Search results for: Computational finance
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1214

Search results for: Computational finance

1184 A Fast, Portable Computational Framework for Aerodynamic Simulations

Authors: Mehdi Ghommem, Daniel Garcia, Nathan Collier, Victor Calo

Abstract:

We develop a fast, user-friendly implementation of a potential flow solver based on the unsteady vortex lattice method (UVLM). The computational framework uses the Python programming language which has easy integration with the scripts requiring computationally-expensive operations written in Fortran. The mixed-language approach enables high performance in terms of solution time and high flexibility in terms of easiness of code adaptation to different system configurations and applications. This computational tool is intended to predict the unsteady aerodynamic behavior of multiple moving bodies (e.g., flapping wings, rotating blades, suspension bridges...) subject to an incoming air. We simulate different aerodynamic problems to validate and illustrate the usefulness and effectiveness of the developed computational tool.

Keywords: Unsteady aerodynamics, numerical simulations, mixed-language approach, potential flow.

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1183 Consequential Influences of Work-Induced Emotions on the Work-Induced Happiness of Frontline Workers in Finance-Oriented Firms

Authors: Mohammed-Aminu Sanda, Emmanuel K. Mawuena

Abstract:

Frontline workers performing client service duties in finance-oriented firms in most sub-Saharan African countries, such as Ghana, are known to be challenged in the conduct of their activities. The challenge is attributed to clients’ continued demand for real-time services from such workers, despite the introduction of technological interventions to offset the situation. This has caused such frontline workers to experience increases in their work-induced emotions with consequential effects on their work-induced happiness. This study, therefore, explored the effect of frontline workers’ work-induced emotions on their worked-induced happiness when providing tellering services to clients. A cross-sectional design and quantitative technique were used. Data were collected from a sample of 280 frontline workers using questionnaire. Based on the analysis, it was found that an increase in the frontline workers’ work-induced emotions, caused by their feelings of strain, burnout, frustration, and hard work, had consequential effect on their work-induced happiness. This consequential effect was also found to be aggravated by the workers’ senses of being stretched beyond limit, being emotionally drained, and being used up by their work activities. It is concluded that frontline workers in finance-oriented firms can provide quality real-time services to clients without increases in their work-induced emotions, but with enhanced work-induced happiness, when the psychological and physiological emotional factors associated with the challenged work activities are understood and remedied. Management of the firms can use such understanding to redesign the activities of their frontline workers and improve the quality of their service delivery interactivity with clients.

Keywords: Client-service activity, finance industrial sector, frontline workers, work-induced emotion, work-induced happiness.

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1182 Big Data Analytics and Data Security in the Cloud via Fully Homomorphic Encryption

Authors: Victor Onomza Waziri, John K. Alhassan, Idris Ismaila, Moses Noel Dogonyaro

Abstract:

This paper describes the problem of building secure computational services for encrypted information in the Cloud Computing without decrypting the encrypted data; therefore, it meets the yearning of computational encryption algorithmic aspiration model that could enhance the security of big data for privacy, confidentiality, availability of the users. The cryptographic model applied for the computational process of the encrypted data is the Fully Homomorphic Encryption Scheme. We contribute a theoretical presentations in a high-level computational processes that are based on number theory and algebra that can easily be integrated and leveraged in the Cloud computing with detail theoretic mathematical concepts to the fully homomorphic encryption models. This contribution enhances the full implementation of big data analytics based cryptographic security algorithm.

Keywords: Data Analytics, Security, Privacy, Bootstrapping, and Fully Homomorphic Encryption Scheme.

