Search results for: Fast path assignment

Authors: Jafreezal Jaafar, Eric McKenzie

Abstract:

This paper presents a solution for the behavioural animation of autonomous virtual agent navigation in virtual environments. We focus on using Dempster-Shafer-s Theory of Evidence in developing visual sensor for virtual agent. The role of the visual sensor is to capture the information about the virtual environment or identifie which part of an obstacle can be seen from the position of the virtual agent. This information is require for vitual agent to coordinate navigation in virtual environment. The virual agent uses fuzzy controller as a navigation system and Fuzzy α - level for the action selection method. The result clearly demonstrates the path produced is reasonably smooth even though there is some sharp turn and also still not diverted too far from the potential shortest path. This had indicated the benefit of our method, where more reliable and accurate paths produced during navigation task.

Keywords: Agent, Navigation, Demster Shafer, Fuzzy Logic.

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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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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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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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Authors: Akshit Singhal, Xuan Wang, Zhijun Wang, Hao Che, Hong Jiang

Abstract:

Multiple Path Transmission Control Protocols (MPTCPs) allow flows to explore path diversity to improve the throughput, reliability and network resource utilization. However, the existing solutions may discourage users to adopt the solutions in the face of multipath scenario where different paths are charged based on different pricing structures, e.g., WiFi vs. cellular connections, widely available for mobile phones. In this paper, we propose a Hybrid MPTCP (H-MPTCP) with a built-in mechanism to incentivize users to use multiple paths with different pricing structures. In the meantime, H-MPTCP preserves the nice properties enjoyed by the state-of-the-art MPTCP solutions. Extensive real Linux implementation results verify that H-MPTCP can indeed achieve the design objectives.

Keywords: Congestion control, Network Utility Maximization, Multipath TCP, network.

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Authors: Yuan L. Lai, Jian H. Chen, Jui P. Hung

Abstract:

Owning to the high-speed feed rate and ultra spindle speed have been used in modern machine tools, the tool-path generation plays a key role in the successful application of a High-Speed Machining (HSM) system. Because of its importance in both high-speed machining and tool-path generation, approximating a contour by NURBS format is a potential function in CAD/CAM/CNC systems. It is much more convenient to represent an ellipse by parametric form than to connect points laboriously determined in a CNC system. A new approximating method based on optimum processes and NURBS curves of any degree to the ellipses is presented in this study. Such operations can be the foundation of tool-radius compensation interpolator of NURBS curves in CNC system. All operating processes for a CAD tool is presented and demonstrated by practical models.

Keywords: Ellipse, Approximation, NURBS, Optimum.

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Authors: Samppa Suoniemi, Harri Terho, Rami Olkkonen

Abstract:

In recent methodological articles related to structural equation modeling (SEM), the question of how to measure endogenous formative variables has been raised as an urgent, unresolved issue. This research presents an empirical application from the CRM system development context to test a recently developed technique, which makes it possible to measure endogenous formative constructs in structural models. PLS path modeling is used to demonstrate the feasibility of measuring antecedent relationships at the formative indicator level, not the formative construct level. Empirical results show that this technique is a promising approach to measure antecedent relationships of formative constructs in SEM.

Keywords: CRM system development, formative measures, PLS path modeling, research methodology.

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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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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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Authors: Nidhi Gupta, Sanjoy Das, Khushal Singh

Abstract:

Mobile Ad hoc Network is a set of self-governing nodes which communicate through wireless links. Dynamic topology MANETs makes routing a challenging task. Various routing protocols are there, but due to various fundamental characteristic open medium, changing topology, distributed collaboration and constrained capability, these protocols are tend to various types of security attacks. Black hole is one among them. In this attack, malicious node represents itself as having the shortest path to the destination but that path not even exists. In this paper, we aim to develop a routing protocol for detection and prevention of black hole attack by modifying AODV routing protocol. This protocol is able to detect and prevent the black hole attack. Simulation is done using NS-2, which shows the improvement in network performance.

Keywords: Ad hoc, AODV, Back Bone, routing, Security.

