Search results for: finite blade length correction.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2634

Search results for: finite blade length correction.

834 Data about Loggerhead Sea Turtle (Caretta caretta) and Green Turtle (Chelonia mydas) in Vlora Bay, Albania

Authors: Enerit Saçdanaku, Idriz Haxhiu

Abstract:

This study was conducted in the area of Vlora Bay, Albania. Data about Sea Turtles Caretta caretta and Chelonia mydas, belonging to two periods of time (1984 – 1991; 2008 – 2014) are given. All data gathered were analyzed using recent methodologies. For all turtles captured (as by catch), the Curve Carapace Length (CCL) and Curved Carapace Width (CCW) were measured. These data were statistically analyzed, where the mean was 67.11 cm for CCL and 57.57 cm for CCW of all individuals studied (n=13). All untagged individuals of marine turtles were tagged using metallic tags (Stockbrand’s titanium tag) with an Albanian address. Sex was determined and resulted that 45.4% of individuals were females, 27.3% males and 27.3% juveniles. All turtles were studied for the presence of the epibionts. The area of Vlora Bay is used from marine turtles (Caretta caretta) as a migratory corridor to pass from Mediterranean to the northern part of the Adriatic Sea.

Keywords: Caretta caretta, Chelonia mydas, CCL, CCW, tagging, Vlora Bay.

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833 Investigation of Inert Gas Injection in Steam Reforming of Methane: Energy

Authors: Amjad Riaz, Ali Farsi, Gholamreza Zahedi, Zainuddin Abdul Manan

Abstract:

Synthesis gas manufacturing by steam reforming of hydrocarbons is an important industrial process. High endothermic nature of the process makes it one of the most cost and heat intensive processes. In the present work, composite effect of different inert gases on synthesis gas yield, feed gas conversion and temperature distribution along the reactor length has been studied using a heterogeneous model. Mathematical model was developed as a first stage and validated against the existing process models. With the addition of inert gases, a higher yield of synthesis gas is observed. Simultaneously the rector outlet temperature drops to as low as 810 K. It was found that Xenon gives the highest yield and conversion while Helium gives the lowest temperature. Using Xenon inert gas 20 percent reduction in outlet temperature was observed compared to traditional case.

Keywords: Energy savings, Inert gas, Methane, Modeling, Steam reforming

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832 Could One-Hand Chest Compression for a Small Child Cause Intra-Abdominal Injuries?

Authors: Yeon Ho You, Ji Sook Lee, Jin Hong Min

Abstract:

We examined whether children ( < 18 years old) had risk of intra-thoracic trauma during 'one-handed' chest compressions through MDCT images. We measured the length of the lower half of the sternum (Stotal/2~X). We also measured the distance from the diaphragm to the midpoint of the sternum (Stotal/2~D) and half the width of an adult hand (Wtotal/2). All the 1 year-old children had Stotal/2~X and Stotal/2~D less than Wtotal/2. Among the children aged 2 years, 6 (60.0%) had Stotal/2~X and Stotal/2~D less than Wtotal/2. Among those aged 3 years, 4 (26.7%) had Stotal/2~X and Stotal/2~D less than Wtotal/2, and among those aged 4 years, 2 (13.3%) had Stotal/2~X and Stotal/2~D less than Wtotal/2. However, Stotal/2~X and Stotal/2~D were greater than Wtotal/2 in children aged 5 years or more. We knew that small children may be at an increased risk of intra-thoracic trauma during 'one-handed' chest compressions.

Keywords: Cardiopulmonary resuscitation, child, compression.

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831 Confidence Intervals for the Difference of Two Normal Population Variances

Authors: Suparat Niwitpong

Abstract:

Motivated by the recent work of Herbert, Hayen, Macaskill and Walter [Interval estimation for the difference of two independent variances. Communications in Statistics, Simulation and Computation, 40: 744-758, 2011.], we investigate, in this paper, new confidence intervals for the difference between two normal population variances based on the generalized confidence interval of Weerahandi [Generalized Confidence Intervals. Journal of the American Statistical Association, 88(423): 899-905, 1993.] and the closed form method of variance estimation of Zou, Huo and Taleban [Simple confidence intervals for lognormal means and their differences with environmental applications. Environmetrics 20: 172-180, 2009]. Monte Carlo simulation results indicate that our proposed confidence intervals give a better coverage probability than that of the existing confidence interval. Also two new confidence intervals perform similarly based on their coverage probabilities and their average length widths.

