Search results for: Fast adders.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 843

Search results for: Fast adders.

783 High Speed NP-CMOS and Multi-Output Dynamic Full Adder Cells

Authors: Reza Faghih Mirzaee, Mohammad Hossein Moaiyeri, Keivan Navi

Abstract:

In this paper we present two novel 1-bit full adder cells in dynamic logic style. NP-CMOS (Zipper) and Multi-Output structures are used to design the adder blocks. Characteristic of dynamic logic leads to higher speeds than the other standard static full adder cells. Using HSpice and 0.18┬Ám CMOS technology exhibits a significant decrease in the cell delay which can result in a considerable reduction in the power-delay product (PDP). The PDP of Multi-Output design at 1.8v power supply is around 0.15 femto joule that is 5% lower than conventional dynamic full adder cell and at least 21% lower than other static full adders.

Keywords: Bridge Style, Dynamic Logic, Full Adder, HighSpeed, Multi Output, NP-CMOS, Zipper.

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782 Optimizing Network Latency with Fast Path Assignment for Incoming Flows

Authors: Qing Lyu, Hang Zhu

Abstract:

Various flows in the network require to go through different types of middlebox. The improper placement of network middlebox and path assignment for flows could greatly increase the network latency and also decrease the performance of network. Minimizing the total end to end latency of all the ows requires to assign path for the incoming flows. In this paper, the flow path assignment problem in regard to the placement of various kinds of middlebox is studied. The flow path assignment problem is formulated to a linear programming problem, which is very time consuming. On the other hand, a naive greedy algorithm is studied. Which is very fast but causes much more latency than the linear programming algorithm. At last, the paper presents a heuristic algorithm named FPA, which takes bottleneck link information and estimated bandwidth occupancy into consideration, and achieves near optimal latency in much less time. Evaluation results validate the effectiveness of the proposed algorithm.

Keywords: Latency, Fast path assignment, Bottleneck link.

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781 Application of Hardware Efficient CIC Compensation Filter in Narrow Band Filtering

Authors: Vishal Awasthi, Krishna Raj

Abstract:

In many communication and signal processing systems, it is highly desirable to implement an efficient narrow-band filter that decimate or interpolate the incoming signals. This paper presents hardware efficient compensated CIC filter over a narrow band frequency that increases the speed of down sampling by using multiplierless decimation filters with polyphase FIR filter structure. The proposed work analyzed the performance of compensated CIC filter on the bases of the improvement of frequency response with reduced hardware complexity in terms of no. of adders and multipliers and produces the filtered results without any alterations. CIC compensator filter demonstrated that by using compensation with CIC filter improve the frequency response in passed of interest 26.57% with the reduction in hardware complexity 12.25% multiplications per input sample (MPIS) and 23.4% additions per input sample (APIS) w.r.t. FIR filter respectively.

Keywords: Multirate filtering, Narrow-band Signaling, Compensation Theory, CIC filter, Decimation, Compensation filter.

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780 Fast Fourier Transform-Based Steganalysis of Covert Communications over Streaming Media

Authors: Jinghui Peng, Shanyu Tang, Jia Li

Abstract:

Steganalysis seeks to detect the presence of secret data embedded in cover objects, and there is an imminent demand to detect hidden messages in streaming media. This paper shows how a steganalysis algorithm based on Fast Fourier Transform (FFT) can be used to detect the existence of secret data embedded in streaming media. The proposed algorithm uses machine parameter characteristics and a network sniffer to determine whether the Internet traffic contains streaming channels. The detected streaming data is then transferred from the time domain to the frequency domain through FFT. The distributions of power spectra in the frequency domain between original VoIP streams and stego VoIP streams are compared in turn using t-test, achieving the p-value of 7.5686E-176 which is below the threshold. The results indicate that the proposed FFT-based steganalysis algorithm is effective in detecting the secret data embedded in VoIP streaming media.

Keywords: Steganalysis, security, fast Fourier transform, streaming media.

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779 A Fast Code Acquisition Scheme for O-CDMA Systems

Authors: Youngpo Lee, Jaewoo Lee, Seokho Yoon

Abstract:

This paper proposes a fast code acquisition scheme for optical code division multiple access (O-CDMA) systems. Unlike the conventional scheme, the proposed scheme employs multiple thresholds providing a shorter mean acquisition time (MAT) performance. The simulation results show that the MAT of the proposed scheme is shorter than that of the conventional scheme.

