Search results for: Differential games

Authors: H. D. Ibrahim, H. C. Chinwenyi, A. H. Usman

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Valuing derivatives (options, futures, swaps, forwards, etc.) is one uneasy task in financial mathematics. The two ways this problem can be effectively resolved in finance is by the use of two methods (Martingales and Partial Differential Equations (PDEs)) to obtain their respective options price valuation formulas. This research paper examined two different stochastic financial models which are Constant Elasticity of Variance (CEV) model and Black-Karasinski term structure model. Assuming their respective option price valuation formulas, we proved the analogous of the Martingales and PDEs options price valuation formulas for the two different Stochastic Differential Equation (SDE) models. This was accomplished by using the applications of Girsanov theorem for defining an Equivalent Martingale Measure (EMM) and the Feynman-Kac theorem. The results obtained show the systematic proof for analogous of the two (Martingales and PDEs) options price valuation formulas beginning with the Martingales option price formula and arriving back at the Black-Scholes parabolic PDEs and vice versa.

Keywords: Option price valuation, Martingales, Partial Differential Equations, PDEs, Equivalent Martingale Measure, Girsanov Theorem, Feyman-Kac Theorem, European Put Option.

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Authors: Anupma Bansal

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We seek exact solutions of the coupled Klein-Gordon-Schrödinger equation with variable coefficients with the aid of Lie classical approach. By using the Lie classical method, we are able to derive symmetries that are used for reducing the coupled system of partial differential equations into ordinary differential equations. From reduced differential equations we have derived some new exact solutions of coupled Klein-Gordon-Schrödinger equations involving some special functions such as Airy wave functions, Bessel functions, Mathieu functions etc.

Keywords: Klein-Gordon-Schödinger Equation, Lie Classical Method, Exact Solutions

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Authors: M. A. Omoloye, M. I. Yusuff, O. K. S. Emiola

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The use of mathematical models for solving biological problems varies from simple to complex analyses, depending on the nature of the research problems and applicability of the models. The method is more common nowadays. Many complex models become impractical when transmitted analytically. However, alternative approach such as numerical method can be employed. It appropriateness in solving linear and non-linear model equation in Differential Transformation Method (DTM) which depends on Taylor series make it applicable. Hence this study investigates the application of DTM to solve dynamic transmission of Lassa fever model in a population. The mathematical model was formulated using first order differential equation. Firstly, existence and uniqueness of the solution was determined to establish that the model is mathematically well posed for the application of DTM. Numerically, simulations were conducted to compare the results obtained by DTM and that of fourth-order Runge-Kutta method. As shown, DTM is very effective in predicting the solution of epidemics of Lassa fever model.

Keywords: Differential Transform Method, Existence and uniqueness, Lassa fever, Runge-Kutta Method.

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Authors: Rudolf Csikja, Janos Toth

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Methods to detect and localize time singularities of polynomial and quasi-polynomial ordinary differential equations are systematically presented and developed. They are applied to examples taken form different fields of applications and they are also compared to better known methods such as those based on the existence of linear first integrals or Lyapunov functions.

Keywords: blow up, finite escape time, polynomial ODE, singularity, Lotka–Volterra equation, Painleve analysis, Ψ-series, global existence

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Authors: Cheng-Ying Lo

Abstract:

This paper adopted the hybrid differential transform approach for studying heat transfer problems in a gold/chromium thin film with an ultra-short-pulsed laser beam projecting on the gold side. The physical system, formulated based on the hyperbolic two-step heat transfer model, covers three characteristics: (i) coupling effects between the electron/lattice systems, (ii) thermal wave propagation in metals, and (iii) radiation effects along the interface. The differential transform method is used to transfer the governing equations in the time domain into the spectrum equations, which is further discretized in the space domain by the finite difference method. The results, obtained through a recursive process, show that the electron temperature in the gold film can rise up to several thousand degrees before its electron/lattice systems reach equilibrium at only several hundred degrees. The electron and lattice temperatures in the chromium film are much lower than those in the gold film.

Keywords: Differential transform, hyperbolic heat transfer, thin film, ultrashort-pulsed laser.

