Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 684

Search results for: Brownian motion

684 Derivation of Fractional Black-Scholes Equations Driven by Fractional G-Brownian Motion and Their Application in European Option Pricing

Authors: Changhong Guo, Shaomei Fang, Yong He

Abstract:

In this paper, fractional Black-Scholes models for the European option pricing were established based on the fractional G-Brownian motion (fGBm), which generalizes the concepts of the classical Brownian motion, fractional Brownian motion and the G-Brownian motion, and that can be used to be a tool for considering the long range dependence and uncertain volatility for the financial markets simultaneously. A generalized fractional Black-Scholes equation (FBSE) was derived by using the Taylor’s series of fractional order and the theory of absence of arbitrage. Finally, some explicit option pricing formulas for the European call option and put option under the FBSE were also solved, which extended the classical option pricing formulas given by F. Black and M. Scholes.

Keywords: European option pricing, fractional Black-Scholes equations, fractional G-Brownian motion, Taylor’s series of fractional order, uncertain volatility.

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683 Effects of Nanolayer Structure and Brownian Motion of Particles in Thermal Conductivity Enhancement of Nanofluids

Authors: M. Izadi, S. Hossainpour, D. Jalali-Vahid

Abstract:

Nanofluids are novel fluids that are going to have an important role in future industrial thermal device designs. Studies are being predominantly conducted on the mechanism of these heat transfers. The key to this attraction is in the increase in thermal conductivity brought about by the Nanofluids compared with the base fluid. Different models have been proposed for calculation of effective thermal conduction that has been gradually modified. In this investigation effect of nanolayer structure and Brownian motion of particles are studied and a new modified thermal conductivity model is proposed. Temperature, concentration, nanolayer thickness and particle size are taken as variables and their effect are studied simultaneously on the thermal conductivity of the fluids, showing the concentration of the nanoparticles to affect the nanolayer thickness which also affects the Brownian motion.

Keywords: Relative thermal conductivity, Brownian motion, Nanolayer structure.

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682 Flow and Heat Transfer of a Nanofluid over a Shrinking Sheet

Authors: N. Bachok, N. L. Aleng, N. M. Arifin, A. Ishak, N. Senu

Abstract:

The problem of laminar fluid flow which results from the shrinking of a permeable surface in a nanofluid has been investigated numerically. The model used for the nanofluid incorporates the effects of Brownian motion and thermophoresis. A similarity solution is presented which depends on the mass suction parameter S, Prandtl number Pr, Lewis number Le, Brownian motion number Nb and thermophoresis number Nt. It was found that the reduced Nusselt number is decreasing function of each dimensionless number.

Keywords: Boundary layer, Nanofluid, Shrinking sheet, Brownian motion, Thermophoresis, Similarity solution.

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681 Investigation on Nanoparticle Velocity in Two Phase Approach

Authors: E. Mat Tokit, Yusoff M. Z, Mohammed H.

Abstract:

Numerical investigation on the generality of nanoparticle velocity equation had been done on the previous published work. The three dimensional governing equations (continuity, momentum and energy) were solved using finite volume method (FVM). Parametric study of thermal performance between pure water-cooled and nanofluid-cooled are evaluated for volume fraction in the range of 1% to 4%, and nanofluid type of gamma-Al2O3 at Reynolds number range of 67.41 to 286.77. The nanofluid is modeled using single and two phase approach. Three different existing Brownian motion velocities are applied in comparing the generality of the equation for a wide parametric condition. Deviation in between the Brownian motion velocity is identified to be due to the different means of mean free path and constant value used in diffusion equation.

Keywords: Brownian nanoparticle velocity, heat transfer enhancement, nanofluid, two phase model.

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680 Estimation of Thermal Conductivity of Nanofluids Using MD-Stochastic Simulation Based Approach

Authors: Sujoy Das, M. M. Ghosh

Abstract:

