Search results for: Differential Transform Method.
8760 Analysis and Application of in Indirect MinimumJerk Method for Higher order Differential Equation in Dynamics Optimization Systems
Authors: V. Tawiwat, T. Amornthep, P. Pnop
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Both the minimum energy consumption and smoothness, which is quantified as a function of jerk, are generally needed in many dynamic systems such as the automobile and the pick-and-place robot manipulator that handles fragile equipments. Nevertheless, many researchers come up with either solely concerning on the minimum energy consumption or minimum jerk trajectory. This research paper considers the indirect minimum Jerk method for higher order differential equation in dynamics optimization proposes a simple yet very interesting indirect jerks approaches in designing the time-dependent system yielding an alternative optimal solution. Extremal solutions for the cost functions of indirect jerks are found using the dynamic optimization methods together with the numerical approximation. This case considers the linear equation of a simple system, for instance, mass, spring and damping. The simple system uses two mass connected together by springs. The boundary initial is defined the fix end time and end point. The higher differential order is solved by Galerkin-s methods weight residual. As the result, the 6th higher differential order shows the faster solving time.Keywords: Optimization, Dynamic, Linear Systems, Jerks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13358759 Exterior Calculus: Economic Profit Dynamics
Authors: Troy L. Story
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A mathematical model for the Dynamics of Economic Profit is constructed by proposing a characteristic differential oneform for this dynamics (analogous to the action in Hamiltonian dynamics). After processing this form with exterior calculus, a pair of characteristic differential equations is generated and solved for the rate of change of profit P as a function of revenue R (t) and cost C (t). By contracting the characteristic differential one-form with a vortex vector, the Lagrangian is obtained for the Dynamics of Economic Profit.Keywords: Differential geometry, exterior calculus, Hamiltonian geometry, mathematical economics, economic functions, and dynamics
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25428758 Numerical Solution for Integro-Differential Equations by Using Quartic B-Spline Wavelet and Operational Matrices
Authors: Khosrow Maleknejad, Yaser Rostami
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In this paper, Semi-orthogonal B-spline scaling functions and wavelets and their dual functions are presented to approximate the solutions of integro-differential equations.The B-spline scaling functions and wavelets, their properties and the operational matrices of derivative for this function are presented to reduce the solution of integro-differential equations to the solution of algebraic equations. Here we compute B-spline scaling functions of degree 4 and their dual, then we will show that by using them we have better approximation results for the solution of integro-differential equations in comparison with less degrees of scaling functions
Keywords: Integro-differential equations, Quartic B-spline wavelet, Operational matrices.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31638757 Oil Debris Signal Detection Based on Integral Transform and Empirical Mode Decomposition
Authors: Chuan Li, Ming Liang
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Oil debris signal generated from the inductive oil debris monitor (ODM) is useful information for machine condition monitoring but is often spoiled by background noise. To improve the reliability in machine condition monitoring, the high-fidelity signal has to be recovered from the noisy raw data. Considering that the noise components with large amplitude often have higher frequency than that of the oil debris signal, the integral transform is proposed to enhance the detectability of the oil debris signal. To cancel out the baseline wander resulting from the integral transform, the empirical mode decomposition (EMD) method is employed to identify the trend components. An optimal reconstruction strategy including both de-trending and de-noising is presented to detect the oil debris signal with less distortion. The proposed approach is applied to detect the oil debris signal in the raw data collected from an experimental setup. The result demonstrates that this approach is able to detect the weak oil debris signal with acceptable distortion from noisy raw data.Keywords: Integral transform, empirical mode decomposition, oil debris, signal processing, detection.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17188756 Improved Power Spectrum Estimation for RR-Interval Time Series
Authors: B. S. Saini, Dilbag Singh, Moin Uddin, Vinod Kumar
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The RR interval series is non-stationary and unevenly spaced in time. For estimating its power spectral density (PSD) using traditional techniques like FFT, require resampling at uniform intervals. The researchers have used different interpolation techniques as resampling methods. All these resampling methods introduce the low pass filtering effect in the power spectrum. The lomb transform is a means of obtaining PSD estimates directly from irregularly sampled RR interval series, thus avoiding resampling. In this work, the superiority of Lomb transform method has been established over FFT based approach, after applying linear and cubicspline interpolation as resampling methods, in terms of reproduction of exact frequency locations as well as the relative magnitudes of each spectral component.Keywords: HRV, Lomb Transform, Resampling, RR-intervals.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32408755 Detecting Abnormal ECG Signals Utilising Wavelet Transform and Standard Deviation
Authors: Dejan Stantic, Jun Jo
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ECG contains very important clinical information about the cardiac activities of the heart. Often the ECG signal needs to be captured for a long period of time in order to identify abnormalities in certain situations. Such signal apart of a large volume often is characterised by low quality due to the noise and other influences. In order to extract features in the ECG signal with time-varying characteristics at first need to be preprocessed with the best parameters. Also, it is useful to identify specific parts of the long lasting signal which have certain abnormalities and to direct the practitioner to those parts of the signal. In this work we present a method based on wavelet transform, standard deviation and variable threshold which achieves 100% accuracy in identifying the ECG signal peaks and heartbeat as well as identifying the standard deviation, providing a quick reference to abnormalities.
