Search results for: computational finance.

Authors: Siliang Wang, Minghui Wang

Abstract:

Many exist studies always use Markov decision processes (MDPs) in modeling optimal route choice in stochastic, time-varying networks. However, taking many variable traffic data and transforming them into optimal route decision is a computational challenge by employing MDPs in real transportation networks. In this paper we model finite horizon MDPs using directed hypergraphs. It is shown that the problem of route choice in stochastic, time-varying networks can be formulated as a minimum cost hyperpath problem, and it also can be solved in linear time. We finally demonstrate the significant computational advantages of the introduced methods.

Keywords: Markov decision processes (MDPs), stochastictime-varying networks, hypergraphs, route choice.

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Authors: Michal Cerny

Abstract:

We consider linear regression models where both input data (the values of independent variables) and output data (the observations of the dependent variable) are interval-censored. We introduce a possibilistic generalization of the least squares estimator, so called OLS-set for the interval model. This set captures the impact of the loss of information on the OLS estimator caused by interval censoring and provides a tool for quantification of this effect. We study complexity-theoretic properties of the OLS-set. We also deal with restricted versions of the general interval linear regression model, in particular the crisp input – interval output model. We give an argument that natural descriptions of the OLS-set in the crisp input – interval output cannot be computed in polynomial time. Then we derive easily computable approximations for the OLS-set which can be used instead of the exact description. We illustrate the approach by an example.

Keywords: Linear regression, interval-censored data, computational complexity.

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Authors: Sang Hoon Lee, Jong Sue Bae, Taewan Kim, Jin Mo Song, Jong Ju Kim

Abstract:

Image target detection and tracking methods based on target information such as intensity, shape model, histogram and target dynamics have been proven to be robust to target model variations and background clutters as shown by recent researches. However, no definitive answer has been given to occluded target by counter measure or limited field of view(FOV). In this paper, we will present a novel tracking method using filtering and computational geometry. This paper has two central goals: 1) to deal with vulnerable target measurements; and 2) to maintain target tracking out of FOV using non-target-originated information. The experimental results, obtained with airborne images, show a robust tracking ability with respect to the existing approaches. In exploring the questions of target tracking, this paper will be limited to consideration of airborne image.

Keywords: Tracking, Computational geometry, Homography, Filter

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Authors: Shrawan Kumar, D. K. Lobiyal

Abstract:

In this paper, we propose improved versions of DVHop algorithm as QDV-Hop algorithm and UDV-Hop algorithm for better localization without the need for additional range measurement hardware. The proposed algorithm focuses on third step of DV-Hop, first error terms from estimated distances between unknown node and anchor nodes is separated and then minimized. In the QDV-Hop algorithm, quadratic programming is used to minimize the error to obtain better localization. However, quadratic programming requires a special optimization tool box that increases computational complexity. On the other hand, UDV-Hop algorithm achieves localization accuracy similar to that of QDV-Hop by solving unconstrained optimization problem that results in solving a system of linear equations without much increase in computational complexity. Simulation results show that the performance of our proposed schemes (QDV-Hop and UDV-Hop) is superior to DV-Hop and DV-Hop based algorithms in all considered scenarios.

Keywords: Wireless sensor networks, Error term, DV-Hop algorithm, Localization.

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Authors: J. P. Dubois, O. M. Abdul-Latif

Abstract:

Support Vector Machine (SVM) is a recent class of statistical classification and regression techniques playing an increasing role in applications to detection problems in various engineering problems, notably in statistical signal processing, pattern recognition, image analysis, and communication systems. In this paper, SVM is applied to an infrared (IR) binary communication system with different types of channel models including Ricean multipath fading and partially developed scattering channel with additive white Gaussian noise (AWGN) at the receiver. The structure and performance of SVM in terms of the bit error rate (BER) metric is derived and simulated for these channel stochastic models and the computational complexity of the implementation, in terms of average computational time per bit, is also presented. The performance of SVM is then compared to classical binary signal maximum likelihood detection using a matched filter driven by On-Off keying (OOK) modulation. We found that the performance of SVM is superior to that of the traditional optimal detection schemes used in statistical communication, especially for very low signal-to-noise ratio (SNR) ranges. For large SNR, the performance of the SVM is similar to that of the classical detectors. The implication of these results is that SVM can prove very beneficial to IR communication systems that notoriously suffer from low SNR at the cost of increased computational complexity.