Keywords: Optical CDMA, acquisition, MAT, multiple-shift

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778 Tool for Fast Detection of Java Code Snippets

Authors: Tomáš Bublík, Miroslav Virius

Abstract:

This paper presents general results on the Java source code snippet detection problem. We propose the tool which uses graph and subgraph isomorphism detection. A number of solutions for all of these tasks have been proposed in the literature. However, although that all these solutions are really fast, they compare just the constant static trees. Our solution offers to enter an input sample dynamically with the Scripthon language while preserving an acceptable speed. We used several optimizations to achieve very low number of comparisons during the matching algorithm.

Keywords: AST, Java, tree matching, Scripthon, source code recognition

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777 A Novel Portable Device for Fast Analysis of Energetic Materials in the Environment

Authors: Jozef Šesták, Zbyněk Večeřa, Vladislav Kahle, Dana Moravcová, Pavel Mikuška, Josef Kellner, František Božek

Abstract:

Construction of portable device for fast analysis of energetic materials is described in this paper. The developed analytical system consists of two main parts: a miniaturized microcolumn liquid chromatograph of unique construction and original chemiluminescence detector. This novel portable device is able to determine selectively most of nitramine- and nitroester-based explosives as well as inorganic nitrates at trace concentrations in water or soil extracts in less than 8 minutes.

Keywords: Portable device, uLC, chemiluminescence, nitramines, nitroesters.

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776 Fast Painting with Different Colors Using Cross Correlation in the Frequency Domain

Authors: Hazem M. El-Bakry

Abstract:

In this paper, a new technique for fast painting with different colors is presented. The idea of painting relies on applying masks with different colors to the background. Fast painting is achieved by applying these masks in the frequency domain instead of spatial (time) domain. New colors can be generated automatically as a result from the cross correlation operation. This idea was applied successfully for faster specific data (face, object, pattern, and code) detection using neural algorithms. Here, instead of performing cross correlation between the input input data (e.g., image, or a stream of sequential data) and the weights of neural networks, the cross correlation is performed between the colored masks and the background. Furthermore, this approach is developed to reduce the computation steps required by the painting operation. The principle of divide and conquer strategy is applied through background decomposition. Each background is divided into small in size subbackgrounds and then each sub-background is processed separately by using a single faster painting algorithm. Moreover, the fastest painting is achieved by using parallel processing techniques to paint the resulting sub-backgrounds using the same number of faster painting algorithms. In contrast to using only faster painting algorithm, the speed up ratio is increased with the size of the background when using faster painting algorithm and background decomposition. Simulation results show that painting in the frequency domain is faster than that in the spatial domain.

Keywords: Fast Painting, Cross Correlation, Frequency Domain, Parallel Processing

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775 Hydrodynamic Characteristics of Dry Beneficiation of Iron Ore and Coal in a Fast Fluidized Bed

Authors: M. Das, R. K. Saha, B. C. Meikap

Abstract:

Iron ore and coal are the two major important raw materials being used in Iron making industries. Usually ore fines containing around 5% Alumina are rejected due to higher proportion of alumina. Therefore, a technology or process which may reduce the alumina content by 2% by beneficiation process will be highly attractive . In addition fine coals with ash content is used nearly 12% is directly injected in blast furnace. Fast fluidization is a technology by using dry beneficiation of coal and iron ore can be done. During the fluidization process the iron ore band coal is fluidized at high velocity in the riser of a fast fluidized bed, the heavier and coarse particles is generally settled at the bottom in a dense zone of the riser while the finer and lighter particle are entrained to the top dilute zone and then via a cyclone is fed back to the bottom of the riser column. Most of the alumina and low ash fine size coals being lighter are expected to move up to the riser and by a natural beneficiation of ores is expected to take place in the riser. Therefore in this study an attempt has been made for dry beneficiation of iron ore and coal in a fluidized bed and its hydrodynamic characterization.

Keywords: beneficiation, fluidization, gas-solid fluidization, riser .

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774 Fast 2.5D Model Reconstruction of Assembled Parts with High Occlusion for Completeness Inspection

Authors: Matteo Munaro, Stefano Michieletto, Edmond So, Daniele Alberton, Emanuele Menegatti

Abstract:

In this work a dual laser triangulation system is presented for fast building of 2.5D textured models of objects within a production line. This scanner is designed to produce data suitable for 3D completeness inspection algorithms. For this purpose two laser projectors have been used in order to considerably reduce the problem of occlusions in the camera movement direction. Results of reconstruction of electronic boards are presented, together with a comparison with a commercial system.

