Search results for: finite difference method.

Authors: Betül Gezer, Ahmet Tekcan, Osman Bizim

Abstract:

In this work, we study elliptic divisibility sequences over finite fields. Morgan Ward in [14], [15] gave arithmetic theory of elliptic divisibility sequences and formulas for elliptic divisibility sequences with rank two over finite field Fp. We study elliptic divisibility sequences with rank three, four and five over a finite field Fp, where p > 3 is a prime and give general terms of these sequences and then we determine elliptic and singular curves associated with these sequences.

Keywords: Elliptic divisibility sequences, singular elliptic divisibilitysequences, elliptic curves, singular curves.

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Authors: Iliana Marinova, Valentin Mateev

Abstract:

For investigations of electromagnetic field distributions in biological structures by Finite Element Method (FEM), a method for automatic 3D model building of human anatomical objects is developed. Models are made by meshed structures and specific electromagnetic material properties for each tissue type. Mesh is built according to specific FEM criteria for achieving good solution accuracy. Several FEM models of anatomical objects are built. Formulation using magnetic vector potential and scalar electric potential (A-V, A) is used for modeling of electromagnetic fields in human tissue objects. The developed models are suitable for investigations of electromagnetic field distributions in human tissues exposed in external fields during magnetic stimulation, defibrillation, impedance tomography etc.

Keywords: electromagnetic field, finite element method, humantissue.

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Authors: Aso Rahimzadegan, Seyyed Poorya Hosseini, Kamran Qaderi

Abstract:

In this paper, we have proposed two novel plasmonic demultiplexing structures based on metal-insulator-metal surfaces which, beside their compact size, have a very good transmission spectrum. The impact of the key internal parameters on the transmission spectrum is numerically analyzed by using the twodimensional (2D) finite difference time domain (FDTD) method. The proposed structures could be used to develop ultra-compact photonic wavelength demultiplexing devices for large-scale photonic integration.

Keywords: Photonic integrated devices, Plasmonics, Metalinsulator- metal (MIM) waveguide, Demultiplexers.

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Authors: Hamid Mozafari, Andreas Öchsner, Amran Alias

Abstract:

Imperfect transmission conditions modeling a thin reactive 2D interphases layer between two dissimilar bonded strips have been extracted. In this paper, the soundness of these transmission conditions for heat conduction problems are examined by the finite element method for a strong temperature-dependent source or sink and non-monotonic temperature distributions around the faces..

Keywords: Imperfect interface, Transmission conditions, Finiteelement analysis, Interphase

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Authors: Seung-Hun Kim, Kye-Hoon Jeon, Byoung-Doo Kang, I1-Kyun Jung

Abstract:

Intelligent traffic surveillance technology is an issue in the field of traffic data analysis. Therefore, we need the technology to detect moving objects in real-time while there are variations in background and natural light. In this paper, we proposed a Weighted-Center Surround Difference method for object detection in outdoor environments. The proposed system detects objects using the saliency map that is obtained by analyzing the weight of each layers of Gaussian pyramid. In order to validate the effectiveness of our system, we implemented the proposed method using a digital signal processor, TMS320DM6437. Experimental results show that blurred noisy around objects was effectively eliminated and the object detection accuracy is improved.

Keywords: Saliency Map, Center Surround Difference, Object Detection, Surveillance System

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Authors: Dyi-Cheng Chen, Wen-Hsuan Ku, Ming-Ren Chen

Abstract:

The current of professional bicycle pedal-s manufacturing model mostly used casting, forging, die-casting processing methods, so the paper used 7075 aluminum alloy which is to produce the bicycle parts most commonly, and employs the rigid-plastic finite element (FE) DEFORMTM 3D software to simulate and to analyze the professional bicycle pedal design. First we use Solid works 2010 3D graphics software to design the professional bicycle pedal of the mold and appearance, then import finite element (FE) DEFORMTM 3D software for analysis. The paper used rigid-plastic model analytical methods, and assuming mode to be rigid body. A series of simulation analyses in which the variables depend on different temperature of forging billet, friction factors, forging speed, mold temperature are reveal to effective stress, effective strain, damage and die radial load distribution for forging bicycle pedal. The analysis results hope to provide professional bicycle pedal forming mold references to identified whether suit with the finite element results for high-strength design suitability of aluminum alloy.