Keywords: Electrocardiogram-ECG, Arrhythmia, Signal Processing, Wavelet Transform, Standard Deviation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29118754 A Novel VLSI Architecture for Image Compression Model Using Low power Discrete Cosine Transform
Authors: Vijaya Prakash.A.M, K.S.Gurumurthy
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In Image processing the Image compression can improve the performance of the digital systems by reducing the cost and time in image storage and transmission without significant reduction of the Image quality. This paper describes hardware architecture of low complexity Discrete Cosine Transform (DCT) architecture for image compression[6]. In this DCT architecture, common computations are identified and shared to remove redundant computations in DCT matrix operation. Vector processing is a method used for implementation of DCT. This reduction in computational complexity of 2D DCT reduces power consumption. The 2D DCT is performed on 8x8 matrix using two 1-Dimensional Discrete cosine transform blocks and a transposition memory [7]. Inverse discrete cosine transform (IDCT) is performed to obtain the image matrix and reconstruct the original image. The proposed image compression algorithm is comprehended using MATLAB code. The VLSI design of the architecture is implemented Using Verilog HDL. The proposed hardware architecture for image compression employing DCT was synthesized using RTL complier and it was mapped using 180nm standard cells. . The Simulation is done using Modelsim. The simulation results from MATLAB and Verilog HDL are compared. Detailed analysis for power and area was done using RTL compiler from CADENCE. Power consumption of DCT core is reduced to 1.027mW with minimum area[1].Keywords: Discrete Cosine Transform (DCT), Inverse DiscreteCosine Transform (IDCT), Joint Photographic Expert Group (JPEG), Low Power Design, Very Large Scale Integration (VLSI) .
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31418753 A Nonlinear Parabolic Partial Differential Equation Model for Image Enhancement
Authors: Tudor Barbu
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We present a robust nonlinear parabolic partial differential equation (PDE)-based denoising scheme in this article. Our approach is based on a second-order anisotropic diffusion model that is described first. Then, a consistent and explicit numerical approximation algorithm is constructed for this continuous model by using the finite-difference method. Finally, our restoration experiments and method comparison, which prove the effectiveness of this proposed technique, are discussed in this paper.Keywords: Image denoising and restoration, nonlinear PDE model, anisotropic diffusion, numerical approximation scheme, finite differences.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13058752 Research on Control Strategy of Differential Drive Assisted Steering of Distributed Drive Electric Vehicle
Authors: J. Liu, Z. P. Yu, L. Xiong, Y. Feng, J. He
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According to the independence, accuracy and controllability of the driving/braking torque of the distributed drive electric vehicle, a control strategy of differential drive assisted steering was designed. Firstly, the assisted curve under different speed and steering wheel torque was developed and the differential torques were distributed to the right and left front wheels. Then the steering return ability assisted control algorithm was designed. At last, the joint simulation was conducted by CarSim/Simulink. The result indicated: the differential drive assisted steering algorithm could provide enough steering drive-assisted under low speed and improve the steering portability. Along with the increase of the speed, the provided steering drive-assisted decreased. With the control algorithm, the steering stiffness of the steering system increased along with the increase of the speed, which ensures the driver’s road feeling. The control algorithm of differential drive assisted steering could avoid the understeer under low speed effectively.