The thermal conductivity of a fluid can be significantly enhanced by dispersing nano-sized particles in it, and the resultant fluid is termed as "nanofluid". A theoretical model for estimating the thermal conductivity of a nanofluid has been proposed here. It is based on the mechanism that evenly dispersed nanoparticles within a nanofluid undergo Brownian motion in course of which the nanoparticles repeatedly collide with the heat source. During each collision a rapid heat transfer occurs owing to the solidsolid contact. Molecular dynamics (MD) simulation of the collision of nanoparticles with the heat source has shown that there is a pulselike pick up of heat by the nanoparticles within 20-100 ps, the extent of which depends not only on thermal conductivity of the nanoparticles, but also on the elastic and other physical properties of the nanoparticle. After the collision the nanoparticles undergo Brownian motion in the base fluid and release the excess heat to the surrounding base fluid within 2-10 ms. The Brownian motion and associated temperature variation of the nanoparticles have been modeled by stochastic analysis. Repeated occurrence of these events by the suspended nanoparticles significantly contributes to the characteristic thermal conductivity of the nanofluids, which has been estimated by the present model for a ethylene glycol based nanofluid containing Cu-nanoparticles of size ranging from 8 to 20 nm, with Gaussian size distribution. The prediction of the present model has shown a reasonable agreement with the experimental data available in literature.

Keywords: Brownian dynamics, Molecular dynamics, Nanofluid, Thermal conductivity.

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679 FEM Simulation of Triple Diffusive Magnetohydrodynamics Effect of Nanofluid Flow over a Nonlinear Stretching Sheet

Authors: Rangoli Goyal, Rama Bhargava

Abstract:

The triple diffusive boundary layer flow of nanofluid under the action of constant magnetic field over a non-linear stretching sheet has been investigated numerically. The model includes the effect of Brownian motion, thermophoresis, and cross-diffusion; slip mechanisms which are primarily responsible for the enhancement of the convective features of nanofluid. The governing partial differential equations are transformed into a system of ordinary differential equations (by using group theory transformations) and solved numerically by using variational finite element method. The effects of various controlling parameters, such as the magnetic influence number, thermophoresis parameter, Brownian motion parameter, modified Dufour parameter, and Dufour solutal Lewis number, on the fluid flow as well as on heat and mass transfer coefficients (both of solute and nanofluid) are presented graphically and discussed quantitatively. The present study has industrial applications in aerodynamic extrusion of plastic sheets, coating and suspensions, melt spinning, hot rolling, wire drawing, glass-fibre production, and manufacture of polymer and rubber sheets, where the quality of the desired product depends on the stretching rate as well as external field including magnetic effects.

Keywords: FEM, Thermophoresis, Diffusiophoresis, Brownian motion.

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678 Boundary Layer Flow of a Casson Nanofluid past a Vertical Exponentially Stretching Cylinder in the Presence of a Transverse Magnetic Field with Internal Heat Generation/Absorption

Authors: G. Sarojamma, K. Vendabai

Abstract:

An analysis is carried out to investigate the effect of magnetic field and heat source on the steady boundary layer flow and heat transfer of a Casson nanofluid over a vertical cylinder stretching exponentially along its radial direction. Using a similarity transformation, the governing mathematical equations, with the boundary conditions are reduced to a system of coupled, non –linear ordinary differential equations. The resulting system is solved numerically by the fourth order Runge – Kutta scheme with shooting technique. The influence of various physical parameters such as Reynolds number, Prandtl number, magnetic field, Brownian motion parameter, thermophoresis parameter, Lewis number and the natural convection parameter are presented graphically and discussed for non – dimensional velocity, temperature and nanoparticle volume fraction. Numerical data for the skin – friction coefficient, local Nusselt number and the local Sherwood number have been tabulated for various parametric conditions. It is found that the local Nusselt number is a decreasing function of Brownian motion parameter Nb and the thermophoresis parameter Nt.

Keywords: Casson nanofluid, Boundary layer flow, Internal heat generation/absorption, Exponentially stretching cylinder, Heat transfer, Brownian motion, Thermophoresis.

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677 Linear Stability of Convection in a Viscoelastic Nanofluid Layer

Authors: Long Jye Sheu

Abstract:

This paper presents a linear stability analysis of natural convection in a horizontal layer of a viscoelastic nanofluid. The Oldroyd B model was utilized to describe the rheological behavior of a viscoelastic nanofluid. The model used for the nanofluid incorporated the effects of Brownian motion and thermophoresis. The onset criterion for stationary and oscillatory convection was derived analytically. The effects of the Deborah number, retardation parameters, concentration Rayleigh number, Prandtl number, and Lewis number on the stability of the system were investigated. Results indicated that there was competition among the processes of thermophoresis, Brownian diffusion, and viscoelasticity which caused oscillatory rather than stationary convection to occur. Oscillatory instability is possible with both bottom- and top-heavy nanoparticle distributions. Regimes of stationary and oscillatory convection for various parameters were derived and are discussed in detail.