Keywords: Least square-support vector machine, on-off keying, matched filter, maximum likelihood detector, wireless infrared communication.

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Authors: Tapan Trivedi, Pramod Agarwal, Rajendrasinh Jadeja, Pragnesh Bhatt

Abstract:

Space Vector Pulse Width Modulation is popular for variable frequency drives. The method has several advantages over carried based PWM and is computation intensive. The implementation of SVPWM for multilevel inverter requires special attention and at the same time consumes considerable resources. Due to faster processing power and reduced over all computational burden, FPGAs are being investigated as an alternative for other controllers. In this paper, a space vector PWM algorithm is implemented using FPGA which requires less computational area and is modular in structure. The algorithm is verified experimentally for Neutral Point Clamped inverter using FPGA development board xc3s5000-4fg900.

Keywords: Modular structure, Multilevel inverter, Space Vector PWM, Switching States.

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Authors: Suguru Yoshioka, Satoshi Tojo

Abstract:

This paper introduces a temporal epistemic logic CBCTL that updates agent-s belief states through communications in them, based on computational tree logic (CTL). In practical environments, communication channels between agents may not be secure, and in bad cases agents might suffer blackouts. In this study, we provide inform* protocol based on ACL of FIPA, and declare the presence of secure channels between two agents, dependent on time. Thus, the belief state of each agent is updated along with the progress of time. We show a prover, that is a reasoning system for a given formula in a given a situation of an agent ; if it is directly provable or if it could be validated through the chains of communications, the system returns the proof.

Keywords: communication channel, computational tree logic, reasoning system, temporal epistemic logic.

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Authors: War War Min Swe, Aung Myat Thu, Khin Cho Thet, Zaw Moe Htet, Thuzar Mon

Abstract:

The main parameter of the orifice hole diameter was designed according to the range of throttle diameter ratio which gave the required discharge coefficient. The discharge coefficient is determined by difference diameter ratios. The value of discharge coefficient is 0.958 occurred at throttle diameter ratio 0.5. The throttle hole diameter is 80 mm. The flow analysis is done numerically using ANSYS 17.0, computational fluid dynamics. The flow velocity was analyzed in the upstream and downstream of the orifice meter. The downstream velocity of non-standard orifice meter is 2.5% greater than that of standard orifice meter. The differential pressure is 515.379 Pa in standard orifice.

Keywords: CFD-CFX, discharge coefficients, flow characteristics, inclined.

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Authors: Karel Frana, Jianshun S. Zhang, Milos Muller

Abstract:

The indoor airflow with a mixed natural/forced convection was numerically calculated using the laminar and turbulent approach. The Boussinesq approximation was considered for a simplification of the mathematical model and calculations. The results obtained, such as mean velocity fields, were successfully compared with experimental PIV flow visualizations. The effect of the distance between the cooled wall and the heat exchanger on the temperature and velocity distributions was calculated. In a room with a simple shape, the computational code OpenFOAM demonstrated an ability to numerically predict flow patterns. Furthermore, numerical techniques, boundary type conditions and the computational grid quality were examined. Calculations using the turbulence model k-omega had a significant effect on the results influencing temperature and velocity distributions.

Keywords: natural and forced convections, numerical simulations, indoor airflows.

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Authors: Samira Laidaoui, Mohammed Djermane, Nazihe Terfaya

Abstract:

The fluid-structure coupling is a natural phenomenon which reflects the effects of two continuums: fluid and structure of different types in the reciprocal action on each other, involving knowledge of elasticity and fluid mechanics. The solution for such problems is based on the relations of continuum mechanics and is mostly solved with numerical methods. It is a computational challenge to solve such problems because of the complex geometries, intricate physics of fluids, and complicated fluid-structure interactions. The way in which the interaction between fluid and solid is described gives the largest opportunity for reducing the computational effort. In this paper, a problem of fluid structure interaction is investigated with two-way coupling method. The formulation Arbitrary Lagrangian-Eulerian (ALE) was used, by considering a dynamic grid, where the solid is described by a Lagrangian formulation and the fluid by a Eulerian formulation. The simulation was made on the ANSYS software.

