Search results for: Analytical Method
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 8654

Search results for: Analytical Method

6224 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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6223 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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6222 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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6221 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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6220 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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6219 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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6218 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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6217 Investigating the Thermal Characteristics of Reclaimed Solid Waste from a Landfill Site Using Thermogravimetry

Authors: S. M. Al-Salem, G.A. Leeke, H. J. Karam, R. Al-Enzi, A. T. Al-Dhafeeri, J. Wang

Abstract:

Thermogravimetry has been popularized as a thermal characterization technique since the 1950s. It aims at investigating the weight loss against both reaction time and temperature, whilst being able to characterize the evolved gases from the volatile components of the organic material being tested using an appropriate hyphenated analytical technique. In an effort to characterize and identify the reclaimed waste from an unsanitary landfill site, this approach was initiated. Solid waste (SW) reclaimed from an active landfill site in the State of Kuwait was collected and prepared for characterization in accordance with international protocols. The SW was segregated and its major components were identified after washing and air drying. Shredding and cryomilling was conducted on the plastic solid waste (PSW) component to yield a material that is representative for further testing and characterization. The material was subjected to five heating rates (b) with minimal repeatable weight for high accuracy thermogravimetric analysis (TGA) following the recommendation of the International Confederation for Thermal Analysis and Calorimetry (ICTAC). The TGA yielded thermograms that showed an off-set from typical behavior of commercial grade resin which was attributed to contact of material with soil and thermal/photo-degradation.

Keywords: Polymer, TGA, Pollution, Landfill, Waste, Plastic.

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6216 An Analytical Study of FRP-Concrete Bridge Superstructures

Authors: Wael I. Alnahhal

Abstract:

It is a major challenge to build a bridge superstructure that has long-term durability and low maintenance requirements. A solution to this challenge may be to use new materials or to implement new structural systems. Fiber Reinforced Polymer (FRP) composites have continued to play an important role in solving some of persistent problems in infrastructure applications because of its high specific strength, light weight, and durability. In this study, the concept of the hybrid FRP-concrete structural systems is applied to a bridge superstructure. The hybrid FRP-concrete bridge superstructure is intended to have durable, structurally sound, and cost effective hybrid system that will take full advantage of the inherent properties of both FRP materials and concrete. In this study, two hybrid FRP-concrete bridge systems were investigated. The first system consists of trapezoidal cell units forming a bridge superstructure. The second one is formed by arch cells. The two systems rely on using cellular components to form the core of the bridge superstructure, and an outer shell to warp around those cells to form the integral unit of the bridge. Both systems were investigated analytically by using finite element (FE) analysis. From the rigorous FE studies, it was concluded that first system is more efficient than the second.

Keywords: Bridge superstructure, hybrid system, fiber reinforced polymer, finite element analysis.

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6215 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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6214 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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6213 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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6212 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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6211 Thermal Load Calculations of Multilayered Walls

Authors: Bashir M. Suleiman

Abstract:

Thermal load calculations have been performed for multi-layered walls that are composed of three different parts; a common (sand and cement) plaster, and two types of locally produced soft and hard bricks. The masonry construction of these layered walls was based on concrete-backed stone masonry made of limestone bricks joined by mortar. These multilayered walls are forming the outer walls of the building envelope of a typical Libyan house. Based on the periodic seasonal weather conditions, within the Libyan cost region during summer and winter, measured thermal conductivity values were used to implement such seasonal variation of heat flow and the temperature variations through the walls. The experimental measured thermal conductivity values were obtained using the Hot Disk technique. The estimation of the thermal resistance of the wall layers ( R-values) is based on measurements and calculations. The numerical calculations were done using a simplified analytical model that considers two different wall constructions which are characteristics of such houses. According to the obtained results, the R-values were quite low and therefore, several suggestions have been proposed to improve the thermal loading performance that will lead to a reasonable human comfort and reduce energy consumption.

Keywords: Thermal loading, multilayered walls, Libyan bricks, thermal resistance

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6210 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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6209 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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6208 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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6207 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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6206 Enhancing the Effectiveness of Air Defense Systems through Simulation Analysis

Authors: F. Felipe

Abstract:

Air Defense Systems contain high-value assets that are expected to fulfill their mission for several years - in many cases, even decades - while operating in a fast-changing, technology-driven environment. Thus, it is paramount that decision-makers can assess how effective an Air Defense System is in the face of new developing threats, as well as to identify the bottlenecks that could jeopardize the security of the airspace of a country. Given the broad extent of activities and the great variety of assets necessary to achieve the strategic objectives, a systems approach was taken in order to delineate the core requirements and the physical architecture of an Air Defense System. Then, value-focused thinking helped in the definition of the measures of effectiveness. Furthermore, analytical methods were applied to create a formal structure that preliminarily assesses such measures. To validate the proposed methodology, a powerful simulation was also used to determine the measures of effectiveness, now in more complex environments that incorporate both uncertainty and multiple interactions of the entities. The results regarding the validity of this methodology suggest that the approach can support decisions aimed at enhancing the capabilities of Air Defense Systems. In conclusion, this paper sheds some light on how consolidated approaches of Systems Engineering and Operations Research can be used as valid techniques for solving problems regarding a complex and yet vital matter.

