Search results for: Best candidates method
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 8158

Search results for: Best candidates method

6238 Numerical Investigation of the Jacketing Method of Reinforced Concrete Column

Authors: S. Boukais, A. Nekmouche, N. Khelil, A. Kezmane

Abstract:

The first intent of this study is to develop a finite element model that can predict correctly the behavior of the reinforced concrete column. Second aim is to use the finite element model to investigate and evaluate the effect of the strengthening method by jacketing of the reinforced concrete column, by considering different interface contact between the old and the new concrete. Four models were evaluated, one by considering perfect contact, the other three models by using friction coefficient of 0.1, 0.3 and 0.5. The simulation was carried out by using Abaqus software. The obtained results show that the jacketing reinforcement led to significant increase of the global performance of the behavior of the simulated reinforced concrete column.

Keywords: Strengthening, jacketing, reinforced concrete column, 3D simulation, Abaqus.

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6237 Enhancing the Performance of H.264/AVC in Adaptive Group of Pictures Mode Using Octagon and Square Search Pattern

Authors: S. Sowmyayani, P. Arockia Jansi Rani

Abstract:

This paper integrates Octagon and Square Search pattern (OCTSS) motion estimation algorithm into H.264/AVC (Advanced Video Coding) video codec in Adaptive Group of Pictures (AGOP) mode. AGOP structure is computed based on scene change in the video sequence. Octagon and square search pattern block-based motion estimation method is implemented in inter-prediction process of H.264/AVC. Both these methods reduce bit rate and computational complexity while maintaining the quality of the video sequence respectively. Experiments are conducted for different types of video sequence. The results substantially proved that the bit rate, computation time and PSNR gain achieved by the proposed method is better than the existing H.264/AVC with fixed GOP and AGOP. With a marginal gain in quality of 0.28dB and average gain in bitrate of 132.87kbps, the proposed method reduces the average computation time by 27.31 minutes when compared to the existing state-of-art H.264/AVC video codec.

Keywords: Block Distortion Measure, Block Matching Algorithms, H.264/AVC, Motion estimation, Search patterns, Shot cut detection.

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6236 A Complexity-Based Approach in Image Compression using Neural Networks

Authors: Hadi Veisi, Mansour Jamzad

Abstract:

In this paper we present an adaptive method for image compression that is based on complexity level of the image. The basic compressor/de-compressor structure of this method is a multilayer perceptron artificial neural network. In adaptive approach different Back-Propagation artificial neural networks are used as compressor and de-compressor and this is done by dividing the image into blocks, computing the complexity of each block and then selecting one network for each block according to its complexity value. Three complexity measure methods, called Entropy, Activity and Pattern-based are used to determine the level of complexity in image blocks and their ability in complexity estimation are evaluated and compared. In training and evaluation, each image block is assigned to a network based on its complexity value. Best-SNR is another alternative in selecting compressor network for image blocks in evolution phase which chooses one of the trained networks such that results best SNR in compressing the input image block. In our evaluations, best results are obtained when overlapping the blocks is allowed and choosing the networks in compressor is based on the Best-SNR. In this case, the results demonstrate superiority of this method comparing with previous similar works and JPEG standard coding.

Keywords: Adaptive image compression, Image complexity, Multi-layer perceptron neural network, JPEG Standard, PSNR.

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6235 Clustering Approach to Unveiling Relationships between Gene Regulatory Networks

Authors: Hiba Hasan, Khalid Raza

Abstract:

Reverse engineering of genetic regulatory network involves the modeling of the given gene expression data into a form of the network. Computationally it is possible to have the relationships between genes, so called gene regulatory networks (GRNs), that can help to find the genomics and proteomics based diagnostic approach for any disease. In this paper, clustering based method has been used to reconstruct genetic regulatory network from time series gene expression data. Supercoiled data set from Escherichia coli has been taken to demonstrate the proposed method.

Keywords: Gene expression, gene regulatory networks (GRNs), clustering, data preprocessing, network visualization.