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1181 CFD Simulation of the Hydrodynamic Vibrator for Stuck - Pipe Liquidation

Authors: L. Grinis, V. Haslavsky

Abstract:

Stuck-pipe in drilling operations is one of the most pressing and expensive problems in the oil industry. This paper describes a computational simulation and an experimental study of the hydrodynamic vibrator, which may be used for liquidation of stuck-pipe problems during well drilling. The work principle of the vibrator is based upon the known phenomena of Vortex Street of Karman and the resulting generation of vibrations. We will discuss the computational simulation and experimental investigations of vibrations in this device. The frequency of the vibration parameters has been measured as a function of the wide range Reynolds Number. The validity of the computational simulation and of the assumptions on which it is based has been proved experimentally. The computational simulation of the vibrator work and its effectiveness was carried out using FLUENT software. The research showed high degree of congruence with the results of the laboratory tests and allowed to determine the effect of the granular material features upon the pipe vibration in the well. This study demonstrates the potential of using the hydrodynamic vibrator in a well drilling system.

Keywords: Drilling, stuck-pipe, vibration, vortex shedding.

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1180 Entrepreneurship Game: Digital 'Catur Bistari'

Authors: A.A. Amran, S. R. M. Shukri, S. M. Taib

Abstract:

The role of entrepreneurs in generating the economy is very important. Thus, nurturing entrepreneurship skills among society is very crucial and should start from the early age. One of the methods is to teach through game such as board game. Game provides a fun and interactive platform for players to learn and play. Besides that as today-s world is moving towards Islamic approach in terms of finance, banking and entertainment but Islamic based game is still hard to find in the market especially games on entrepreneurship. Therefore, there is a gap in this segment that can be filled by learning entrepreneurship through game. The objective of this paper is to develop an entrepreneurship digital-based game entitled “Catur Bistari" that is based on Islamic business approach. Knowledge and skill of entrepreneurship and Islamic business approach will be learned through the tasks that are incorporated inside the game.

Keywords: Board game, educational game, entrepreneurship, Islamic finance and simulation.

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1179 Investigation of the Physical Computing in Computational Thinking Practices, Computer Programming Concepts and Self-Efficacy for Crosscutting Ideas in STEM Content Environments

Authors: Sarantos Psycharis

Abstract:

Physical Computing, as an instructional model, is applied in the framework of the Engineering Pedagogy to teach “transversal/cross-cutting ideas” in a STEM content approach. Labview and Arduino were used in order to connect the physical world with real data in the framework of the so called Computational Experiment. Tertiary prospective engineering educators were engaged during their course and Computational Thinking (CT) concepts were registered before and after the intervention across didactic activities using validated questionnaires for the relationship between self-efficacy, computer programming, and CT concepts when STEM content epistemology is implemented in alignment with the Computational Pedagogy model. Results show a significant change in students’ responses for self-efficacy for CT before and after the instruction. Results also indicate a significant relation between the responses in the different CT concepts/practices. According to the findings, STEM content epistemology combined with Physical Computing should be a good candidate as a learning and teaching approach in university settings that enhances students’ engagement in CT concepts/practices.

Keywords: STEM, computational thinking, physical computing, Arduino, Labview, self-efficacy.

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1178 Political Finance in Africa: Ethiopia as a Case Study

Authors: Wondwosen Teshome B.

Abstract:

Since 1991 Ethiopia has officially adopted multi-party democracy. At present, there are 89 registered political parties in the country. Though political parties play an important role in the functioning of a democratic government, how to fund them is an issue of major concern. Political parties and individual candidates running for political office have to raise funds for election campaigns, and to survive as political candidates. The aim of this paper is to examine party funding problems in Africa by taking the case of Ethiopia as an example. The paper also evaluates the motives of local and international donors in giving financial and material support to political parties in emerging democracies and assesses the merits and de-merits of their donations.

Keywords: Africa, State funding, Ethiopia, Political finance, Political party, Western donors.

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1177 SMEs Relationship Banking: Length, Loyalty, Trust. Do SMEs get Something in Return?

Authors: Daniel Badulescu

Abstract:

Under the difficult access to finance of SMEs, they expect that its relationship with the banks shall constitute a real help to access appropriate financing, at reasonable costs and requirements, given the possibility of mutually beneficial and long lasting relation. The literature, but also the research we have carried on, is centered on such determinants as concentration and the length of the relationship, but at the same time, there is little certainty that banks are responding positively to them. Furthermore, although the trust is considered as being a fundamental element of bank relationship – see the case house bank – SMEs find that the banks finance them looking rather on collaterals and covenants than to trust. Moreover, a positive behavior, such as prompt or advance repayments of loans, doesn-t generate any positive feedback from the banks side. All these show a deep un-satisfaction of the SMEs concerning their relationship banking.