Keywords: Bicycle pedal, finite element analysis, 7075 aluminum alloy, Taguchi method

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Authors: A. Megalingam, M.M.Mayuram

Abstract:

Evaluation of contact pressure, surface and subsurface contact stresses are essential to know the functional response of surface coatings and the contact behavior mainly depends on surface roughness, material property, thickness of layer and the manner of loading. Contact parameter evaluation of real rough surface contacts mostly relies on statistical single asperity contact approaches. In this work, a three dimensional layered solid rough surface in contact with a rigid flat is modeled and analyzed using finite element method. The rough surface of layered solid is generated by FFT approach. The generated rough surface is exported to a finite element method based ANSYS package through which the bottom up solid modeling is employed to create a deformable solid model with a layered solid rough surface on top. The discretization and contact analysis are carried by using the same ANSYS package. The elastic, elastoplastic and plastic deformations are continuous in the present finite element method unlike many other contact models. The Young-s modulus to yield strength ratio of layer is varied in the present work to observe the contact parameters effect while keeping the surface roughness and substrate material properties as constant. The contacting asperities attain elastic, elastoplastic and plastic states with their continuity and asperity interaction phenomena is inherently included. The resultant contact parameters show that neighboring asperity interaction and the Young-s modulus to yield strength ratio of layer influence the bulk deformation consequently affect the interface strength.

Keywords: Asperity interaction, finite element method, rough surface contact, single layered solid

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Authors: M. Azadbakht, Y. Fadakar

Abstract:

Since fuel must be injected with appropriate pressure and time for accurate performance of diesel engines, then proper function of engine is influenced by accurate function of injector pump. At first total pump was designed by SolidWorks 2012 software. Then the total relationship of rotor, roller, internal cam ring, pole shoe and plunger in injector pump in MF285 tractor and their performance was shown. During suction state rollers connect with dents in internal cam ring and in pressure course pole shoes have drawer move in rotor and perform tappet action between rollers and plungers. The maximum stress was obtained by using analysis of finite element method. The maximum stress in contact surface of roller and internal cam ring and on roller surface. The maximum amount of this stress is 288.12 MPa. According to conducted analyses, the minimum value for safety factor is related to roller surface and it equals to 2.0477.

Keywords: Rotary injector pump, MF285 tractor, finite element, stress.

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Authors: Amin Esmaeilzadeh, Mohammad Sadeghi, Farhad Kolahan

Abstract:

Arc welding is an important joining process widely used in many industrial applications including production of automobile, ships structures and metal tanks. In welding process, the moving electrode causes highly non-uniform temperature distribution that leads to residual stresses and different deviations, especially buckling distortions in thin plates. In order to control the deviations and increase the quality of welded plates, a fixture can be used as a practical and low cost method with high efficiency. In this study, a coupled thermo-mechanical finite element model is coded in the software ANSYS to simulate the behavior of thin plates located by a 3-2-1 positioning system during the welding process. Computational results are compared with recent similar works to validate the finite element models. The agreement between the result of proposed model and other reported data proves that finite element modeling can accurately predict the behavior of welded thin plates.

Keywords: Welding, thin plate, buckling distortion, fixture locators, finite element modelling.