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6234 Characteristics of Hemodynamics in a Bileaflet Mechanical Heart Valve using an Implicit FSI Method

Authors: Tae-Hyub Hong, Choeng-Ryul Choi, Chang-Nyung Kim

Abstract:

Human heart valves diseased by congenital heart defects, rheumatic fever, bacterial infection, cancer may cause stenosis or insufficiency in the valves. Treatment may be with medication but often involves valve repair or replacement (insertion of an artificial heart valve). Bileaflet mechanical heart valves (BMHVs) are widely implanted to replace the diseased heart valves, but still suffer from complications such as hemolysis, platelet activation, tissue overgrowth and device failure. These complications are closely related to both flow characteristics through the valves and leaflet dynamics. In this study, the physiological flow interacting with the moving leaflets in a bileaflet mechanical heart valve (BMHV) is simulated with a strongly coupled implicit fluid-structure interaction (FSI) method which is newly organized based on the Arbitrary-Lagrangian-Eulerian (ALE) approach and the dynamic mesh method (remeshing) of FLUENT. The simulated results are in good agreement with previous experimental studies. This study shows the applicability of the present FSI model to the complicated physics interacting between fluid flow and moving boundary.

Keywords: Bileaflet Mechanical Heart Valve, Fluid- Structure Interaction.

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6233 Impulse Response Shortening for Discrete Multitone Transceivers using Convex Optimization Approach

Authors: Ejaz Khan, Conor Heneghan

Abstract:

In this paper we propose a new criterion for solving the problem of channel shortening in multi-carrier systems. In a discrete multitone receiver, a time-domain equalizer (TEQ) reduces intersymbol interference (ISI) by shortening the effective duration of the channel impulse response. Minimum mean square error (MMSE) method for TEQ does not give satisfactory results. In [1] a new criterion for partially equalizing severe ISI channels to reduce the cyclic prefix overhead of the discrete multitone transceiver (DMT), assuming a fixed transmission bandwidth, is introduced. Due to specific constrained (unit morm constraint on the target impulse response (TIR)) in their method, the freedom to choose optimum vector (TIR) is reduced. Better results can be obtained by avoiding the unit norm constraint on the target impulse response (TIR). In this paper we change the cost function proposed in [1] to the cost function of determining the maximum of a determinant subject to linear matrix inequality (LMI) and quadratic constraint and solve the resulting optimization problem. Usefulness of the proposed method is shown with the help of simulations.

Keywords: Equalizer, target impulse response, convex optimization, matrix inequality.

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6232 Connectivity Characteristic of Transcription Factor

Authors: T. Mahalakshmi, Aswathi B. L., Achuthsankar S. Nair

Abstract:

Transcription factors are a group of proteins that helps for interpreting the genetic information in DNA. Protein-protein interactions play a major role in the execution of key biological functions of a cell. These interactions are represented in the form of a graph with nodes and edges. Studies have showed that some nodes have high degree of connectivity and such nodes, known as hub nodes, are the inevitable parts of the network. In the present paper a method is proposed to identify hub transcription factor proteins using sequence information. On a complete data set of transcription factor proteins available from the APID database, the proposed method showed an accuracy of 77%, sensitivity of 79% and specificity of 76%.

Keywords: Transcription Factor Proteins, Hub Proteins, Shannon Index, Transfer Free Energy to Surface (TFES).

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6231 PTH Moment Exponential Stability of Stochastic Recurrent Neural Networks with Distributed Delays

Authors: Zixin Liu, Jianjun Jiao Wanping Bai

Abstract:

In this paper, the issue of pth moment exponential stability of stochastic recurrent neural network with distributed time delays is investigated. By using the method of variation parameters, inequality techniques, and stochastic analysis, some sufficient conditions ensuring pth moment exponential stability are obtained. The method used in this paper does not resort to any Lyapunov function, and the results derived in this paper generalize some earlier criteria reported in the literature. One numerical example is given to illustrate the main results.

Keywords: Stochastic recurrent neural networks, pth moment exponential stability, distributed time delays.

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6230 GPU-Based Volume Rendering for Medical Imagery

Authors: Hadjira Bentoumi, Pascal Gautron, Kadi Bouatouch

Abstract:

We present a method for fast volume rendering using graphics hardware (GPU). To our knowledge, it is the first implementation on the GPU. Based on the Shear-Warp algorithm, our GPU-based method provides real-time frame rates and outperforms the CPU-based implementation. When the number of slices is not sufficient, we add in-between slices computed by interpolation. This improves then the quality of the rendered images. We have also implemented the ray marching algorithm on the GPU. The results generated by the three algorithms (CPU-based and GPU-based Shear- Warp, GPU-based Ray Marching) for two test models has proved that the ray marching algorithm outperforms the shear-warp methods in terms of speed up and image quality.