Keywords: ALE, coupling, FEM, fluid-structure interaction, one-way method, two-way method.

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Authors: Hasan Jumaah Mrayeh, Fue-Sang Lien

Abstract:

ANSYS Fluent will be used to simulate Computational Fluid Dynamics (CFD) for an efficient lens and nozzle design which will be explained in this paper. We have designed and characterized an aerodynamic lens and a divergent nozzle for focusing flow that transmits sub 25 nm particles through the aerodynamic lens. The design of the lens and nozzle has been improved using CFD for particle trajectories. We obtained a case for calculating nanoparticles (25 nm) flowing through the aerodynamic lens and divergent nozzle. Nanoparticles are transported by air, which is pumped into the aerodynamic lens through the nozzle at 1 atmospheric pressure. We have also developed a computational methodology that can determine the exact focus characteristics of aerodynamic lens systems. Particle trajectories were traced using the Lagrange approach. The simulation shows the ability of the aerodynamic lens to focus on 25 nm particles after using a divergent nozzle.

Keywords: Aerodynamic lens AL, divergent nozzle DN, ANSYS Fluent, Lagrange approach.

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Authors: Quoc-Nam Tran, Anjib Mulepati

Abstract:

Validation of an automation system is an important issue. The goal is to check if the system under investigation, modeled by a Petri net, never enters the undesired states. Usually, tools dedicated to Petri nets such as DESIGN/CPN are used to make reachability analysis. The biggest problem with this approach is that it is impossible to generate the full occurence graph of the system because it is too large. In this paper, we show how computational methods such as temporal logic model checking and Groebner bases can be used to verify the correctness of the design of an automation system. We report our experimental results with two automation systems: the Automated Guided Vehicle (AGV) system and the traffic light system. Validation of these two systems ranged from 10 to 30 seconds on a PC depending on the optimizing parameters.

Keywords: Computational Intelligence, Temporal Logic Reasoning, Model Checking, Groebner Bases.

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Authors: Saeed Mian Qaisar, Laurent Fesquet, Marc Renaudin

Abstract:

The frequency contents of the non-stationary signals vary with time. For proper characterization of such signals, a smart time-frequency representation is necessary. Classically, the STFT (short-time Fourier transform) is employed for this purpose. Its limitation is the fixed timefrequency resolution. To overcome this drawback an enhanced STFT version is devised. It is based on the signal driven sampling scheme, which is named as the cross-level sampling. It can adapt the sampling frequency and the window function (length plus shape) by following the input signal local variations. This adaptation results into the proposed technique appealing features, which are the adaptive time-frequency resolution and the computational efficiency.

Keywords: Level Crossing Sampling, Activity Selection, Adaptive Resolution Analysis, Computational Complexity.

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Authors: Asha Rani, Christian Micheloni, Gian Luca Foresti

Abstract:

In this paper, a neural tree (NT) classifier having a simple perceptron at each node is considered. A new concept for making a balanced tree is applied in the learning algorithm of the tree. At each node, if the perceptron classification is not accurate and unbalanced, then it is replaced by a new perceptron. This separates the training set in such a way that almost the equal number of patterns fall into each of the classes. Moreover, each perceptron is trained only for the classes which are present at respective node and ignore other classes. Splitting nodes are employed into the neural tree architecture to divide the training set when the current perceptron node repeats the same classification of the parent node. A new error function based on the depth of the tree is introduced to reduce the computational time for the training of a perceptron. Experiments are performed to check the efficiency and encouraging results are obtained in terms of accuracy and computational costs.

Keywords: Neural Tree, Pattern Classification, Perceptron, Splitting Nodes.

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Authors: Kyoungjin Kim

Abstract:

Nanoscale thermites such as the composite mixture of nano-sized aluminum and molybdenum trioxide powders possess several technical advantages such as much higher reaction rate and shorter ignition delay, when compared to the conventional energetic formulations made of micron-sized metal and oxidizer particles. In this study, the self-propagation of combustion wave in compacted pellets of nanoscale thermite composites is modeled and computationally investigated by utilizing the activation energy reduction of aluminum particles due to nanoscale particle sizes. The present computational model predicts the speed of combustion wave propagation which is good agreement with the corresponding experiments of thermite reaction. Also, several characteristics of thermite reaction in nanoscale composites are discussed including the ignition delay and combustion wave structures.