Keywords: Air defense, effectiveness, system, simulation, decision-support.

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6205 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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6204 The Role of Paper in the Copy Identification of Safavid Era Shahnamehs of Tabriz Doctrine

Authors: Ashrafosadat Mousavi Lar, Elahe Moravej

Abstract:

To investigate and explain the history of each copy, we must refer to its past because it highlights parts of the civilization of people among which this copy has been codified. In this paper, eight Ferdowsi’s Shahnameh of Safavid era of Tabriz doctrine available in Iranian libraries and museums are studied. Undoubtedly, it can be said that Ferdowsi’s Shahnameh is one of the most important books that has been transcribed many times in different eras because it explains the Iranian champions’ prowess and it includes the history of Iran from Pishdadian to Sasanian dynasty. In addition, it has been attractive for governors and artists. The research methodology of this article is based on the analytical-descriptive arguments. The research hypothesis is based on papers used in Shahnameh writing in Safavid era of Tabriz doctrine were mostly Isfahanian papers existed. At that time, Isfahanian paper was unique in terms of quality, clarity, flatness of the sheets, volume, shape, softness and elegance, strength, and smoothness. This paper was mostly used to prepare the courtier and exquisite copies. This shows that the prepared copies in Safavid era of Tabriz doctrine were very important because the artists and people who ordered and were out of the court have ordered Isfahanian paper for writing their books.

Keywords: Shahnameh, Safavid era, Tabriz doctrine.

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6203 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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6202 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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6201 Investigation of Hydraulic and Thermal Performances of Fin Array at Different Shield Positions without By-Pass

Authors: Ramy H. Mohammed

Abstract:

In heat sinks, the flow within the core exhibits separation and hence does not lend itself to simple analytical boundary layer or duct flow analysis of the wall friction. In this paper, we present some findings from an experimental and numerical study aimed to obtain physical insight into the influence of the presence of the shield and its position on the hydraulic and thermal performance of square pin fin heat sink without top by-pass. The variations of the Nusselt number and friction factor are obtained under varied parameters, such as the Reynolds number and the shield position. The numerical code is validated by comparing the numerical results with the available experimental data. It is shown that, there is a good agreement between the temperature predictions based on the model and the experimental data. Results show that, as the presence of the shield, the heat transfer of fin array is enhanced and the flow resistance increased. The surface temperature distribution of the heat sink base is more uniform when the dimensionless shield position equals to 1/3 or 2/3. The comprehensive performance evaluation approach based on identical pumping power criteria is adopted and shows that the optimum shield position is at x/l=0.43.

Keywords: Shield, Fin array, Performance evaluation, Heat transfer, Validation.

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6200 Degree of Milling Effects on the Sorghum (Sorghum bicolor) Flours, Physicochemical Properties and Kinetics of Starch Digestion

Authors: Brou K., Guéhi T., Konan A. G., Gbakayoro J. B., Gnakri D.

Abstract:

Two types of crushing were applied to grains of red sorghum: manual crushing using a mortar and pestle of kitchen and mechanical crushing using a hammer mill. The flours obtained at the end of these various crushing were filtered and subdivided in different fractions according to the diameters of the mesh of the sieves (0.16mm; 0.25mm; 0.315mm; 0.4mm, and 0.63mm…). Some physical, chemical and nutritional traits of these flours were evaluated using Association of Official Analytical Chemists (AOAC). In vitro digestibility of these flours was also studied with freezing of flour 1% like substrate and α-amylase from B. licheniformis (E.C.3.2.1.1; Megazyme, Wicklow, Ireland). The results revealed that the batches of flours which have the finest diameters as 0.16mm; 0.25mm are the richest one in nutrients and are also the most digestible. Also mechanical crushing is the best mean to obtain significant amount of flours. In conclusion, the type of crushing and the size of the particles have an impact on the final concentration of some nutrients of the flours obtained. Indeed, the finest particles (0.16mm – 0.25mm 0.315mm) obtained after sifting of the flours are more nutritive and have a better digestibility than others size. So the finest particles could be advised for management of cereals namely the sorghum for the production of the infantile foods.

Keywords: Nutrients, digestibility, crush, flour, milling, granulometry.

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6199 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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6198 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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6197 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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6196 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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6195 New Exact Three-Wave Solutions for the (2+1)-Dimensional Asymmetric Nizhnik-Novikov-Veselov System

Authors: Fadi Awawdeh, O. Alsayyed

Abstract:

New exact three-wave solutions including periodic two-solitary solutions and doubly periodic solitary solutions for the (2+1)-dimensional asymmetric Nizhnik-Novikov- Veselov (ANNV) system are obtained using Hirota's bilinear form and generalized three-wave type of ansatz approach. It is shown that the generalized three-wave method, with the help of symbolic computation, provides an e¤ective and powerful mathematical tool for solving high dimensional nonlinear evolution equations in mathematical physics.

Keywords: Soliton Solution, Hirota Bilinear Method, ANNV System.

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