Search results for: Scheme.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1173

Search results for: Scheme.

933 Improving the Voltage Level in High Voltage Direct Current Systems by Using Modular Multilevel Converter

Authors: G. Kishor Babu, B. Madhu Kiran

Abstract:

This paper presented an intend scheme of Modular-Multilevel-Converter (MMC) levels for move towering the practical conciliation flanked by the precision and divisional competence. The whole process is standard by a Thevenin-equivalent 133-level MMC model. Firstly the computation scheme of the fundamental limit imitation time step is offered to faithfully represent each voltage level of waveforms. Secondly the earlier industrial Improved Analytic Hierarchy Process (IAHP) is adopted to integrate the relative errors of all the input electrical factors interested in one complete virtual fault on each converter level. Thirdly the stable AC and DC ephemeral condition in virtual faults effects of all the forms stabilize and curve integral stand on the standard form. Finally the optimal MMC level will be obtained by the drown curves and it will give individual weights allowing for the precision and efficiency. And the competence and potency of the scheme are validated by model on MATLAB Simulink.

Keywords: Modular multilevel converter, improved analytic hierarchy process, ac and dc transient, high voltage direct current, voltage sourced converter.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 599
932 Effect of Supplementary Premium on the Optimal Portfolio Policy in a Defined Contribution Pension Scheme with Refund of Premium Clauses

Authors: Edikan E. Akpanibah Obinichi C. Mandah Imoleayo S. Asiwaju

Abstract:

In this paper, we studied the effect of supplementary premium on the optimal portfolio policy in a defined contribution (DC) pension scheme with refund of premium clauses. This refund clause allows death members’ next of kin to withdraw their relative’s accumulated wealth during the accumulation period. The supplementary premium is to help sustain the scheme and is assumed to be stochastic. We considered cases when the remaining wealth is equally distributed and when it is not equally distributed among the remaining members. Next, we considered investments in cash and equity to help increase the remaining accumulated funds to meet up with the retirement needs of the remaining members and composed the problem as a continuous time mean-variance stochastic optimal control problem using the actuarial symbol and established an optimization problem from the extended Hamilton Jacobi Bellman equations. The optimal portfolio policy, the corresponding optimal fund size for the two assets and also the efficient frontier of the pension members for the two cases was obtained. Furthermore, the numerical simulations of the optimal portfolio policies with time were presented and the effect of the supplementary premium on the optimal portfolio policy was discussed and observed that the supplementary premium decreases the optimal portfolio policy of the risky asset (equity). Secondly we observed a disparity between the optimal policies for the two cases.

Keywords: Defined contribution pension scheme, extended Hamilton Jacobi Bellman equations, optimal portfolio policies, refund of premium clauses, supplementary premium.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 661
931 A Semi- One Time Pad Using Blind Source Separation for Speech Encryption

Authors: Long Jye Sheu, Horng-Shing Chiou, Wei Ching Chen

Abstract:

We propose a new perspective on speech communication using blind source separation. The original speech is mixed with key signals which consist of the mixing matrix, chaotic signals and a random noise. However, parts of the keys (the mixing matrix and the random noise) are not necessary in decryption. In practice implement, one can encrypt the speech by changing the noise signal every time. Hence, the present scheme obtains the advantages of a One Time Pad encryption while avoiding its drawbacks in key exchange. It is demonstrated that the proposed scheme is immune against traditional attacks.

Keywords: one time pad, blind source separation, independentcomponent analysis, speech encryption.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1572
930 Authentication and Data Hiding Using a Reversible ROI-based Watermarking Scheme for DICOM Images

Authors: Osamah M. Al-Qershi, Khoo Bee Ee

Abstract:

In recent years image watermarking has become an important research area in data security, confidentiality and image integrity. Many watermarking techniques were proposed for medical images. However, medical images, unlike most of images, require extreme care when embedding additional data within them because the additional information must not affect the image quality and readability. Also the medical records, electronic or not, are linked to the medical secrecy, for that reason, the records must be confidential. To fulfill those requirements, this paper presents a lossless watermarking scheme for DICOM images. The proposed a fragile scheme combines two reversible techniques based on difference expansion for patient's data hiding and protecting the region of interest (ROI) with tamper detection and recovery capability. Patient's data are embedded into ROI, while recovery data are embedded into region of non-interest (RONI). The experimental results show that the original image can be exactly extracted from the watermarked one in case of no tampering. In case of tampered ROI, tampered area can be localized and recovered with a high quality version of the original area.