Keywords: 3D quality inspection, 2.5D reconstruction, laser triangulation, occlusions.

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773 Decoupled, Reduced Order Model for Double Output Induction Generator Using Integral Manifolds and Iterative Separation Theory

Authors: M. Sedighizadeh, A. Rezazadeh

Abstract:

In this paper presents a technique for developing the computational efficiency in simulating double output induction generators (DOIG) with two rotor circuits where stator transients are to be included. Iterative decomposition is used to separate the flux– Linkage equations into decoupled fast and slow subsystems, after which the model order of the fast subsystems is reduced by neglecting the heavily damped fast transients caused by the second rotor circuit using integral manifolds theory. The two decoupled subsystems along with the equation for the very slowly changing slip constitute a three time-scale model for the machine which resulted in increasing computational speed. Finally, the proposed method of reduced order in this paper is compared with the other conventional methods in linear and nonlinear modes and it is shown that this method is better than the other methods regarding simulation accuracy and speed.

Keywords: DOIG, Iterative separation, Integral manifolds, Reduced order.

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772 Collaborative Tracking Control of UAV-UGV

Authors: Jae-Young Choi, Sung-Gaun Kim

Abstract:

This paper suggests a fast and stable Target Tracking system in collaborative control of UAV and UGV. Wi-Fi communication range is limited in collaborative control of UAV and UGV. Thus, to secure a stable communications, UAV and UGV have to be kept within a certain distance from each other. But existing method which uses UAV Vertical Camera to follow the motion of UGV is likely to lose a target with a sudden movement change. Eventually, UGV has disadvantages that it could only move at a low speed and not make any sudden change of direction in order to keep track of the target. Therefore, we suggest utilizing AR Drone UAV front camera to track fast-moving and Omnidirectional Mecanum Wheel UGV.

Keywords: Collaborative control, UAV, UGV, Target Tracking.

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771 On the Construction of m-Sequences via Primitive Polynomials with a Fast Identification Method

Authors: Abhijit Mitra

Abstract:

The paper provides an in-depth tutorial of mathematical construction of maximal length sequences (m-sequences) via primitive polynomials and how to map the same when implemented in shift registers. It is equally important to check whether a polynomial is primitive or not so as to get proper m-sequences. A fast method to identify primitive polynomials over binary fields is proposed where the complexity is considerably less in comparison with the standard procedures for the same purpose.

Keywords: Finite field, irreducible polynomial, primitive polynomial, maximal length sequence, additive shift register, multiplicative shift register.

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770 Hybrid Prefix Adder Architecture for Minimizing the Power Delay Product

Authors: P.Ramanathan, P.T.Vanathi

Abstract:

Parallel Prefix addition is a technique for improving the speed of binary addition. Due to continuing integrating intensity and the growing needs of portable devices, low-power and highperformance designs are of prime importance. The classical parallel prefix adder structures presented in the literature over the years optimize for logic depth, area, fan-out and interconnect count of logic circuits. In this paper, a new architecture for performing 8-bit, 16-bit and 32-bit Parallel Prefix addition is proposed. The proposed prefix adder structures is compared with several classical adders of same bit width in terms of power, delay and number of computational nodes. The results reveal that the proposed structures have the least power delay product when compared with its peer existing Prefix adder structures. Tanner EDA tool was used for simulating the adder designs in the TSMC 180 nm and TSMC 130 nm technologies.

Keywords: Parallel Prefix Adder (PPA), Dot operator, Semi-Dotoperator, Complementary Metal Oxide Semiconductor (CMOS), Odd-dot operator, Even-dot operator, Odd-semi-dot operator andEven-semi-dot operator.

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769 Hydraulic Studies on Core Components of PFBR

Authors: G. K. Pandey, D. Ramadasu, I. Banerjee, V. Vinod, G. Padmakumar, V. Prakash, K. K. Rajan

Abstract:

Detailed thermal hydraulic investigations are very  essential for safe and reliable functioning of liquid metal cooled fast  breeder reactors. These investigations are further more important for  components with complex profile, since there is no direct correlation  available in literature to evaluate the hydraulic characteristics of such  components directly. In those cases available correlations for similar  profile or geometries may lead to significant uncertainty in the  outcome. Hence experimental approach can be adopted to evaluate  these hydraulic characteristics more precisely for better prediction in  reactor core components.  Prototype Fast Breeder Reactor (PFBR), a sodium cooled pool  type reactor is under advanced stage of construction at Kalpakkam,  India. Several components of this reactor core require hydraulic  investigation before its usage in the reactor. These hydraulic  investigations on full scale models, carried out by experimental  approaches using water as simulant fluid are discussed in the paper. 

