Search results for: Fourier Spectral method
8215 Parallel-computing Approach for FFT Implementation on Digital Signal Processor (DSP)
Authors: Yi-Pin Hsu, Shin-Yu Lin
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21978214 Efficient Filtering of Graph Based Data Using Graph Partitioning
Authors: Nileshkumar Vaishnav, Aditya Tatu
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An algebraic framework for processing graph signals axiomatically designates the graph adjacency matrix as the shift operator. In this setup, we often encounter a problem wherein we know the filtered output and the filter coefficients, and need to find out the input graph signal. Solution to this problem using direct approach requires O(N3) operations, where N is the number of vertices in graph. In this paper, we adapt the spectral graph partitioning method for partitioning of graphs and use it to reduce the computational cost of the filtering problem. We use the example of denoising of the temperature data to illustrate the efficacy of the approach.Keywords: Graph signal processing, graph partitioning, inverse filtering on graphs, algebraic signal processing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12338213 Rock Textures Classification Based on Textural and Spectral Features
Authors: Tossaporn Kachanubal, Somkait Udomhunsakul
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In this paper, we proposed a method to classify each type of natural rock texture. Our goal is to classify 26 classes of rock textures. First, we extract five features of each class by using principle component analysis combining with the use of applied spatial frequency measurement. Next, the effective node number of neural network was tested. We used the most effective neural network in classification process. The results from this system yield quite high in recognition rate. It is shown that high recognition rate can be achieved in separation of 26 stone classes.Keywords: Texture classification, SFM, neural network, rock texture classification.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20098212 The Direct Updating of Damping and Gyroscopic Matrices using Incomplete Complex Test Data
Authors: Jiashang Jiang, Yongxin Yuan
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In this paper we develop an efficient numerical method for the finite-element model updating of damped gyroscopic systems based on incomplete complex modal measured data. It is assumed that the analytical mass and stiffness matrices are correct and only the damping and gyroscopic matrices need to be updated. By solving a constrained optimization problem, the optimal corrected symmetric damping matrix and skew-symmetric gyroscopic matrix complied with the required eigenvalue equation are found under a weighted Frobenius norm sense.
Keywords: Model updating, damped gyroscopic system, partially prescribed spectral information.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17868211 Bandwidth Efficient Diversity Scheme Using STTC Concatenated With STBC: MIMO Systems
Authors: Sameru Sharma, Sanjay Sharma, Derick Engles
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Multiple-input multiple-output (MIMO) systems are widely in use to improve quality, reliability of wireless transmission and increase the spectral efficiency. However in MIMO systems, multiple copies of data are received after experiencing various channel effects. The limitations on account of complexity due to number of antennas in case of conventional decoding techniques have been looked into. Accordingly we propose a modified sphere decoder (MSD-1) algorithm with lower complexity and give rise to system with high spectral efficiency. With the aim to increase signal diversity we apply rotated quadrature amplitude modulation (QAM) constellation in multi dimensional space. Finally, we propose a new architecture involving space time trellis code (STTC) concatenated with space time block code (STBC) using MSD-1 at the receiver for improving system performance. The system gains have been verified with channel state information (CSI) errors.Keywords: Channel State Information , Diversity, Multi-Antenna, Rotated Constellation, Space Time Codes.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16658210 Comparison of Frequency Estimation Methods for Reflected Signals in Mobile Platforms
Authors: Kathrin Reinhold
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Precise frequency estimation methods for pulseshaped echoes are a prerequisite to determine the relative velocity between sensor and reflector. Signal frequencies are analysed using three different methods: Fourier Transform, Chirp ZTransform and the MUSIC algorithm. Simulations of echoes are performed varying both the noise level and the number of reflecting points. The superposition of echoes with a random initial phase is found to influence the precision of frequency estimation severely for FFT and MUSIC. The standard deviation of the frequency using FFT is larger than for MUSIC. However, MUSIC is more noise-sensitive. The distorting effect of superpositions is less pronounced in experimental data.