Keywords: DICOM, reversible, ROI-based, watermarking.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1720
929 An Enhanced Fault-Tolerant Conference Key Agreement Protocol

Authors: Cheng-Chi Lee, Chun-Ta Li, Chia-Ying Wu, Shiow-Yuan Huang

Abstract:

Establishing a secure communication of Internet conferences for participants is very important. Before starting the conference, all the participants establish a common conference key to encrypt/decrypt communicated messages. It enables participants to exchange the secure messages. Nevertheless, in the conference, if there are any malicious participants who may try to upset the key generation process causing other legal participants to obtain a different conference key. In this article, we propose an improved conference key agreement with fault-tolerant capability. The proposed scheme can filter malicious participants at the beginning of the conference to ensure that all participants obtain the same conference key. Compare with other schemes, our scheme is more secure and efficient than others.

Keywords: Conference key, Diffie-Hellman protocol, key agreement, fault tolerance.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1342
928 A New Time Discontinuous Expanded Mixed Element Method for Convection-dominated Diffusion Equation

Authors: Jinfeng Wang, Yuanhong Bi, Hong Li, Yang Liu, Meng Zhao

Abstract:

In this paper, a new time discontinuous expanded mixed finite element method is proposed and analyzed for two-order convection-dominated diffusion problem. The proofs of the stability of the proposed scheme and the uniqueness of the discrete solution are given. Moreover, the error estimates of the scalar unknown, its gradient and its flux in the L1( ¯ J,L2( )-norm are obtained.

Keywords: Convection-dominated diffusion equation, expanded mixed method, time discontinuous scheme, stability, error estimates.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1311
927 Improving Detection of Illegitimate Scores and Assessment in Most Advantageous Tenders

Authors: Hao-Hsi Tseng, Hsin-Yun Lee

Abstract:

Adopting Most Advantageous Tender (MAT) for the government procurement projects has become popular in Taiwan. As time pass by, the problems of MAT has appeared gradually. People condemn two points that are the result might be manipulated by a single committee member’s partiality and how to make a fair decision when the winner has two or more. Arrow’s Impossibility Theorem proposed that the best scoring method should meet the four reasonable criteria. According to these four criteria this paper constructed an “Illegitimate Scores Checking Scheme” for a scoring method and used the scheme to find out the illegitimate of the current evaluation method of MAT. This paper also proposed a new scoring method that is called the “Standardizing Overall Evaluated Score Method”. This method makes each committee member’s influence tend to be identical. Thus, the committee members can scoring freely according to their partiality without losing the fairness. Finally, it was examined by a large-scale simulation, and the experiment revealed that the it improved the problem of dictatorship and perfectly avoided the situation of cyclical majorities, simultaneously. This result verified that the Standardizing Overall Evaluated Score Method is better than any current evaluation method of MAT.

Keywords: Arrow’s impossibility theorem, most advantageous tender, illegitimate scores checking scheme, standard score.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1470
926 Robust Adaptive Vibration Control with Application to a Robot Beam

Authors: J. Fei

Abstract:

This paper presents the adaptive control scheme with sliding mode compensator for vibration control problem in the presence of disturbance. The dynamic model of the flexible cantilever beam using finite element modeling is derived. The adaptive control with sliding mode compensator using output feedback for output tracking is developed to reject the external disturbance, and to improve the tracking performance. Satisfactory simulation results verify that the effectiveness of adaptive control scheme with sliding mode compensator.

Keywords: finite element model, adaptive control, sliding modecontrol, vibration suppression

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1432
925 Adaptive Subchannel Allocation for MC-CDMA System

Authors: Cuiran Li, Jianli Xie, Chengshu Li

Abstract:

Multicarrier code-division multiple-access is one of the effective techniques to gain its multiple access capability, robustness against fading, and to mitigate the ISI. In this paper, we propose an improved mulcarrier CDMA system with adaptive subchannel allocation. We analyzed the performance of our proposed system in frequency selective fading environment with narrowband interference existing and compared it with that of parallel transmission over many subchannels (namely, conventional MC-CDMA scheme) and DS-CDMA system. Simulation results show that adaptive subchannel allocation scheme, when used in conventional multicarrier CDMA system, the performance will be greatly improved.