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Authors: Vishal Awasthi, Krishna Raj

Abstract:

Any digital processing performed on a signal with larger nyquist interval requires more computation than signal processing performed on smaller nyquist interval. The sampling rate alteration generates the unwanted effects in the system such as spectral aliasing and spectral imaging during signal processing. Multirate-multistage implementation of digital filter can result a significant computational saving than single rate filter designed for sample rate conversion. In this paper, we presented an efficient cascaded integrator comb (CIC) decimation filter that perform fast down sampling using signed digit adder algorithm with compensated frequency droop that arises due to aliasing effect during the decimation process. This proposed compensated CIC decimation filter structure with a hybrid signed digit (HSD) fast adder provide an improved performance in terms of down sampling speed by 65.15% than ripple carry adder (RCA) and reduced area and power by 57.5% and 0.01 % than signed digit (SD) adder algorithms respectively.

Keywords: Sampling rate conversion, Multirate Filtering, Compensation Theory, Decimation filter, CIC filter, Redundant signed digit arithmetic, Fast adders.

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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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Authors: Massoud Masoumi, Hosseyn Mahdizadeh

Abstract:

A new and highly efficient architecture for elliptic curve scalar point multiplication which is optimized for a binary field recommended by NIST and is well-suited for elliptic curve cryptographic (ECC) applications is presented. To achieve the maximum architectural and timing improvements we have reorganized and reordered the critical path of the Lopez-Dahab scalar point multiplication architecture such that logic structures are implemented in parallel and operations in the critical path are diverted to noncritical paths. With G=41, the proposed design is capable of performing a field multiplication over the extension field with degree 163 in 11.92 s with the maximum achievable frequency of 251 MHz on Xilinx Virtex-4 (XC4VLX200) while 22% of the chip area is occupied, where G is the digit size of the underlying digit-serial finite field multiplier.

Keywords: Elliptic curve cryptography, FPGA implementation, scalar point multiplication.

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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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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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Authors: Jafreezal Jaafar, Eric McKenzie

Abstract:

This paper presents a solution for the behavioural animation of autonomous virtual agent navigation in virtual environments. We focus on using Dempster-Shafer-s Theory of Evidence in developing visual sensor for virtual agent. The role of the visual sensor is to capture the information about the virtual environment or identifie which part of an obstacle can be seen from the position of the virtual agent. This information is require for vitual agent to coordinate navigation in virtual environment. The virual agent uses fuzzy controller as a navigation system and Fuzzy α - level for the action selection method. The result clearly demonstrates the path produced is reasonably smooth even though there is some sharp turn and also still not diverted too far from the potential shortest path. This had indicated the benefit of our method, where more reliable and accurate paths produced during navigation task.

Keywords: Agent, navigation, Dempster Shafer, fuzzy logic.

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Authors: A.K.M. Khaled Ahsan Talukder, Taibun Nessa, Kaushik Roy

Abstract:

The weight constrained shortest path problem (WCSPP) is one of most several known basic problems in combinatorial optimization. Because of its importance in many areas of applications such as computer science, engineering and operations research, many researchers have extensively studied the WCSPP. This paper mainly concentrates on the reduction of total search space for finding WCSP using some existing Genetic Algorithm (GA). For this purpose, some controlled schemes of genetic operators are adopted on list chromosome representation. This approach gives a near optimum solution with smaller elapsed generation than classical GA technique. From further analysis on the matter, a new generalized schema theorem is also developed from the philosophy of Holland-s theorem.

Keywords: Genetic Algorithm, Evolutionary Optimization, Multi Objective Optimization, Non-linear Schema Theorem, WCSPP.

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Authors: Elena A. Railean

Abstract:

Although scientific methods have been the subject of a large number of papers, the term ‘scientific methods in educational management’ is still not well defined. In this paper, it is adopted the metasystems perspective to define the mentioned term and distinguish them from methods used in time of the scientific management and knowledge management paradigms. In our opinion, scientific methods in educational management rely on global phenomena, events, and processes and their influence on the educational organization. Currently, scientific methods in educational management are integrated with the phenomenon of globalization, cognitivisation, and openness, etc. of educational systems and with global events like the COVID-19 pandemic. Concrete scientific methods are nested in a hierarchy of more and more abstract models of educational management, which form the context of the global impact on education, in general, and learning outcomes, in particular. However, scientific methods can be assigned to a specific mission, strategy, or tactics of educational management of the concrete organization, either by the global management, local development of school organization, or/and development of the life-long successful learner. By accepting this assignment, the scientific method becomes a personal goal of each individual with the educational organization or the option to develop the educational organization at the global standards. In our opinion, in educational management, the scientific methods need to confine the scope to the deep analysis of concrete tasks of the educational system (i.e., teaching, learning, assessment, development), which result in concrete strategies of organizational development. More important are seeking the ways for dynamic equilibrium between the strategy and tactic of the planetary tasks in the field of global education, which result in a need for ecological methods of learning and communication. In sum, distinction between local and global scientific methods is dependent on the subjective conception of the task assignment, measurement, and appraisal. Finally, we conclude that scientific methods are not holistic scientific methods, but the strategy and tactics implemented in the global context by an effective educational/academic manager.

Keywords: Educational management, scientific management, educational leadership, scientific method in educational management.

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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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Authors: J.H. Low, C.O. Wong, E.J. Han, K.R Kim K.C. Jung, H.K. Yang

Abstract:

This paper proposes an Interactive Chinese Character Learning System (ICCLS) based on pictorial evolution as an edutainment concept in computer-based learning of language. The advantage of the language origination itself is taken as a learning platform due to the complexity in Chinese language as compared to other types of languages. Users especially children enjoy more by utilize this learning system because they are able to memories the Chinese Character easily and understand more of the origin of the Chinese character under pleasurable learning environment, compares to traditional approach which children need to rote learning Chinese Character under un-pleasurable environment. Skeletonization is used as the representation of Chinese character and object with an animated pictograph evolution to facilitate the learning of the language. Shortest skeleton path matching technique is employed for fast and accurate matching in our implementation. User is required to either write a word or draw a simple 2D object in the input panel and the matched word and object will be displayed as well as the pictograph evolution to instill learning. The target of computer-based learning system is for pre-school children between 4 to 6 years old to learn Chinese characters in a flexible and entertaining manner besides utilizing visual and mind mapping strategy as learning methodology.

Keywords: Computer-based learning, Chinese character, pictograph evolution, skeletonization.

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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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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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Authors: S.L. Loh, S. Salleh, N.H. Sarmin

Abstract:

A spanning tree of a connected graph is a tree which consists the set of vertices and some or perhaps all of the edges from the connected graph. In this paper, a model for spanning tree transformation of connected graphs into single-row networks, namely Spanning Tree of Connected Graph Modeling (STCGM) will be introduced. Path-Growing Tree-Forming algorithm applied with Vertex-Prioritized is contained in the model to produce the spanning tree from the connected graph. Paths are produced by Path-Growing and they are combined into a spanning tree by Tree-Forming. The spanning tree that is produced from the connected graph is then transformed into single-row network using Tree Sequence Modeling (TSM). Finally, the single-row routing problem is solved using a method called Enhanced Simulated Annealing for Single-Row Routing (ESSR).

Keywords: Graph theory, simulated annealing, single-rowrouting and spanning tree.

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Authors: Zeyad Abdelmageid, Xianbin Wang

Abstract:

Choosing the operational channel for a WLAN access point (AP) in WLAN networks has been a static channel assignment process initiated by the user during the deployment process of the AP, which fails to cope with the dynamic conditions of the assigned channel at the station side afterwards. However, the dramatically growing number of Wi-Fi APs and stations operating in the unlicensed band has led to dynamic, distributed and often severe interference. This highlights the urgent need for the AP to dynamically select the best overall channel of operation for the basic service set (BSS) by considering the distributed and changing channel conditions at all stations. Consequently, dynamic channel selection algorithms which consider feedback from the station side have been developed. Despite the significant performance improvement, existing channel selection algorithms suffer from very high feedback overhead. Feedback latency from the STAs, due the high overhead, can cause the eventually selected channel to no longer be optimal for operation due to the dynamic sharing nature of the unlicensed band. This has inspired us to develop our own dynamic channel selection algorithm with reduced overhead through the proposed low-overhead, cluster-based station reporting mechanism. The main idea behind the cluster-based station reporting is the observation that STAs which are very close to each other tend to have very similar channel conditions. Instead of requesting each STA to report on every candidate channel while causing high overhead, the AP divides STAs into clusters then assigns each STA in each cluster one channel to report feedback on. With proper design of the cluster based reporting, the AP does not lose any information about the channel conditions at the station side while reducing feedback overhead. The simulation results show equal performance and at times better performance with a fraction of the overhead. We believe that this algorithm has great potential in designing future dynamic channel selection algorithms with low overhead.