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Authors: Kelemewerk Destalem, Jungjae Cho, Jaeseong Lee, Ju H. Park, Joonhyuk Yoo

Abstract:

Background subtraction and temporal difference are often used for moving object detection in video. Both approaches are computationally simple and easy to be deployed in real-time image processing. However, while the background subtraction is highly sensitive to dynamic background and illumination changes, the temporal difference approach is poor at extracting relevant pixels of the moving object and at detecting the stopped or slowly moving objects in the scene. In this paper, we propose a simple moving object detection scheme based on adaptive background subtraction and temporal difference exploiting dynamic background updates. The proposed technique consists of histogram equalization, a linear combination of background and temporal difference, followed by the novel frame-based and pixel-based background updating techniques. Finally, morphological operations are applied to the output images. Experimental results show that the proposed algorithm can solve the drawbacks of both background subtraction and temporal difference methods and can provide better performance than that of each method.

Keywords: Background subtraction, background updating, real time and lightweight algorithm, temporal difference.

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Authors: Khalid Abdelmoumen, Mustapha Najmeddine, Hussain Ben-Azza

Abstract:

We present linear codes over finite commutative rings which are not necessarily Frobenius. We treat the notion of syndrome decoding by using Pontrjagin duality. We also give a version of Delsarte-s theorem over rings relating trace codes and subring subcodes.

Keywords: Codes, Finite Rings, Pontrjagin Duality, Trace Codes.

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Authors: A. Pourkamali Anaraki, M. Shahabizadeh, B. Babaee

Abstract:

The plastic forming process of sheet plate takes an important place in forming metals. The traditional techniques of tool design for sheet forming operations used in industry are experimental and expensive methods. Prediction of the forming results, determination of the punching force, blank holder forces and the thickness distribution of the sheet metal will decrease the production cost and time of the material to be formed. In this paper, multi-stage deep drawing simulation of an Industrial Part has been presented with finite element method. The entire production steps with additional operations such as intermediate annealing and springback has been simulated by ABAQUS software under axisymmetric conditions. The simulation results such as sheet thickness distribution, Punch force and residual stresses have been extracted in any stages and sheet thickness distribution was compared with experimental results. It was found through comparison of results, the FE model have proven to be in close agreement with those of experiment.

Keywords: Deep drawing, Finite element method, Simulation.

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Authors: M. Pala Prasad Reddy, Jeevamma Jacob

Abstract:

Accurate dynamic modeling and analysis of flexible link manipulator (FLM) with non linear dynamics is very difficult due to distributed link flexibility and few studies have been conducted based on assumed modes method (AMM) and finite element models. In this paper a nonlinear dynamic model with first two elastic modes is derived using combined Euler/Lagrange and AMM approaches. Significant dynamics associated with the system such as hub inertia, payload, structural damping, friction at joints, combined link and joint flexibility are incorporated to obtain the complete and accurate dynamic model. The response of the FLM to the applied bang-bang torque input is compared against the models derived from LS-DYNA finite element discretization approach and linear finite element models. Dynamic analysis is conducted using LS-DYNA finite element model which uses the explicit time integration scheme to simulate the system. Parametric study is conducted to show the impact payload mass. A numerical result shows that the LS-DYNA model gives the smooth hub-angle profile.

 

Keywords: Flexible link manipulator, AMM, FEM, LS-DYNA, Bang-bang torque input.

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Authors: Raphael de Oliveira Garcia, Samuel Rocha de Oliveira

Abstract:

We have developed a new computer program in Fortran 90, in order to obtain numerical solutions of a system of Relativistic Magnetohydrodynamics partial differential equations with predetermined gravitation (GRMHD), capable of simulating the formation of relativistic jets from the accretion disk of matter up to his ejection. Initially we carried out a study on numerical methods of unidimensional Finite Volume, namely Lax-Friedrichs, Lax-Wendroff, Nessyahu-Tadmor method and Godunov methods dependent on Riemann problems, applied to equations Euler in order to verify their main features and make comparisons among those methods. It was then implemented the method of Finite Volume Centered of Nessyahu-Tadmor, a numerical schemes that has a formulation free and without dimensional separation of Riemann problem solvers, even in two or more spatial dimensions, at this point, already applied in equations GRMHD. Finally, the Nessyahu-Tadmor method was possible to obtain stable numerical solutions - without spurious oscillations or excessive dissipation - from the magnetized accretion disk process in rotation with respect to a central black hole (BH) Schwarzschild and immersed in a magnetosphere, for the ejection of matter in the form of jet over a distance of fourteen times the radius of the BH, a record in terms of astrophysical simulation of this kind. Also in our simulations, we managed to get substructures jets. A great advantage obtained was that, with the our code, we got simulate GRMHD equations in a simple personal computer.