Keywords: MC-CDMA, Rayleigh fading, Narrowbandinterference, Channel estimation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1574
924 Anonymous Editing Prevention Technique Using Gradient Method for High-Quality Video

Authors: Jiwon Lee, Chanho Jung, Si-Hwan Jang, Kyung-Ill Kim, Sanghyun Joo, Wook-Ho Son

Abstract:

Since the advances in digital imaging technologies have led to development of high quality digital devices, there are a lot of illegal copies of copyrighted video content on the Internet. Also, unauthorized editing is occurred frequently. Thus, we propose an editing prevention technique for high-quality (HQ) video that can prevent these illegally edited copies from spreading out. The proposed technique is applied spatial and temporal gradient methods to improve the fidelity and detection performance. Also, the scheme duplicates the embedding signal temporally to alleviate the signal reduction caused by geometric and signal-processing distortions. Experimental results show that the proposed scheme achieves better performance than previously proposed schemes and it has high fidelity. The proposed scheme can be used in unauthorized access prevention method of visual communication or traitor tracking applications which need fast detection process to prevent illegally edited video content from spreading out.

Keywords: Editing prevention technique, gradient method, high-quality video, luminance change, visual communication.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1930
923 Novel Sinusoidal Pulse Width Modulation with Least Correlated Noise

Authors: Shiang-Hwua Yu, Han-Sheng Tseng

Abstract:

This paper presents a novel sinusoidal modulation scheme that features least correlated noise and high linearity. The modulation circuit, which is composed of a quantizer, a resonator, and a comparator, is capable of eliminating correlated modulation noise while doing modulation. The proposed modulation scheme combined with the linear quadratic optimal control is applied to a single-phase voltage source inverter and validated with the experiment results. The experiments show that the inverter supplies stable 60Hz 110V AC power with a total harmonic distortion of less than 1%, under the DC input variation from 190 V to 300 V and the output power variation from 0 to 600 W.

Keywords: Pulse width modulation, feedback dithering, linear quadratic control, inverter.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1997
922 Image Transmission in Low-Power Networks in Mobile Communications Channel

Authors: M. A. M. El-Bendary, H. Kazimian, A. E. Abo-El-azm, N. A. El-Fishawy, F. El-Samie, F. Shawki

Abstract:

This paper studies a vital issue in wireless communications, which is the transmission of images over Wireless Personal Area Networks (WPANs) through the Bluetooth network. It presents a simple method to improve the efficiency of error control code of old Bluetooth versions over mobile WPANs through Interleaved Error Control Code (IECC) technique. The encoded packets are interleaved by simple block interleaver. Also, the paper presents a chaotic interleaving scheme as a tool against bursts of errors which depends on the chaotic Baker map. Also, the paper proposes using the chaotic interleaver instead of traditional block interleaver with Forward Error Control (FEC) scheme. A comparison study between the proposed and standard techniques for image transmission over a correlated fading channel is presented. Simulation results reveal the superiority of the proposed chaotic interleaving scheme to other schemes. Also, the superiority of FEC with proposed chaotic interleaver to the conventional interleavers with enhancing the security level with chaotic interleaving packetby- packet basis.

Keywords: Mobile Bluetooth terminals, WPANs, Jackes' model, Interleaving technique, chaotic interleaver

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1935
921 A 16Kb 10T-SRAM with 4x Read-Power Reduction

Authors: Pardeep Singh, Sanjay Sharma, Parvinder S. Sandhu

Abstract:

This work aims to reduce the read power consumption as well as to enhance the stability of the SRAM cell during the read operation. A new 10-transisor cell is proposed with a new read scheme to minimize the power consumption within the memory core. It has separate read and write ports, thus cell read stability is significantly improved. A 16Kb SRAM macro operating at 1V supply voltage is demonstrated in 65 nm CMOS process. Its read power consumption is reduced to 24% of the conventional design. The new cell also has lower leakage current due to its special bit-line pre-charge scheme. As a result, it is suitable for low-power mobile applications where power supply is restricted by the battery.

Keywords: A 16Kb 10T-SRAM, 4x Read-Power Reduction

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1950
920 Universal Kinetic Modeling of RAFT Polymerization using Moment Equations

Authors: Mehdi Salami-Kalajahi, Pejman Ganjeh-Anzabi, Vahid Haddadi-Asl, Mohammad Najafi

Abstract:

In the following text, we show that by introducing universal kinetic scheme, the origin of rate retardation and inhibition period which observed in dithiobenzoate-mediated RAFT polymerization can be described properly. We develop our model by utilizing the method of moments, then we apply our model to different monomer/RAFT agent systems, both homo- and copolymerization. The modeling results are in an excellent agreement with experiments and imply the validity of universal kinetic scheme, not only for dithiobenzoate-mediated systems, but also for different types of monomer/RAFT agent ones.