Keywords: Nanoparticles, Thermite reaction, Combustion wave, Numerical modeling.

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Authors: Dipak Sen, Rajdeep Ghosh

Abstract:

This paper presents a computational study of steady state three dimensional very high turbulent flow and heat transfer characteristics in a constant temperature-surfaced circular duct fitted with 900 hemispherical inline baffles. The computations are based on realizable k-ɛ model with standard wall function considering the finite volume method, and the SIMPLE algorithm has been implemented. Computational Study are carried out for Reynolds number, Re ranging from 80000 to 120000, Prandtl Number, Pr of 0.73, Pitch Ratios, PR of 1,2,3,4,5 based on the hydraulic diameter of the channel, hydrodynamic entry length, thermal entry length and the test section. Ansys Fluent 15.0 software has been used to solve the flow field. Study reveals that circular pipe having baffles has a higher Nusselt number and friction factor compared to the smooth circular pipe without baffles. Maximum Nusselt number and friction factor are obtained for the PR=5 and PR=1 respectively. Nusselt number increases while pitch ratio increases in the range of study; however, friction factor also decreases up to PR 3 and after which it becomes almost constant up to PR 5. Thermal enhancement factor increases with increasing pitch ratio but with slightly decreasing Reynolds number in the range of study and becomes almost constant at higher Reynolds number. The computational results reveal that optimum thermal enhancement factor of 900 inline hemispherical baffle is about 1.23 for pitch ratio 5 at Reynolds number 120000.It also shows that the optimum pitch ratio for which the baffles can be installed in such very high turbulent flows should be 5. Results show that pitch ratio and Reynolds number play an important role on both fluid flow and heat transfer characteristics.

Keywords: Friction factor, heat transfer, turbulent flow, circular duct, baffle, pitch ratio.

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Authors: Sven Rebhan, Nils Einecke, Julian Eggert

Abstract:

In this paper we propose a method for vision systems to consistently represent functional dependencies between different visual routines along with relational short- and long-term knowledge about the world. Here the visual routines are bound to visual properties of objects stored in the memory of the system. Furthermore, the functional dependencies between the visual routines are seen as a graph also belonging to the object-s structure. This graph is parsed in the course of acquiring a visual property of an object to automatically resolve the dependencies of the bound visual routines. Using this representation, the system is able to dynamically rearrange the processing order while keeping its functionality. Additionally, the system is able to estimate the overall computational costs of a certain action. We will also show that the system can efficiently use that structure to incorporate already acquired knowledge and thus reduce the computational demand.

Keywords: Adaptive systems, Knowledge representation, Machinevision, Systems engineering

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Authors: Aymen Laadhari, Gábor Székely

Abstract:

In this work, the hemodynamics in the sinuses of Valsalva after Transcatheter Aortic Valve Implantation is numerically examined. We focus on the physical results in the two-dimensional case. We use a finite element methodology based on a Lagrange multiplier technique that enables to couple the dynamics of blood flow and the leaflets’ movement. A massively parallel implementation of a monolithic and fully implicit solver allows more accuracy and significant computational savings. The elastic properties of the aortic valve are disregarded, and the numerical computations are performed under physiologically correct pressure loads. Computational results depict that blood flow may be subject to stagnation in the lower domain of the sinuses of Valsalva after Transcatheter Aortic Valve Implantation.

Keywords: Hemodynamics, Transcatheter Aortic Valve Implantation, blood flow stagnation, numerical simulations.

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Authors: Konstantinos C. Giotopoulos, Christos E. Alexakos, Grigorios N. Beligiannis, Spiridon D.Likothanassis

Abstract:

In this contribution an innovative platform is being presented that integrates intelligent agents and evolutionary computation techniques in legacy e-learning environments. It introduces the design and development of a scalable and interoperable integration platform supporting: I) various assessment agents for e-learning environments, II) a specific resource retrieval agent for the provision of additional information from Internet sources matching the needs and profile of the specific user and III) a genetic algorithm designed to extract efficient information (classifying rules) based on the students- answering input data. The agents are implemented in order to provide intelligent assessment services based on computational intelligence techniques such as Bayesian Networks and Genetic Algorithms. The proposed Genetic Algorithm (GA) is used in order to extract efficient information (classifying rules) based on the students- answering input data. The idea of using a GA in order to fulfil this difficult task came from the fact that GAs have been widely used in applications including classification of unknown data. The utilization of new and emerging technologies like web services allows integrating the provided services to any web based legacy e-learning environment.