Keywords: Finite Volume Methods, Central Schemes, Fortran 90, Relativistic Astrophysics, Jet.

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Authors: M. Sasajima, T. Yamaguchi, Y. Hu, Y. Koike

Abstract:

In this paper, we discuss the propagation of sound in the narrow pathways of an occluded-ear simulator typically used for the measurement of insert-type earphones. The simulator has a standardized frequency response conforming to the international standard (IEC60318-4). In narrow pathways, the speed and phase of sound waves are modified by viscous air damping. In our previous paper, we proposed a new finite element method (FEM) to consider the effects of air viscosity in this type of audio equipment. In this study, we will compare the results from the ear simulator FEM model, and those from a three dimensional human ear canal FEM model made from computed tomography images, with the measured frequency response data from the ear canals of 18 people.

Keywords: Ear simulator, FEM, viscosity, human ear canal.

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Authors: Ali N. Suri, Ahmad A. Al-Makhlufi

Abstract:

In this paper the problem of buckling of plates on foundation of finite length and with different side support is studied.

The Finite Strip Method is used as tool for the analysis. This method uses finite strip elastic, foundation, and geometric matrices to build the assembly matrices for the whole structure, then after introducing boundary conditions at supports, the resulting reduced matrices is transformed into a standard Eigenvalue-Eigenvector problem. The solution of this problem will enable the determination of the buckling load, the associated buckling modes and the buckling wave length.

To carry out the buckling analysis starting from the elastic, foundation, and geometric stiffness matrices for each strip a computer program FORTRAN list is developed.

Since stiffness matrices are function of wave length of buckling, the computer program used an iteration procedure to find the critical buckling stress for each value of foundation modulus and for each boundary condition.

The results showed the use of elastic medium to support plates subject to axial load increase a great deal the buckling load, the results found are very close with those obtained by other analytical methods and experimental work.

The results also showed that foundation compensates the effect of the weakness of some types of constraint of side support and maximum benefit found for plate with one side simply supported the other free.

Keywords: Buckling, Finite Strip, Different Sides Support, Plates on Foundation.

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Authors: Alia Alghosoun, Michael Herty, Mohammed Seaid

Abstract:

We present a new class of numerical techniques to solve shallow water flows over dry areas including run-up. Many recent investigations on wave run-up in coastal areas are based on the well-known shallow water equations. Numerical simulations have also performed to understand the effects of several factors on tsunami wave impact and run-up in the presence of coastal areas. In all these simulations the shallow water equations are solved in entire domain including dry areas and special treatments are used for numerical solution of singularities at these dry regions. In the present study we propose a new method to deal with these difficulties by reformulating the shallow water equations into a new system to be solved only in the wetted domain. The system is obtained by a change in the coordinates leading to a set of equations in a moving domain for which the wet/dry interface is the reconstructed using the wave speed. To solve the new system we present a finite volume method of Lax-Friedrich type along with a modified method of characteristics. The method is well-balanced and accurately resolves dam-break problems over dry areas.

Keywords: Run-up waves, Shallow water equations, finite volume method, wet/dry interface, dam-break problem.