Keywords: instability, viscoelastic, nanofluids, oscillatory, Brownian, thermophoresis

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676 Numerical Approach to a Mathematical Modeling of Bioconvection Due to Gyrotactic Micro-Organisms over a Nonlinear Inclined Stretching Sheet

Authors: Madhu Aneja, Sapna Sharma

Abstract:

The water-based bioconvection of a nanofluid containing motile gyrotactic micro-organisms over nonlinear inclined stretching sheet has been investigated. The governing nonlinear boundary layer equations of the model are reduced to a system of ordinary differential equations via Oberbeck-Boussinesq approximation and similarity transformations. Further, the modified set of equations with associated boundary conditions are solved using Finite Element Method. The impact of various pertinent parameters on the velocity, temperature, nanoparticles concentration, density of motile micro-organisms profiles are obtained and analyzed in details. The results show that with the increase in angle of inclination δ, velocity decreases while temperature, nanoparticles concentration, a density of motile micro-organisms increases. Additionally, the skin friction coefficient, Nusselt number, Sherwood number, density number are computed for various thermophysical parameters. It is noticed that increasing Brownian motion and thermophoresis parameter leads to an increase in temperature of fluid which results in a reduction in Nusselt number. On the contrary, Sherwood number rises with an increase in Brownian motion and thermophoresis parameter. The findings have been validated by comparing the results of special cases with existing studies.

Keywords: Bioconvection, inclined stretching sheet, Gyrotactic micro-organisms, Brownian motion, thermophoresis, finite element method.

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675 Long-Range Dependence of Financial Time Series Data

Authors: Chatchai Pesee

Abstract:

This paper examines long-range dependence or longmemory of financial time series on the exchange rate data by the fractional Brownian motion (fBm). The principle of spectral density function in Section 2 is used to find the range of Hurst parameter (H) of the fBm. If 0< H <1/2, then it has a short-range dependence (SRD). It simulates long-memory or long-range dependence (LRD) if 1/2< H <1. The curve of exchange rate data is fBm because of the specific appearance of the Hurst parameter (H). Furthermore, some of the definitions of the fBm, long-range dependence and selfsimilarity are reviewed in Section II as well. Our results indicate that there exists a long-memory or a long-range dependence (LRD) for the exchange rate data in section III. Long-range dependence of the exchange rate data and estimation of the Hurst parameter (H) are discussed in Section IV, while a conclusion is discussed in Section V.

Keywords: Fractional Brownian motion, long-rangedependence, memory, short-range dependence.

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674 A Framework of Monte Carlo Simulation for Examining the Uncertainty-Investment Relationship

Authors: George Yungchih Wang

Abstract:

This paper argues that increased uncertainty, in certain situations, may actually encourage investment. Since earlier studies mostly base their arguments on the assumption of geometric Brownian motion, the study extends the assumption to alternative stochastic processes, such as mixed diffusion-jump, mean-reverting process, and jump amplitude process. A general approach of Monte Carlo simulation is developed to derive optimal investment trigger for the situation that the closed-form solution could not be readily obtained under the assumption of alternative process. The main finding is that the overall effect of uncertainty on investment is interpreted by the probability of investing, and the relationship appears to be an invested U-shaped curve between uncertainty and investment. The implication is that uncertainty does not always discourage investment even under several sources of uncertainty. Furthermore, high-risk projects are not always dominated by low-risk projects because the high-risk projects may have a positive realization effect on encouraging investment.

Keywords: real options, geometric Brownian motion, mixeddiffusion-jump process, mean- reverting process, jump amplitudeprocess

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673 Effect of Time-Periodic Boundary Temperature on the Onset of Nanofluid Convection in a Layer of a Saturated Porous Medium

Authors: J.C. Umavathi

Abstract:

The linear stability of nanofluid convection in a horizontal porous layer is examined theoretically when the walls of the porous layer are subjected to time-periodic temperature modulation. The model used for the nanofluid incorporates the effects of Brownian motion and thermopherosis, while the Darcy model is used for the porous medium. The analysis revels that for a typical nanofluid (with large Lewis number) the prime effect of the nanofluids is via a buoyancy effect coupled with the conservation of nanoparticles. The contribution of nanoparticles to the thermal energy equation being a second-order effect. It is found that the critical thermal Rayleigh number can be found reduced or decreased by a substantial amount, depending on whether the basic nanoparticle distribution is top-heavy or bottom-heavy. Oscillatory instability is possible in the case of a bottom-heavy nanoparticle distribution, phase angle and frequency of modulation.