Keywords: Frequency estimation, pulse-echo-method, superposition, echoes.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11678209 Li4SiO4 Prepared by Sol-gel Method as Potential Host for LISICON Structured Solid Electrolytes
Authors: Syed Bahari Ramadzan Syed Adnan, Nor Sabirin Mohamed, Norwati K.A
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In this study, Li4SiO4 powder was successfully synthesized via sol gel method followed by drying at 150oC. Lithium oxide, Li2O and silicon oxide, SiO2 were used as the starting materials with citric acid as the chelating agent. The obtained powder was then sintered at various temperatures. Crystallographic phase analysis, morphology and ionic conductivity were investigated systematically employing X-ray diffraction, Fourier Transform Infrared, Scanning Electron Microscopy and AC impedance spectroscopy. XRD result showed the formation of pure monoclinic Li4SiO4 crystal structure with lattice parameters a = 5.140 Å, b = 6.094 Å, c = 5.293 Å, β = 90o in the sample sintered at 750oC. This observation was confirmed by FTIR analysis. The bulk conductivity of this sample at room temperature was 3.35 × 10-6 S cm-1 and the highest bulk conductivity of 1.16 × 10-4 S cm-1 was obtained at 100°C. The results indicated that, the Li4SiO4 compound has potential to be used as host for LISICON structured solid electrolyte for low temperature application.Keywords: Conductivity, LISICON, Li4SiO4, Solid electrolyte, Structure.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 33208208 Environmentally Adaptive Acoustic Echo Suppression for Barge-in Speech Recognition
Authors: Jong Han Joo, Jeong Hun Lee, Young Sun Kim, Jae Young Kang, Seung Ho Choi
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In this study, we propose a novel technique for acoustic echo suppression (AES) during speech recognition under barge-in conditions. Conventional AES methods based on spectral subtraction apply fixed weights to the estimated echo path transfer function (EPTF) at the current signal segment and to the EPTF estimated until the previous time interval. However, the effects of echo path changes should be considered for eliminating the undesired echoes. We describe a new approach that adaptively updates weight parameters in response to abrupt changes in the acoustic environment due to background noises or double-talk. Furthermore, we devised a voice activity detector and an initial time-delay estimator for barge-in speech recognition in communication networks. The initial time delay is estimated using log-spectral distance measure, as well as cross-correlation coefficients. The experimental results show that the developed techniques can be successfully applied in barge-in speech recognition systems.
Keywords: Acoustic echo suppression, barge-in, speech recognition, echo path transfer function, initial delay estimator, voice activity detector.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23178207 Reflectance Imaging Spectroscopy Data (Hyperspectral) for Mineral Mapping in the Orientale Basin Region on the Moon Surface
Authors: V. Sivakumar, R. Neelakantan
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Mineral mapping on the Moon surface provides the clue to understand the origin, evolution, stratigraphy and geological history of the Moon. Recently, reflectance imaging spectroscopy plays a significant role in identifying minerals on the planetary surface in the Visible to NIR region of the electromagnetic spectrum. The Moon Mineralogy Mapper (M3) onboard Chandrayaan-1 provides unprecedented spectral data of lunar surface to study about the Moon surface. Here we used the M3 sensor data (hyperspectral imaging spectroscopy) for analysing mineralogy of Orientale basin region on the Moon surface. Reflectance spectrums were sampled from different locations of the basin and continuum was removed using ENvironment for Visualizing Images (ENVI) software. Reflectance spectra of unknown mineral composition were compared with known Reflectance Experiment Laboratory (RELAB) spectra for discriminating mineralogy. Minerals like olivine, Low-Ca Pyroxene (LCP), High-Ca Pyroxene (HCP) and plagioclase were identified. In addition to these minerals, an unusual type of spectral signature was identified, which indicates the probable Fe-Mg-spinel lithology in the basin region.Keywords: Chandrayaan-1, moon mineralogy mapper, orientale basin, moon, spectroscopy, hyperspectral.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28548206 Pioneer Synthesis and Characterization of Boron Containing Hard Materials
Authors: G. Çelik Gül, F. Kurtuluş
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The first laboratory synthesis of hard materials such as diamond proceeded to attack of developing materials with high hardness to compete diamond. Boron rich solids are good candidates owing to their short interatomic bond lengths and strong covalent character. Boron containing hard material was synthesized by modifiedmicrowave method under nitrogen atmosphere by using a fuel (glycine or urea), amorphous boron and/or boric acid in appropriate molar ratio. Characterizations were done by x-ray diffraction (XRD), Fourier transform infrared (FTIR) spectroscopy, scanning electron microscopy/energy dispersive analyze (SEM/EDS), thermo gravimetric/differential thermal analysis (TG/DTA).Keywords: Boron containing materials, hard materials, microwave synthesis, powder X-ray diffraction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21828205 A New Approach to Design an Efficient CIC Decimator Using Signed Digit Arithmetic
Authors: Vishal Awasthi, Krishna Raj
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Any digital processing performed on a signal with larger nyquist interval requires more computation than signal processing performed on smaller nyquist interval. The sampling rate alteration generates the unwanted effects in the system such as spectral aliasing and spectral imaging during signal processing. Multirate-multistage implementation of digital filter can result a significant computational saving than single rate filter designed for sample rate conversion. In this paper, we presented an efficient cascaded integrator comb (CIC) decimation filter that perform fast down sampling using signed digit adder algorithm with compensated frequency droop that arises due to aliasing effect during the decimation process. This proposed compensated CIC decimation filter structure with a hybrid signed digit (HSD) fast adder provide an improved performance in terms of down sampling speed by 65.15% than ripple carry adder (RCA) and reduced area and power by 57.5% and 0.01 % than signed digit (SD) adder algorithms respectively.
