Search results for: Integrated Distribution Transport

Authors: Kalinga Ellen A., Bagile Burchard B.

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Tanzania Secondary Schools e-Learning (TanSSe-L) system is a customized learning management system (LMS) developed to enable ICT support in teaching and learning functions. Methodologies involved in the development of TanSSe-L system are Object oriented system analysis and design with UML to create and model TanSSe-L system database structure in the form of a design class diagram, Model Driven Architecture (MDA) to provide a well defined process in TanSSe-L system development, where MDA conceptual layers were integrated with system development life cycle and customization of open source learning management system which was used during implementation stage to create a timely functional TanSSe-L system. Before customization, a base for customization was prepared. This was the manual transformation from TanSSe-L system platform independent models (PIM) to TanSSe-L system specific PIM. This paper presents how Moodle open source LMS was analyzed and prepared to be the TanSSe-L system specific PIM as applied by MDA.

Keywords: Customization, e-Learning, MDA Transformation, Moodle, Secondary Schools, Tanzania.

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Authors: Seyedeh Belin Tavakoly Sany, Majid Rezayi, Rosli Hashim, Aishah Salleh, Omid Safari

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The purpose of this paper is to describe the main characteristics of macroinvertebrate species in response to environmental forcing factors. Overall, 23 species of Mollusca, 4 species of Arthropods, 3 species of Echinodermata and 3 species of Annelida were identified at the 9 sampling stations during four sampling periods. Individual species of Mollusca constituted 36.4% of the total abundance, followed by Arthropods (27.01%), Annelida (34.3%) and Echinodermata (2.4%). The results of Kruskal-Wallis test indicated that a significant difference (p <0.05) in the abundance, richness and diversity of the macro-benthic community in different stations. The correlation analysis revealed that anthropogenic pollution and natural variability caused by these variations in spatial scales.

Keywords: Benthic invertebrates, Diversity, Malaysia, West Port.

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Authors: Saad Nahi Saleh

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This paper presents the prediction of air flow, humidity and temperature patterns in a co-current pilot plant spray dryer fitted with a pressure nozzle using a three dimensional model. The modelling was done with a Computational Fluid Dynamic package (Fluent 6.3), in which the gas phase is modelled as continuum using the Euler approach and the droplet/ particle phase is modelled by the Discrete Phase model (Lagrange approach).Good agreement was obtained with published experimental data where the CFD simulation correctly predicts a fast downward central flowing core and slow recirculation zones near the walls. In this work, the effects of the air flow pattern on droplets trajectories, residence time distribution of droplets and deposition of the droplets on the wall also were investigated where atomizing of maltodextrin solution was used.

Keywords: Spray, CFD, multiphase, drying, droplet, particle.

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Authors: Li Long, Thomas Ortlepp

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A theoretical model for the optimization of thermopile sensor performance is developed for thermoelectric-based infrared radiation detection. It is shown that the performance of polycrystalline silicon film thermopile sensor can be optimized according to the thermoelectric quality factor, sensor layer structure factor and sensor layout shape factor. Based on the properties of electrons, phonons, grain boundaries and their interactions, the thermoelectric quality factor of polycrystalline silicon is analyzed with the relaxation time approximation of Boltzmann transport equation. The model includes the effects of grain structure, grain boundary trap properties and doping concentration. The layer structure factor of sensor is analyzed with respect to infrared absorption coefficient. The effect of layout design is characterized with the shape factor, which is calculated for different sensor designs. Double layer polycrystalline silicon thermopile infrared sensors on suspended support membrane have been designed and fabricated with a CMOS-compatible process. The theoretical approach is confirmed with measurement results.

Keywords: Polycrystalline silicon film, relaxation time approximation, specific detectivity, thermal conductivity, thermopile infrared sensor.

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Authors: Alireza BozorgianÏî Navid Majdi Nasab, Hassan Mirzazadeh

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In this paper, the effect of modified clay on the mechanical efficiency of epoxy resin is examined. Studies by X ray diffraction and microscopic transient electron method show that modified clay distribution in polymer area is intercalated kind. Examination the results of mechanical tests shows that existence of modified clay in epoxy area increases pressure yield strength, tension module and nano composite fracture toughness in relate of pure epoxy. By microscopic examinations it is recognized too that the action of toughness growth of this kind of nano composite is due to crack deflection, formation of new surfaces and fracture of clay piles.