Keywords: Brownian motion and thermophoresis, Porous medium, Nanofluid, Natural convection, Thermal modulation.

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672 Motion Protection System Design for a Parallel Motion Platform

Authors: Dongsu Wu, Hongbin Gu

Abstract:

A motion protection system is designed for a parallel motion platform with subsided cabin. Due to its complex structure, parallel mechanism is easy to encounter interference problems including link length limits, joints limits and self-collision. Thus a virtual spring algorithm in operational space is developed for the motion protection system to avoid potential damages caused by interference. Simulation results show that the proposed motion protection system can effectively eliminate interference problems and ensure safety of the whole motion platform.

Keywords: Motion protection, motion platform, parallelmechanism, Stewart platform, collision avoidance.

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671 Motion Detection Techniques Using Optical Flow

Authors: A. A. Shafie, Fadhlan Hafiz, M. H. Ali

Abstract:

Motion detection is very important in image processing. One way of detecting motion is using optical flow. Optical flow cannot be computed locally, since only one independent measurement is available from the image sequence at a point, while the flow velocity has two components. A second constraint is needed. The method used for finding the optical flow in this project is assuming that the apparent velocity of the brightness pattern varies smoothly almost everywhere in the image. This technique is later used in developing software for motion detection which has the capability to carry out four types of motion detection. The motion detection software presented in this project also can highlight motion region, count motion level as well as counting object numbers. Many objects such as vehicles and human from video streams can be recognized by applying optical flow technique.

Keywords: Background modeling, Motion detection, Optical flow, Velocity smoothness constant, motion trajectories.

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670 Breast Motion and Discomfort of Chinese Women in Three Breast Support Conditions

Authors: X.N. Chen, J.P. Wang, D. Jiang, S.M. Shen, Y.K. Yang

Abstract:

Breast motion and discomfort has been studied in Australia, Britain and the United States, while little information was known about the breast motion conditions of Chinese women. The aim of this paper was to study the breast motion and discomfort of Chinese women in no bra condition, daily bra condition and sports bra condition. Breast motion and discomfort of 8 participants was assessed during walking at 5km h-1 and running at 10km h-1. Statistical methods were used to analyze the difference and relationship between breast displacement, perceived breast motion and breast discomfort. Three indexes were developed to evaluate the functions of bras on reducing objective breast motion, subjective breast motion and breast discomfort. The result showed that breast motion of Chinese women was smaller than previous research, which may be resulted from smaller breast size in Asian women.

Keywords: Breast discomfort, breast motion, breast support conditions, Chinese women.

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669 ISME: Integrated Style Motion Editor for 3D Humanoid Character

Authors: Ismahafezi Ismail, Mohd Shahrizal Sunar

Abstract:

The motion of a realistic 3D humanoid character is very important especially for the industries developing computer animations and games. However, this type of motion is seen with a very complex dimensional data as well as body position, orientation, and joint rotation. Integrated Style Motion Editor (ISME), on the other hand, is a method used to alter the 3D humanoid motion capture data utilised in computer animation and games development. Therefore, this study was carried out with the purpose of demonstrating a method that is able to manipulate and deform different motion styles by integrating Key Pose Deformation Technique and Trajectory Control Technique. This motion editing method allows the user to generate new motions from the original motion capture data using a simple interface control. Unlike the previous method, our method produces a realistic humanoid motion style in real time.

Keywords: Computer animation, humanoid motion, motion capture, motion editing.