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Authors: Patrick Nwabueze Okechukwu, Ima Nirwana Soelaiman, Gabriele Anisah Ruth Froemming, Mohd Yusri Idorus, Norazlina Mohamed

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Supplementation of palm vitamin E has been reported to prevent loss of bone density in ovariectomised female rats. The mechanism by which palm vitamin E exerts these effects is still unknown. We hypothesized that palm vitamin E may act by preventing the protein expression changes. Two dimensional poly acyrilamide gel electrophoresis (2-D PAGE) and PD Quest software genomic solutions Investigator (proteomics) was used to analyze the differential protein expression profile in femoral and humeri bones harvested from three groups of rats; sham-operated rats (SO), ovariectomised rats (Ovx) and ovariectomised rats supplemented for 2 months with palm vitamin E. The results showed that there were over 300 valued spot on each of the groups PVE and OVX as compared to about 200 in SO. Comparison between the differential protein expression between OVX and PVE groups showed that ten spots were down –regulated in OVX but up-regulated in PVE. The ten differential spots were separately named P1-P10. The identification and understanding of the pathway of the differential protein expression among the groups is ongoing and may account for the molecular mechanism through which palm vitamin E exert its anti-osteoporotic effect.

Keywords: Palm vitamin E, ovariectomised, osteoporosis protein expression, 2-d-page.

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Authors: H. D. Ibrahim, H. C. Chinwenyi, T. Danjuma

Abstract:

An option is defined as a financial contract that provides the holder the right but not the obligation to buy or sell a specified quantity of an underlying asset in the future at a fixed price (called a strike price) on or before the expiration date of the option. This paper examined two approaches for derivation of Partial Differential Equation (PDE) options price valuation formula for the Heston stochastic volatility model. We obtained various PDE option price valuation formulas using the riskless portfolio method and the application of Feynman-Kac theorem respectively. From the results obtained, we see that the two derived PDEs for Heston model are distinct and non-unique. This establishes the fact of incompleteness in the model for option price valuation.

Keywords: Option price valuation, Partial Differential Equations, Black-Scholes PDEs, Ito process.

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Authors: R. Taiar

Abstract:

Sport is one of the sectors in which the largest technical projections regarding the functions of textiles can be found. He is a large consumer of high performance composite materials and new fibers. It is one of the sectors where the innovation is the most important when the greatest numbers of spectacular developments are aimed at increasing performance. In medicine, textile innovation is used and contributes in the amelioration of different materials such as dressing, orthosis, bandages, etc. The hygienic textiles in non-woven materials record a strong growth. The objective of this study is to show the different advances of development we obtained in the both ways (sport and medicine). Polyamide fibers where developed tacking into account the specification of the high level athlete’s performance like swimming and triathlon (Olympic Games, Brazil 2016). The first textile utilization was for skiing (Olympic Games, Sotchi 2014). The different textiles technologies where adapted for medicine.

Keywords: Medical textile, Smart textile, Sport textile, Textile innovation.

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Authors: Fuziyah Ishak, Mohamed B. Suleiman, Zanariah A. Majid, Khairil I. Othman

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This paper considers the development of a two-point predictor-corrector block method for solving delay differential equations. The formulae are represented in divided difference form and the algorithm is implemented in variable stepsize variable order technique. The block method produces two new values at a single integration step. Numerical results are compared with existing methods and it is evident that the block method performs very well. Stability regions of the block method are also investigated.

Keywords: block method, delay differential equations, predictor-corrector, stability region, variable stepsize variable order.

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Authors: Anass Rahouti, Guillaume Salze, Ruggiero Lovreglio, Sélim Datoussaïd

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In healthcare facilities, training the staff for firefighting and evacuation in real buildings is very challenging due to the presence of a vulnerable population in such an environment. In a standard environment, traditional approaches, such as fire drills, are often used to train the occupants and provide them with information about fire safety procedures. However, those traditional approaches may be inappropriate for a vulnerable population and can be inefficient from an educational viewpoint as it is impossible to expose the occupants to scenarios similar to a real emergency. Immersive serious games could be used as an alternative to traditional approaches to overcome their limitations. Serious games are already being used in different safety domains such as fires, earthquakes and terror attacks for several building types (e.g., office buildings, train stations, tunnels, etc.). In this study, we developed an immersive serious game to improve the fire safety skills of staff in healthcare facilities. An accurate representation of the healthcare environment was built in Unity3D by including visual and audio stimuli inspired from those employed in commercial action games. The serious game is organised in three levels. In each of them, the trainee is presented with a specific fire emergency and s/he can perform protective actions (e.g., firefighting, helping non-ambulant occupants, etc.) or s/he can ignore the opportunity for action and continue the evacuation. In this paper, we describe all the steps required to develop such a prototype, as well as the key questions that need to be answered, to develop a serious game for firefighting and evacuation in healthcare facilities.

Keywords: Fire Safety, healthcare, serious game, training.