Keywords: Banks' behavior, relationship banking, SMEs.

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1176 Experimental and Computational Analysis of Hygrothermal Performance of an Interior Thermal Insulation System

Authors: Z. Pavlík, J. Kočí, M. Pavlíková, R. Černý

Abstract:

Combined experimental and computational analysis of hygrothermal performance of an interior thermal insulation system applied on a brick wall is presented in the paper. In the experimental part, the functionality of the insulation system is tested at simulated difference climate conditions using a semi-scale device. The measured temperature and relative humidity profiles are used for the calibration of computer code HEMOT that is finally applied for a long-term hygrothermal analysis of the investigated structure.

Keywords: Additional thermal insulation, hygrothermal analysis, semi-scale testing, long-term computational analysis

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1175 Managing Handheld Devices in Ad-Hoc Collaborative Computing Environments

Authors: Alaa Alwani, Hassan Artail, Haidar Safa, Ayman Abi Abdallah, Bashir Basha, Tarek Abdel Khalek

Abstract:

The noticeable advance in the area of computer technology has paved the way for the invention of powerful mobile devices. However, limited storage, short battery life, and relatively low computational power define the major problems of such devices. Due to the ever increasing computational requirements, such devices may fail to process needed tasks under certain constraints. One of the proposed solutions to this drawback is the introduction of Collaborative Computing, a new concept dealing with the distribution of computational tasks amongst several handhelds. This paper introduces the basics of Collaborative Computing, and proposes a new protocol that aims at managing and optimizing computing tasks in Ad-Hoc Collaborative Computing Environments.

Keywords: Handheld devices, Collaborative Computing, mainprocess, Collaboration Table.

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1174 Integrating Agents and Computational Intelligence Techniques in E-learning Environments

Authors: Konstantinos C. Giotopoulos, Christos E. Alexakos, Grigorios N. Beligiannis, Spiridon D.Likothanassis

Abstract:

In this contribution a newly developed elearning environment is presented, which incorporates Intelligent Agents and Computational Intelligence Techniques. The new e-learning environment is constituted by three parts, the E-learning platform Front-End, the Student Questioner Reasoning and the Student Model Agent. These parts are distributed geographically in dispersed computer servers, with main focus on the design and development of these subsystems through the use of new and emerging technologies. These parts are interconnected in an interoperable way, using web services for the integration of the subsystems, in order to enhance the user modelling procedure and achieve the goals of the learning process.

Keywords: E-learning environments, intelligent agents, user modeling, Bayesian Networks, computational intelligence.

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1173 Some Computational Results on MPI Parallel Implementation of Dense Simplex Method

Authors: El-Said Badr, Mahmoud Moussa, Konstantinos Paparrizos, Nikolaos Samaras, Angelo Sifaleras

Abstract:

There are two major variants of the Simplex Algorithm: the revised method and the standard, or tableau method. Today, all serious implementations are based on the revised method because it is more efficient for sparse linear programming problems. Moreover, there are a number of applications that lead to dense linear problems so our aim in this paper is to present some computational results on parallel implementation of dense Simplex Method. Our implementation is implemented on a SMP cluster using C programming language and the Message Passing Interface MPI. Preliminary computational results on randomly generated dense linear programs support our results.

Keywords: Linear Programming, MPI, Parallel Implementation, Simplex Algorithm.