Keywords: Confidence interval, generalized confidence interval, the closed form method of variance estimation, variance.

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830 Ambipolar Effect Free Double Gate PN Diode Based Tunnel FET

Authors: Hardik Vaghela, Mamta Khosla, Balwindar Raj

Abstract:

In this paper, we present and investigate a double gate PN diode based tunnel field effect transistor (DGPNTFET). The importance of proposed structure is that the formation of different drain doping is not required and ambipolar effect in OFF state is completely removed for this structure. Validation of this structure to behave like a Tunnel Field Effect Transistor (TFET) is carried out through energy band diagrams and transfer characteristics. Simulated result shows point subthreshold slope (SS) of 19.14 mV/decade and ON to OFF current ratio (ION / IOFF) of 2.66 × 1014 (ION at VGS=1.5V, VDS=1V and IOFF at VGS=0V, VDS=1V) for gate length of 20nm and HfO2 as gate oxide at room temperature. Which indicate that the DGPNTFET is a promising candidate for nano-scale, ambipolar free switch.

Keywords: Ambipolar effect, double gate PN diode based tunnel field effect transistor, high-κ dielectric material, subthreshold slope, tunnel field effect transistor.

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829 Parametric Transition as a Spiral Curve and Its Application in Spur Gear Tooth with FEA

Authors: S. H. Yahaya, J. M. Ali, T.A. Abdullah

Abstract:

The exploration of this paper will focus on the Cshaped transition curve. This curve is designed by using the concept of circle to circle where one circle lies inside other. The degree of smoothness employed is curvature continuity. The function used in designing the C-curve is Bézier-like cubic function. This function has a low degree, flexible for the interactive design of curves and surfaces and has a shape parameter. The shape parameter is used to control the C-shape curve. Once the C-shaped curve design is completed, this curve will be applied to design spur gear tooth. After the tooth design procedure is finished, the design will be analyzed by using Finite Element Analysis (FEA). This analysis is used to find out the applicability of the tooth design and the gear material that chosen. In this research, Cast Iron 4.5 % Carbon, ASTM A-48 is selected as a gear material.

Keywords: Bézier-like cubic function, Curvature continuity, Cshapedtransition curve, Spur gear tooth.

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828 Prediction of Tool and Nozzle Flow Behavior in Ultrasonic Machining Process

Authors: Vinod Kumar, Jatinder Kumar

Abstract:

The use of hard and brittle material has become increasingly more extensive in recent years. Therefore processing of these materials for the parts fabrication has become a challenging problem. However, it is time-consuming to machine the hard brittle materials with the traditional metal-cutting technique that uses abrasive wheels. In addition, the tool would suffer excessive wear as well. However, if ultrasonic energy is applied to the machining process and coupled with the use of hard abrasive grits, hard and brittle materials can be effectively machined. Ultrasonic machining process is mostly used for the brittle materials. The present research work has developed models using finite element approach to predict the mechanical stresses sand strains produced in the tool during ultrasonic machining process. Also the flow behavior of abrasive slurry coming out of the nozzle has been studied for simulation using ANSYS CFX module. The different abrasives of different grit sizes have been used for the experimentation work.