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Authors: N. A. Samat, D. F. Percy

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The main aim of this study is to describe and introduce a method of numerical analysis in obtaining approximate solutions for the SIR-SI differential equations (susceptible-infectiverecovered for human populations; susceptible-infective for vector populations) that represent a model for dengue disease transmission. Firstly, we describe the ordinary differential equations for the SIR-SI disease transmission models. Then, we introduce the numerical analysis of solutions of this continuous time, discrete space SIR-SI model by simplifying the continuous time scale to a densely populated, discrete time scale. This is followed by the application of this numerical analysis of solutions of the SIR-SI differential equations to the estimation of relative risk using continuous time, discrete space dengue data of Kuala Lumpur, Malaysia. Finally, we present the results of the analysis, comparing and displaying the results in graphs, table and maps. Results of the numerical analysis of solutions that we implemented offers a useful and potentially superior model for estimating relative risks based on continuous time, discrete space data for vector borne infectious diseases specifically for dengue disease. 

Keywords: Dengue disease, disease mapping, numerical analysis, SIR-SI differential equations.

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Authors: P. Karimi, A. H. Khedmati Bazkiaei

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The main goal of this study is to test differential neural network as a controller of smart structure and is to enumerate its advantages and disadvantages in comparison with other controllers. In this study, the smart structure has been considered as a Euler Bernoulli cantilever beam and it has been tried that it be under control with the use of vibration neural network resulting from movement. Also, a linear observer has been considered as a reference controller and has been compared its results. The considered vibration charts and the controlled state have been recounted in the final part of this text. The obtained result show that neural observer has better performance in comparison to the implemented linear observer.

Keywords: Smart material, on-line differential artificial neural network, active control, finite element method.

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Authors: Mohd Sazli Saad, Hishamuddin Jamaluddin, Intan Zaurah Mat Darus

Abstract:

This paper presents the development of an active vibration control using direct adaptive controller to suppress the vibration of a flexible beam system. The controller is realized based on linear parametric form. Differential evolution optimisation algorithm is used to optimize the controller using single objective function by minimizing the mean square error of the observed vibration signal. Furthermore, an alternative approach is developed to systematically search for the best controller model structure together with it parameter values. The performance of the control scheme is presented and analysed in both time and frequency domain. Simulation results demonstrate that the proposed scheme is able to suppress the unwanted vibration effectively.

Keywords: flexible beam, finite difference method, active vibration control, differential evolution, direct adaptive controller

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Authors: Li Xiguang

Abstract:

In this paper, by constructing a special set and utilizing fixed point index theory, we study the existence of solution for the boundary value problem of second-order singular differential equations in Banach space, which improved and generalize the result of related paper.

Keywords: Banach space, cone, fixed point index, singular equation.

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Authors: Shih-Chieh Liao, Cheng-Yan Shuai

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The feature of a side-scrolling shooting game is facing the surrounding enemy and barraging in an entire screen. The player will be in trouble when they are trying to do complicated operations because of the physical and system limitations of the joystick in the games. This study designed the prototype of a type of arcade stick by focus group and assessed by the expert. We selected the most representative joystick prototype and built the control system for the joystick. We conducted two experimental tests using time and bullet consumption as objective indicators, aiming to demonstrate its efficiency in the game. Finally, the prototype of L-1 solves the dilemma of scroll shooting games when the player uses the arcade stick and improves the function of the arcade stick.

Keywords: Joystick, user interface, side-scrolling shooting game, improved user experience.

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Authors: A. M. Sagir

Abstract:

In this paper, linear multistep technique using power series as the basis function is used to develop the block methods which are suitable for generating direct solution of the special second order ordinary differential equations with associated initial or boundary conditions. The continuous hybrid formulations enable us to differentiate and evaluate at some grids and off – grid points to obtain two different four discrete schemes, each of order (5,5,5,5)T, which were used in block form for parallel or sequential solutions of the problems. The computational burden and computer time wastage involved in the usual reduction of second order problem into system of first order equations are avoided by this approach. Furthermore, a stability analysis and efficiency of the block methods are tested on linear and non-linear ordinary differential equations and the results obtained compared favorably with the exact solution.

Keywords: Block Method, Hybrid, Linear Multistep Method, Self – starting, Special Second Order.

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Authors: Kholod M. Abu-Alnaja

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In this work, we derive two numerical schemes for solving a class of nonlinear partial differential equations. The first method is of second order accuracy in space and time directions, the scheme is unconditionally stable using Von Neumann stability analysis, the scheme produced a nonlinear block system where Newton-s method is used to solve it. The second method is of fourth order accuracy in space and second order in time. The method is unconditionally stable and Newton's method is used to solve the nonlinear block system obtained. The exact single soliton solution and the conserved quantities are used to assess the accuracy and to show the robustness of the schemes. The interaction of two solitary waves for different parameters are also discussed.