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668 Motion Area Estimated Motion Estimation with Triplet Search Patterns for H.264/AVC

Authors: T. Song, T. Shimamoto

Abstract:

In this paper a fast motion estimation method for H.264/AVC named Triplet Search Motion Estimation (TS-ME) is proposed. Similar to some of the traditional fast motion estimation methods and their improved proposals which restrict the search points only to some selected candidates to decrease the computation complexity, proposed algorithm separate the motion search process to several steps but with some new features. First, proposed algorithm try to search the real motion area using proposed triplet patterns instead of some selected search points to avoid dropping into the local minimum. Then, in the localized motion area a novel 3-step motion search algorithm is performed. Proposed search patterns are categorized into three rings on the basis of the distance from the search center. These three rings are adaptively selected by referencing the surrounding motion vectors to early terminate the motion search process. On the other hand, computation reduction for sub pixel motion search is also discussed considering the appearance probability of the sub pixel motion vector. From the simulation results, motion estimation speed improved by a factor of up to 38 when using proposed algorithm than that of the reference software of H.264/AVC with ignorable picture quality loss.

Keywords: Motion estimation, VLSI, image processing, search patterns

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667 Can Nipple Be Used as a Good Indicator of Breast in Breast Motion Research?

Authors: X.N. Chen, J.P. Wang, D. Jiang

Abstract:

There were many studies on how to alleviate breast discomfort by reducing breast motion, in which nipple motion was used to represent breast motion. However, this assumption had not been experimentally validated. The aim of this paper was to experimentally validate if nipple can be used as a good indicator of breast. Seven participants (average of 24.4 years old) were recruited to walk and run on the treadmill at 5km h-1 and 10km h-1 respectively. Six markers were pasted on their bodies to collect motion data of different parts of breasts. The results of Friedman test combined with the relationship among the five markers on the same breast revealed that nipple could be used as a good indicator of breast. Wilcoxon test showed that there was no significant (P<0.05) between left and right nipple-s motion, so left nipple and right nipple could both be used to represent breast motion.

Keywords: Bra, breast motion, breast pain, nipple.

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666 Performance Enhancement of Motion Estimation Using SSE2 Technology

Authors: Trung Hieu Tran, Hyo-Moon Cho, Sang-Bock Cho

Abstract:

Motion estimation is the most computationally intensive part in video processing. Many fast motion estimation algorithms have been proposed to decrease the computational complexity by reducing the number of candidate motion vectors. However, these studies are for fast search algorithms themselves while almost image and video compressions are operated with software based. Therefore, the timing constraints for running these motion estimation algorithms not only challenge for the video codec but also overwhelm for some of processors. In this paper, the performance of motion estimation is enhanced by using Intel's Streaming SIMD Extension 2 (SSE2) technology with Intel Pentium 4 processor.

Keywords: Motion Estimation, Full Search, Three StepSearch, MMX/SSE/SSE2 Technologies, SIMD.

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665 Efficient Block Matching Algorithm for Motion Estimation

Authors: Zong Chen

Abstract:

Motion estimation is a key problem in video processing and computer vision. Optical flow motion estimation can achieve high estimation accuracy when motion vector is small. Three-step search algorithm can handle large motion vector but not very accurate. A joint algorithm was proposed in this paper to achieve high estimation accuracy disregarding whether the motion vector is small or large, and keep the computation cost much lower than full search.

Keywords: Motion estimation, Block Matching, Optical flow, Three step search.

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664 Motion Prediction and Motion Vector Cost Reduction during Fast Block Motion Estimation in MCTF

Authors: Karunakar A K, Manohara Pai M M

Abstract:

In 3D-wavelet video coding framework temporal filtering is done along the trajectory of motion using Motion Compensated Temporal Filtering (MCTF). Hence computationally efficient motion estimation technique is the need of MCTF. In this paper a predictive technique is proposed in order to reduce the computational complexity of the MCTF framework, by exploiting the high correlation among the frames in a Group Of Picture (GOP). The proposed technique applies coarse and fine searches of any fast block based motion estimation, only to the first pair of frames in a GOP. The generated motion vectors are supplied to the next consecutive frames, even to subsequent temporal levels and only fine search is carried out around those predicted motion vectors. Hence coarse search is skipped for all the motion estimation in a GOP except for the first pair of frames. The technique has been tested for different fast block based motion estimation algorithms over different standard test sequences using MC-EZBC, a state-of-the-art scalable video coder. The simulation result reveals substantial reduction (i.e. 20.75% to 38.24%) in the number of search points during motion estimation, without compromising the quality of the reconstructed video compared to non-predictive techniques. Since the motion vectors of all the pair of frames in a GOP except the first pair will have value ±1 around the motion vectors of the previous pair of frames, the number of bits required for motion vectors is also reduced by 50%.