Keywords: Volume rendering, graphics processors

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6229 Effectual Reversible Watermarking Method for Hide the Patient Details in Brain Tumor Image

Authors: K. Amudha, C. Nelson Kennedy Babu, S. Balu

Abstract:

The security of the medical images and its related data is the major research area which is to be concentrated in today’s era. Security in the medical image indicates that the physician may hide patients’ related data in the medical image and transfer it safely to a defined location using reversible watermarking. Many reversible watermarking methods had proposed over the decade. This paper enhances the security level in brain tumor images to hide the patient’s detail, which has to be conferred with other physician’s suggestions. The details or the information will be hidden in Non-ROI area of the image by using the block cipher algorithm. The block cipher uses different keys to extract the details that are difficult for the intruder to detect all the keys and to spot the details, which are the key advantage of this method. The ROI is the tumor area and Non-ROI is the area rest of ROI. The Non-ROI should not be spoiled in any cause and the details in the Non-ROI should be extracted correctly. The reversible watermarking method proposed in this paper performs well when compared to existing methods in the process of extraction of an original image and providing information security.

Keywords: Brain tumor images, Block Cipher, Reversible watermarking, ROI.

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6228 The Overall Aspects of E-Leaning Issues, Developments, Opportunities and Challenges

Authors: Bala Dhandayuthapani Veerasamy

Abstract:

Rapid steps made in the field of Information and Communication Technology (ICT) has facilitated the development of teaching and learning methods and prepared them to serve the needs of an assorted educational institution. In other words, the information age has redefined the fundamentals and transformed the institutions and method of services delivery forever. The vision is the articulation of a desire to transform the method of teaching and learning could proceed through e-learning. E-learning is commonly deliberated to use of networked information and communications technology in teaching and learning practice. This paper deals the general aspects of the e-leaning with its issues, developments, opportunities and challenges, which can the higher institutions own.

Keywords: 2D & 3D Animations, challenges, E-learning, Flash, HTML, issues, Multimedia, opportunities, VRML

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6227 Using Neural Network for Execution of Programmed Pulse Width Modulation (PPWM) Method

Authors: M. Tarafdar Haque, A. Taheri

Abstract:

Application of neural networks in execution of programmed pulse width modulation (PPWM) of a voltage source inverter (VSI) is studied in this paper. Using the proposed method it is possible to cancel out the desired harmonics in output of VSI in addition to control the magnitude of fundamental harmonic, contineously. By checking the non-trained values and a performance index, the most appropriate neural network is proposed. It is shown that neural networks may solve the custom difficulties of practical utilization of PPWM such as large size of memory, complex digital circuits and controlling the magnitude of output voltage in a discrete manner.

Keywords: Neural Network, Inverter, PPWM.

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6226 Voltage Stability Proximity Index Determined by LES Algorithm

Authors: Benalia Nadia, Bensiali Nadia, Mekki Mounira

Abstract:

In this paper, we propose an easily computable proximity index for predicting voltage collapse of a load bus using only measured values of the bus voltage and power; Using these measurements a polynomial of fourth order is obtained by using LES estimation algorithms. The sum of the absolute values of the polynomial coefficient gives an idea of the critical bus. We demonstrate the applicability of our proposed method on 6 bus test system. The results obtained verify its applicability, as well as its accuracy and the simplicity. From this indicator, it is allowed to predict the voltage instability or the proximity of a collapse. Results obtained by the PV curve are compared with corresponding values by QV curves and are observed to be in close agreement.

Keywords: least square method, Voltage Collapse, Voltage Stability, PV curve

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6225 Parallel-computing Approach for FFT Implementation on Digital Signal Processor (DSP)

Authors: Yi-Pin Hsu, Shin-Yu Lin

Abstract:

An efficient parallel form in digital signal processor can improve the algorithm performance. The butterfly structure is an important role in fast Fourier transform (FFT), because its symmetry form is suitable for hardware implementation. Although it can perform a symmetric structure, the performance will be reduced under the data-dependent flow characteristic. Even though recent research which call as novel memory reference reduction methods (NMRRM) for FFT focus on reduce memory reference in twiddle factor, the data-dependent property still exists. In this paper, we propose a parallel-computing approach for FFT implementation on digital signal processor (DSP) which is based on data-independent property and still hold the property of low-memory reference. The proposed method combines final two steps in NMRRM FFT to perform a novel data-independent structure, besides it is very suitable for multi-operation-unit digital signal processor and dual-core system. We have applied the proposed method of radix-2 FFT algorithm in low memory reference on TI TMSC320C64x DSP. Experimental results show the method can reduce 33.8% clock cycles comparing with the NMRRM FFT implementation and keep the low-memory reference property.