Keywords: Fast Breeder Reactor, Cavitation, pressure drop, Reactor components.

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768 Environmental Capacity and Sustainability of European Regional Airports: A Case Study

Authors: Nicola Gualandi, Luca Mantecchini, Davide Serrau

Abstract:

Airport capacity has always been perceived in the traditional sense as the number of aircraft operations during a specified time corresponding to a tolerable level of average delay and it mostly depends on the airside characteristics, on the fleet mix variability and on the ATM. The adoption of the Directive 2002/30/EC in the EU countries drives the stakeholders to conceive airport capacity in a different way though. Airport capacity in this sense is fundamentally driven by environmental criteria, and since acoustical externalities represent the most important factors, those are the ones that could pose a serious threat to the growth of airports and to aviation market itself in the short-medium term. The importance of the regional airports in the deregulated market grew fast during the last decade since they represent spokes for network carriers and a preferential destination for low-fares carriers. Not only regional airports have witnessed a fast and unexpected growth in traffic but also a fast growth in the complaints for the nuisance by the people living near those airports. In this paper the results of a study conducted in cooperation with the airport of Bologna G. Marconi are presented in order to investigate airport acoustical capacity as a defacto constraint of airport growth.

Keywords: Airport acoustical capacity, airport noise, air traffic noise, sustainability of regional airports.

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767 New Enhanced Hexagon-Based Search Using Point-Oriented Inner Search for Fast Block Motion Estimation

Authors: Lai-Man Po, Chi-Wang Ting, Ka-Ho Ng

Abstract:

Recently, an enhanced hexagon-based search (EHS) algorithm was proposed to speedup the original hexagon-based search (HS) by exploiting the group-distortion information of some evaluated points. In this paper, a second version of the EHS is proposed with a new point-oriented inner search technique which can further speedup the HS in both large and small motion environments. Experimental results show that the enhanced hexagon-based search version-2 (EHS2) is faster than the HS up to 34% with negligible PSNR degradation.

Keywords: Inner search, fast motion estimation, block-matching, hexagon search

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766 Generator Damage Recognition Based on Artificial Neural Network

Authors: Chang-Hung Hsu, Chun-Yao Lee, Guan-Lin Liao, Yung-Tsan Jou, Jin-Maun Ho, Yu-Hua Hsieh, Yi-Xing Shen

Abstract:

This article simulates the wind generator set which has two fault bearing collar rail destruction and the gear box oil leak fault. The electric current signal which produced by the generator, We use Empirical Mode Decomposition (EMD) as well as Fast Fourier Transform (FFT) obtains the frequency range-s signal figure and characteristic value. The last step is use a kind of Artificial Neural Network (ANN) classifies which determination fault signal's type and reason. The ANN purpose of the automatic identification wind generator set fault..

Keywords: Wind-driven generator, Fast Fourier Transform, Neural network

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765 Modeling and Simulation of In-vessel Core Handling in PFBR Operator Training Simulator

Authors: Bindu Sankar, Jaideep Chakraborty, Rashmi Nawlakha, A. Venkatesan, S. Raghupathy, T. Jayanthi, S.A.V. Satya Murty

Abstract:

Component handling system is one of the important sub systems of Prototype Fast Breeder Reactor (PFBR) used for fuel handling. Core handling system is again a sub system of component handling system. Core handling system consists of in-vessel and ex-vessel subassembly handling. In-vessel core handling involves transfer arm, large rotatable plug and small rotatable plug operations. Modeling and simulation of in-vessel core handling is a part of development of Prototype Fast Breeder Reactor Operator Training Simulator. This paper deals with simulation and modeling of operations of transfer arm, large rotatable plug and small rotatable plug needed for in-vessel core handling. Process modeling was developed in house using platform independent Cµ code with OpenGL (Open Graphics Library). The control logic models and virtual panel were modeled using simulation tool.

Keywords: Animation, Core Handling System, Prototype Fast Breeder Reactor, Simulator

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764 A Fast Object Detection Method with Rotation Invariant Features

Authors: Zilong He, Yuesheng Zhu

Abstract:

Based on the combined shape feature and texture feature, a fast object detection method with rotation invariant features is proposed in this paper. A quick template matching scheme based online learning designed for online applications is also introduced in this paper. The experimental results have shown that the proposed approach has the features of lower computation complexity and higher detection rate, while keeping almost the same performance compared to the HOG-based method, and can be more suitable for run time applications.