Keywords: Sampling rate conversion, Multirate Filtering, Compensation Theory, Decimation filter, CIC filter, Redundant signed digit arithmetic, Fast adders.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 48928204 Preliminary Chaos Analyses of Explosion Earthquakes Followed by Harmonic Tremors at Semeru Volcano, East Java, Indonesia
Authors: Sukir Maryanto, Didik R. Santosa, Iyan Mulyana, Muhammad Hendrasto
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Successive event of explosion earthquake and harmonic tremor recorded at Semeru volcano were analyzed to investigate the dynamical system regarding to their eruptive mechanism. The eruptive activity at Semeru volcano East Java, Indonesia is intermittent emission of ash and bombs with Strombolian style which occurred at interval of 15 to 45 minutes. The explosive eruptions accompanied by explosion earthquakes and followed by volcanic tremor which generated by continuous emission of volcanic ash. The spectral and Lyapunov exponent of successive event of explosion and harmonic tremor were analyzed. Peak frequencies of explosion earthquakes range 1.2 to 1.9 Hz and those of the harmonic tremor have peak frequency range 1.5 — 2.2 Hz. The phase space is reconstructed and evaluated based on the Lyapunov exponents. Harmonic tremors have smaller Lyapunov exponent than explosion earthquakes. It can be considerably as correlated complexity of the mechanism from the variance of spectral and fractal dimension and can be concluded that the successive event of harmonic tremor and explosions are chaotic.
Keywords: Semeru volcano, explosion earthquakes, harmonic tremor, lyapunov exponent, chaotic.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15778203 Design of One – Dimensional Tungsten Gratings for Thermophotovoltaic Emitters
Authors: Samah. G. Babiker, Shuai Yong, Mohamed Osman Sid-Ahmed Xie Ming, A.M. Abdelbagi
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In this paper, a one - dimensional microstructure tungsten grating (pyramids) is optimized for potential application as thermophotovoltaic (TPV) emitter. The influence of gratings geometric parameters on the spectral emittance are studied by using the rigorous coupled-wave analysis (RCWA).The results show that the spectral emittance is affected by the gratings geometrical parameters. The optimum parameters are grating period of 0.5µm, a filling ratio of 0.8 and grating height of h=0.2µm. A broad peak of high emittance is obtained at wavelengths between 0.5 and 1.8µm. The emittance drops below 0.2 at wavelengths above 1.8µm. This can be explained by the surface plasmon polaritons excitation coupled with the grating microstructures. At longer wavelengths, the emittance remains low and this is highly desired for thermophotovoltaic applications to reduce the thermal leakage due to low-energy photons that do not produce any photocurrent. The proposed structure can be used as a selective emitter for a narrow band gap cell such as GaSb. The performance of this simple 1-D emitter proved to be superior to that from more complicated structures. Almost all the radiation from the emitter incident, at angles up to 40°, on the cell, could be utilized to produce a photocurrent. There is no need for a filter.