Keywords: RAFT Polymerization, Mechanism, Kinetics, Moment Equations, Modeling.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2007
919 A Literature Assessment of Multi-Level Inverters

Authors: P. Kiruthika, K. Ramani

Abstract:

Multi-Level Inverter technology has been developed in the area of high-power medium-voltage energy scheme, because of their advantages such as devices of lower rating can be used thereby enabling the schemes to be used for high voltage applications. Reduced Total Harmonic Distortion (THD).Since the dv/dt is low; the Electromagnetic Interference from the scheme is low. To avoid the switching losses Lower switching frequencies can be used. In this paper present a survey of various topologies, control strategy and modulation techniques used by these inverters. Here the regenerative and superior topologies are also discussed.

Keywords: Cascaded H-bridge Multi-Level Inverter, Diode Clamped Multi-Level Inverter, Flying Capacitors Multi- Level Inverter, Multi-Level Inverter, Total Harmonic Distortion.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3648
918 A Hybrid Artificial Intelligence and Two Dimensional Depth Averaged Numerical Model for Solving Shallow Water and Exner Equations Simultaneously

Authors: S. Mehrab Amiri, Nasser Talebbeydokhti

Abstract:

Modeling sediment transport processes by means of numerical approach often poses severe challenges. In this way, a number of techniques have been suggested to solve flow and sediment equations in decoupled, semi-coupled or fully coupled forms. Furthermore, in order to capture flow discontinuities, a number of techniques, like artificial viscosity and shock fitting, have been proposed for solving these equations which are mostly required careful calibration processes. In this research, a numerical scheme for solving shallow water and Exner equations in fully coupled form is presented. First-Order Centered scheme is applied for producing required numerical fluxes and the reconstruction process is carried out toward using Monotonic Upstream Scheme for Conservation Laws to achieve a high order scheme.  In order to satisfy C-property of the scheme in presence of bed topography, Surface Gradient Method is proposed. Combining the presented scheme with fourth order Runge-Kutta algorithm for time integration yields a competent numerical scheme. In addition, to handle non-prismatic channels problems, Cartesian Cut Cell Method is employed. A trained Multi-Layer Perceptron Artificial Neural Network which is of Feed Forward Back Propagation (FFBP) type estimates sediment flow discharge in the model rather than usual empirical formulas. Hydrodynamic part of the model is tested for showing its capability in simulation of flow discontinuities, transcritical flows, wetting/drying conditions and non-prismatic channel flows. In this end, dam-break flow onto a locally non-prismatic converging-diverging channel with initially dry bed conditions is modeled. The morphodynamic part of the model is verified simulating dam break on a dry movable bed and bed level variations in an alluvial junction. The results show that the model is capable in capturing the flow discontinuities, solving wetting/drying problems even in non-prismatic channels and presenting proper results for movable bed situations. It can also be deducted that applying Artificial Neural Network, instead of common empirical formulas for estimating sediment flow discharge, leads to more accurate results.

Keywords: Artificial neural network, morphodynamic model, sediment continuity equation, shallow water equations.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 884
917 Capacity of Overloaded DS-CDMA System on Rayleigh Fading Channel with Timing Error

Authors: Preetam Kumar

Abstract:

The number of users supported in a DS-CDMA cellular system is typically less than spreading factor (N), and the system is said to be underloaded. Overloading is a technique to accommodate more number of users than the spreading factor N. In O/O overloading scheme, the first set is assigned to the N synchronous users and the second set is assigned to the additional synchronous users. An iterative multistage soft decision interference cancellation (SDIC) receiver is used to remove high level of interference between the two sets. Performance is evaluated in terms of the maximum number acceptable users so that the system performance is degraded slightly compared to the single user performance at a specified BER. In this paper, the capacity of CDMA based O/O overloading scheme is evaluated with SDIC receiver. It is observed that O/O scheme using orthogonal Gold codes provides 25% channel overloading (N=64) for synchronous DS-CDMA system on an AWGN channel in the uplink at a BER of 1e-5.For a Rayleigh faded channel, the critical capacity is 40% at a BER of 5e-5 assuming synchronous users. But in practical systems, perfect chip timing is very difficult to maintain in the uplink.. We have shown that the overloading performance reduces to 11% for a timing synchronization error of 0.02Tc for a BER of 1e-5.