Keywords: Differential assisted steering, control strategy, distributed drive electric vehicle.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22648751 Discrete and Stationary Adaptive Sub-Band Threshold Method for Improving Image Resolution
Authors: P. Joyce Beryl Princess, Y. Harold Robinson
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Image Processing is a structure of Signal Processing for which the input is the image and the output is also an image or parameter of the image. Image Resolution has been frequently referred as an important aspect of an image. In Image Resolution Enhancement, images are being processed in order to obtain more enhanced resolution. To generate highly resoluted image for a low resoluted input image with high PSNR value. Stationary Wavelet Transform is used for Edge Detection and minimize the loss occurs during Downsampling. Inverse Discrete Wavelet Transform is to get highly resoluted image. Highly resoluted output is generated from the Low resolution input with high quality. Noisy input will generate output with low PSNR value. So Noisy resolution enhancement technique has been used for adaptive sub-band thresholding is used. Downsampling in each of the DWT subbands causes information loss in the respective subbands. SWT is employed to minimize this loss. Inverse Discrete wavelet transform (IDWT) is to convert the object which is downsampled using DWT into a highly resoluted object. Used Image denoising and resolution enhancement techniques will generate image with high PSNR value. Our Proposed method will improve Image Resolution and reached the optimized threshold.Keywords: Image Processing, Inverse Discrete wavelet transform, PSNR.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17918750 Tracking Control of a Linear Parabolic PDE with In-domain Point Actuators
Authors: Amir Badkoubeh, Guchuan Zhu
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This paper addresses the problem of asymptotic tracking control of a linear parabolic partial differential equation with indomain point actuation. As the considered model is a non-standard partial differential equation, we firstly developed a map that allows transforming this problem into a standard boundary control problem to which existing infinite-dimensional system control methods can be applied. Then, a combination of energy multiplier and differential flatness methods is used to design an asymptotic tracking controller. This control scheme consists of stabilizing state-feedback derived from the energy multiplier method and feed-forward control based on the flatness property of the system. This approach represents a systematic procedure to design tracking control laws for a class of partial differential equations with in-domain point actuation. The applicability and system performance are assessed by simulation studies.Keywords: Tracking Control, In-domain point actuation, PartialDifferential Equations.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20608749 Differential Sandwich Theorems with Generalised Derivative Operator
Authors: Maslina Darus, Khalifa Al-Shaqsi
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In this paper, a generalized derivatives operator n λ,βf introduced by the authors will be discussed. Some subordination and superordination results involving this operator for certain normalized analytic functions in the open unit disk will be investigated. Our results extend corresponding previously known results.Keywords: Analytic functions, Univalent functions, Derivative operator, Differential subordination, Differential superordination.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14758748 Engineering Optimization Using Two-Stage Differential Evolution
Authors: K. Y. Tseng, C. Y. Wu
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This paper employs a heuristic algorithm to solve engineering problems including truss structure optimization and optimal chiller loading (OCL) problems. Two different type algorithms, real-valued differential evolution (DE) and modified binary differential evolution (MBDE), are successfully integrated and then can obtain better performance in solving engineering problems. In order to demonstrate the performance of the proposed algorithm, this study adopts each one testing case of truss structure optimization and OCL problems to compare the results of other heuristic optimization methods. The result indicates that the proposed algorithm can obtain similar or better solution in comparing with previous studies.