Keywords: Crank-Nicolson Scheme, Douglas Scheme, Partial Differential Equations

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Authors: Omid Noroozi

Abstract:

Digital dialogue games have opened up opportunities for learning skills by engaging students in complex problem solving that mimic real world situations, without importing unwanted constraints and risks of the real world. Digital dialogue games can be motivating and engaging to students for fun, creative thinking, and learning. This study explored how undergraduate students engage with argumentative discourse activities which have been designed to intensify debate. A pre-test, post-test design was used with students who were assigned to groups of four and asked to debate a controversial topic with the aim of exploring various 'pros and cons' on the 'Genetically Modified Organisms (GMOs)'. Findings reveal that the Digital dialogue game can facilitate argumentation-based learning. The digital Dialogue game was also evaluated positively in terms of students’ satisfaction and learning experiences.

Keywords: Argumentation, dialogue, digital game, learning, motivation.

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Authors: Faranak Rabiei, Fudziah Ismail, S. Norazak, Saeid Emadi

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In this paper we developed the Improved Runge-Kutta Nystrom (IRKN) method for solving second order ordinary differential equations. The methods are two step in nature and require lower number of function evaluations per step compared with the existing Runge-Kutta Nystrom (RKN) methods. Therefore, the methods are computationally more efficient at achieving the higher order of local accuracy. Algebraic order conditions of the method are obtained and the third and fourth order method are derived with two and three stages respectively. The numerical results are given to illustrate the efficiency of the proposed method compared to the existing RKN methods.

Keywords: Improved Runge-Kutta Nystrom method, Two step method, Second-order ordinary differential equations, Order conditions

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Authors: Hassan Manouzi, Taous-Meriem Laleg-Kirati

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In this paper we study mathematically the eigenvalue problem for stochastic elliptic partial differential equation of Wick type. Using the Wick-product and the Wiener-Itô chaos expansion, the stochastic eigenvalue problem is reformulated as a system of an eigenvalue problem for a deterministic partial differential equation and elliptic partial differential equations by using the Fredholm alternative. To reduce the computational complexity of this system, we shall use a decomposition method using the Wiener-Itô chaos expansion. Once the approximation of the solution is performed using the finite element method for example, the statistics of the numerical solution can be easily evaluated.

Keywords: Eigenvalue problem, Wick product, SPDEs, finite element, Wiener-Itô chaos expansion.

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Authors: Li Xiguang

Abstract:

In this paper, by constructing a special set and utilizing fixed point theory, we study the existence and multiplicity of the positive solutions for systems of nonlinear third-order differential equations with p-laplacian, which improve and generalize the result of related paper.

Keywords: p-Laplacian, cone, fixed point theorem, positive solution.

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Authors: Tae Yun Chung, Jungho Moon, Tae Kwon Ha

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Al/Cu clad sheet has been fabricated by using differential speed rolling (DSR) process, which caused severe shear deformation between Al and Cu plate to easily bond to each other. Rolling was carried out at 100 and 150oC with speed ratios from 1.4 to 2.2, in which the total thickness reduction was in the range between 14 and 46%. Interfacial microstructure and mechanical properties of Al/Cu clad were investigated by scanning electron microscope equipped with energy dispersive X-ray detector, and tension tests. The DSR process was very effective to provide a good interface for atoms diffusion during subsequent annealing. The strength of bonding was higher with the increasing speed ratio. Post heat treatment enhanced the mechanical properties of clad sheet by forming intermetallic compounds in the interface area. 

Keywords: Aluminum/Copper clad sheet, Differential speed rolling, Interface microstructure, Annealing, Tensile test.

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Authors: Monica Hoedltke Pietruchinski, Andrey Ricardo Pimentel

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The teaching of computer programming for beginners has been generally considered as a difficult and challenging task. Several methodologies and research tools have been developed, however, the difficulty of teaching still remains. Our work integrates the state of the art in teaching programming with game software and further provides metrics for the evaluation of student performance in a collaborative activity of playing games. This paper aims to present a multi-agent system architecture to be incorporated to the educational collaborative game software for teaching programming that monitors, evaluates and encourages collaboration by the participants. A literature review has been made on the concepts of Collaborative Learning, Multi-agents systems, collaborative games and techniques to teach programming using these concepts simultaneously.

Keywords: Architecture of multi-agent systems, collaborative evaluation, collaboration assessment, gamifying educational software.