Keywords: Bayesian Networks, Computational Intelligencetechniques, E-learning legacy systems, Service Oriented Integration, Intelligent Agents, Genetic Algorithms.

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Authors: Christopher Deekia Nwimae, Nigel Simms, Liyun Lao

Abstract:

Erosion in a pipe bends caused by particles is a major concern in the oil and gas fields and might cause breakdown to production equipment. This work investigates the effect of sand particle transport in an elbow using computational fluid dynamics (CFD) approach. Two-way coupled Euler-Lagrange and discrete phase model is employed to calculate the air/solid particle flow in the elbow. Generic erosion model in Ansys fluent and three particle rebound models are used to predict the erosion rate on the 90° elbows. The model result is compared with experimental data from the open literature validating the CFD-based predictions which reveals that due to the sand particles impinging on the wall of the elbow at high velocity, a point on the pipe elbow were observed to have started turning red due to velocity increase and the maximum erosion locations occur at 48°.

Keywords: Erosion, prediction, elbow, computational fluid dynamics, CFD.

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Authors: Sitansu Kumar Verma, Soni Yadav, Jitendra Singh, Shraddha, Ajay Kumar

Abstract:

MicroRNAs (miRNAs), a class of approximately 22 nucleotide long non coding RNAs which play critical role in different biological processes. The mature microRNA is usually 19–27 nucleotides long and is derived from a bigger precursor that folds into a flawed stem-loop structure. Mature micro RNAs are involved in many cellular processes that encompass development, proliferation, stress response, apoptosis, and fat metabolism by gene regulation. Resent finding reveals that certain viruses encode their own miRNA that processed by cellular RNAi machinery. In recent research indicate that cellular microRNA can target the genetic material of invading viruses. Cellular microRNA can be used in the virus life cycle; either to up regulate or down regulate viral gene expression Computational tools use in miRNA target prediction has been changing drastically in recent years. Many of the methods have been made available on the web and can be used by experimental researcher and scientist without expert knowledge of bioinformatics. With the development and ease of use of genomic technologies and computational tools in the field of microRNA biology has superior tremendously over the previous decade. This review attempts to give an overview over the genome wide approaches that have allow for the discovery of new miRNAs and development of new miRNA target prediction tools and databases.

Keywords: MicroRNAs, computational tools, gene regulation, databases, RNAi.

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Authors: Qiuyu Dai, Haochong Zhang, Xiangrong Liu

Abstract:

Efficient matrix-vector multiplication with diagonal sparse matrices is pivotal in a multitude of computational domains, ranging from scientific simulations to machine learning workloads. When encoded in the conventional Diagonal (DIA) format, these matrices often induce computational overheads due to extensive zero-padding and non-linear memory accesses, which can hamper the computational throughput, and elevate the usage of precious compute and memory resources beyond necessity. The ’DIA-Adaptive’ approach, a methodological enhancement introduced in this paper, confronts these challenges head-on by leveraging the advanced parallel instruction sets embedded within Machine Learning Units (MLUs). This research presents a thorough analysis of the DIA-Adaptive scheme’s efficacy in optimizing Sparse Matrix-Vector Multiplication (SpMV) operations. The scope of the evaluation extends to a variety of hardware architectures, examining the repercussions of distinct thread allocation strategies and cluster configurations across multiple storage formats. A dedicated computational kernel, intrinsic to the DIA-Adaptive approach, has been meticulously developed to synchronize with the nuanced performance characteristics of MLUs. Empirical results, derived from rigorous experimentation, reveal that the DIA-Adaptive methodology not only diminishes the performance bottlenecks associated with the DIA format but also exhibits pronounced enhancements in execution speed and resource utilization. The analysis delineates a marked improvement in parallelism, showcasing the DIA-Adaptive scheme’s ability to adeptly manage the interplay between storage formats, hardware capabilities, and algorithmic design. The findings suggest that this approach could set a precedent for accelerating SpMV tasks, thereby contributing significantly to the broader domain of high-performance computing and data-intensive applications.