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1172 Computational Intelligence Techniques and Agents- Technology in E-learning Environments

Authors: Konstantinos C. Giotopoulos, Christos E. Alexakos, Grigorios N. Beligiannis, Spiridon D.Likothanassis

Abstract:

In this contribution a newly developed e-learning environment is presented, which incorporates Intelligent Agents and Computational Intelligence Techniques. The new e-learning environment is constituted by three parts, the E-learning platform Front-End, the Student Questioner Reasoning and the Student Model Agent. These parts are distributed geographically in dispersed computer servers, with main focus on the design and development of these subsystems through the use of new and emerging technologies. These parts are interconnected in an interoperable way, using web services for the integration of the subsystems, in order to enhance the user modelling procedure and achieve the goals of the learning process.

Keywords: Computational Intelligence, E-learning Environments, Intelligent Agents, User Modelling, Bayesian Networks.

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1171 Unconventional Calculus Spreadsheet Functions

Authors: Chahid K. Ghaddar

Abstract:

The spreadsheet engine is exploited via a non-conventional mechanism to enable novel worksheet solver functions for computational calculus. The solver functions bypass inherent restrictions on built-in math and user defined functions by taking variable formulas as a new type of argument while retaining purity and recursion properties. The enabling mechanism permits integration of numerical algorithms into worksheet functions for solving virtually any computational problem that can be modelled by formulas and variables. Several examples are presented for computing integrals, derivatives, and systems of deferential-algebraic equations. Incorporation of the worksheet solver functions with the ubiquitous spreadsheet extend the utility of the latter as a powerful tool for computational mathematics.

Keywords: Calculus functions, nonlinear systems, differential algebraic equations, solvers, spreadsheet.

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1170 Numerical Methods versus Bjerksund and Stensland Approximations for American Options Pricing

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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1169 Small and Medium Enterprises (SMEs) Financing Practice and Accessing Bank Loan Issues -The Case of Libya

Authors: Kalsom Abd Wahab, Khalid Hassan Abdesamed

Abstract:

The purpose of this paper is to examine the financing practices of SMEs in Libya in two different phases of business life cycle: start-up and matured stages. Moreover, SMEs- accessing bank loan issues is also identified. The study was conducted by taking into account the aspect of demand. The findings are based on a sample of 76 SMEs in Libya through the adoption of questionnaires. The results have pinpointed several things- evidently, SMEs use informal financing sources which prefer personal savings; SME owners are willing to apply for bank loan, that the most pressing problem has been identified, not to apply bank loan is loan with interest (religion factor).

Keywords: SMEs, Formal Finance (loan from bank), Informal Finance, Loan with interest (religion factor), Libya.

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1168 Computational Algorithm for Obtaining Abelian Subalgebras in Lie Algebras

Authors: Manuel Ceballos, Juan Nunez, Angel F. Tenorio

Abstract:

The set of all abelian subalgebras is computationally obtained for any given finite-dimensional Lie algebra, starting from the nonzero brackets in its law. More concretely, an algorithm is described and implemented to compute a basis for each nontrivial abelian subalgebra with the help of the symbolic computation package MAPLE. Finally, it is also shown a brief computational study for this implementation, considering both the computing time and the used memory.

Keywords: Solvable Lie algebra, maximal abelian dimension, algorithm.

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1167 Bounded Rational Heterogeneous Agents in Artificial Stock Markets: Literature Review and Research Direction

Authors: Talal Alsulaiman, Khaldoun Khashanah

Abstract:

In this paper, we provided a literature survey on the artificial stock problem (ASM). The paper began by exploring the complexity of the stock market and the needs for ASM. ASM aims to investigate the link between individual behaviors (micro level) and financial market dynamics (macro level). The variety of patterns at the macro level is a function of the AFM complexity. The financial market system is a complex system where the relationship between the micro and macro level cannot be captured analytically. Computational approaches, such as simulation, are expected to comprehend this connection. Agent-based simulation is a simulation technique commonly used to build AFMs. The paper proceeds by discussing the components of the ASM. We consider the roles of behavioral finance (BF) alongside the traditionally risk-averse assumption in the construction of agent’s attributes. Also, the influence of social networks in the developing of agents interactions is addressed. Network topologies such as a small world, distance-based, and scale-free networks may be utilized to outline economic collaborations. In addition, the primary methods for developing agents learning and adaptive abilities have been summarized. These incorporated approach such as Genetic Algorithm, Genetic Programming, Artificial neural network and Reinforcement Learning. In addition, the most common statistical properties (the stylized facts) of stock that are used for calibration and validation of ASM are discussed. Besides, we have reviewed the major related previous studies and categorize the utilized approaches as a part of these studies. Finally, research directions and potential research questions are argued. The research directions of ASM may focus on the macro level by analyzing the market dynamic or on the micro level by investigating the wealth distributions of the agents.