Keywords: Thermophotovoltaic, RCWA, Grating, Emittance, Surface plasmon polaritons
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22268202 Synthesis of New Bio-Based Solid Polymer Electrolyte Polyurethane-LiClO4 via Prepolymerization Method: Effect of NCO/OH Ratio on Their Chemical, Thermal Properties and Ionic Conductivity
Authors: C. S. Wong, K. H. Badri, N. Ataollahi, K. P. Law, M. S. Su’ait, N. I. Hassan
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Novel bio-based polymer electrolyte was synthesized with LiClO4 as the main source of charge carrier. Initially, polyurethane-LiClO4 polymer electrolytes were synthesized via prepolymerization method with different NCO/OH ratios and labelled them as PU1, PU2, PU3 and PU4. Fourier transform infrared (FTIR) analysis indicates the co-ordination between Li+ ion and polyurethane in PU1. Differential scanning calorimetry (DSC) analysis indicates PU1 has the highest glass transition temperature (Tg) corresponds to the most abundant urethane group which is the hard segment in PU1. Scanning electron microscopy (SEM) shows the good miscibility between lithium salt and the polymer. The study found that PU1 possessed the greatest ionic conductivity and the lowest activation energy, Ea. All the polyurethanes exhibited linear Arrhenius variations indicating ion transport via simple lithium ion hopping in polyurethane. This research proves the NCO content in polyurethane plays an important role in affecting the ionic conductivity of this polymer electrolyte.
Keywords: Ionic conductivity, Palm kernel oil-based monoester polyol, polyurethane, solid polymer electrolyte.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31448201 Usage of Channel Coding Techniques for Peak-to-Average Power Ratio Reduction in Visible Light Communications Systems
Authors: P.L.D.N.M. de Silva, S.G. Edirisinghe, R. Weerasuriya
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High Peak-to-Average Power Ratio (PAPR) is a concern of Orthogonal Frequency Division Multiplexing (OFDM) based Visible Light Communication (VLC) systems. Discrete Fourier Transform spread (DFT-s) OFDM is an alternative single carrier modulation scheme which would address this concern. Employing channel coding techniques is another mechanism to reduce the PAPR. In this study, the improvement which can be harnessed by hybridizing these two techniques for VLC system is being studied. Within the study, efficient techniques such as Hamming coding and Convolutional coding have been studied. Thus, we present the impact of the hybrid of DFT-s OFDM and Channel coding (Hamming coding and Convolutional coding) on PAPR in VLC systems, using MATLAB simulations.
Keywords: Convolutional Coding, Discrete Fourier Transform spread Orthogonal Frequency Division Multiplexing (DFT-s OFDM), Hamming Coding, Peak-to-Average Power Ratio (PAPR), Visible Light Communications (VLC).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5138200 Mapping Paddy Rice Agriculture using Multi-temporal FORMOSAT-2 Images
Authors: Yi-Shiang Shiu, Meng-Lung Lin, Kang-Tsung Chang, Tzu-How Chu
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Most paddy rice fields in East Asia are small parcels, and the weather conditions during the growing season are usually cloudy. FORMOSAT-2 multi-spectral images have an 8-meter resolution and one-day recurrence, ideal for mapping paddy rice fields in East Asia. To map rice fields, this study first determined the transplanting and the most active tillering stages of paddy rice and then used multi-temporal images to distinguish different growing characteristics between paddy rice and other ground covers. The unsupervised ISODATA (iterative self-organizing data analysis techniques) and supervised maximum likelihood were both used to discriminate paddy rice fields, with training areas automatically derived from ten-year cultivation parcels in Taiwan. Besides original bands in multi-spectral images, we also generated normalized difference vegetation index and experimented with object-based pre-classification and post-classification. This paper discusses results of different image classification methods in an attempt to find a precise and automatic solution to mapping paddy rice in Taiwan.Keywords: paddy rice fields; multi-temporal; FORMOSAT-2images, normalized difference vegetation index, object-basedclassification.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17958199 Wavelet Enhanced CCA for Minimization of Ocular and Muscle Artifacts in EEG
Authors: B. S. Raghavendra, D. Narayana Dutt
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Electroencephalogram (EEG) recordings are often contaminated with ocular and muscle artifacts. In this paper, the canonical correlation analysis (CCA) is used as blind source separation (BSS) technique (BSS-CCA) to decompose the artifact contaminated EEG into component signals. We combine the BSSCCA technique with wavelet filtering approach for minimizing both ocular and muscle artifacts simultaneously, and refer the proposed method as wavelet enhanced BSS-CCA. In this approach, after careful visual inspection, the muscle artifact components are discarded and ocular artifact components are subjected to wavelet filtering to retain high frequency cerebral information, and then clean EEG is reconstructed. The performance of the proposed wavelet enhanced BSS-CCA method is tested on real EEG recordings contaminated with ocular and muscle artifacts, for which power spectral density is used as a quantitative measure. Our results suggest that the proposed hybrid approach minimizes ocular and muscle artifacts effectively, minimally affecting underlying cerebral activity in EEG recordings.Keywords: Blind source separation, Canonical correlationanalysis, Electroencephalogram, Muscle artifact, Ocular artifact, Power spectrum, Wavelet threshold.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23348198 The Study on the Stationarity of Housing Price-to-Rent and Housing Price-to-Income Ratios in China