Keywords: Adaptive method, DIA, diagonal sparse matrices, MLU, sparse matrix-vector multiplication.

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Authors: V. Sudha, D. Sriram Kumar

Abstract:

In this paper, we present a low complexity hybrid scheme using conventional selective mapping (C-SLM) and clipping algorithms to reduce the high peak-to-average power ratio (PAPR) of orthogonal frequency division multiplexing (OFDM) signal. In the proposed scheme, the input data sequence (X) is divided into two sub-blocks, then clipping algorithm is applied to the first sub-block, whereas C-SLM algorithm is applied to the second sub-block in order to reduce both computational complexity and PAPR. The resultant time domain OFDM signal is obtained by combining the output of two sub-blocks. The simulation results show that the proposed hybrid scheme provides 0.45 dB PAPR reduction gain at CCDF value of 10-2 and 52% of computational complexity reduction when compared to C-SLM scheme at the expense of slight degradation in bit error rate (BER) performance.

Keywords: CCDF, Clipping, OFDM, PAPR, SLM.

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Authors: Rafat Alshorman, Walter Hussak

Abstract:

Existing work in temporal logic on representing the execution of infinitely many transactions, uses linear-time temporal logic (LTL) and only models two-step transactions. In this paper, we use the comparatively efficient branching-time computational tree logic CTL and extend the transaction model to a class of multistep transactions, by introducing distinguished propositional variables to represent the read and write steps of n multi-step transactions accessing m data items infinitely many times. We prove that the well known correspondence between acyclicity of conflict graphs and serializability for finite schedules, extends to infinite schedules. Furthermore, in the case of transactions accessing the same set of data items in (possibly) different orders, serializability corresponds to the absence of cycles of length two. This result is used to give an efficient encoding of the serializability condition into CTL.

Keywords: computational tree logic, serializability, multi-step transactions.

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Authors: S. A. H. Feghhi, Z. Gholamzadeh, Z. Alipoor, C. Tenreiro

Abstract:

Currently, thorium fuel has been especially noticed because of its proliferation resistance than long half-life alpha emitter minor actinides, breeding capability in fast and thermal neutron flux and mono-isotopic naturally abundant. In recent years, efficiency of minor actinide burning up in PWRs has been investigated. Hence, a minor actinide-contained thorium based fuel matrix can confront both proliferation resistance and nuclear waste depletion aims. In the present work, minor actinide depletion rate in a CANDU-type nuclear core modeled using MCNP code has been investigated. The obtained effects of minor actinide load as mixture of thorium fuel matrix on the core neutronics has been studied with comparing presence and non-presence of minor actinide component in the fuel matrix. Depletion rate of minor actinides in the MA-contained fuel has been calculated using different power loads. According to the obtained computational data, minor actinide loading in the modeled core results in more negative reactivity coefficients. The MA-contained fuel achieves less radial peaking factor in the modeled core. The obtained computational results showed 140 kg of 464 kg initial load of minor actinide has been depleted in during a 6-year burn up in 10 MW power.

Keywords: Minor actinide burning, CANDU-type reactor, MCNPX code, Neutronic parameters.

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Authors: T. M. Ismail, M. Abd El-Salam

Abstract:

A mathematical model study was carried out to investigate gasification of biomass fuels using high temperature air and steam as a gasifying agent using high-temperature air up to 1000°C. In this study, a 2D computational fluid dynamics model was developed to study the gasification process in an updraft gasifier, considering drying, pyrolysis, combustion, and gasification reactions. The gas and solid phases were resolved using a Euler−Euler multiphase approach, with exchange terms for the momentum, mass, and energy. The standard k−ε turbulence model was used in the gas phase, and the particle phase was modeled using the kinetic theory of granular flow. The results show that the present model giving a promise way in its capability and sensitivity for the parameter affects that influence the gasification process.