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Authors: Felix Che Shu

Abstract:

We give an explicit formula for the general solution of a one dimensional linear delay differential equation with multiple delays, which are integer multiples of the smallest delay. For an equation of this class with two delays, we derive two equations with single delays, whose stability is sufficient for the stability of the equation with two delays. This presents a new approach to the study of the stability of such systems. This approach avoids requirement of the knowledge of the location of the characteristic roots of the equation with multiple delays which are generally more difficult to determine, compared to the location of the characteristic roots of equations with a single delay.

Keywords: Delay Differential Equation, Explicit Solution, Exponential Stability, Lyapunov Exponents, Multiple Delays.

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Authors: Abhijit Chandra, Sudipta Chattopadhyay

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In this communication, we have made an attempt to design multiplier-less low-pass finite impulse response (FIR) filter with the aid of various mutation strategies of Differential Evolution (DE) algorithm. Impulse response coefficient of the designed FIR filter has been represented as sums or differences of powers of two. Performance of the proposed filter has been evaluated in terms of its frequency response and associated hardware cost. Supremacy of our approach has been substantiated by comparing our result with many of the existing multiplier-less filter design algorithms of recent interest. It has also been demonstrated that DE-optimized filter outperforms Genetic Algorithm (GA) based design by a large margin.  Hardware efficiency of our algorithm has further been validated by implementing those filters on a Field Programmable Gate Array (FPGA) chip.

Keywords: Convergence speed, Differential Evolution (DE), error histogram, finite impulse response (FIR) filter, total power of two (TPT), zero-valued filter coefficient (ZFC).

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Authors: Nurul Zahirah M.A., N. Zainul Abidin

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Green buildings have been commonly cited to be more expensive than conventional buildings. However, limited research has been conducted to clearly identify elements that contribute to this cost differential. The construction cost of buildings can be typically divided into “hard" costs and “soft" cost elements. Using a review analysis of existing literature, the study identified six main elements in green buildings that contribute to the general cost elements that are “soft" in nature. The six elements found are insurance, developer-s experience, design cost, certification, commissioning and energy modeling. Out of the six elements, most literatures have highlighted the increase in design cost for green design as compared to conventional design due to additional architectural and engineering costs, eco-charettes, extra design time, and the further need for a green consultant. The study concluded that these elements of soft cost contribute to the green premium or cost differential of green buildings.

Keywords: Green building, cost differential, soft cost, intangible cost.

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Authors: Ehsan Mahdavi

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In this paper, we apply the Exp-function method to Rosenau-Kawahara and Rosenau-KdV equations. Rosenau-Kawahara equation is the combination of the Rosenau and standard Kawahara equations and Rosenau-KdV equation is the combination of the Rosenau and standard KdV equations. These equations are nonlinear partial differential equations (NPDE) which play an important role in mathematical physics. Exp-function method is easy, succinct and powerful to implement to nonlinear partial differential equations arising in mathematical physics. We mainly try to present an application of Exp-function method and offer solutions for common errors wich occur during some of the recent works.

Keywords: Exp-function method, Rosenau Kawahara equation, Rosenau Korteweg-de Vries equation, nonlinear partial differential equation.

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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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Authors: Banaja Mohanty, Prakash Kumar Hota

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This paper presents a differential evolution algorithm to design a robust PI and PID controllers for Load Frequency Control (LFC) of nonlinear interconnected power systems considering the boiler dynamics, Governor Dead Band (GDB), Generation Rate Constraint (GRC). Differential evolution algorithm is employed to search for the optimal controller parameters. The proposed method easily copes of with nonlinear constraints. Further the proposed controller is simple, effective and can ensure the desirable overall system performance. The superiority of the proposed approach has been shown by comparing the results with published fuzzy logic controller for the same power systems. The comparison is done using various performance measures like overshoot, settling time and standard error criteria of frequency and tie-line power deviation following a 1% step load perturbation in hydro area. It is noticed that, the dynamic performance of proposed controller is better than fuzzy logic controller. Furthermore, it is also seen that the proposed system is robust and is not affected by change in the system parameters.

Keywords: Automatic Generation control (AGC), Generation Rate Constraint (GRC), Governor Dead Band (GDB), Differential Evolution (DE)

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Authors: S. Behnia, S. Fathizadeh

Abstract:

Conductivity properties of DNA molecule is investigated in a simple, but chemically specific approach that is intimately related to the Su-Schrieffer-Heeger (SSH) model. This model is a tight-binding linear nanoscale chain. We have tried to study the electrical current flowing in DNA and investigated the characteristic I-V diagram. As a result, It is shown that there are the (quasi-) ohmic areas in I-V diagram. On the other hand, the regions with a negative differential resistance (NDR) are detectable in diagram.

Keywords: Charge transfer in DNA, Chaos theory, Molecular electronics, Negative Differential resistance.

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