Authors: Wen-Chi Liu
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This paper aims to examine whether a bubble is present in the housing market of China. Thus, we use the housing price-to-income ratios and housing price-to-rent ratios of 35 cities from 1998 to 2010. The methods of the panel KSS unit root test with a Fourier function and the SPSM process are likewise used. The panel KSS unit root test with a Fourier function considers the problem of non-linearity and structural changes, and the SPSM process can avoid the stationary time series from dominating the result-generated bias. Through a rigorous empirical study, we determine that the housing price-to-income ratios are stationary in 34 of the 35 cities in China. Only Xining is non-stationary. The housing price-to-rent ratios are stationary in 32 of the 35 cities in China. Chengdu, Fuzhou, and Zhengzhou are non-stationary. Overall, the housing bubbles are not a serious problem in China at the time.
Keywords: Housing Price-to-Income Ratio, Housing Price-to-Rent Ratio, Housing Bubbles, Panel Unit-Root Test.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23828197 A Comparative Study on Seismic Provisions Made in UBC-1997 and Saudi Building Code for RC Buildings
Authors: S. Nazar, M. A. Ismaeil
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This paper presents a comparative study of static analysis procedure for seismic performance based on UBC-1997 and SBC-301-2007(Saudi Arabia). These building codes define different ductility classes and corresponding response reduction factors based on material, configuration and detailing of reinforcements. Codes differ significantly in specifying the procedures to estimate base shear, drift and effective stiffness of structural members. One of the major improvements made in new SBC (based on IBC-2003) is ground motion parameters used for seismic design. In old SBC (based on UBC) maps have been based on seismic zones. However new SBC provide contour maps giving spectral response quantities. In this approach, a case study of RC frame building located in two different cities and with different ductility classes has been performed. Moreover, equivalent static method based on SBC-301 and UBC-1997 is used to explore the variation in results based on two codes, particularly design base shear, lateral loads and story drifts.
Keywords: Ductility Classes, Equivalent Static method, RC Frames, SBC-301-2007, Story drifts, UBC-1997.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 41968196 Color Constancy using Superpixel
Authors: Xingsheng Yuan, Zhengzhi Wang
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Color constancy algorithms are generally based on the simplified assumption about the spectral distribution or the reflection attributes of the scene surface. However, in reality, these assumptions are too restrictive. The methodology is proposed to extend existing algorithm to applying color constancy locally to image patches rather than globally to the entire images. In this paper, a method based on low-level image features using superpixels is proposed. Superpixel segmentation partition an image into regions that are approximately uniform in size and shape. Instead of using entire pixel set for estimating the illuminant, only superpixels with the most valuable information are used. Based on large scale experiments on real-world scenes, it can be derived that the estimation is more accurate using superpixels than when using the entire image.Keywords: color constancy, illuminant estimation, superpixel
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14608195 Interference Management in Long Term Evolution-Advanced System
Authors: Selma Sbit, Mohamed Bechir Dadi, Belgacem Chibani Rhaimi
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Incorporating Home eNodeB (HeNB) in cellular networks, e.g. Long Term Evolution Advanced (LTE-A), is beneficial for extending coverage and enhancing capacity at low price especially within the non-line-of sight (NLOS) environments such as homes. HeNB or femtocell is a small low powered base station which provides radio coverage to the mobile users in an indoor environment. This deployment results in a heterogeneous network where the available spectrum becomes shared between two layers. Therefore, a problem of Inter Cell Interference (ICI) appears. This issue is the main challenge in LTE-A. To deal with this challenge, various techniques based on frequency, time and power control are proposed. This paper deals with the impact of carrier aggregation and higher order MIMO (Multiple Input Multiple Output) schemes on the LTE-Advanced performance. Simulation results show the advantages of these schemes on the system capacity (4.109 b/s/Hz when bandwidth B=100 MHz and when applying MIMO 8x8 for SINR=30 dB), maximum theoretical peak data rate (more than 4 Gbps for B=100 MHz and when MIMO 8x8 is used) and spectral efficiency (15 b/s/Hz and 30b/s/Hz when MIMO 4x4 and MIMO 8x8 are applying respectively for SINR=30 dB).