Keywords: gradient feature, online learning, rotationinvariance, template feature

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763 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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762 A Multi-Feature Deep Learning Algorithm for Urban Traffic Classification with Limited Labeled Data

Authors: Rohan Putatunda, Aryya Gangopadhyay

Abstract:

Acoustic sensors, if embedded in smart street lights, can help in capturing the activities (car honking, sirens, events, traffic, etc.) in cities. Needless to say, the acoustic data from such scenarios are complex due to multiple audio streams originating from different events, and when decomposed to independent signals, the amount of retrieved data volume is small in quantity which is inadequate to train deep neural networks. So, in this paper, we address the two challenges: a) separating the mixed signals, and b) developing an efficient acoustic classifier under data paucity. So, to address these challenges, we propose an architecture with supervised deep learning, where the initial captured mixed acoustics data are analyzed with Fast Fourier Transformation (FFT), followed by filtering the noise from the signal, and then decomposed to independent signals by fast independent component analysis (Fast ICA). To address the challenge of data paucity, we propose a multi feature-based deep neural network with high performance that is reflected in our experiments when compared to the conventional convolutional neural network (CNN) and multi-layer perceptron (MLP).

Keywords: FFT, ICA, vehicle classification, multi-feature DNN, CNN, MLP.

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761 Functional Sample of the Portable Device for Fast Analysis of Explosives

Authors: A. Bumbová, J. Kellner, Z. Večeřa, V. Kahle, J. Navrátil

Abstract:

The construction of original functional sample of the portable device for fast analysis of energetic materials has been described in the paper. The portable device consisting of two parts – an original miniaturized microcolumn liquid chromatograph and a unique chemiluminescence detector – has been proposed and realized. In a very short time, this portable device is capable of identifying selectively most of military nitramine- and nitroesterbased explosives as well as inorganic nitrates occurring in trace concentrations in water or in soil. The total time required for the identification of extracts is shorter than 8 minutes.

Keywords: Chemiluminescence, microcolumn liquid chromatograph, nitramines, nitroesters, portable device.

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760 A Fast HRRP Synthesis Algorithm with Sensing Dictionary in GTD Model

Authors: R. Fan, Q. Wan, H. Chen, Y.L. Liu, Y.P. Liu

Abstract:

In the paper, a fast high-resolution range profile synthetic algorithm called orthogonal matching pursuit with sensing dictionary (OMP-SD) is proposed. It formulates the traditional HRRP synthetic to be a sparse approximation problem over redundant dictionary. As it employs a priori that the synthetic range profile (SRP) of targets are sparse, SRP can be accomplished even in presence of data lost. Besides, the computation complexity decreases from O(MNDK) flops for OMP to O(M(N + D)K) flops for OMP-SD by introducing sensing dictionary (SD). Simulation experiments illustrate its advantages both in additive white Gaussian noise (AWGN) and noiseless situation, respectively.

Keywords: GTD-based model, HRRP, orthogonal matching pursuit, sensing dictionary.

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759 Statistical Computational of Volatility in Financial Time Series Data

Authors: S. Al Wadi, Mohd Tahir Ismail, Samsul Ariffin Abdul Karim

Abstract:

It is well known that during the developments in the economic sector and through the financial crises occur everywhere in the whole world, volatility measurement is the most important concept in financial time series. Therefore in this paper we discuss the volatility for Amman stocks market (Jordan) for certain period of time. Since wavelet transform is one of the most famous filtering methods and grows up very quickly in the last decade, we compare this method with the traditional technique, Fast Fourier transform to decide the best method for analyzing the volatility. The comparison will be done on some of the statistical properties by using Matlab program.

Keywords: Fast Fourier transforms, Haar wavelet transform, Matlab (Wavelet tools), stocks market, Volatility.

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758 Quick Similarity Measurement of Binary Images via Probabilistic Pixel Mapping

Authors: Adnan A. Y. Mustafa

Abstract:

In this paper we present a quick technique to measure the similarity between binary images. The technique is based on a probabilistic mapping approach and is fast because only a minute percentage of the image pixels need to be compared to measure the similarity, and not the whole image. We exploit the power of the Probabilistic Matching Model for Binary Images (PMMBI) to arrive at an estimate of the similarity. We show that the estimate is a good approximation of the actual value, and the quality of the estimate can be improved further with increased image mappings. Furthermore, the technique is image size invariant; the similarity between big images can be measured as fast as that for small images. Examples of trials conducted on real images are presented.