Keywords: Parallel-computing, FFT, low-memory reference, TIDSP.

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6224 Geometric Modeling of Illumination on the TFT-LCD Panel using Bezier Surface

Authors: Kyong-min Lee, Moon Soo Chang, PooGyeon Park

Abstract:

In this paper, we propose a geometric modeling of illumination on the patterned image containing etching transistor. This image is captured by a commercial camera during the inspection of a TFT-LCD panel. Inspection of defect is an important process in the production of LCD panel, but the regional difference in brightness, which has a negative effect on the inspection, is due to the uneven illumination environment. In order to solve this problem, we present a geometric modeling of illumination consisting of an interpolation using the least squares method and 3D modeling using bezier surface. Our computational time, by using the sampling method, is shorter than the previous methods. Moreover, it can be further used to correct brightness in every patterned image.

Keywords: Bezier, defect, geometric modeling, illumination, inspection, LCD, panel.

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6223 Efficient Web-Learning Collision Detection Tool on Five-Axis Machine

Authors: Chia-Jung Chen, Rong-Shine Lin, Rong-Guey Chang

Abstract:

As networking has become popular, Web-learning tends to be a trend while designing a tool. Moreover, five-axis machining has been widely used in industry recently; however, it has potential axial table colliding problems. Thus this paper aims at proposing an efficient web-learning collision detection tool on five-axis machining. However, collision detection consumes heavy resource that few devices can support, thus this research uses a systematic approach based on web knowledge to detect collision. The methodologies include the kinematics analyses for five-axis motions, separating axis method for collision detection, and computer simulation for verification. The machine structure is modeled as STL format in CAD software. The input to the detection system is the g-code part program, which describes the tool motions to produce the part surface. This research produced a simulation program with C programming language and demonstrated a five-axis machining example with collision detection on web site. The system simulates the five-axis CNC motion for tool trajectory and detects for any collisions according to the input g-codes and also supports high-performance web service benefiting from C. The result shows that our method improves 4.5 time of computational efficiency, comparing to the conventional detection method.

Keywords: Collision detection, Five-axis machining, Separating axis.

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6222 A Computationally Efficient Design for Prototype Filters of an M-Channel Cosine Modulated Filter Bank

Authors: Neela. R. Rayavarapu, Neelam Rup Prakash

Abstract:

The paper discusses a computationally efficient method for the design of prototype filters required for the implementation of an M-band cosine modulated filter bank. The prototype filter is formulated as an optimum interpolated FIR filter. The optimum interpolation factor requiring minimum number of multipliers is used. The model filter as well as the image suppressor will be designed using the Kaiser window. The method will seek to optimize a single parameter namely cutoff frequency to minimize the distortion in the overlapping passband.

Keywords: Cosine modulated filter bank, interpolated FIR filter, optimum interpolation factor, prototype filter.

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6221 Statistical Computational of Volatility in Financial Time Series Data

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

Abstract:

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

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

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6220 Proposed a Method for Increasing the Delivery Performance in Dynamic Supply Network

Authors: M. Safaei, M. Seifert, K. D. Thoben

Abstract:

Supply network management adopts a systematic and integrative approach to managing the operations and relationships of various parties in a supply network. The objective of the manufactures in their supply network is to reduce inventory costs and increase customer satisfaction levels. One way of doing that is to synchronize delivery performance. A supply network can be described by nodes representing the companies and the links (relationships) between these nodes. Uncertainty in delivery time depends on type of network relationship between suppliers. The problem is to understand how the individual uncertainties influence the total uncertainty of the network and identify those parts of the network, which has the highest potential for improving the total delivery time uncertainty.

Keywords: Delivery time uncertainty, Distribution function, Statistical method, Supply Network.

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6219 Structural and Electrical Properties of BNT-BT0.08 Ceramics Processed by Spark Plasma Sintering

Authors: Ciceron Berbecaru, Marin Cernea, Gheorghe Virgil Aldica, Roxana Trusca

Abstract:

(Bi0.5Na0.5)TiO3 doped with 8 mol % BaTiO3 powder (BNT-BT0.08), prepared by sol-gel method was compacted and sintered by Spark Plasma Sintering (SPS) process. The influence of SPS temperature on the densification of BNT-BT0.08 ceramic was investigated. Starting from sol-gel nanopowder of BNT-BT containing 8 mol % BaTiO3 with an average particles size of about 30 nm, were obtained ceramics with density around 98 % of the theoretical density value when the SPS temperature used was about 850 °C. The average grain size of the resulting ceramics was 80 nm. The BNT-BT0.08 ceramic sample obtained by SPS method has shown good electric properties at various frequencies.