Keywords: Motion Compensated Temporal Filtering, predictivemotion estimation, lifted wavelet transform, motion vector

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663 An Immersive Motion Capture Environment

Authors: Daniel Kade, Oğuzhan Özcan, Rikard Lindell

Abstract:

Motion capturing technology has been used for quite a while and several research has been done within this area. Nevertheless, we discovered open issues within current motion capturing environments. In this paper we provide a state-of-the-art overview of the addressed research areas and show issues with current motion capturing environments. Observations, interviews and questionnaires have been used to reveal the challenges actors are currently facing in a motion capturing environment. Furthermore, the idea to create a more immersive motion capturing environment to improve the acting performances and motion capturing outcomes as a potential solution is introduced. It is hereby the goal to explain the found open issues and the developed ideas which shall serve for further research as a basis. Moreover, a methodology to address the interaction and systems design issues is proposed. A future outcome could be that motion capture actors are able to perform more naturally, especially if using a non-body-worn solution.

Keywords: Immersive acting environment, Interaction in a mediated environment, Motion capturing, MoCap.

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662 Adaptive Motion Planning for 6-DOF Robots Based on Trigonometric Functions

Authors: Jincan Li, Mingyu Gao, Zhiwei He, Yuxiang Yang, Zhongfei Yu, Yuanyuan Liu

Abstract:

Building an appropriate motion model is crucial for trajectory planning of robots and determines the operational quality directly. An adaptive acceleration and deceleration motion planning based on trigonometric functions for the end-effector of 6-DOF robots in Cartesian coordinate system is proposed in this paper. This method not only achieves the smooth translation motion and rotation motion by constructing a continuous jerk model, but also automatically adjusts the parameters of trigonometric functions according to the variable inputs and the kinematic constraints. The results of computer simulation show that this method is correct and effective to achieve the adaptive motion planning for linear trajectories.

Keywords: 6-DOF robots, motion planning, trigonometric function, kinematic constraints

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661 A New Center of Motion in Cabling Robots

Authors: A. Abbasi Moshaii, F. Najafi

Abstract:

In this paper a new model for center of motion creating is proposed. This new method uses cables. So, it is very useful in robots because it is light and has easy assembling process. In the robots which need to be in touch with some things this method is so useful. It will be described in the following. The accuracy of the idea is proved by two experiments. This system could be used in the robots which need a fixed point in the contact with some things and make a circular motion.

Keywords: Center of Motion, Robotic cables, permanent touching.

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660 Numerical Solution of Steady Magnetohydrodynamic Boundary Layer Flow Due to Gyrotactic Microorganism for Williamson Nanofluid over Stretched Surface in the Presence of Exponential Internal Heat Generation

Authors: M. A. Talha, M. Osman Gani, M. Ferdows

Abstract:

This paper focuses on the study of two dimensional magnetohydrodynamic (MHD) steady incompressible viscous Williamson nanofluid with exponential internal heat generation containing gyrotactic microorganism over a stretching sheet. The governing equations and auxiliary conditions are reduced to a set of non-linear coupled differential equations with the appropriate boundary conditions using similarity transformation. The transformed equations are solved numerically through spectral relaxation method. The influences of various parameters such as Williamson parameter γ, power constant λ, Prandtl number Pr, magnetic field parameter M, Peclet number Pe, Lewis number Le, Bioconvection Lewis number Lb, Brownian motion parameter Nb, thermophoresis parameter Nt, and bioconvection constant σ are studied to obtain the momentum, heat, mass and microorganism distributions. Moment, heat, mass and gyrotactic microorganism profiles are explored through graphs and tables. We computed the heat transfer rate, mass flux rate and the density number of the motile microorganism near the surface. Our numerical results are in better agreement in comparison with existing calculations. The Residual error of our obtained solutions is determined in order to see the convergence rate against iteration. Faster convergence is achieved when internal heat generation is absent. The effect of magnetic parameter M decreases the momentum boundary layer thickness but increases the thermal boundary layer thickness. It is apparent that bioconvection Lewis number and bioconvection parameter has a pronounced effect on microorganism boundary. Increasing brownian motion parameter and Lewis number decreases the thermal boundary layer. Furthermore, magnetic field parameter and thermophoresis parameter has an induced effect on concentration profiles.

Keywords: Convection flow, internal heat generation, similarity, spectral method, numerical analysis, Williamson nanofluid.