Keywords: Nano clay, Epoxy, Toughness, Composite

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Authors: Mikko Mäkelä, Risto Pöykiö, Gary Watkins, Hannu Nurmesniemi, Olli Dahl

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Trace element speciation of an integrated soil amendment matrix was studied with a modified BCR sequential extraction procedure. The analysis included pseudo-total concentration determinations according to USEPA 3051A and relevant physicochemical properties by standardized methods. Based on the results, the soil amendment matrix possessed neutralization capacity comparable to commercial fertilizers. Additionally, the pseudo-total concentrations of all trace elements included in the Finnish regulation for agricultural fertilizers were lower than the respective statutory limit values. According to chemical speciation, the lability of trace elements increased in the following order: Hg < Cr < Co < Cu < As < Zn < Ni < Pb < Cd < V < Mo < Ba. The validity of the BCR approach as a tool for chemical speciation was confirmed by the additional acid digestion phase. Recovery of trace elements during the procedure assured the validity of the approach and indicated good quality of the analytical work.

Keywords: BCR, bioavailability, trace element, industrialresidue, sequential extraction

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Authors: O. S. Pradeep, S. Vigneshwaran, K. Praveen Kumar, K. Jeyendran, V. R. Sanal Kumar

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The influence of injector attitude on wall heat flux plays an important role in predicting the start-up transient and also determining the combustion chamber wall durability of liquid rockets. In this paper comprehensive numerical studies have been carried out on an idealized liquid rocket combustion chamber to examine the transient wall heat flux during its start-up transient at different injector attitude. Numerical simulations have been carried out with the help of a validated 2d axisymmetric, double precision, pressure-based, transient, species transport, SST k-omega model with laminar finite rate model for governing turbulent-chemistry interaction for four cases with different jet intersection angles, viz., 0^o, 30^o, 45^o, and 60^o. We concluded that the jets intersection angle is having a bearing on the time and location of the maximum wall-heat flux zone of the liquid rocket combustion chamber during the start-up transient. We also concluded that the wall heat flux mapping in liquid rocket combustion chamber during the start-up transient is a meaningful objective for the chamber wall material selection and the lucrative design optimization of the combustion chamber for improving the payload capability of the rocket.  

Keywords: Combustion chamber, injector, liquid rocket, rocket engine wall heat flux.

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Authors: F. Alborzi, H. Vafaei, M.H. Gholami, M.M. S. Esfahani

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In this article, the design of a Supply Chain Network (SCN) consisting of several suppliers, production plants, distribution centers and retailers, is considered. Demands of retailers are considered stochastic parameters, so we generate amounts of data via simulation to extract a few demand scenarios. Then a mixed integer two-stage programming model is developed to optimize simultaneously two objectives: (1) minimization the fixed and variable cost, (2) maximization the service level. A weighting method is utilized to solve this two objective problem and a numerical example is made to show the performance of the model.

Keywords: Mixed Integer Programming, Multi-objective Optimization, Stochastic Demand, Supply Chain Design, Two Stage Programming

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Authors: Ardhendu Behera, Denis Lalanne, Rolf Ingold

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This paper proposes a method, combining color and layout features, for identifying documents captured from low-resolution handheld devices. On one hand, the document image color density surface is estimated and represented with an equivalent ellipse and on the other hand, the document shallow layout structure is computed and hierarchically represented. Our identification method first uses the color information in the documents in order to focus the search space on documents having a similar color distribution, and finally selects the document having the most similar layout structure in the remaining of the search space.

Keywords: Document color modeling, document visualsignature, kernel density estimation, document identification.

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Authors: Pei-yih Ting, Dream-Ming Huang, Xiao-Wei Huang

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Frequently a group of people jointly decide and authorize a specific person as a representative in some business/poitical occasions, e.g., the board of a company authorizes the chief executive officer to close a multi-billion acquisition deal. In this paper, an integrated proxy multi-signature scheme that allows anonymously vetoable delegation is proposed. This protocol integrates mechanisms of private veto, distributed proxy key generation, secure transmission of proxy key, and existentially unforgeable proxy multi-signature scheme. First, a provably secure Guillou-Quisquater proxy signature scheme is presented, then the “zero-sharing" protocol is extended over a composite modulus multiplicative group, and finally the above two are combined to realize the GQ proxy multi-signature with anonymously vetoable delegation. As a proxy signature scheme, this protocol protects both the original signers and the proxy signer. The modular design allows simplified implementation with less communication overheads and better computation performance than a general secure multi-party protocol.