Keywords: Artificial stock markets, agent based simulation, bounded rationality, behavioral finance, artificial neural network, interaction, scale-free networks.

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1166 Computational Fluid Dynamics Simulation and Comparison of Flow through Mechanical Heart Valve Using Newtonian and Non-Newtonian Fluid

Authors: D. Šedivý, S. Fialová

Abstract:

The main purpose of this study is to show differences between the numerical solution of the flow through the artificial heart valve using Newtonian or non-Newtonian fluid. The simulation was carried out by a commercial computational fluid dynamics (CFD) package based on finite-volume method. An aortic bileaflet heart valve (Sorin Bicarbon) was used as a pattern for model of real heart valve replacement. Computed tomography (CT) was used to gain the accurate parameters of the valve. Data from CT were transferred in the commercial 3D designer, where the model for CFD was made. Carreau rheology model was applied as non-Newtonian fluid. Physiological data of cardiac cycle were used as boundary conditions. Outputs were taken the leaflets excursion from opening to closure and the fluid dynamics through the valve. This study also includes experimental measurement of pressure fields in ambience of valve for verification numerical outputs. Results put in evidence a favorable comparison between the computational solutions of flow through the mechanical heart valve using Newtonian and non-Newtonian fluid.

Keywords: Computational modeling, dynamic mesh, mechanical heart valve, non-Newtonian fluid, SDOF.

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1165 Integrating E-learning Environments with Computational Intelligence Assessment Agents

Authors: Christos E. Alexakos, Konstantinos C. Giotopoulos, Eleni J. Thermogianni, Grigorios N. Beligiannis, Spiridon D. Likothanassis

Abstract:

In this contribution an innovative platform is being presented that integrates intelligent agents in legacy e-learning environments. It introduces the design and development of a scalable and interoperable integration platform supporting various assessment agents for e-learning environments. The agents are implemented in order to provide intelligent assessment services to computational intelligent techniques such as Bayesian Networks and Genetic Algorithms. The utilization of new and emerging technologies like web services allows integrating the provided services to any web based legacy e-learning environment.

Keywords: Bayesian Networks, Computational Intelligence techniques, E-learning legacy systems, Service Oriented Integration, Intelligent Agents

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1164 The Extension of Monomeric Computational Results to Polymeric Measurable Properties: An Introductory Computational Chemistry Experiment

Authors: Zhao Jing, Bai Yongqing, Shi Qiaofang, Zang Yang, Zhang Huaihao

Abstract:

Advances in software technology enable the computational chemistry to be commonly applied in various research fields, especially in pedagogy. Thus, in order to expand and improve experimental instructions of computational chemistry for undergraduates, we designed an introductory experiment—research on acrylamide molecular structure and physicochemical properties. Initially, students construct molecular models of acrylamide and polyacrylamide in Gaussian and Materials Studio software respectively. Then, the infrared spectral data, atomic charge and molecular orbitals of acrylamide as well as solvation effect of polyacrylamide are calculated to predict their physicochemical performance. At last, rheological experiments are used to validate these predictions. Through the combination of molecular simulation (performed on Gaussian, Materials Studio) with experimental verification (rheology experiment), learners have deeply comprehended the chemical nature of acrylamide and polyacrylamide, achieving good learning outcomes.

Keywords: Upper-division undergraduate, computer-based learning, laboratory instruction, amides, molecular modeling, spectroscopy.