Keywords: LTE-Advanced, carrier aggregation, MIMO, capacity, peak data rate, spectral efficiency.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9058194 Robust Numerical Scheme for Pricing American Options under Jump Diffusion Models
Authors: Salah Alrabeei, Mohammad Yousuf
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5618193 Methods for Preparation of Soil Samples for Determination of Trace Elements
Authors: S. Krustev, V. Angelova, K. Ivanov, P. Zaprjanova
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It is generally accepted that only about ten microelements are vitally important to all plants, and approximately ten more elements are proved to be significant for the development of some species. The main methods for their determination in soils are the atomic spectral techniques - AAS and ICP-OAS. Critical stage to obtain correct results for content of heavy metals and nutrients in the soil is the process of mineralization. A comparative study of the most widely spread methods for soil sample preparation for determination of some trace elements was carried out. Three most commonly used methods for sample preparation were used as follows: ISO11466, EPA Method 3051 and BDS ISO 14869-1. Their capabilities were assessed and their bounds of applicability in determining the levels of the most important microelements in agriculture were defined.
Keywords: Comparative study, mineralization methods, trace elements.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12418192 Transient Currents in a Double Conductor Line above a Conducting Half-Space
Authors: Valentina Koliskina, Inta Volodko
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Transient eddy current problem is solved in the present paper by the method of the Laplace transform for the case of a double conductor line located parallel to a conducting half-space. The Fourier sine and cosine integral transforms are used in order to find the Laplace transform of the solution. The inverse Laplace transform of the solution is found in closed form. The integrated electromotive force per unit length of the double conductor line is calculated in the form of an improper integral.Keywords: Transient eddy currents, Laplace transform, double conductor line.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14338191 Satellite Sensing for Evaluation of an Irrigation System in Cotton - Wheat Zone
Authors: Sadia Iqbal, Faheem Iqbal, Furqan Iqbal
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Efficient utilization of existing water is a pressing need for Pakistan. Due to rising population, reduction in present storage capacity and poor delivery efficiency of 30 to 40% from canal. A study to evaluate an irrigation system in the cotton-wheat zone of Pakistan, after the watercourse lining was conducted. The study is made on the basis of cropping pattern and salinity to evaluate the system. This study employed an index-based approach of using Geographic information system with field data. The satellite images of different years were use to examine the effective area. Several combinations of the ratio of signals received in different spectral bands were used for development of this index. Near Infrared and Thermal IR spectral bands proved to be most effective as this combination helped easy detection of salt affected area and cropping pattern of the study area. Result showed that 9.97% area under salinity in 1992, 9.17% in 2000 and it left 2.29% in year 2005. Similarly in 1992, 45% area is under vegetation it improves to 56% and 65% in 2000 and 2005 respectively. On the basis of these results evaluation is done 30% performance is increase after the watercourse improvement.Keywords: Salinity, remote sensing index, salinity index, cropping pattern.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16778190 Analysis of Nonlinear Pulse Propagation Characteristics in Semiconductor Optical Amplifier for Different Input Pulse Shapes
Authors: Suchi Barua, Narottam Das, Sven Nordholm, Mohammad Razaghi
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This paper presents nonlinear pulse propagation characteristics for different input optical pulse shapes with various input pulse energy levels in semiconductor optical amplifiers. For simulation of nonlinear pulse propagation, finite-difference beam propagation method is used to solve the nonlinear Schrödinger equation. In this equation, gain spectrum dynamics, gain saturation are taken into account which depends on carrier depletion, carrier heating, spectral-hole burning, group velocity dispersion, self-phase modulation and two photon absorption. From this analysis, we obtained the output waveforms and spectra for different input pulse shapes as well as for different input energies. It shows clearly that the peak position of the output waveforms are shifted toward the leading edge which due to the gain saturation of the SOA for higher input pulse energies. We also analyzed and compared the normalized difference of full-width at half maximum for different input pulse shapes in the SOA.