Keywords: DS-CDMA, Interference Cancellation, MultiuserDetection, Orthogonal codes, Overloading.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1718
916 Investigating the Effective Parameters in Determining the Type of Traffic Congestion Pricing Schemes in Urban Streets

Authors: Saeed Sayyad Hagh Shomar

Abstract:

Traffic congestion pricing – as a strategy in travel demand management in urban areas to reduce traffic congestion, air pollution and noise pollution – has drawn many attentions towards itself. Unlike the satisfying findings in this method, there are still problems in determining the best functional congestion pricing scheme with regard to the situation. The so-called problems in this process will result in further complications and even the scheme failure. That is why having proper knowledge of the significance of congestion pricing schemes and the effective factors in choosing them can lead to the success of this strategy. In this study, first, a variety of traffic congestion pricing schemes and their components are introduced; then, their functional usage is discussed. Next, by analyzing and comparing the barriers, limitations and advantages, the selection criteria of pricing schemes are described. The results, accordingly, show that the selection of the best scheme depends on various parameters. Finally, based on examining the effective parameters, it is concluded that the implementation of area-based schemes (cordon and zonal) has been more successful in non-diversion of traffic. That is considering the topology of the cities and the fact that traffic congestion is often created in the city centers, area-based schemes would be notably functional and appropriate.

Keywords: Congestion pricing, demand management, flat toll, variable toll.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 610
915 Finding More Non-Supersingular Elliptic Curves for Pairing-Based Cryptosystems

Authors: Pu Duan, Shi Cui, Choong Wah Chan

Abstract:

Finding suitable non-supersingular elliptic curves for pairing-based cryptosystems becomes an important issue for the modern public-key cryptography after the proposition of id-based encryption scheme and short signature scheme. In previous work different algorithms have been proposed for finding such elliptic curves when embedding degree k ∈ {3, 4, 6} and cofactor h ∈ {1, 2, 3, 4, 5}. In this paper a new method is presented to find more non-supersingular elliptic curves for pairing-based cryptosystems with general embedding degree k and large values of cofactor h. In addition, some effective parameters of these non-supersingular elliptic curves are provided in this paper.

Keywords: Family of group order, kth root of unity, non-supersingular elliptic curves polynomial field.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1734
914 A New Recognition Scheme for Machine- Printed Arabic Texts based on Neural Networks

Authors: Z. Shaaban

Abstract:

This paper presents a new approach to tackle the problem of recognizing machine-printed Arabic texts. Because of the difficulty of recognizing cursive Arabic words, the text has to be normalized and segmented to be ready for the recognition stage. The new scheme for recognizing Arabic characters depends on multiple parallel neural networks classifier. The classifier has two phases. The first phase categories the input character into one of eight groups. The second phase classifies the character into one of the Arabic character classes in the group. The system achieved high recognition rate.

Keywords: Neural Networks, character recognition, feature extraction, multiple networks, Arabic text.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1478
913 Fourth Order Accurate Free Convective Heat Transfer Solutions from a Circular Cylinder

Authors: T. V. S. Sekhar, B. Hema Sundar Raju

Abstract:

Laminar natural-convective heat transfer from a horizontal cylinder is studied by solving the Navier-Stokes and energy equations using higher order compact scheme in cylindrical polar coordinates. Results are obtained for Rayleigh numbers of 1, 10, 100 and 1000 for a Prandtl number of 0.7. The local Nusselt number and mean Nusselt number are calculated and compared with available experimental and theoretical results. Streamlines, vorticity - lines and isotherms are plotted.