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1163 Study of Flow Behavior of Aqueous Solution of Rhodamine B in Annular Reactor Using Computational Fluid Dynamics

Authors: Jatinder Kumar, Ajay Bansal

Abstract:

The present study deals with the modeling and simulation of flow through an annular reactor at different hydrodynamic conditions using computational fluid dynamics (CFD) to investigate the flow behavior. CFD modeling was utilized to predict velocity distribution and average velocity in the annular geometry. The results of CFD simulations were compared with the mathematically derived equations and already developed correlations for validation purposes. CFD modeling was found suitable for predicting the flow characteristics in annular geometry under laminar flow conditions. It was observed that CFD also provides local values of the parameters of interest in addition to the average values for the simulated geometry.

Keywords: Annular reactor, computational fluid dynamics (CFD), hydrodynamics, Rhodamine B

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1162 Why Do Pakistani Customers Patronize Islamic Banks- An Empirical Analysis

Authors: Farjana Mumu, Jia Guozho

Abstract:

Throughout the world, the Islamic way of banking and financing is increasing. The same trend is also visible in Pakistan, where the Islamic banking sector is increasing in size and volume each year. The question immediately arises as why the Pakistanis patronize the Islamic banking system? This study was carried out to find whether following the Islamic rules in finance is the main factor for such selection or whether other factors such as customer service, location, banking hour, physical facilities of the bank etc also have importance. The study was carried by distributing questionnaire and 200 responses were collected from the clients of Islamic banks. The result showed that the service quality and other factors are as important as following the Islamic rules for finance to retain old ustomers and catch new customers. The result is important and Islamic banks can take actions accordingly to look after both the factors

Keywords: Customers' perception, customer satisfaction, customer service, Islamic banking

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1161 NOx Emission and Computational Analysis of Jatropha Curcus Fuel and Crude Oil

Authors: Vipan Kumar Sohpal, Rajesh K Sharma

Abstract:

Diminishing of conventional fuels and hysterical vehicles emission leads to deterioration of the environment, which emphasize the research to work on biofuels. Biofuels from different sources attract the attention of research due to low emission and biodegradability. Emission of carbon monoxide, carbon dioxide and H-C reduced drastically using Biofuels (B-20) combustion. Contrary to the conventional fuel, engine emission results indicated that nitrous oxide emission is higher in Biofuels. So this paper examines and compares the nitrogen oxide emission of Jatropha Curcus (JCO) B-20% blends with the vegetable oil. In addition to that computational analysis of crude non edible oil performed to assess the impact of composition on emission quality. In conclusion, JCO have the potential feedstock for the biodiesel production after the genetic modification in the plant.

Keywords: Jatropha Curcus, computational analysis, emissions, biofuels.

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1160 Stock Portfolio Selection Using Chemical Reaction Optimization

Authors: Jin Xu, Albert Y.S. Lam, Victor O.K. Li

Abstract:

Stock portfolio selection is a classic problem in finance, and it involves deciding how to allocate an institution-s or an individual-s wealth to a number of stocks, with certain investment objectives (return and risk). In this paper, we adopt the classical Markowitz mean-variance model and consider an additional common realistic constraint, namely, the cardinality constraint. Thus, stock portfolio optimization becomes a mixed-integer quadratic programming problem and it is difficult to be solved by exact optimization algorithms. Chemical Reaction Optimization (CRO), which mimics the molecular interactions in a chemical reaction process, is a population-based metaheuristic method. Two different types of CRO, named canonical CRO and Super Molecule-based CRO (S-CRO), are proposed to solve the stock portfolio selection problem. We test both canonical CRO and S-CRO on a benchmark and compare their performance under two criteria: Markowitz efficient frontier (Pareto frontier) and Sharpe ratio. Computational experiments suggest that S-CRO is promising in handling the stock portfolio optimization problem.