Keywords: Stress, MRR, Flow, Ultrasonic Machining

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827 Performance of Random Diagonal Codes for Spectral Amplitude Coding Optical CDMA Systems

Authors: Hilal A. Fadhil, Syed A. Aljunid, R. Badlishah Ahmed

Abstract:

In this paper we study the use of a new code called Random Diagonal (RD) code for Spectral Amplitude Coding (SAC) optical Code Division Multiple Access (CDMA) networks, using Fiber Bragg-Grating (FBG), FBG consists of a fiber segment whose index of reflection varies periodically along its length. RD code is constructed using code level and data level, one of the important properties of this code is that the cross correlation at data level is always zero, which means that Phase intensity Induced Phase (PIIN) is reduced. We find that the performance of the RD code will be better than Modified Frequency Hopping (MFH) and Hadamard code It has been observed through experimental and theoretical simulation that BER for RD code perform significantly better than other codes. Proof –of-principle simulations of encoding with 3 channels, and 10 Gbps data transmission have been successfully demonstrated together with FBG decoding scheme for canceling the code level from SAC-signal.

Keywords: FBG, MFH, OCDMA, PIIN, BER.

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826 Analysis of Tool-Chip Interface Temperature with FEM and Empirical Verification

Authors: M. Bagheri, P. Mottaghizadeh

Abstract:

Reliable information about tool temperature distribution is of central importance in metal cutting. In this study, tool-chip interface temperature was determined in cutting of ST37 steel workpiece by applying HSS as the cutting tool in dry turning. Two different approaches were implemented for temperature measuring: an embedded thermocouple (RTD) in to the cutting tool and infrared (IR) camera. Comparisons are made between experimental data and results of MSC.SuperForm and FLUENT software. An investigation of heat generation in cutting tool was performed by varying cutting parameters at the stable cutting tool geometry and results were saved in a computer; then the diagrams of tool temperature vs. various cutting parameters were obtained. The experimental results reveal that the main factors of the increasing cutting temperature are cutting speed (V ), feed rate ( S ) and depth of cut ( h ), respectively. It was also determined that simultaneously change in cutting speed and feed rate has the maximum effect on increasing cutting temperature.

Keywords: Cutting parameters, Finite element modeling, Temperature measurement, Tool-chip interface temperature.

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825 Acausal and Causal Model Construction with FEM Approach Using Modelica

Authors: Oke Oktavianty, Tadayuki Kyoutani, Shigeyuki Haruyama, Junji Kaneko, Ken Kaminishi

Abstract:

Modelica has many advantages and it is very useful in modeling and simulation especially for the multi-domain with a complex technical system. However, the big obstacle for a beginner is to understand the basic concept and to build a new system model for a real system. In order to understand how to solve the simple circuit model by hand translation and to get a better understanding of how modelica works, we provide a detailed explanation about solver ordering system in horizontal and vertical sorting and make some proposals for improvement. In this study, some difficulties in using modelica software with the original concept and the comparison with Finite Element Method (FEM) approach is discussed. We also present our textual modeling approach using FEM concept for acausal and causal model construction. Furthermore, simulation results are provided that demonstrate the comparison between using textual modeling with original coding in modelica and FEM concept.

Keywords: FEM, acausal model, modelica, horizontal and vertical sorting.

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824 The Effect of Increment in Simulation Samples on a Combined Selection Procedure

Authors: Mohammad H. Almomani, Rosmanjawati Abdul Rahman

Abstract:

Statistical selection procedures are used to select the best simulated system from a finite set of alternatives. In this paper, we present a procedure that can be used to select the best system when the number of alternatives is large. The proposed procedure consists a combination between Ranking and Selection, and Ordinal Optimization procedures. In order to improve the performance of Ordinal Optimization, Optimal Computing Budget Allocation technique is used to determine the best simulation lengths for all simulation systems and to reduce the total computation time. We also argue the effect of increment in simulation samples for the combined procedure. The results of numerical illustration show clearly the effect of increment in simulation samples on the proposed combination of selection procedure.

Keywords: Indifference-Zone, Optimal Computing Budget Allocation, Ordinal Optimization, Ranking and Selection, Subset Selection.