Keywords: GQ proxy signature, proxy multi-signature, zero-sharing protocol, secure multi-party protocol, private veto protocol

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Authors: P. Chultheera, T. Rirksomboon, S. Kulprathipanja, C. Liu, W. Chinsirikul, N. Kerddonfag

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Gas separation by selective transport through polymeric membranes is one of the rapid growing branches of membrane technology. However, the tradeoff between the permeability and selectivity is one of the critical challenges encountered by pure polymer membranes, which in turn limits their large-scale application. To enhance gas separation performances, mixed matrix membranes (MMMs) have been developed. In this study, MMMs were prepared by a solution-coating method and tested for CO₂/CH₄ separation through permeability and selectivity using a membrane testing unit at room temperature and a pressure of 100 psig. The fabricated MMMs were composed of silicone rubber dispersed with the activated carbon individually absorbed with polyethylene glycol (PEG) as a liquid additive. PEG emulsified silicone rubber MMMs showed superior gas separation on cellulose acetate membrane with both high permeability and selectivity compared with silicone rubber membrane and alone support membrane. However, the MMMs performed limited stability resulting from the undesirable PEG leakage. To stabilize the MMMs, PEG was then incorporated into activated carbon by adsorption. It was found that the incorporation of solid and liquid was effective to improve the separation performance of MMMs.

Keywords: Mixed matrix membrane, membrane, CO2/CH4 separation, activated carbon.

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Authors: N. Burtebayev, Sh. Hamada, Zh. Kerimkulov, D. K. Alimov, A. V. Yushkov, N. Amangeldi, A. N. Bakhtibaev

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The main aim of the current work is to examine if 14N  is candidate to be clusterized nuclei or not. In order to check this  attendance, we have measured the angular distributions for 14N ion  beam elastically scattered on 12C target nuclei at different low  energies; 17.5, 21, and 24.5MeV which are close to the Coulomb  barrier energy for 14N+12C nuclear system. Study of various transfer  reactions could provide us with useful information about the  attendance of nuclei to be in a composite form (core + valence). The  experimental data were analyzed using two approaches;  Phenomenological (Optical Potential) and semi-microscopic (Double  Folding Potential). The agreement between the experimental data and  the theoretical predictions is fairly good in the whole angular range.

 

Keywords: Deuteron Transfer, Elastic Scattering, Optical Model, Double Folding, Density Distribution.

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Authors: Chiu-Wen Chen, Chih-Feng Chen, Cheng-Di Dong

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This study was conducted using the data collected at the mouth of Jen-Gen River to investigate and analyze chromium (Cr) contained in the sediments, and to evaluate the accumulation of Cr and the degree of its potential risk. The results show that samples collected at all monitoring stations near the mouth of Jen-Gen River contain 92–567 mg/kg of Cr with average of 366±166 mg/kg. The spatial distribution of Cr reveals that the Cr concentration is relatively high in the river mouth region, and gradually diminishes toward the harbor region. This indicates that upstream industrial and municipal wastewater discharges along the river bank are major sources of pollution. The accumulation factor and potential ecological risk index indicate that the sedimentation at Jen-Gen River mouth has the most serious degree of Cr accumulation and the highest ecological potential risk.

Keywords: chromium, sediment, river mouth, enrichment factor

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Authors: Jatinder Kumar, Ajay Bansal

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The present study deals with the modeling and simulation of flow through an annular reactor at different hydrodynamic conditions using computational fluid dynamics (CFD) to investigate the flow behavior. CFD modeling was utilized to predict velocity distribution and average velocity in the annular geometry. The results of CFD simulations were compared with the mathematically derived equations and already developed correlations for validation purposes. CFD modeling was found suitable for predicting the flow characteristics in annular geometry under laminar flow conditions. It was observed that CFD also provides local values of the parameters of interest in addition to the average values for the simulated geometry.

Keywords: Annular reactor, computational fluid dynamics (CFD), hydrodynamics, Rhodamine B

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Authors: Zhao Wang, Hong Yan

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In this paper, a unified-gas kinetic scheme (UGKS) for the gas-particle flow is constructed. UGKS is a direct modeling method for both continuum and rarefied flow computations. The dynamics of particle and gas are described as rarefied and continuum flow, respectively. Therefore, we use the Bhatnagar-Gross-Krook (BGK) equation for the particle distribution function. For the gas phase, the gas kinetic scheme for Navier-Stokes equation is solved. The momentum transfer between gas and particle is achieved by the acceleration term added to the BGK equation. The new scheme is tested by a 2cm-in-thickness dense bed comprised of glass particles with 1.5mm in diameter, and reasonable agreement is achieved.