Keywords: (Bi0.5Na0.5)TiO3 doped with BaTiO3, Spark PlasmaSintering (SPS), dielectric properties

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6218 Structural, Optical and Ferroelectric Properties of BaTiO3 Sintered at Different Temperatures

Authors: Anurag Gaur, Neha Sharma

Abstract:

In this work, we have synthesized BaTiO3 via sol gel method by sintering at different temperatures (600, 700, 800, 900, 10000C) and studied their structural, optical and ferroelectric properties through X-ray diffraction (XRD), UV-Vis spectrophotometer and PE Loop Tracer. X-ray diffraction patterns of barium titanate samples show that the peaks of the diffractogram are successfully indexed with the tetragonal and cubic structure of BaTiO3. The Optical band gap calculated through UV Visible spectrophotometer varies from 4.37 to 3.80 eV for the samples sintered at 600 to 10000C, respectively. The particle size calculated through transmission electron microscopy varies from 20 to 40 nm for the samples sintered at 600 to 10000C, respectively. Moreover, it has been observed that the ferroelectricity increases as we increase the sintering temperature.

Keywords: Nanostructures, Ferroelectricity, Sol-gel method.

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6217 On the Modeling and State Estimation for Dynamic Power System

Authors: A. Thabet, M. Boutayeb, M. N. Abdelkrim

Abstract:

This paper investigates a method for the state estimation of nonlinear systems described by a class of differential-algebraic equation (DAE) models using the extended Kalman filter. The method involves the use of a transformation from a DAE to ordinary differential equation (ODE). A relevant dynamic power system model using decoupled techniques will be proposed. The estimation technique consists of a state estimator based on the EKF technique as well as the local stability analysis. High performances are illustrated through a simulation study applied on IEEE 13 buses test system.

Keywords: Power system, Dynamic decoupled model, Extended Kalman Filter, Convergence analysis, Time computing.

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6216 Algorithmic Method for Efficient Cruise Program

Authors: Pelaez Verdet, Antonio, Loscertales Sanchez, Pilar

Abstract:

One of the mayor problems of programming a cruise circuit is to decide which destinations to include and which don-t. Thus a decision problem emerges, that might be solved using a linear and goal programming approach. The problem becomes more complex if several boats in the fleet must be programmed in a limited schedule, trying their capacity matches best a seasonal demand and also attempting to minimize the operation costs. Moreover, the programmer of the company should consider the time of the passenger as a limited asset, and would like to maximize its usage. The aim of this work is to design a method in which, using linear and goal programming techniques, a model to design circuits for the cruise company decision maker can achieve an optimal solution within the fleet schedule.

Keywords: Itinerary design, cruise programming, goalprogramming, linear programming

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6215 Influence of Alccofine on Semi-Light Weight Concrete under Accelerated Curing and Conventional Curing Regimes

Authors: P. Parthiban, J. Karthikeyan

Abstract:

This paper deals with the performance of semi-light weight concrete, prepared by using wood ash pellets as coarse aggregates which were improved by partial replacement of cement with alccofine. Alccofine is a mineral admixture which contains high glass content obtained through the process of controlled granulation. This is finer than cement which carries its own pozzolanic property. Therefore, cement could be replaced by alccofine as 0%, 5%, 10%, 15%, 20%, 25%, 30%, 35%, 40%, 45%, 50%, 55%, 60%, 65%, and 70% to enhance the strength and durability properties of concrete. High range water reducing admixtures (HRWA) were used in these mixes which were dosed up to 1.5% weight of the total cementitious content (alccofine & cement). It also develops the weaker transition zone into more impermeable layer. Specimens were subjected in both the accelerated curing method as well as conventional curing method. Experimental results were compared and reported, in that the maximum compressive strength of 32.6 MPa was achieved on 28th day with 30% replacement level in a density of 2200 kg/m3 to a conventional curing, while in the accelerated curing, maximum compressive strength was achieved at 40% replacement level. Rapid chloride penetration test (RCPT) output results for the conventional curing method at 0% and 70% give 3296.7 and 545.6 coulombs.

Keywords: Alccofine, compressive strength, RCPT, wood ash pellets.

