. For efficient parallelization it is important to consider parallel computation at the analysis step. Our experiments show that parallelization of the analysis step in addition to the forecast step has good scalability, exploiting the same set of resources with some additional efforts.

Keywords: EnKF, Data assimilation, Parallel computing, Parallel efficiency.

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6739 Travel Time Evaluation of an Innovative U-Turn Facility on Urban Arterial Roadways

Authors: Ali Pirdavani, Tom Brijs, Tom Bellemans, Geert Wets, Koen Vanhoof

Abstract:

Signalized intersections on high-volume arterials are often congested during peak hours, causing a decrease in through movement efficiency on the arterial. Much of the vehicle delay incurred at conventional intersections is caused by high left-turn demand. Unconventional intersection designs attempt to reduce intersection delay and travel time by rerouting left-turns away from the main intersection and replacing it with right-turn followed by Uturn. The proposed new type of U-turn intersection is geometrically designed with a raised island which provides a protected U-turn movement. In this study several scenarios based on different distances between U-turn and main intersection, traffic volume of major/minor approaches and percentage of left-turn volumes were simulated by use of AIMSUN, a type of traffic microsimulation software. Subsequently some models are proposed in order to compute travel time of each movement. Eventually by correlating these equations to some in-field collected data of some implemented U-turn facilities, the reliability of the proposed models are approved. With these models it would be possible to calculate travel time of each movement under any kind of geometric and traffic condition. By comparing travel time of a conventional signalized intersection with U-turn intersection travel time, it would be possible to decide on converting signalized intersections into this new kind of U-turn facility or not. However comparison of travel time is not part of the scope of this research. In this paper only travel time of this innovative U-turn facility would be predicted. According to some before and after study about the traffic performance of some executed U-turn facilities, it is found that commonly, this new type of U-turn facility produces lower travel time. Thus, evaluation of using this type of unconventional intersection should be seriously considered.

Keywords: Innovative U-turn facility, Microsimulation, Traveltime, Unconventional intersection design.

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6738 A Preliminary Study of the Reconstruction of Urban Residential Public Space in the Context of the “Top-down” Construction Model in China: Based on Research of TianZiFang District in Shanghai and Residential Space in Hangzhou

Authors: Wang Qiaowei, Gao Yujiang

Abstract:

With the economic growth and rapid urbanization after the reform and openness, some of China's fast-growing cities have demolished former dwellings and built modern residential quarters. The blind, incomplete reference to western modern cities and the one-off construction lacking feedback mechanism have intensified such phenomenon, causing the citizen gradually expanded their living scale with the popularization of car traffic, and the peer-to-peer lifestyle gradually settled. The construction of large-scale commercial centers has caused obstacles to small business around the residential areas, leading to space for residents' interaction has been compressed. At the same time, the advocated Central Business District (CBD) model even leads to the unsatisfactory reconstruction of many historical blocks such as the Hangzhou Southern Song Dynasty Imperial Street. However, the popularity of historical spaces such as Wuzhen and Hongcun also indicates the collective memory and needs of the street space for Chinese residents. The evolution of Shanghai TianZiFang also proves the importance of the motivation of space participants in space construction in the context of the “top-down” construction model in China. In fact, there are frequent occurrences of “reconstruction”, which may redefine the space, in various residential areas. If these activities can be selectively controlled and encouraged, it will be beneficial to activate the public space as well as the residents’ intercourse, so that the traditional Chinese street space can be reconstructed in the context of modern cities.

Keywords: Rapid urbanization, traditional street space, space re-construction, bottom-up design.

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6737 Application of Model Free Adaptive Control in Main Steam Temperature System of Thermal Power Plant

Authors: Khaing Yadana Swe, Lillie Dewan

Abstract:

At present, the cascade PID control is widely used to control the superheating temperature (main steam temperature). As Main Steam Temperature has the characteristics of large inertia, large time-delay and time varying, etc., conventional PID control strategy cannot achieve good control performance. In order to overcome the bad performance and deficiencies of main steam temperature control system, Model Free Adaptive Control (MFAC) - P cascade control system is proposed in this paper. By substituting MFAC in PID of the main control loop of the main steam temperature control, it can overcome time delays, non-linearity, disturbance and time variation.

Keywords: Model free Adaptive Control, Cascade Control, Adaptive Control, PID.

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