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823 Modeling the Transport of Charge Carriers in the Active Devices MESFET, Based of GaInP by the Monte Carlo Method

Authors: N. Massoum, A. Guen. Bouazza, B. Bouazza, A. El Ouchdi

Abstract:

The progress of industry integrated circuits in recent years has been pushed by continuous miniaturization of transistors. With the reduction of dimensions of components at 0.1 micron and below, new physical effects come into play as the standard simulators of two dimensions (2D) do not consider. In fact the third dimension comes into play because the transverse and longitudinal dimensions of the components are of the same order of magnitude. To describe the operation of such components with greater fidelity, we must refine simulation tools and adapted to take into account these phenomena. After an analytical study of the static characteristics of the component, according to the different operating modes, a numerical simulation is performed of field-effect transistor with submicron gate MESFET GaInP. The influence of the dimensions of the gate length is studied. The results are used to determine the optimal geometric and physical parameters of the component for their specific applications and uses.

Keywords: Monte Carlo simulation, transient electron transport, MESFET device.

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822 Evaluation of Applicability of High Strength Stirrup for Prestressed Concrete Members

Authors: J.-Y. Lee, H.-S. Lim, S.-E. Kim

Abstract:

Recently, the use of high-strength materials is increasing as the construction of large structures and high-rise structures increases. This paper presents an analysis of the shear behavior of prestressed concrete members with various types of materials by simulating a finite element (FE) analysis. The analytical results indicated that the shear strength and shear failure mode were strongly influenced by not only the shear reinforcement ratio but also the yield strength of shear reinforcement and the compressive strength of concrete. Though the yield strength of shear reinforcement increased the shear strength of prestressed concrete members, there was a limit to the increase in strength because of the change of shear failure modes. According to the results of FE analysis on various parameters, the maximum yield strength of the steel stirrup that can be applied to prestressed concrete members was about 860 MPa.

Keywords: PSC members, shear failure mode, high strength stirrups, high strength concrete, shear behavior.

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821 DWT Based Image Steganalysis

Authors: Indradip Banerjee, Souvik Bhattacharyya, Gautam Sanyal

Abstract:

‘Steganalysis’ is one of the challenging and attractive interests for the researchers with the development of information hiding techniques. It is the procedure to detect the hidden information from the stego created by known steganographic algorithm. In this paper, a novel feature based image steganalysis technique is proposed. Various statistical moments have been used along with some similarity metric. The proposed steganalysis technique has been designed based on transformation in four wavelet domains, which include Haar, Daubechies, Symlets and Biorthogonal. Each domain is being subjected to various classifiers, namely K-nearest-neighbor, K* Classifier, Locally weighted learning, Naive Bayes classifier, Neural networks, Decision trees and Support vector machines. The experiments are performed on a large set of pictures which are available freely in image database. The system also predicts the different message length definitions.

Keywords: Steganalysis, Moments, Wavelet Domain, KNN, K*, LWL, Naive Bayes Classifier, Neural networks, Decision trees, SVM.

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820 The Crack Propagation on Glass in Laser Thermal Cleavage

Authors: Jehnming Lin

Abstract:

In the laser cleavage of glass, the laser is mostly adopted as a heat source to generate a thermal stress state on the substrates. The crack propagation of the soda-lime glass in the laser thermal cleavage with the straight-turning paths was investigated in this study experimentally and numerically. The crack propagation was visualized by a high speed camera with the off-line examination on the micro-crack propagation. The temperature and stress distributions induced by the laser heat source were calculated by ANSYS software based on the finite element method (FEM). With the cutting paths in various turning directions, the experimental and numerical results were in comparison and verified. The fracture modes due to the normal and shear stresses were verified at the turning point of the laser cleavage path. It shows a significant variation of the stress profiles along the straight-turning paths and causes a change on the fracture modes.

Keywords: Laser cleavage, glass, fracture, stress analysis.

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819 Analytical Study on the Shape of T-type Girder Modular Bridge Connection by Using Parameter

Authors: Jongho Park, Jinwoong Choi, Sungnam Hong, Seung-Kyung Kye, Sun-Kyu Park

Abstract:

Recently, to cope with the rapidly changing construction trend with aging infrastructures, modular bridge technology has been studied actively. Modular bridge is easily constructed by assembling standardized precast structure members in the field. It will be possible to construct rapidly and reduce construction cost efficiently. However, the shape of the transverse connection of T-type girder newly developed between the segmented modules is not verified. Therefore, the verification of the connection shape is needed. In this study, shape of the modular T-girder bridge transverse connection was analyzed by finite element model that was verified in study which was verified model of transverse connection using Abaqus. Connection angle was chosen as the parameter. The result of analyses showed that optimal value of angle is 130 degree.