Keywords: Stock portfolio selection, Markowitz model, Chemical Reaction Optimization, Sharpe ratio

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1159 Simulation of the Airflow Characteristic inside a Hard Disk Drive by Applying a Computational Fluid Dynamics Software

Authors: Chanchal Saha, Huynh Trung Luong, M. H. Aziz, Tharinan Rattanalert

Abstract:

Now-a-days, numbers of simulation software are being used all over the world to solve Computational Fluid Dynamics (CFD) related problems. In this present study, a commercial CFD simulation software namely STAR-CCM+ is applied to analyze the airflow characteristics inside a 2.5" hard disk drive. Each step of the software is described adequately to obtain the output and the data are verified with the theories to justify the robustness of the simulation outcome. This study gives an insight about the accuracy level of the CFD simulation software to compute CFD related problems although it largely depends upon the computer speed. Also this study will open avenues for further research.

Keywords: Computational fluid dynamics, Hard disk drive, Meshing, Recirculation filter, and Filter physics parameter.

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1158 Computation of Probability Coefficients using Binary Decision Diagram and their Application in Test Vector Generation

Authors: Ashutosh Kumar Singh, Anand Mohan

Abstract:

This paper deals with efficient computation of probability coefficients which offers computational simplicity as compared to spectral coefficients. It eliminates the need of inner product evaluations in determination of signature of a combinational circuit realizing given Boolean function. The method for computation of probability coefficients using transform matrix, fast transform method and using BDD is given. Theoretical relations for achievable computational advantage in terms of required additions in computing all 2n probability coefficients of n variable function have been developed. It is shown that for n ≥ 5, only 50% additions are needed to compute all probability coefficients as compared to spectral coefficients. The fault detection techniques based on spectral signature can be used with probability signature also to offer computational advantage.

Keywords: Binary Decision Diagrams, Spectral Coefficients, Fault detection

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1157 Computational Tool for Techno-Economical Evaluation of Steam/Oxygen Fluidized Bed Biomass Gasification Technologies

Authors: Gabriela-Alina Dumitrel, Teodor Todinca, Carmen Holotescu, Cosmina-Mariana Militaru

Abstract:

The paper presents a computational tool developed for the evaluation of technical and economic advantages of an innovative cleaning and conditioning technology of fluidized bed steam/oxygen gasifiers outlet product gas. This technology integrates into a single unit the steam gasification of biomass and the hot gas cleaning and conditioning system. Both components of the computational tool, process flowsheet and economic evaluator, have been developed under IPSEpro software. The economic model provides information that can help potential users, especially small and medium size enterprises acting in the regenerable energy field, to decide the optimal scale of a plant and to better understand both potentiality and limits of the system when applied to a wide range of conditions.

Keywords: biomass, CHP units, economic evaluation, gasification.

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1156 Problem Solving Techniques with Extensive Computational Network and Applying in an Educational Software

Authors: Nhon Do, Tam Pham

Abstract:

Knowledge bases are basic components of expert systems or intelligent computational programs. Knowledge bases provide knowledge, events that serve deduction activity, computation and control. Therefore, researching and developing of models for knowledge representation play an important role in computer science, especially in Artificial Intelligence Science and intelligent educational software. In this paper, the extensive deduction computational model is proposed to design knowledge bases whose attributes are able to be real values or functional values. The system can also solve problems based on knowledge bases. Moreover, the models and algorithms are applied to produce the educational software for solving alternating current problems or solving set of equations automatically.

Keywords: Educational software, artificial intelligence, knowledge base systems, knowledge representation.

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1155 Computational Simulations on Stability of Model Predictive Control for Linear Discrete-time Stochastic Systems

Authors: Tomoaki Hashimoto

Abstract:

Model predictive control is a kind of optimal feedback control in which control performance over a finite future is optimized with a performance index that has a moving initial time and a moving terminal time. This paper examines the stability of model predictive control for linear discrete-time systems with additive stochastic disturbances. A sufficient condition for the stability of the closed-loop system with model predictive control is derived by means of a linear matrix inequality. The objective of this paper is to show the results of computational simulations in order to verify the effectiveness of the obtained stability condition.

Keywords: Computational simulations, optimal control, predictive control, stochastic systems, discrete-time systems.

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