Keywords: Higher order compact scheme, Navier-Stokes equations, Energy equation, Natural convection, Boussinesq's approximation and Mean Nusselt number.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1662
912 Study on the Effect of Bolt Locking Method on the Deformation of Bipolar Plate in PEMFC

Authors: Tao Chen, ShiHua Liu, JiWei Zhang

Abstract:

Assembly of the proton exchange membrane fuel cells (PEMFC) has a very important influence on its performance and efficiency. The various components of PEMFC stack are usually locked and fixed by bolts. Locking bolt will cause the deformation of the bipolar plate and the other components, which will affect directly the deformation degree of the integral parts of the PEMFC as well as the performance of PEMFC. This paper focuses on the object of three-cell stack of PEMFC. Finite element simulation is used to investigate the deformation of bipolar plate caused by quantity and layout of bolts, bolt locking pressure, and bolt locking sequence, etc. Finally, we made a conclusion that the optimal combination packaging scheme was adopted to assemble the fuel cell stack. The scheme was in use of 3.8 MPa locking pressure imposed on the fuel cell stack, type Ⅱ of four locking bolts and longitudinal locking method. The scheme was obtained by comparatively analyzing the overall displacement contour of PEMFC stack, absolute displacement curve of bipolar plate along the given three paths in the Z direction and the polarization curve of fuel cell. The research results are helpful for the fuel cell stack assembly.

Keywords: Bipolar plate, deformation, finite element simulation, fuel cell, locking bolt.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 836
911 Pricing European Options under Jump Diffusion Models with Fast L-stable Padé Scheme

Authors: Salah Alrabeei, Mohammad Yousuf

Abstract:

The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. Modeling option pricing by Black-School models with jumps guarantees to consider the market movement. However, only numerical methods can solve this model. 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, the exponential time differencing (ETD) method is applied for solving partial integrodifferential equations arising in pricing European options under Merton’s and Kou’s jump-diffusion models. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). A partial fraction form of Pad`e schemes is used to overcome the complexity of inverting polynomial of matrices. These two tools guarantee to get efficient and accurate numerical solutions. We construct a parallel and easy to implement a version of the numerical scheme. Numerical experiments are given to show how fast and accurate is our scheme.

Keywords: Integral differential equations, L-stable methods, pricing European options, Jump–diffusion model.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 500
910 Formal Analysis of a Public-Key Algorithm

Authors: Markus Kaiser, Johannes Buchmann

Abstract:

In this article, a formal specification and verification of the Rabin public-key scheme in a formal proof system is presented. The idea is to use the two views of cryptographic verification: the computational approach relying on the vocabulary of probability theory and complexity theory and the formal approach based on ideas and techniques from logic and programming languages. A major objective of this article is the presentation of the first computer-proved implementation of the Rabin public-key scheme in Isabelle/HOL. Moreover, we explicate a (computer-proven) formalization of correctness as well as a computer verification of security properties using a straight-forward computation model in Isabelle/HOL. The analysis uses a given database to prove formal properties of our implemented functions with computer support. The main task in designing a practical formalization of correctness as well as efficient computer proofs of security properties is to cope with the complexity of cryptographic proving. We reduce this complexity by exploring a light-weight formalization that enables both appropriate formal definitions as well as efficient formal proofs. Consequently, we get reliable proofs with a minimal error rate augmenting the used database, what provides a formal basis for more computer proof constructions in this area.

Keywords: public-key encryption, Rabin public-key scheme, formalproof system, higher-order logic, formal verification.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1537
909 A Two-Step Approach for Tree-structured XPath Query Reduction

Authors: Minsoo Lee, Yun-mi Kim, Yoon-kyung Lee

Abstract:

XML data consists of a very flexible tree-structure which makes it difficult to support the storing and retrieving of XML data. The node numbering scheme is one of the most popular approaches to store XML in relational databases. Together with the node numbering storage scheme, structural joins can be used to efficiently process the hierarchical relationships in XML. However, in order to process a tree-structured XPath query containing several hierarchical relationships and conditional sentences on XML data, many structural joins need to be carried out, which results in a high query execution cost. This paper introduces mechanisms to reduce the XPath queries including branch nodes into a much more efficient form with less numbers of structural joins. A two step approach is proposed. The first step merges duplicate nodes in the tree-structured query and the second step divides the query into sub-queries, shortens the paths and then merges the sub-queries back together. The proposed approach can highly contribute to the efficient execution of XML queries. Experimental results show that the proposed scheme can reduce the query execution cost by up to an order of magnitude of the original execution cost.