Keywords: Gas-particle flow, unified gas-kinetic scheme, momentum transfer, shock-induced fluidization.

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Authors: Boci J., Çabeli P., Shtylla T., Kumbe I.

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The development of the poultry industry in Albania is mainly based on the existence of intensive modern farms with huge capacities, which often are mixed with other forms. Colibacillosis is commonly displayed regardless of the type of breeding, delivering high mortality in poultry industry. The mechanisms with which pathogen enterobacters are able to cause the infection in poultry are not yet clear. The routine diagnose in the field, followed by isolation of E. coli and species of Salmonella genres in reference laboratories cannot lead in classification or full recognition of circulative strains in a territory, if it is not performed a differentiation among the present microorganisms in intensive farms and those in rural areas. In this study were isolated 1.496 strains of E. coli and 378 Salmonella spp. This study, presents distribution of poultry pathogenosity of E.coli and Salmonella spp., based on the usage of innovative diagnostic methods.

Keywords: poultry, E.coli, Salmonella spp., Enterobacter

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Authors: Abhijit Mitra

Abstract:

A special case of floating point data representation is block floating point format where a block of operands are forced to have a joint exponent term. This paper deals with the finite wordlength properties of this data format. The theoretical errors associated with the error model for block floating point quantization process is investigated with the help of error distribution functions. A fast and easy approximation formula for calculating signal-to-noise ratio in quantization to block floating point format is derived. This representation is found to be a useful compromise between fixed point and floating point format due to its acceptable numerical error properties over a wide dynamic range.

Keywords: Block floating point, Roundoff error, Block exponent dis-tribution fuction, Signal factor.

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Authors: Imran Khan, Shujaat Ali Khan Tanoli, Nandana Rajatheva

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This paper presents an analysis on the capacity and performance of MIMO-OFDM systems. The work is focused on the capacity of MIMO-OFDM systems over rician fading channel, in the case of the channel being known at the receiver only, which is more practical case of the channel. Simple expression for capacity is derived for the case of correlated rician fading. The performance of some MIMO-OFDM implementations with rician fading model is presented using an Alamouti coding scheme and Simulation results are obtained for both capacity and performance analysis.

Keywords: MIMO, OFDM, rician distribution, space time blockcodes (STBC).

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Authors: Glenda Minguito, Jenith Banluta

Abstract:

One of the critical aspects of humanitarian operations is the distribution of relief goods to an affected community. The common assumption is that relief goods are prepositioned during disasters which are not applicable in developing countries like the Philippines. During disasters, the on-the-ground government agencies and responders have to procure, sort, weigh and pack the relief goods. There is a need to review the relief goods preparation as it seriously affects the delivery of necessary aid for human survival. This study also identifies the ideal location of the assembly hub to minimize the distance to the affected community. This paper reveals that location and resources are dependent on the type of disasters encountered at the local level. The Center-of-Gravity method and Multiple Activity Chart were applied in the analysis.

Keywords: Humanitarian supply chain, location decision, resource allocation, local level.

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Authors: D. Zabala, N. Sánchez, J. Pinto

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A transient heat transfer mathematical model for the prediction of temperature distribution in the car body during primer baking has been developed by considering the thermal radiation and convection in the furnace chamber and transient heat conduction governing equations in the car framework. The car cockpit is considered like a structure with six flat plates, four vertical plates representing the car doors and the rear and front panels. The other two flat plates are the car roof and floor. The transient heat conduction in each flat plate is modeled by the lumped capacitance method. Comparison with the experimental data shows that the heat transfer model works well for the prediction of thermal behavior of the car body in the curing furnace, with deviations below 5%.

Keywords: Transient heat transfer, car body, lumpedcapacitance, primer baking.

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Authors: A. Amar, O. Hemeda

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A study of the structure of the nucleus with the analogy by solid-state physics has been developed. We have used binding energy to calculate R (a parameter that is proportional to the radius of the nucleus) for deuteron, alpha, and ⁸Be. The calculated parameter r calculated from solid state physics produces a probe for calculation the nuclear radii. ⁸Be has special attention as it is radioactive nucleus and the latest nucleus to be calculated from crystalline model approach. The distribution of nucleons inside the nucleus is taken to be tetrahedral for ¹⁶O. The model has failed to expect the radius of ⁹Be which is an impression about the modification should be done on the model at near future. A comparison between our calculations and those from literature has been made, and a good agreement has been obtained.