Keywords: Differential evolution, truss structure optimization, optimal chiller loading, modified binary differential evolution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7138747 A Novel Reversible Watermarking Method based on Adaptive Thresholding and Companding Technique
Authors: Nisar Ahmed Memon
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Embedding and extraction of a secret information as well as the restoration of the original un-watermarked image is highly desirable in sensitive applications like military, medical, and law enforcement imaging. This paper presents a novel reversible data-hiding method for digital images using integer to integer wavelet transform and companding technique which can embed and recover the secret information as well as can restore the image to its pristine state. The novel method takes advantage of block based watermarking and iterative optimization of threshold for companding which avoids histogram pre and post-processing. Consequently, it reduces the associated overhead usually required in most of the reversible watermarking techniques. As a result, it keeps the distortion small between the marked and the original images. Experimental results show that the proposed method outperforms the existing reversible data hiding schemes reported in the literature.Keywords: Adaptive Thresholding, Companding Technique, Integer Wavelet Transform, Reversible Watermarking
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18698746 The Strict Stability of Impulsive Stochastic Functional Differential Equations with Markovian Switching
Authors: Dezhi Liu Guiyuan Yang Wei Zhang
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Strict stability can present the rate of decay of the solution, so more and more investigators are beginning to study the topic and some results have been obtained. However, there are few results about strict stability of stochastic differential equations. In this paper, using Lyapunov functions and Razumikhin technique, we have gotten some criteria for the strict stability of impulsive stochastic functional differential equations with markovian switching.Keywords: Impulsive; Stochastic functional differential equation; Strict stability; Razumikhin technique.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12948745 A Novel Approach for Coin Identification using Eigenvalues of Covariance Matrix, Hough Transform and Raster Scan Algorithms
Authors: J. Prakash, K. Rajesh
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In this paper we present a new method for coin identification. The proposed method adopts a hybrid scheme using Eigenvalues of covariance matrix, Circular Hough Transform (CHT) and Bresenham-s circle algorithm. The statistical and geometrical properties of the small and large Eigenvalues of the covariance matrix of a set of edge pixels over a connected region of support are explored for the purpose of circular object detection. Sparse matrix technique is used to perform CHT. Since sparse matrices squeeze zero elements and contain only a small number of non-zero elements, they provide an advantage of matrix storage space and computational time. Neighborhood suppression scheme is used to find the valid Hough peaks. The accurate position of the circumference pixels is identified using Raster scan algorithm which uses geometrical symmetry property. After finding circular objects, the proposed method uses the texture on the surface of the coins called texton, which are unique properties of coins, refers to the fundamental micro structure in generic natural images. This method has been tested on several real world images including coin and non-coin images. The performance is also evaluated based on the noise withstanding capability.Keywords: Circular Hough Transform, Coin detection, Covariance matrix, Eigenvalues, Raster scan Algorithm, Texton.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18818744 A Scheme of Model Verification of the Concurrent Discrete Wavelet Transform (DWT) for Image Compression
Authors: Kamrul Hasan Talukder, Koichi Harada
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The scientific community has invested a great deal of effort in the fields of discrete wavelet transform in the last few decades. Discrete wavelet transform (DWT) associated with the vector quantization has been proved to be a very useful tool for the compression of image. However, the DWT is very computationally intensive process requiring innovative and computationally efficient method to obtain the image compression. The concurrent transformation of the image can be an important solution to this problem. This paper proposes a model of concurrent DWT for image compression. Additionally, the formal verification of the model has also been performed. Here the Symbolic Model Verifier (SMV) has been used as the formal verification tool. The system has been modeled in SMV and some properties have been verified formally.
Keywords: Computation Tree Logic, Discrete WaveletTransform, Formal Verification, Image Compression, Symbolic Model Verifier.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17528743 Fault Detection of Pipeline in Water Distribution Network System
Authors: Shin Je Lee, Go Bong Choi, Jeong Cheol Seo, Jong Min Lee, Gibaek Lee
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Water pipe network is installed underground and once equipped, it is difficult to recognize the state of pipes when the leak or burst happens. Accordingly, post management is often delayed after the fault occurs. Therefore, the systematic fault management system of water pipe network is required to prevent the accident and minimize the loss. In this work, we develop online fault detection system of water pipe network using data of pipes such as flow rate or pressure. The transient model describing water flow in pipelines is presented and simulated using MATLAB. The fault situations such as the leak or burst can be also simulated and flow rate or pressure data when the fault happens are collected. Faults are detected using statistical methods of fast Fourier transform and discrete wavelet transform, and they are compared to find which method shows the better fault detection performance.Keywords: fault detection, water pipeline model, fast Fourier transform, discrete wavelet transform.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23438742 Edge Detection Algorithm Based on Wavelet De-nosing Applied tothe X-ray Image Enhancement of the Electric Equipment
Authors: Fei Xue, Hong Yu, Da-da Wang, Wei Zhang, Rong-min Zou, Xiao-lanCai
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The X-ray technology has been used in non-destructive evaluation in the Power System, in which a visual non-destructive inspection method for the electrical equipment is provided. However, lots of noise is existed in the images that are got from the X-ray digital images equipment. Therefore, the auto defect detection which based on these images will be very difficult to proceed. A theory on X-ray image de-noising algorithm based on wavelet transform is proposed in this paper. Then the edge detection algorithm is used so that the defect can be pushed out. The result of experiment shows that the method which utilized by this paper is very useful for de-noising on the X-ray images.