Keywords: Finite-difference beam propagation method, pulse shape, pulse propagation, semiconductor optical amplifier.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23708189 The Determination of the Potassium Nitrate, Sodium Hydroxide and Boric Acid Molar Ratio in the Synthesis of Potassium Borates via Hydrothermal Method
Authors: M. Yildirim, A. S. Kipcak, F. T. Senberber, M. O. Asensio, E. M. Derun, S. Piskin
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Potassium borates, which are widely used in welding and metal refining industry, as a lubricating oil additive, cement additive, fiberglass additive and insulation compound, are one of the important groups of borate minerals. In this study the production of a potassium borate mineral via hydrothermal method is aimed. The potassium source of potassium nitrate (KNO3) was used along with a sodium source of sodium hydroxide (NaOH) and boron source of boric acid (H3BO3). The constant parameters of reaction temperature and reaction time were determined as 80°C and 1 h, respectively. The molar ratios of 1:1:3 (as KNO3:NaOH:H3BO3), 1:1:4, 1:1:5, 1:1:6 and 1:1:7 were used. Following the synthesis the identifications of the produced products were conducted by X-Ray Diffraction (XRD), Fourier Transform Infrared Spectroscopy (FT-IR) and Raman Spectroscopy. The results of the experiments and analysis showed in the ratio of 1:1:6, the Santite mineral with powder diffraction file number (pdf no.) of 01-072-1688, which is known as potassium pentaborate (KB5O8·4H2O) was synthesized as best.Keywords: Hydrothermal synthesis, potassium borate, potassium nitrate, santite.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 33088188 Encryption Image via Mutual Singular Value Decomposition
Authors: Adil Al-Rammahi
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Image or document encryption is needed through egovernment data base. Really in this paper we introduce two matrices images, one is the public, and the second is the secret (original). The analyses of each matrix is achieved using the transformation of singular values decomposition. So each matrix is transformed or analyzed to three matrices say row orthogonal basis, column orthogonal basis, and spectral diagonal basis. Product of the two row basis is calculated. Similarly the product of the two column basis is achieved. Finally we transform or save the files of public, row product and column product. In decryption stage, the original image is deduced by mutual method of the three public files.
Keywords: Image cryptography, Singular values decomposition.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20868187 Surface Coating of Polyester Fabrics by Sol Gel Synthesized ZnO Particles
Authors: Merve Küçük, M. Lütfi Öveçoğlu
Abstract:
Zinc oxide particles were synthesized using the sol-gel method and dip coated on polyester fabric. X-ray diffraction (XRD) analysis revealed a single crystal phase of ZnO particles. Chemical characteristics of the polyester fabric surface were investigated using attenuated total reflection-Fourier transform infrared (ATR-FTIR) measurements. Morphology of ZnO coated fabric was analyzed using field emission scanning electron microscopy (FESEM). After particle analysis, the aqueous ZnO solution resulted in a narrow size distribution at submicron levels. The deposit of ZnO on polyester fabrics yielded a homogeneous spread of spherical particles. Energy dispersive X-ray spectroscopy (EDX) results also affirmed the presence of ZnO particles on the polyester fabrics.
Keywords: Dip coating, polyester fabrics, sol-gel, zinc oxide.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15188186 Impact of Natural Period and Epicentral Distance on Storey Lateral Displacements
Authors: S. Dorbani, M. Badaoui, D. Benouar
Abstract:
The goal of the paper is to highlight the effect of the building design and epicentral distance on the storey lateral displacements, for several reinforced concrete buildings (6, 9 and 12 stories). These structures are subjected to seismic accelerations from the Boumerdes earthquake (Algeria, May 21st, Mw = 6.8). Using the response spectrum method (modal spectral approach), the analysis is performed in both longitudinal and transverse directions. The building design is expressed through the fundamental period and epicentral distance is used to represent the earthquake effect variation on storey lateral displacements and interstory drift for the considered buildings.Keywords: Epicentral distance, interstory drift, lateral displacement, natural period, reinforced concrete buildings.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1919