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Authors: Makoto Nagatomo, Yasuo Uchida, Makoto Sakamoto, Tuo Zhang, Tatsuma Kurogi, Takao Ito, Tsunehiro Yoshinaga, Satoshi Ikeda, Masahiro Yokomichi, Hiroshi Furutani

Abstract:

This paper presents a four-dimensional computational model, k-neighborhood template A-type three-dimensional bounded cellular acceptor (abbreviated as A-3BCA(k)), and discusses the hierarchical properties. An A-3BCA(k) is a four-dimensional automaton which consists of a pair of a converter and a configuration-reader. The former converts the given four-dimensional tape to the three- and two- dimensional configuration and the latter determines the acceptance or nonacceptance of given four-dimensional tape whether or not the derived two-dimensional configuration is accepted. We mainly investigate the difference of the accepting power based on the difference of the configuration-reader. It is shown that the difference of the accepting power of the configuration-reader tends to affect directly that of the A-3BCA(k) for the case when the converter is deterministic. On the other hand, results are not analogous for the nondeterministic case.

Keywords: Cellular acceptor, configuration-reader, converter, finite automaton, four-dimension, on-line tessellation acceptor, parallel/sequential array acceptor, turing machine.

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Authors: Marcelo R. G. Duarte, Marcilio Alves

Abstract:

Pedestrians are the fourth group among road traffic users that most suffer accidents. Their death rate is even higher than the motorcyclists group. This gives motivation for the development of an urban vehicle capable of complying with the United Nations Economic Commission for Europe pedestrian regulations. The conceptual vehicle is capable of transporting two passengers and small parcels for 100 km at a maximum speed of 90 km/h. This paper presents the design of this vehicle using the finite element method specially in connection with frontal crash test and car to pedestrian collision. The simulation is based in a human body FE.

Keywords: Electric urban vehicle, finite element method, global human body model, pedestrian safety, road safety.

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Authors: Weifeng Wang, Xianwei Zeng, Jianping Ding

Abstract:

When the characteristic length of an elastic solid is down to the nanometer level, its deformation behavior becomes size dependent. Surface energy /surface stress have recently been applied to explain such dependency. In this paper, the effect of strain-independent surface stress on the deformation of an isotropic elastic solid containing a nanosized elliptical hole is studied by the finite element method. Two loading cases are considered, in the first case, hoop stress along the rim of the elliptical hole induced by pure surface stress is studied, in the second case, hoop stress around the elliptical opening under combined remote tension and surface stress is investigated. It has been shown that positive surface stress induces compressive hoop stress along the hole, and negative surface stress has opposite effect, maximum hoop stress occurs near the major semi-axes of the ellipse. Under combined loading of remote tension and surface stress, stress concentration around the hole can be either intensified or weakened depending on the sign of the surface stress.

Keywords: Surface stress, finite element method, stress concentration, nanosized elliptical hole

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Authors: Ahmad Darabi, Hassan Moradi, Hossein Azarinfar

Abstract:

In this paper presented initial design of Low Speed Axial Flux Permanent Magnet (AFPM) Machine with Non-Slotted TORUS topology type by use of certain algorithm (Appendix). Validation of design algorithm studied by means of selected data of an initial prototype machine. Analytically design calculation carried out by means of design algorithm and obtained results compared with results of Finite Element Method (FEM).

Keywords: Axial Flux Permanent Magnet (AFPM) Machine, Design Algorithm, Finite Element Method (FEM), TORUS

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Authors: Ho Young Son, Bu Seog Ju, Woo Young Jung

Abstract:

This study presents the seismic safety evaluation of weir structure subjected to strong earthquake ground motions, as a flood defense structure in civil engineering structures. The seismic safety analysis procedure was illustrated through development of Finite Element (FE) and InFinite Element (IFE) method in ABAQUS platform. The IFE model was generated by CINPS4, 4-node linear one-way infinite model as a sold continuum infinite element in foundation areas of the weir structure and then nonlinear FE model using friction model for soil-structure interactions was applied in this study. In order to understand the complex behavior of weir structures, nonlinear time history analysis was carried out. Consequently, it was interesting to note that the compressive stress gave more vulnerability to the weir structure, in comparison to the tensile stress, during an earthquake. The stress concentration of the weir structure was shown at the connection area between the weir body and stilling basin area. The stress both tension and compression was reduced in IFE model rather than FE model of weir structures.