Keywords: Modular bridge, optimal transverse shape, parameter, FEM.

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818 Excitation Experiments of a Cone Loudspeaker and Vibration-Acoustic Analysis Using FEM

Authors: Y. Hu, X. Zhao, T. Yamaguchi, M. Sasajima, Y. Koike

Abstract:

To focus on the vibration mode of a cone loudspeaker, which acts as an electroacoustic transducer, excitation experiments were performed using two types of loudspeaker units: one employing an impulse hammer and the other a sweep signal. The on-axis sound pressure frequency properties of the loudspeaker were evaluated, and the characteristic properties of the loudspeakers were successfully determined in both excitation experiments. Moreover, under conditions identical to the experiment conditions, a coupled analysis of the vibration-acoustics of the cone loudspeaker was performed using an acoustic analysis software program that considers the impact of damping caused by air viscosity. The result of sound pressure frequency properties with the numerical analysis are the most closely match that measured in the excitation experiments over a wide range of frequency bands.

Keywords: Anechoic room, finite element method, impulse hammer, loudspeaker, reverberation room, sweep signal.

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817 Effect of Nanoparticle Diameter of Nano-Fluid on Average Nusselt Number in the Chamber

Authors: A. Ghafouri, N. Pourmahmoud, I. Mirzaee

Abstract:

In this numerical study, effects of using Al2O3-water nanofluid on the rate of heat transfer have been investigated. Physical model is a square enclosure with insulated top and bottom horizontal walls, while the vertical walls are kept at different constant temperatures. Two appropriate models are used to evaluate the viscosity and thermal conductivity of nanofluid. The governing stream-vorticity equations are solved using a second order central finite difference scheme, coupled to the conservation of mass and energy. The study has been carried out for the nanoparticle diameter 30, 60 and 90 nm and the solid volume fraction 0 to 0.04. Results are presented by average Nusselt number and normalized Nusselt number in different range of φ and D for mixed convection dominated regime. It is found that different heat transfer rate is predicted when the effect of nanoparticle diameter is taken into account.

Keywords: Nano-fluid, nanoparticle diameter, heat transfer enhancement, square enclosure, Nusselt number.

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816 A Survey of Response Generation of Dialogue Systems

Authors: Yifan Fan, Xudong Luo, Pingping Lin

Abstract:

An essential task in the field of artificial intelligence is to allow computers to interact with people through natural language. Therefore, researches such as virtual assistants and dialogue systems have received widespread attention from industry and academia. The response generation plays a crucial role in dialogue systems, so to push forward the research on this topic, this paper surveys various methods for response generation. We sort out these methods into three categories. First one includes finite state machine methods, framework methods, and instance methods. The second contains full-text indexing methods, ontology methods, vast knowledge base method, and some other methods. The third covers retrieval methods and generative methods. We also discuss some hybrid methods based knowledge and deep learning. We compare their disadvantages and advantages and point out in which ways these studies can be improved further. Our discussion covers some studies published in leading conferences such as IJCAI and AAAI in recent years.

Keywords: Retrieval, generative, deep learning, response generation, knowledge.

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815 Relationship between Gully Development and Characteristics of Drainage Area in Semi-Arid Region, NW Iran

Authors: Ali Reza Vaezi, Ouldouz Bakhshi Rad

Abstract:

Gully erosion is a widespread and often dramatic form of soil erosion caused by water during and immediately after heavy rainfall. It occurs when flowing surface water is channelled across unprotected land and washes away the soil along the drainage lines. The formation of gully is influenced by various factors, including climate, drainage surface area, slope gradient, vegetation cover, land use, and soil properties. It is a very important problem in semi-arid regions, where soils have lower organic matter and are weakly aggregated. Intensive agriculture and tillage along the slope can accelerate soil erosion by water in the region. There is little information on the development of gully erosion in agricultural rainfed areas. Therefore, this study was carried out to investigate the relationship between gully erosion and morphometric characteristics of the drainage area and the effects of soil properties and soil management factors (land use and tillage method) on gully development. A field study was done in a 900 km2 agricultural area in Hshtroud township located in the south of East Azerbaijan province, NW Iran. Toward this, 222 gullies created in rainfed lands were found in the area. Some properties of gullies, consisting of length, width, depth, height difference, cross section area, and volume, were determined. Drainage areas for each or some gullies were determined, and their boundaries were drawn. Additionally, the surface area of each drainage, land use, tillage direction, and soil properties that may affect gully formation were determined. The soil erodibility factor (K) defined in the Universal Soil Loss Equation (USLE) was estimated based on five soil properties (silt and very fine sand, coarse sand, organic matter, soil structure code, and soil permeability). Gully development in each drainage area was quantified using its volume and soil loss. The dependency of gully development on drainage area characteristics (surface area, land use, tillage direction, and soil properties) was determined using correlation matrix analysis. Based on the results, gully length was the most important morphometric characteristic indicating the development of gully erosion in the lands. Gully development in the area was related to slope gradient (r = -0.26), surface area (r = 0.71), the area of rainfed lands (r = 0.23), and the area of rainfed tilled along the slope (r = 0.24). Nevertheless, its correlation with the area of pasture and soil erodibility factor (K) was not significant. Among the characteristics of drainage area, surface area is the major factor controlling gully volume in the agricultural land. No significant correlation was found between gully erosion and soil erodibility factor (K) estimated by the USLE. It seems the estimated soil erodibility cannot describe the susceptibility of the study soils to the gully erosion process. In these soils, aggregate stability and soil permeability are the two soil physical properties that affect the actual soil erodibility and in consequence, these soil properties can control gully erosion in the rainfed lands. 

Keywords: Agricultural area, gully properties, soil structure, USLE, Universal Soil Loss Equation.

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814 Analytical Investigation of Replaceable Links with Reduced Web Section for Link-to-Column Connections in Eccentrically Braced Frames

Authors: Daniel Y. Abebe, Sijeong Jeong, Jaehyouk Choi

Abstract:

The use of eccentrically braced frame (EBF) is increasing day by day as EBF possesses high elastic stiffness, stable inelastic response under cyclic lateral loading, and excellent ductility and energy dissipation capacity. The ductility and energy dissipation capacity of EBF depends on the active link beams. Recently, there are two types EBFs; these are conventional EBFs and EBFs with replaceable links. The conventional EBF has a disadvantage during maintenance in post-earthquake. The concept of removable active link beam in EBF is developed to overcome the limitation of the conventional EBF in post-earthquake. In this study, a replaceable link with reduced web section is introduced and design equations are suggested. In addition, nonlinear finite element analysis was conducted in order to evaluate the proposed links.

Keywords: EBFs, replaceable link, earthquake disaster, reduced section.

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813 Hardware Stream Cipher Based On LFSR and Modular Division Circuit

Authors: Deepthi P.P., P.S. Sathidevi

Abstract:

Proposal for a secure stream cipher based on Linear Feedback Shift Registers (LFSR) is presented here. In this method, shift register structure used for polynomial modular division is combined with LFSR keystream generator to yield a new keystream generator with much higher periodicity. Security is brought into this structure by using the Boolean function to combine state bits of the LFSR keystream generator and taking the output through the Boolean function. This introduces non-linearity and security into the structure in a way similar to the Non-linear filter generator. The security and throughput of the suggested stream cipher is found to be much greater than the known LFSR based structures for the same key length.