Keywords: de-noising, edge detection, wavelet transform, X-ray
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15518741 Comparison of Two Interval Models for Interval-Valued Differential Evolution
Authors: Hidehiko Okada
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The author previously proposed an extension of differential evolution. The proposed method extends the processes of DE to handle interval numbers as genotype values so that DE can be applied to interval-valued optimization problems. The interval DE can employ either of two interval models, the lower and upper model or the center and width model, for specifying genotype values. Ability of the interval DE in searching for solutions may depend on the model. In this paper, the author compares the two models to investigate which model contributes better for the interval DE to find better solutions. Application of the interval DE is evolutionary training of interval-valued neural networks. A result of preliminary study indicates that the CW model is better than the LU model: the interval DE with the CW model could evolve better neural networks.
Keywords: Evolutionary algorithms, differential evolution, neural network, neuroevolution, interval arithmetic.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16678740 Walsh-Hadamard Transform for Facial Feature Extraction in Face Recognition
Authors: M. Hassan, I. Osman, M. Yahia
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This Paper proposes a new facial feature extraction approach, Wash-Hadamard Transform (WHT). This approach is based on correlation between local pixels of the face image. Its primary advantage is the simplicity of its computation. The paper compares the proposed approach, WHT, which was traditionally used in data compression with two other known approaches: the Principal Component Analysis (PCA) and the Discrete Cosine Transform (DCT) using the face database of Olivetti Research Laboratory (ORL). In spite of its simple computation, the proposed algorithm (WHT) gave very close results to those obtained by the PCA and DCT. This paper initiates the research into WHT and the family of frequency transforms and examines their suitability for feature extraction in face recognition applications.
Keywords: Face Recognition, Facial Feature Extraction, Principal Component Analysis, and Discrete Cosine Transform, Wash-Hadamard Transform.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25728739 On the Modeling and State Estimation for Dynamic Power System
Authors: A. Thabet, M. Boutayeb, M. N. Abdelkrim
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27398738 Wavelet Transform and Support Vector Machine Approach for Fault Location in Power Transmission Line
Authors: V. Malathi, N.S.Marimuthu
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This paper presents a wavelet transform and Support Vector Machine (SVM) based algorithm for estimating fault location on transmission lines. The Discrete wavelet transform (DWT) is used for data pre-processing and this data are used for training and testing SVM. Five types of mother wavelet are used for signal processing to identify a suitable wavelet family that is more appropriate for use in estimating fault location. The results demonstrated the ability of SVM to generalize the situation from the provided patterns and to accurately estimate the location of faults with varying fault resistance.Keywords: Fault location, support vector machine, supportvector regression, transmission lines, wavelet transform.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21868737 Controller Design of Discrete Systems by Order Reduction Technique Employing Differential Evolution Optimization Algorithm
Authors: J. S. Yadav, N. P. Patidar, J. Singhai
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One of the main objectives of order reduction is to design a controller of lower order which can effectively control the original high order system so that the overall system is of lower order and easy to understand. In this paper, a simple method is presented for controller design of a higher order discrete system. First the original higher order discrete system in reduced to a lower order model. Then a Proportional Integral Derivative (PID) controller is designed for lower order model. An error minimization technique is employed for both order reduction and controller design. For the error minimization purpose, Differential Evolution (DE) optimization algorithm has been employed. DE method is based on the minimization of the Integral Squared Error (ISE) between the desired response and actual response pertaining to a unit step input. Finally the designed PID controller is connected to the original higher order discrete system to get the desired specification. The validity of the proposed method is illustrated through a numerical example.Keywords: Discrete System, Model Order Reduction, PIDController, Integral Squared Error, Differential Evolution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19048736 Design of a CMOS Differential Operational Transresistance Amplifier in 90 nm CMOS Technology
Authors: Hafiz Muhammad Obaid, Umais Tayyab, Shabbir Majeed Ch.
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In this paper, a CMOS differential operational transresistance amplifier (OTRA) is presented. The amplifier is designed and implemented in a standard umc90-nm CMOS technology. The differential OTRA provides wider bandwidth at high gain. It also shows much better rise and fall time and exhibits a very good input current dynamic range of 50 to 50 μA. The OTRA can be used in many analog VLSI applications. The presented amplifier has high gain bandwidth product of 617.6 THz Ω. The total power dissipation of the presented amplifier is also very low and it is 0.21 mW.