Keywords: The structure of the nucleus, binding energy, crystalline model approach, nuclear radii, tetrahedral for 16O.

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Authors: Antonis Constantinides, Christos Yiallouras

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The coaxial transformer-coupled push-pull circuitry has been used widely in HF and VHF amplifiers for many decades without significant changes in the topology of the transformers. Basic changes over the years concerned the construction and turns ratio of the transformers as has been imposed upon the newer technologies active devices demands. The balun transmission line transformers applied in push-pull amplifiers enable input/output impedance transformation, but are mainly used to convert the balanced output into unbalanced and the input unbalanced into balanced. A simple and affordable alternative solution over the traditional coaxial transformer is the coreless planar balun. A key advantage over the traditional approach lies in the high specifications repeatability; simplifying the amplifier construction requirements as the planar balun constitutes an integrated part of the PCB copper layout. This paper presents the performance analysis of a planar LDMOS MRFE6VP5600 Push-Pull amplifier that enables robust operation in Band III, DVB-T, DVB-T2 standards but functions equally well in Band II, for DRM+ new generation transmitters.

Keywords: Amplifier, balun, complex impedance, LDMOS, planar-transformers.

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Authors: Sen Yung Lee, Chih Cheng Huang, Te Wen Tu

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A solution methodology without using integral transformation is proposed to develop analytical solutions for transient heat conduction in nonuniform hollow cylinders with time-dependent boundary condition at the outer surface. It is shown that if the thermal conductivity and the specific heat of the medium are in arbitrary polynomial function forms, the closed solutions of the system can be developed. The influence of physical properties on the temperature distribution of the system is studied. A numerical example is given to illustrate the efficiency and the accuracy of the solution methodology.

Keywords: Analytical solution, nonuniform hollow cylinder, time-dependent boundary condition, transient heat conduction.

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Authors: Z. Ulukan, E. Demircioğlu

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Facility location is a complex real-world problem which needs a strategic management decision. This paper provides a general review on studies, efforts and developments in Facility Location Problems which are classical optimization problems having a wide-spread applications in various areas such as transportation, distribution, production, supply chain decisions and telecommunication. Our goal is not to review all variants of different studies in FLPs or to describe very detailed computational techniques and solution approaches, but rather to provide a broad overview of major location problems that have been studied, indicating how they are formulated and what are proposed by researchers to tackle the problem. A brief, elucidative table based on a grouping according to “General Problem Type” and “Methods Proposed” used in the studies is also presented at the end of the work.

Keywords: Discrete location problems, exact methods, heuristic algorithms, single source capacitated facility location problems.

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Authors: Fred Lacy

Abstract:

Electrical resistivity is a fundamental parameter of metals or electrical conductors. Since resistivity is a function of temperature, in order to completely understand the behavior of metals, a temperature dependent theoretical model is needed. A model based on physics principles has recently been developed to obtain an equation that relates electrical resistivity to temperature. This equation is dependent upon a parameter associated with the electron travel time before being scattered, and a parameter that relates the energy of the atoms and their separation distance. Analysis of the energy parameter reveals that the equation is optimized if the proportionality term in the equation is not constant but varies over the temperature range. Additional analysis reveals that the theoretical equation can be used to determine the mean free path of conduction electrons, the number of defects in the atomic lattice, and the ‘equivalent’ charge associated with the metallic bonding of the atoms. All of this analysis provides validation for the theoretical model and provides insight into the behavior of metals where performance is affected by temperatures (e.g., integrated circuits and temperature sensors).

Keywords: Callendar–van Dusen, conductivity, mean free path, resistance temperature detector, temperature sensor.

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Authors: Sh. Hamada

Abstract:

The current work aims to study the rainbow like-structure observed in the elastic scattering of alpha particles on both ¹²C and ¹⁶O nuclei. We reanalyzed the experimental elastic scattering angular distributions data for α+¹²C and α+¹⁶O nuclear systems at different energies using both optical model and double folding potential of different interaction models such as: CDM3Y1, DDM3Y1, CDM3Y6 and BDM3Y1. Potential created by BDM3Y1 interaction model has the shallowest depth which reflects the necessity to use higher renormalization factor (N_r). Both optical model and double folding potential of different interaction models fairly reproduce the experimental data.

Keywords: Nuclear rainbow, elastic scattering, optical model, double folding, density distribution.