Keywords: XML, Xpath, tree-structured query, query reduction.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1549
908 Unambiguous Signal Acquisition Based On Recombination of Sub-Correlations of BOC Signals

Authors: Hongdeuk Kim, Youngpo Lee, Seokho Yoon

Abstract:

Due to side-peaks of autocorrelation function, the binary offset carrier (BOC) signal acquisition suffers from an ambiguity when one of the side-peaks is acquired. In this paper, we first analyze that the BOC autocorrelation is made up of the sum of subcorrelations, and then, remove the side-peaks causing the ambiguity by recombining the sub-correlations. The proposed scheme is shown to remove the side-peaks completely. From numerical results, it is confirmed that the proposed scheme outperforms the conventional schemes in terms of the receiver operating characteristic and mean acquisition time.

Keywords: Binary offset carrier (BOC), acquisition, ambiguity problem, side-peak.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1582
907 SLM Using Riemann Sequence Combined with DCT Transform for PAPR Reduction in OFDM Communication Systems

Authors: Pepin Magnangana Zoko Goyoro, Ibrahim James Moumouni, Sroy Abouty

Abstract:

Orthogonal Frequency Division Multiplexing (OFDM) is an efficient method of data transmission for high speed communication systems. However, the main drawback of OFDM systems is that, it suffers from the problem of high Peak-to-Average Power Ratio (PAPR) which causes inefficient use of the High Power Amplifier and could limit transmission efficiency. OFDM consist of large number of independent subcarriers, as a result of which the amplitude of such a signal can have high peak values. In this paper, we propose an effective reduction scheme that combines DCT and SLM techniques. The scheme is composed of the DCT followed by the SLM using the Riemann matrix to obtain phase sequences for the SLM technique. The simulation results show PAPR can be greatly reduced by applying the proposed scheme. In comparison with OFDM, while OFDM had high values of PAPR –about 10.4dB our proposed method achieved about 4.7dB reduction of the PAPR with low complexities computation. This approach also avoids randomness in phase sequence selection, which makes it simpler to decode at the receiver. As an added benefit, the matrices can be generated at the receiver end to obtain the data signal and hence it is not required to transmit side information (SI).

Keywords: DCT transform, OFDM, PAPR, Riemann matrix, SLM.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2640
906 SIP Authentication Scheme using ECDH

Authors: Aytunc Durlanik, Ibrahim Sogukpinar

Abstract:

SIP (Session Initiation Protocol), using HTML based call control messaging which is quite simple and efficient, is being replaced for VoIP networks recently. As for authentication and authorization purposes there are many approaches and considerations for securing SIP to eliminate forgery on the integrity of SIP messages. On the other hand Elliptic Curve Cryptography has significant advantages like smaller key sizes, faster computations on behalf of other Public Key Cryptography (PKC) systems that obtain data transmission more secure and efficient. In this work a new approach is proposed for secure SIP authentication by using a public key exchange mechanism using ECC. Total execution times and memory requirements of proposed scheme have been improved in comparison with non-elliptic approaches by adopting elliptic-based key exchange mechanism.

Keywords: SIP, Elliptic Curve Cryptography, voice over IP.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2529
905 A Cooperative Transmission Scheme Using Two Sources Based On OFDM System

Authors: Bit-Na Kwon, Dong-Hyun Ha, Hyoung-Kyu Song

Abstract:

In wireless communication, space-time block code (STBC), cyclic delay diversity (CDD) and space-time cyclic delay diversity (STCDD)are used as the spatial diversity schemes and have been widely studied for the reliablecommunication. If these schemes are used, the communication system can obtain the improved performance. However,the quality of the system is degraded when the distance between a source and a destination is distant in wireless communication system. In this paper, the cooperative transmission scheme using two sources is proposed and improves the performance of the wireless communication system.

Keywords: OFDM, Cooperative communication, CDD, STBC, STCDD.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2122
904 A Robust Frequency Offset Estimator for Orthogonal Frequency Division Multiplexing

Authors: Keunhong Chae, Seokho Yoon

Abstract:

We address the integer frequency offset (IFO) estimation under the influence of the timing offset (TO) in orthogonal frequency division multiplexing (OFDM) systems. Incorporating the IFO and TO into the symbol set used to represent the received OFDM symbol, we investigate the influence of the TO on the IFO, and then, propose a combining method between two consecutive OFDM correlations, reducing the influence. The proposed scheme has almost the same complexity as that of the conventional schemes, whereas it does not need the TO knowledge contrary to the conventional schemes. From numerical results it is confirmed that the proposed scheme is insensitive to the TO, consequently, yielding an improvement of the IFO estimation performance over the conventional schemes when the TO exists.

Keywords: Estimation, integer frequency offset, OFDM, timing offset.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2129