Keywords: Linear Feedback Shift Register, Stream Cipher, Filter generator, Keystream generator, Modular division circuit

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812 Active Control of Multiferroic Composite Shells Using 1-3 Piezoelectric Composites

Authors: S. C. Kattimani

Abstract:

This article deals with the analysis of active constrained layer damping (ACLD) of smart multiferroic or magneto-electro-elastic doubly curved shells. The kinematics of deformations of the multiferroic doubly curved shell is described by a layer-wise shear deformation theory. A three-dimensional finite element model of multiferroic shells has been developed taking into account the electro-elastic and magneto-elastic couplings. A simple velocity feedback control law is employed to incorporate the active damping. Influence of layer stacking sequence and boundary conditions on the response of the multiferroic doubly curved shell has been studied. In addition, for the different orientation of the fibers of the constraining layer, the performance of the ACLD treatment has been studied.

Keywords: Active constrained layer damping, doubly curved shells, magneto-electro-elastic, multiferroic composite, smart structures.

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811 Elastic Lateral Features of a New Glass Fiber Reinforced Gypsum Wall

Authors: Zhengyong Liu, Huiqing Ying

Abstract:

GFRG(Glass Fiber Reinforced Gypsum) wall is a green product which can erect a building fast in prefabricated method, but its application to high-rise residential buildings is limited for its poor lateral stiffness. This paper has proposed a modification to GFRG walls structure to increase its lateral stiffness, which aiming to erect small high-rise residential buildings as load-bearing walls. The elastic finite element analysis to it has shown the lateral deformation feature and the distributions of the axial force and the shear force. The analysis results show that the new GFRG reinforced concrete wall can be used for small high-rise residential buildings.

Keywords: GFRG wall, lateral features, elastic analysis, residential building.

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810 Numerical Methods versus Bjerksund and Stensland Approximations for American Options Pricing

Authors: Marasovic Branka, Aljinovic Zdravka, Poklepovic Tea

Abstract:

Numerical methods like binomial and trinomial trees and finite difference methods can be used to price a wide range of options contracts for which there are no known analytical solutions. American options are the most famous of that kind of options. Besides numerical methods, American options can be valued with the approximation formulas, like Bjerksund-Stensland formulas from 1993 and 2002. When the value of American option is approximated by Bjerksund-Stensland formulas, the computer time spent to carry out that calculation is very short. The computer time spent using numerical methods can vary from less than one second to several minutes or even hours. However to be able to conduct a comparative analysis of numerical methods and Bjerksund-Stensland formulas, we will limit computer calculation time of numerical method to less than one second. Therefore, we ask the question: Which method will be most accurate at nearly the same computer calculation time?

Keywords: Bjerksund and Stensland approximations, Computational analysis, Finance, Options pricing, Numerical methods.

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809 Using the Monte Carlo Simulation to Predict the Assembly Yield

Authors: C. Chahin, M. C. Hsu, Y. H. Lin, C. Y. Huang

Abstract:

Electronics Products that achieve high levels of integrated communications, computing and entertainment, multimedia features in small, stylish and robust new form factors are winning in the market place. Due to the high costs that an industry may undergo and how a high yield is directly proportional to high profits, IC (Integrated Circuit) manufacturers struggle to maximize yield, but today-s customers demand miniaturization, low costs, high performance and excellent reliability making the yield maximization a never ending research of an enhanced assembly process. With factors such as minimum tolerances, tighter parameter variations a systematic approach is needed in order to predict the assembly process. In order to evaluate the quality of upcoming circuits, yield models are used which not only predict manufacturing costs but also provide vital information in order to ease the process of correction when the yields fall below expectations. For an IC manufacturer to obtain higher assembly yields all factors such as boards, placement, components, the material from which the components are made of and processes must be taken into consideration. Effective placement yield depends heavily on machine accuracy and the vision of the system which needs the ability to recognize the features on the board and component to place the device accurately on the pads and bumps of the PCB. There are currently two methods for accurate positioning, using the edge of the package and using solder ball locations also called footprints. The only assumption that a yield model makes is that all boards and devices are completely functional. This paper will focus on the Monte Carlo method which consists in a class of computational algorithms (information processed algorithms) which depends on repeated random samplings in order to compute the results. This method utilized in order to recreate the simulation of placement and assembly processes within a production line.