Keywords: Computational fluid dynamics, gasification, biomass fuel, fixed bed gasifier

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Authors: Khalid M. Aamir, Mohammad A. Maud

Abstract:

Power Spectral Density (PSD) computed by taking the Fourier transform of auto-correlation functions (Wiener-Khintchine Theorem) gives better result, in case of noisy data, as compared to the Periodogram approach. However, the computational complexity of Wiener-Khintchine approach is more than that of the Periodogram approach. For the computation of short time Fourier transform (STFT), this problem becomes even more prominent where computation of PSD is required after every shift in the window under analysis. In this paper, recursive version of the Wiener-Khintchine theorem has been derived by using the sliding DFT approach meant for computation of STFT. The computational complexity of the proposed recursive Wiener-Khintchine algorithm, for a window size of N, is O(N).

Keywords: Power Spectral Density (PSD), Wiener-KhintchineTheorem, Periodogram, Short Time Fourier Transform (STFT), TheSliding DFT.

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Authors: Werner Sandmann, Verena Wolf

Abstract:

Stochastic models of biological networks are well established in systems biology, where the computational treatment of such models is often focused on the solution of the so-called chemical master equation via stochastic simulation algorithms. In contrast to this, the development of storage-efficient model representations that are directly suitable for computer implementation has received significantly less attention. Instead, a model is usually described in terms of a stochastic process or a "higher-level paradigm" with graphical representation such as e.g. a stochastic Petri net. A serious problem then arises due to the exponential growth of the model-s state space which is in fact a main reason for the popularity of stochastic simulation since simulation suffers less from the state space explosion than non-simulative numerical solution techniques. In this paper we present transition class models for the representation of biological network models, a compact mathematical formalism that circumvents state space explosion. Transition class models can also serve as an interface between different higher level modeling paradigms, stochastic processes and the implementation coded in a programming language. Besides, the compact model representation provides the opportunity to apply non-simulative solution techniques thereby preserving the possible use of stochastic simulation. Illustrative examples of transition class representations are given for an enzyme-catalyzed substrate conversion and a part of the bacteriophage λ lysis/lysogeny pathway.

Keywords: Computational Modeling, Biological Networks, Stochastic Models, Markov Chains, Transition Class Models.

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Authors: Yasser M. Abd El-Latif, Fatma S.Abousaleh, Daoud S. S.

Abstract:

L-system is a tool commonly used for modeling and simulating the growth of fractal plants. The aim of this paper is to join some problems of the computational geometry with the fractal geometry by using the L-system technique to generate fractal plant in 3D. L-system constructs the fractal structure by applying rewriting rules sequentially and this technique depends on recursion process with large number of iterations to get different shapes of 3D fractal plants. Instead, it was reiterated a specific number of iterations up to three iterations. The vertices generated from the last stage of the Lsystem rewriting process are used as input to the triangulation algorithm to construct the triangulation shape of these vertices. The resulting shapes can be used as covers for the architectural objects and in different computer graphics fields. The paper presents a gallery of triangulation forms which application in architecture creates an alternative for domes and other traditional types of roofs.

Keywords: Computational geometry, fractal geometry, L-system, triangulation.

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Authors: Hiram I. Beltrán, Arturo Rojo-Domínguez, Máximo Eduardo Sánchez Gutiérrez, Pedro Pablo González Pérez

Abstract:

A computational platform is presented in this contribution. It has been designed as a virtual laboratory to be used for exploring optimization algorithms in biological problems. This platform is built on a blackboard-based agent architecture. As a test case, the version of the platform presented here is devoted to the study of protein folding, initially with a bead-like description of the chain and with the widely used model of hydrophobic and polar residues (HP model). Some details of the platform design are presented along with its capabilities and also are revised some explorations of the protein folding problems with different types of discrete space. It is also shown the capability of the platform to incorporate specific tools for the structural analysis of the runs in order to understand and improve the optimization process. Accordingly, the results obtained demonstrate that the ensemble of computational tools into a single platform is worthwhile by itself, since experiments developed on it can be designed to fulfill different levels of information in a self-consistent fashion. By now, it is being explored how an experiment design can be useful to create a computational agent to be included within the platform. These inclusions of designed agents –or software pieces– are useful for the better accomplishment of the tasks to be developed by the platform. Clearly, while the number of agents increases the new version of the virtual laboratory thus enhances in robustness and functionality.

Keywords: genetic algorithms, multi-agent systems, bioinformatics, optimization, protein folding, structural biology.

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