Keywords: Big images, binary images, similarity, matching.

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757 An Evaluation of Sag Detection Techniques for Fast Solid-State Electronic Transferring to Alternate Electrical Energy Sources

Authors: M. N. Moschakis, I. G. Andritsos, V. V. Dafopoulos, J. M. Prousalidis, E. S. Karapidakis

Abstract:

This paper deals with the evaluation of different detection strategies used in power electronic devices as a critical element for an effective mitigation of voltage disturbances. The effectiveness of those detection schemes in the mitigation of disturbances such as voltage sags by a Solid-State Transfer Switch is evaluated through simulations. All critical parameters affecting their performance is analytically described and presented. Moreover, the effect of fast detection of sags on the overall performance of STS is analyzed and investigated.

Keywords: Faults (short-circuits), industrial engineering, power electronics, power quality, static transfer switch, voltage sags (or dips).

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756 Anaerobic Digestion of Coffee Wastewater from a Fast Inoculum Adaptation Stage: Replacement of Complex Substrate

Authors: D. Lepe-Cervantes, E. Leon-Becerril, J. Gomez-Romero, O. Garcia-Depraect, A. Lopez-Lopez

Abstract:

In this study, raw coffee wastewater (CWW) was used as a complex substrate for anaerobic digestion. The inoculum adaptation stage, microbial diversity analysis and biomethane potential (BMP) tests were performed. A fast inoculum adaptation stage was used by the replacement of vinasse to CWW in an anaerobic sequential batch reactor (AnSBR) operated at mesophilic conditions. Illumina MiSeq sequencing was used to analyze the microbial diversity. While, BMP tests using inoculum adapted to CWW were carried out at different inoculum to substrate (I/S) ratios (2:1, 3:1 and 4:1, on a VS basis). Results show that the adaptability percentage was increased gradually until it reaches the highest theoretical value in a short time of 10 d; with a methane yield of 359.10 NmL CH4/g COD-removed; Methanobacterium beijingense was the most abundant microbial (75%) and the greatest specific methane production was achieved at I/S ratio 4:1, whereas the lowest was obtained at 2:1, with BMP values of 320 NmL CH4/g VS and 151 NmL CH4/g VS, respectively. In conclusion, gradual replacement of substrate was a feasible method to adapt the inoculum in a short time even using complex raw substrates, whereas in the BMP tests, the specific methane production was proportional to the initial amount of inoculum.

Keywords: Fast inoculum adaptation, coffee wastewater, biomethane potential test, anaerobic digestion.

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755 Pricing European Options under Jump Diffusion Models with Fast L-stable Padé Scheme

Authors: Salah Alrabeei, Mohammad Yousuf

Abstract:

The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. Modeling option pricing by Black-School models with jumps guarantees to consider the market movement. However, only numerical methods can solve this model. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, the exponential time differencing (ETD) method is applied for solving partial integrodifferential equations arising in pricing European options under Merton’s and Kou’s jump-diffusion models. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). A partial fraction form of Pad`e schemes is used to overcome the complexity of inverting polynomial of matrices. These two tools guarantee to get efficient and accurate numerical solutions. We construct a parallel and easy to implement a version of the numerical scheme. Numerical experiments are given to show how fast and accurate is our scheme.

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

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754 Fast Wavelet Image Denoising Based on Local Variance and Edge Analysis

Authors: Gaoyong Luo

Abstract:

The approach based on the wavelet transform has been widely used for image denoising due to its multi-resolution nature, its ability to produce high levels of noise reduction and the low level of distortion introduced. However, by removing noise, high frequency components belonging to edges are also removed, which leads to blurring the signal features. This paper proposes a new method of image noise reduction based on local variance and edge analysis. The analysis is performed by dividing an image into 32 x 32 pixel blocks, and transforming the data into wavelet domain. Fast lifting wavelet spatial-frequency decomposition and reconstruction is developed with the advantages of being computationally efficient and boundary effects minimized. The adaptive thresholding by local variance estimation and edge strength measurement can effectively reduce image noise while preserve the features of the original image corresponding to the boundaries of the objects. Experimental results demonstrate that the method performs well for images contaminated by natural and artificial noise, and is suitable to be adapted for different class of images and type of noises. The proposed algorithm provides a potential solution with parallel computation for real time or embedded system application.

Keywords: Edge strength, Fast lifting wavelet, Image denoising, Local variance.

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