Keywords: Weir, Finite Element, Infinite Element, Nonlinear, Earthquake.

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Authors: Souvik Bhattacharyya, Gautam Sanyal

Abstract:

Recent years have witnessed the rapid development of the Internet and telecommunication techniques. Information security is becoming more and more important. Applications such as covert communication, copyright protection, etc, stimulate the research of information hiding techniques. Traditionally, encryption is used to realize the communication security. However, important information is not protected once decoded. Steganography is the art and science of communicating in a way which hides the existence of the communication. Important information is firstly hidden in a host data, such as digital image, video or audio, etc, and then transmitted secretly to the receiver.In this paper a data hiding model with high security features combining both cryptography using finite state sequential machine and image based steganography technique for communicating information more securely between two locations is proposed. The authors incorporated the idea of secret key for authentication at both ends in order to achieve high level of security. Before the embedding operation the secret information has been encrypted with the help of finite-state sequential machine and segmented in different parts. The cover image is also segmented in different objects through normalized cut.Each part of the encoded secret information has been embedded with the help of a novel image steganographic method (PMM) on different cuts of the cover image to form different stego objects. Finally stego image is formed by combining different stego objects and transmit to the receiver side. At the receiving end different opposite processes should run to get the back the original secret message.

Keywords: Cover Image, Finite state sequential machine, Melaymachine, Pixel Mapping Method (PMM), Stego Image, NCUT.

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Authors: S. Mahdi S. Kolbadi, Ramezan Ali Alvand, Afrasiab Mirzaei

Abstract:

In this study, to investigate and analyze the seismic behavior of concrete in open rectangular water storage tanks in two-dimensional and three-dimensional spaces, the Finite Element Method has been used. Through this method, dynamic responses can be investigated together in fluid storages system. Soil behavior has been simulated using tanks boundary conditions in linear form. In this research, in addition to flexibility of wall, the effects of fluid-structure interaction on seismic response of tanks have been investigated to account for the effects of flexible foundation in linear boundary conditions form, and a dynamic response of rectangular tanks in two-dimensional and three-dimensional spaces using finite element method has been provided. The boundary conditions of both rigid and flexible walls in two-dimensional finite element method have been considered to investigate the effect of wall flexibility on seismic response of fluid and storage system. Furthermore, three-dimensional model of fluid-structure interaction issue together with wall flexibility has been analyzed under the three components of earthquake. The obtained results show that two-dimensional model is also accurately near to the results of three-dimension as well as flexibility of foundation leads to absorb received energy and relative reduction of responses.

Keywords: Dynamic behavior, water storage tank, fluid-structure interaction, flexible wall.

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Authors: B. Dahiya, K.Batra, V.Prasad

Abstract:

Artificial atoms are growing fields of interest due to their physical and optoelectronicapplications. The absorption spectra of the proposed artificial atom inpresence of Tera-Hertz field is investigated theoretically. We use the non-perturbativeFloquet theory and finite difference method to study the electronic structure of ArtificialAtom. The effect of static electric field on the energy levels of artificial atom is studied.The effect of orientation of static electric field on energy levels and diploe matrix elementsis also highlighted.

Keywords: Absorption spectra, Artificial atom, Floquet Theory, THz fields

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Authors: A. Nuric, S. Nuric, L. Kricak, I. Lapandic, R. Husagic

Abstract:

This paper describes topic of computer simulation with regard to the ground movement above an underground mine. Simulation made with software package ADINA for nonlinear elastic-plastic analysis with finite elements method. The one of representative profiles from Mine 'Stara Jama' in Zenica has been investigated. A collection and selection of both geo-mechanical data and geometric parameters of the mine was necessary for performing these simulations. Results of estimation have been compared with measured values (vertical displacement of surface), and then simulation performed with assumed dynamic and dimensions of excavation, over a period of time. Results are presented with bitmaps and charts.