Keywords: CMOS, differential, operational transresistance amplifier, OTRA, 90 nm, VLSI.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11408735 The Non-Uniqueness of Partial Differential Equations Options Price Valuation Formula for Heston Stochastic Volatility Model
Authors: H. D. Ibrahim, H. C. Chinwenyi, T. Danjuma
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An option is defined as a financial contract that provides the holder the right but not the obligation to buy or sell a specified quantity of an underlying asset in the future at a fixed price (called a strike price) on or before the expiration date of the option. This paper examined two approaches for derivation of Partial Differential Equation (PDE) options price valuation formula for the Heston stochastic volatility model. We obtained various PDE option price valuation formulas using the riskless portfolio method and the application of Feynman-Kac theorem respectively. From the results obtained, we see that the two derived PDEs for Heston model are distinct and non-unique. This establishes the fact of incompleteness in the model for option price valuation.
Keywords: Option price valuation, Partial Differential Equations, Black-Scholes PDEs, Ito process.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5098734 Optimization of Reaction Rate Parameters in Modeling of Heavy Paraffins Dehydrogenation
Authors: Leila Vafajoo, Farhad Khorasheh, Mehrnoosh Hamzezadeh Nakhjavani, Moslem Fattahi
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In the present study, a procedure was developed to determine the optimum reaction rate constants in generalized Arrhenius form and optimized through the Nelder-Mead method. For this purpose, a comprehensive mathematical model of a fixed bed reactor for dehydrogenation of heavy paraffins over Pt–Sn/Al2O3 catalyst was developed. Utilizing appropriate kinetic rate expressions for the main dehydrogenation reaction as well as side reactions and catalyst deactivation, a detailed model for the radial flow reactor was obtained. The reactor model composed of a set of partial differential equations (PDE), ordinary differential equations (ODE) as well as algebraic equations all of which were solved numerically to determine variations in components- concentrations in term of mole percents as a function of time and reactor radius. It was demonstrated that most significant variations observed at the entrance of the bed and the initial olefin production obtained was rather high. The aforementioned method utilized a direct-search optimization algorithm along with the numerical solution of the governing differential equations. The usefulness and validity of the method was demonstrated by comparing the predicted values of the kinetic constants using the proposed method with a series of experimental values reported in the literature for different systems.Keywords: Dehydrogenation, Pt-Sn/Al2O3 Catalyst, Modeling, Nelder-Mead, Optimization
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27488733 Hybrid Method Using Wavelets and Predictive Method for Compression of Speech Signal
Authors: Karima Siham Aoubid, Mohamed Boulemden
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The development of the signal compression algorithms is having compressive progress. These algorithms are continuously improved by new tools and aim to reduce, an average, the number of bits necessary to the signal representation by means of minimizing the reconstruction error. The following article proposes the compression of Arabic speech signal by a hybrid method combining the wavelet transform and the linear prediction. The adopted approach rests, on one hand, on the original signal decomposition by ways of analysis filters, which is followed by the compression stage, and on the other hand, on the application of the order 5, as well as, the compression signal coefficients. The aim of this approach is the estimation of the predicted error, which will be coded and transmitted. The decoding operation is then used to reconstitute the original signal. Thus, the adequate choice of the bench of filters is useful to the transform in necessary to increase the compression rate and induce an impercevable distortion from an auditive point of view.Keywords: Compression, linear prediction analysis, multiresolution analysis, speech signal.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13388732 Optimized Vector Quantization for Bayer Color Filter Array
Authors: M. Lakshmi, J. Senthil Kumar
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Digital cameras to reduce cost, use an image sensor to capture color images. Color Filter Array (CFA) in digital cameras permits only one of the three primary (red-green-blue) colors to be sensed in a pixel and interpolates the two missing components through a method named demosaicking. Captured data is interpolated into a full color image and compressed in applications. Color interpolation before compression leads to data redundancy. This paper proposes a new Vector Quantization (VQ) technique to construct a VQ codebook with Differential Evolution (DE) Algorithm. The new technique is compared to conventional Linde- Buzo-Gray (LBG) method.Keywords: Color Filter Array (CFA), Biorthogonal Wavelet, Vector Quantization (VQ), Differential Evolution (DE).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19088731 Existence of Solution for Four-Point Boundary Value Problems of Second-Order Impulsive Differential Equations (III)
Authors: Li Ge
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In this paper, we study the existence of solution of the four-point boundary value problem for second-order differential equations with impulses by using Leray-Schauder theory:Keywords: impulsive differential equations, impulsive integraldifferential equation, boundary value problems
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1171