Keywords: Monte Carlo simulation, placement yield, PCBcharacterization, electronics assembly

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808 Dual Band Fractal Antenna for Wireless Sensor Network Application

Authors: M. Shanmugapriya, M. A. Maluk Mohamed, J. William

Abstract:

A wireless sensor network (WSN) is a collection of sensor nodes organized into a cooperative network. These nodes communicate through a wireless antenna. Reduction in physical size and multiband operation is an important requirement of WSN antenna. Fractal antenna is used for miniaturization and multiband operation. The self-similar or self-affine and space filling property of fractal geometry increases the effective electrical length of the antenna, reduces the size and make them frequency independent. This paper elaborates on Dual band fractal antenna with Coplanar Waveguide (CPW) feed for WSN. The proposed antenna is designed on a FR4 substrate with the dimension of 27mm x 28.5mm x 1.6mm, resonates at 2.4GHz and 5.2GHz with a return loss less than -10dB. The design and simulation process is carried out using IE3D simulation software. The simulated and measured results are found in good agreement.

Keywords: CPW, Fractal, Iterations, Miniaturization, Space filling, Self Similar, WSN, WLAN.

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807 Effect of the Seasonal Variation in the Extrinsic Incubation Period on the Long Term Behavior of the Dengue Hemorrhagic Fever Epidemic

Authors: Puntani Pongsumpun, I-Ming Tang

Abstract:

The incidences of dengue hemorrhagic disease (DHF) over the long term exhibit a seasonal behavior. It has been hypothesized that these behaviors are due to the seasonal climate changes which in turn induce a seasonal variation in the incubation period of the virus while it is developing the mosquito. The standard dynamic analysis is applied for analysis the Susceptible-Exposed- Infectious-Recovered (SEIR) model which includes an annual variation in the length of the extrinsic incubation period (EIP). The presence of both asymptomatic and symptomatic infections is allowed in the present model. We found that dynamic behavior of the endemic state changes as the influence of the seasonal variation of the EIP becomes stronger. As the influence is further increased, the trajectory exhibits sustained oscillations when it leaves the chaotic region.

Keywords: Chaotic behavior, dengue hemorrhagic fever, extrinsic incubation period, SEIR model.

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806 Optimal Bayesian Control of the Proportion of Defectives in a Manufacturing Process

Authors: Viliam Makis, Farnoosh Naderkhani, Leila Jafari

Abstract:

In this paper, we present a model and an algorithm for the calculation of the optimal control limit, average cost, sample size, and the sampling interval for an optimal Bayesian chart to control the proportion of defective items produced using a semi-Markov decision process approach. Traditional p-chart has been widely used for controlling the proportion of defectives in various kinds of production processes for many years. It is well known that traditional non-Bayesian charts are not optimal, but very few optimal Bayesian control charts have been developed in the literature, mostly considering finite horizon. The objective of this paper is to develop a fast computational algorithm to obtain the optimal parameters of a Bayesian p-chart. The decision problem is formulated in the partially observable framework and the developed algorithm is illustrated by a numerical example.

Keywords: Bayesian control chart, semi-Markov decision process, quality control, partially observable process.

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805 High Performance VLSI Architecture of 2D Discrete Wavelet Transform with Scalable Lattice Structure

Authors: Juyoung Kim, Taegeun Park

Abstract:

In this paper, we propose a fully-utilized, block-based 2D DWT (discrete wavelet transform) architecture, which consists of four 1D DWT filters with two-channel QMF lattice structure. The proposed architecture requires about 2MN-3N registers to save the intermediate results for higher level decomposition, where M and N stand for the filter length and the row width of the image respectively. Furthermore, the proposed 2D DWT processes in horizontal and vertical directions simultaneously without an idle period, so that it computes the DWT for an N×N image in a period of N2(1-2-2J)/3. Compared to the existing approaches, the proposed architecture shows 100% of hardware utilization and high throughput rates. To mitigate the long critical path delay due to the cascaded lattices, we can apply the pipeline technique with four stages, while retaining 100% of hardware utilization. The proposed architecture can be applied in real-time video signal processing.

Keywords: discrete wavelet transform, VLSI architecture, QMF lattice filter, pipelining.

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