Keywords: Computer, finite element method, mine, nonlinear analysis, numerical modeling, simulation, subsidence.

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Authors: Meysam Lak, Mohammad Fatehi Marji, Alireza Yarahamdi Bafghi, Abolfazl Abdollahipour

Abstract:

A wellbore is a hole that is drilled to aid in the exploration and recovery of natural resources including oil and gas. Occasionally, in order to increase productivity index and porosity of the wellbore and reservoir, the well stimulation methods have been used. Hydraulic fracturing is one of these methods. Moreover, several explosions at the end of the well can stimulate the reservoir and create fractures around it. In this study, crack initiation in rock around the wellbore has been numerically modeled due to explosion. One, two, three, and four pairs of explosion have been set at the end of the wellbore on its wall. After each stage of the explosion, results have been presented and discussed. Results show that this method can initiate and probably propagate several fractures around the wellbore.

Keywords: Crack initiation, explosion, finite difference modelling, well productivity.

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Authors: T. Hacib, M. R. Mekideche, N. Ferkha

Abstract:

This paper presents an approach which is based on the use of supervised feed forward neural network, namely multilayer perceptron (MLP) neural network and finite element method (FEM) to solve the inverse problem of parameters identification. The approach is used to identify unknown parameters of ferromagnetic materials. The methodology used in this study consists in the simulation of a large number of parameters in a material under test, using the finite element method (FEM). Both variations in relative magnetic permeability and electrical conductivity of the material under test are considered. Then, the obtained results are used to generate a set of vectors for the training of MLP neural network. Finally, the obtained neural network is used to evaluate a group of new materials, simulated by the FEM, but not belonging to the original dataset. Noisy data, added to the probe measurements is used to enhance the robustness of the method. The reached results demonstrate the efficiency of the proposed approach, and encourage future works on this subject.

Keywords: Inverse problem, MLP neural network, parametersidentification, FEM.

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Authors: Marasovic Branka, Aljinovic Zdravka, Poklepovic Tea

Abstract:

Numerical methods like binomial and trinomial trees and finite difference methods can be used to price a wide range of options contracts for which there are no known analytical solutions. American options are the most famous of that kind of options. Besides numerical methods, American options can be valued with the approximation formulas, like Bjerksund-Stensland formulas from 1993 and 2002. When the value of American option is approximated by Bjerksund-Stensland formulas, the computer time spent to carry out that calculation is very short. The computer time spent using numerical methods can vary from less than one second to several minutes or even hours. However to be able to conduct a comparative analysis of numerical methods and Bjerksund-Stensland formulas, we will limit computer calculation time of numerical method to less than one second. Therefore, we ask the question: Which method will be most accurate at nearly the same computer calculation time?

Keywords: Bjerksund and Stensland approximations, Computational analysis, Finance, Options pricing, Numerical methods.

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Authors: Jyothi Digge, B. U. Rindhe, S. K. Narayankhedkar

Abstract:

A compact 1x3 power splitter based on Photonic Crystal Waveguides (PCW) with flexible power splitting ratio is presented in this paper. Multimode interference coupler (MMI) is integrated with PCW. The device size reduction compared with the conventional MMI power splitter is attributed to the large dispersion of the PCW. Band Solve tool is used to calculate the band structure of PCW. Finite Difference Time Domain (FDTD) method is adopted to simulate the relevant structure at 1550nm wavelength. The device is polarization insensitive and allows the control of output (o/p) powers within certain percentage points for both polarizations.

Keywords: Dispersion, MMI Coupler, Photonic Bandgap, Power Splitter.

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