Keywords: Channel assignment, Wi-Fi networks, clustering, DBSCAN, overhead.

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Authors: P. Saravanan, T. Arunkumar

Abstract:

Vehicular Adhoc Network (VANET) is a new technology which aims to ensure intelligent inter-vehicle communications, seamless internet connectivity leading to improved road safety, essential alerts, and access to comfort and entertainment. VANET operations are hindered by mobile node’s (vehicles) uncertain mobility. Routing algorithms use metrics to evaluate which path is best for packets to travel. Metrics like path length (hop count), delay, reliability, bandwidth, and load determine optimal route. The proposed scheme exploits link quality, traffic density, and intersections as routing metrics to determine next hop. This study enhances Geographical Routing Protocol (GRP) using fuzzy controllers while rules are optimized with Bee Swarm Optimization (BSO). Simulations results are compared to conventional GRP.

Keywords: Bee Swarm Optimization (BSO), Geographical Routing Protocol (GRP), Vehicular Adhoc Network (VANET).

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Authors: N. Paparisteidi, D. Rodamitou

Abstract:

This article focuses on the skills development and path planning of students studying computer science at EPITECH: French private institute of higher education. We examine students’ points of view and experience in a blended learning model based on a skills development curriculum. The study is based on the collection of four main categories of data: semi-participant observation, distribution of questionnaires, interviews, and analysis of internal school databases. The findings seem to indicate that a skills-based program on active learning enables students to develop their learning strategies as well as their personal skills and to actively engage in the creation of their career path and contribute to providing additional information to curricula planners and decision-makers about learning design in higher education.

Keywords: Active learning, blended learning, higher education, skills development.

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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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Authors: Hafiz ul Azad, Dragan V.Lazic, Waqar Shahid

Abstract:

This paper presents implementation of attitude controller for a small UAV using field programmable gate array (FPGA). Due to the small size constrain a miniature more compact and computationally extensive; autopilot platform is needed for such systems. More over UAV autopilot has to deal with extremely adverse situations in the shortest possible time, while accomplishing its mission. FPGAs in the recent past have rendered themselves as fast, parallel, real time, processing devices in a compact size. This work utilizes this fact and implements different attitude controllers for a small UAV in FPGA, using its parallel processing capabilities. Attitude controller is designed in MATLAB/Simulink environment. The discrete version of this controller is implemented using pipelining followed by retiming, to reduce the critical path and thereby clock period of the controller datapath. Pipelined, retimed, parallel PID controller implementation is done using rapidprototyping and testing efficient development tool of “system generator", which has been developed by Xilinx for FPGA implementation. The improved timing performance enables the controller to react abruptly to any changes made to the attitudes of UAV.

Keywords: Field Programmable gate array (FPGA), Hardwaredescriptive Language (HDL), PID, Pipelining, Retiming, XilinxSystem Generator.

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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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Authors: Jae Keun Park, Sung Je Hong, Kyong Hoon Kim, Tae Heum Kang, Wan Yeon Lee

Abstract:

In this paper, we propose a routing scheme that guarantees the residual lifetime of wireless sensor networks where each sensor node operates with a limited budget of battery energy. The scheme maximizes the communications QoS while sustaining the residual battery lifetime of the network for a specified duration. Communication paths of wireless nodes are translated into a directed acyclic graph(DAG) and the maximum-flow algorithm is applied to the graph. The found maximum flow are assigned to sender nodes, so as to maximize their communication QoS. Based on assigned flows, the scheme determines the routing path and the transmission rate of data packet so that any sensor node on the path would not exhaust its battery energy before a specified duration.

Keywords: Sensor network, battery, residual lifetime, routingscheme, QoS

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