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Authors: S. K. Appiah, E. N. Aidoo, D. Asamoah Owusu, M. W. Nuonabuor

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Urbanization remains one of the unique predominant factors which is linked to the destruction of urban environment and its associated cases of soil contamination by heavy metals through the natural and anthropogenic activities. These activities are important sources of toxic heavy metals such as arsenic (As), cadmium (Cd), chromium (Cr), copper (Cu), iron (Fe), manganese (Mn), and lead (Pb), nickel (Ni) and zinc (Zn). Often, these heavy metals lead to increased levels in some areas due to the impact of atmospheric deposition caused by their proximity to industrial plants or the indiscriminately burning of substances. Information gathered on potentially hazardous levels of these heavy metals in soils leads to establish serious health and urban agriculture implications. However, characterization of spatial variations of soil contamination by heavy metals in Ghana is limited. Kumasi is a Metropolitan city in Ghana, West Africa and is challenged with the recent spate of deteriorating soil quality due to rapid economic development and other human activities such as “Galamsey”, illegal mining operations within the metropolis. The paper seeks to use both univariate and multivariate geostatistical techniques to assess the spatial distribution of heavy metals in soils and the potential risk associated with ingestion of sources of soil contamination in the Metropolis. Geostatistical tools have the ability to detect changes in correlation structure and how a good knowledge of the study area can help to explain the different scales of variation detected. To achieve this task, point referenced data on heavy metals measured from topsoil samples in a previous study, were collected at various locations. Linear models of regionalisation and coregionalisation were fitted to all experimental semivariograms to describe the spatial dependence between the topsoil heavy metals at different spatial scales, which led to ordinary kriging and cokriging at unsampled locations and production of risk maps of soil contamination by these heavy metals. Results obtained from both the univariate and multivariate semivariogram models showed strong spatial dependence with range of autocorrelations ranging from 100 to 300 meters. The risk maps produced show strong spatial heterogeneity for almost all the soil heavy metals with extremely risk of contamination found close to areas with commercial and industrial activities. Hence, ongoing pollution interventions should be geared towards these highly risk areas for efficient management of soil contamination to avert further pollution in the metropolis.

Keywords: Coregionalization, ordinary cokriging, multivariate geostatistical analysis, soil contamination, soil heavy metals, risk maps, spatial distribution.

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Authors: Halil Ibrahim Demir, Caner Erden, Mumtaz Ipek, Ozer Uygun

Abstract:

Traditionally, the three important manufacturing functions, which are process planning, scheduling and due-date assignment, are performed separately and sequentially. For couple of decades, hundreds of studies are done on integrated process planning and scheduling problems and numerous researches are performed on scheduling with due date assignment problem, but unfortunately the integration of these three important functions are not adequately addressed. Here, the integration of these three important functions is studied by using genetic, random-genetic hybrid, simulated annealing, random-simulated annealing hybrid and random search techniques. As well, the importance of the integration of these three functions and the power of meta-heuristics and of hybrid heuristics are studied.

Keywords: Process planning, weighted scheduling, weighted due-date assignment, genetic search, simulated annealing, hybrid meta-heuristics.

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Authors: Imron Rosyadi, Ridha A. Djemal, Saleh A. Alshebeili

Abstract:

Design and implementation of a novel B-ACOSD CFAR algorithm is presented in this paper. It is proposed for detecting radar target in log-normal distribution environment. The BACOSD detector is capable to detect automatically the number interference target in the reference cells and detect the real target by an adaptive threshold. The detector is implemented as a System on Chip on FPGA Altera Stratix II using parallelism and pipelining technique. For a reference window of length 16 cells, the experimental results showed that the processor works properly with a processing speed up to 115.13MHz and processing time0.29 ┬Ás, thus meets real-time requirement for a typical radar system.

Keywords: CFAR, FPGA, radar.

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Authors: Salah Alrabeei, Mohammad Yousuf

Abstract:

The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. However, most of the option pricing models have no analytical solution. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, we solve the American option under jump diffusion models by using efficient time-dependent numerical methods. several techniques are integrated to reduced the overcome the computational complexity. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). Partial fraction decomposition technique is applied to rational approximation schemes to overcome the complexity of inverting polynomial of matrices. The proposed method is easy to implement on serial or parallel versions. Numerical results are presented to prove the accuracy and efficiency of the proposed method.

Keywords: Integral differential equations, American options, jump–diffusion model, rational approximation.

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