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659 Motion Planning of SCARA Robots for Trajectory Tracking

Authors: Giovanni Incerti

Abstract:

The paper presents a method for a simple and immediate motion planning of a SCARA robot, whose end-effector has to move along a given trajectory; the calculation procedure requires the user to define in analytical form or by points the trajectory to be followed and to assign the curvilinear abscissa as function of the time. On the basis of the geometrical characteristics of the robot, a specifically developed program determines the motion laws of the actuators that enable the robot to generate the required movement; this software can be used in all industrial applications for which a SCARA robot has to be frequently reprogrammed, in order to generate various types of trajectories with different motion times.

Keywords: Motion planning, SCARA robot, trajectory tracking.

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658 Relevant LMA Features for Human Motion Recognition

Authors: Insaf Ajili, Malik Mallem, Jean-Yves Didier

Abstract:

Motion recognition from videos is actually a very complex task due to the high variability of motions. This paper describes the challenges of human motion recognition, especially motion representation step with relevant features. Our descriptor vector is inspired from Laban Movement Analysis method. We propose discriminative features using the Random Forest algorithm in order to remove redundant features and make learning algorithms operate faster and more effectively. We validate our method on MSRC-12 and UTKinect datasets.

Keywords: Human motion recognition, Discriminative LMA features, random forest, features reduction.

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657 2D Human Motion Regeneration with Stick Figure Animation Using Accelerometers

Authors: Alpha Agape Gopalai, S. M. N. Arosha Senanayake

Abstract:

This paper explores the opportunity of using tri-axial wireless accelerometers for supervised monitoring of sports movements. A motion analysis system for the upper extremities of lawn bowlers in particular is developed. Accelerometers are placed on parts of human body such as the chest to represent the shoulder movements, the back to capture the trunk motion, back of the hand, the wrist and one above the elbow, to capture arm movements. These sensors placement are carefully designed in order to avoid restricting bowler-s movements. Data is acquired from these sensors in soft-real time using virtual instrumentation; the acquired data is then conditioned and converted into required parameters for motion regeneration. A user interface was also created to facilitate in the acquisition of data, and broadcasting of commands to the wireless accelerometers. All motion regeneration in this paper deals with the motion of the human body segment in the X and Y direction, looking into the motion of the anterior/ posterior and lateral directions respectively.

Keywords: Motion Regeneration, Virtual Instrumentation, Wireless Accelerometers.

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656 Kalman Filter Based Adaptive Reduction of Motion Artifact from Photoplethysmographic Signal

Authors: S. Seyedtabaii, L. Seyedtabaii

Abstract:

Artifact free photoplethysmographic (PPG) signals are necessary for non-invasive estimation of oxygen saturation (SpO2) in arterial blood. Movement of a patient corrupts the PPGs with motion artifacts, resulting in large errors in the computation of Sp02. This paper presents a study on using Kalman Filter in an innovative way by modeling both the Artillery Blood Pressure (ABP) and the unwanted signal, additive motion artifact, to reduce motion artifacts from corrupted PPG signals. Simulation results show acceptable performance regarding LMS and variable step LMS, thus establishing the efficacy of the proposed method.

Keywords: Kalman filter, Motion artifact, PPG, Photoplethysmography.

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655 Sensor-Based Motion Planning for a Car-like Robot Based On Bug Family Algorithms

Authors: Dong-Hyung Kim, Ji Yeong Lee, Chang-Soo Han

Abstract:

This paper presents a sensor-based motion planning algorithm for 3-DOF car-like robots with a nonholonomic constraint. Similar to the classic Bug family algorithms, the proposed algorithm enables the car-like robot to navigate in a completely unknown environment using only the range sensor information. The car-like robot uses the local range sensor view to determine the local path so that it moves towards the goal. To guarantee that the robot can approach the goal, the two modes of motion are repeated, termed motion-to-goal and wall-following. The motion-to-goal behavior lets the robot directly move toward the goal, and the wall-following behavior makes the robot circumnavigate the obstacle boundary until it meets the leaving condition. For each behavior, the nonholonomic motion for the car-like robot is planned in terms of the instantaneous turning radius. The proposed algorithm is implemented to the real robot and the experimental results show the performance of proposed algorithm.

Keywords: Motion planning, car-like robot, bug algorithm, autonomous motion planning, nonholonomic constraint.

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