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6214 Design and Realization of an Electronic Load for a PEM Fuel Cell

Authors: Arafet Bouaicha, Hatem Allegui, Amar Rouane, El-Hassane Aglzim, Abdelkader Mami

Abstract:

In order to further understand the behavior of PEM fuel cell and optimize their performance, it is necessary to perform measurements in real time. The internal impedance measurement by electrochemical impedance spectroscopy (EIS) is of great importance. In this work, we present the impedance measurement method of a PEM fuel cell by electrochemical impedance spectroscopy method and the realization steps of electronic load for this measuring technique implementation. The theoretical results are obtained from the simulation of software PSPICE® and experimental tests are carried out using the Ballard Nexa™ PEM fuel cell system.

Keywords: Electronic load, MOS transistor, PEM fuel cell, Impedance measurement, Electrochemical Impedance Spectroscopy (EIS).

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6213 Accounting Policies in Polish and International Legal Regulations

Authors: Piotr Prewysz Kwinto, Grażyna Voss

Abstract:

Accounting policies are a set of solutions compliant with legal regulations that an entity selects and adopts, and which guarantee a proper quality of financial statements. Those solutions may differ depending on whether the entity adopts national or international accounting standards. The aim of this article is to present accounting principles (policies) in Polish and international legal regulations and their adoption in selected Polish companies listed on the Warsaw Stock Exchange. The research method adopted in this work is the analysis and evaluation of legal conditions in Polish companies.

Keywords: Accounting policies, International Financial Reporting Standards, Financial statement, Method of measuring.

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6212 A Study on User Authentication Method Using Haptic Actuator and Security Evaluation

Authors: YoHan Choi, HeeSuk Seo, SeungHwan Ju, SungHyu Han

Abstract:

As currently various portable devices were launched, smart business conducted using them became common. Since smart business can use company-internal resources in an exlternal remote place, user authentication that can identify authentic users is an important factor. Commonly used user authentication is a method of using user ID and Password. In the user authentication using ID and Password, the user should see and enter authentication information him or her. In this user authentication system depending on the user’s vision, there is the threat of password leaks through snooping in the process which the user enters his or her authentication information. This study designed and produced a user authentication module using an actuator to respond to the snooping threat.

Keywords: Actuator, User Authentication, Security Evaluation.

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6211 The Martingale Options Price Valuation for European Puts Using Stochastic Differential Equation Models

Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed

Abstract:

In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.

Keywords: Equivalent Martingale Measure, European Put Option, Girsanov Theorem, Martingales, Monte Carlo method, option price valuation, option price valuation formula.

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6210 Power Flow Tracing Based Reactive Power Ancillary Service (AS) in Restructured Power Market

Authors: M. Susithra, R. Gnanadass

Abstract:

Ancillary services are support services which are essential for humanizing and enhancing the reliability and security of the electric power system. Reactive power ancillary service is one of the important ancillary services in a restructured electricity market which determines the cost of supplying ancillary services and finding of how this cost would change with respect to operating decisions. This paper presents a new formation that can be used to minimize the Independent System Operator (ISO)’s total payment for reactive power ancillary service. The modified power flow tracing algorithm estimates the availability of reserve reactive power for ancillary service. In order to find optimum reactive power dispatch, Biogeography based optimization method (BPO) is proposed. Market Reactive Clearing Price (MRCP) is then estimated and it encourages generator companies (GENCOs) to participate in an ancillary service. Finally, optimal weighting factor and real time utilization factor of reactive power give the minimum ISO’s total payment. The effectiveness of proposed design is verified using IEEE 30 bus system.

Keywords: Biogeography based optimization method, Power flow tracing method, Reactive generation capability curve and Reactive power ancillary service.

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6209 Modeling and Analysis of the Effects of Nephrolithiasis in Kidney Using a Computational Tactile Sensing Approach

Authors: Elnaz Afshari, Siamak Najarian

Abstract:

Having considered tactile sensing and palpation of a surgeon in order to detect kidney stone during open surgery; we present the 2D model of nephrolithiasis (two dimensional model of kidney containing a simulated stone). The effects of stone existence that appear on the surface of kidney (because of exerting mechanical load) are determined. Using Finite element method, it is illustrated that the created stress patterns on the surface of kidney and stress graphs not only show existence of stone inside kidney, but also show its exact location.

Keywords: Nephrolithiasis, Minimally Invasive Surgery, Artificial Tactile Sensing, Finite Element Method.

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