Search results for: Gregory Formula
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 204

Search results for: Gregory Formula

204 Improvement of Gregory's formula using Particle Swarm Optimization

Authors: N. Khelil. L. Djerou , A. Zerarka, M. Batouche

Abstract:

Consider the Gregory integration (G) formula with end corrections where h Δ is the forward difference operator with step size h. In this study we prove that can be optimized by minimizing some of the coefficient k a in the remainder term by particle swarm optimization. Experimental tests prove that can be rendered a powerful formula for library use.

Keywords: Numerical integration, Gregory Formula, Particle Swarm optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1328
203 Developing a Simple and an Accurate Formula for the Conduction Angle of a Single Phase Rectifier with RL Load

Authors: S. Ali Al-Mawsawi, Fadhel A. Albasri

Abstract:

The paper presents a simple and an accurate formula that has been developed for the conduction angle (δ) of a single phase half-wave or full-wave controlled rectifier with RL load. This formula can be also used for calculating the conduction angle (δ) in case of A.C. voltage regulator with inductive load under discontinuous current mode. The simulation results shows that the conduction angle calculated from the developed formula agree very well with that obtained from the exact solution arrived from the iterative method. Applying the developed formula can reduce the computational time and reduce the time for manual classroom calculation. In addition, the proposed formula is attractive for real time implementations.

Keywords: Conduction Angle, Firing Angle, Excitation Angle, Load Angle.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5058
202 Flow Properties of Commercial Infant Formula Powders

Authors: Maja Benkovic, Ingrid Bauman

Abstract:

The objective of this work was to investigate flow properties of powdered infant formula samples. Samples were purchased at a local pharmacy and differed in composition. Lactose free infant formula, gluten free infant formula and infant formulas containing dietary fibers and probiotics were tested and compared with a regular infant formula sample which did not contain any of these supplements. Particle size and bulk density were determined and their influence on flow properties was discussed. There were no significant differences in bulk densities of the samples, therefore the connection between flow properties and bulk density could not be determined. Lactose free infant formula showed flow properties different to standard supplement-free sample. Gluten free infant formula with addition of probiotic microorganisms and dietary fiber had the narrowest particle size distribution range and exhibited the best flow properties. All the other samples exhibited the same tendency of decreasing compaction coefficient with increasing flow speed, which means they all become freer flowing with higher flow speeds.

Keywords: flow properties, infant formula, powderedmaterial

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3043
201 All Proteins Have a Basic Molecular Formula

Authors: Homa Torabizadeh

Abstract:

This study proposes a basic molecular formula for all proteins. A total of 10,739 proteins belonging to 9 different protein groups classified on the basis of their functions were selected randomly. They included enzymes, storage proteins, hormones, signalling proteins, structural proteins, transport proteins, immunoglobulins or antibodies, motor proteins and receptor proteins. After obtaining the protein molecular formula using the ProtParam tool, the H/C, N/C, O/C, and S/C ratios were determined for each randomly selected sample. In this case, H, N, O, and S coefficients were specified per carbon atom. Surprisingly, the results demonstrated that H, N, O, and S coefficients for all 10,739 proteins are similar and highly correlated. This study demonstrates that despite differences in the structure and function, all known proteins have a similar basic molecular formula CnH1.58 ± 0.015nN0.28 ± 0.005nO0.30 ± 0.007nS0.01 ± 0.002n. The total correlation between all coefficients was found to be 0.9999.

Keywords: Protein molecular formula, Basic unit formula, Protparam tool.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7992
200 Establishing a New Simple Formula for Buckling Length Factor (K) of Rigid Frames Columns

Authors: Ehab Hasan Ahmed Hasan Ali

Abstract:

The calculation of buckling length factor (K) for steel frames columns is a major and governing processes to determine the dimensions steel frame columns cross sections during design. The buckling length of steel frames columns has a direct effect on the cost (weight) of using cross section. A new formula is required to determine buckling length factor (K) by simplified way. In this research a new formula for buckling length factor (K) was established to determine by accurate method for a limited interval of columns ends rigidity (GA, GB). The new formula can be used ease to evaluate the buckling length factor without needing to complicated equations or difficult charts.

Keywords: Buckling length, New formula, Curve fitting, Simplification, Steel column design.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2185
199 An Asymptotic Formula for Pricing an American Exchange Option

Authors: Hsuan-Ku Liu

Abstract:

In this paper, the American exchange option (AEO) valuation problem is modelled as a free boundary problem. The critical stock price for an AEO is satisfied an integral equation implicitly. When the remaining time is large enough, an asymptotic formula is provided for pricing an AEO. The numerical results reveal that our asymptotic pricing formula is robust and accurate for the long-term AEO.

Keywords: Integral equation, asymptotic solution, free boundary problem, American exchange option.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1565
198 Direct Block Backward Differentiation Formulas for Solving Second Order Ordinary Differential Equations

Authors: Zarina Bibi Ibrahim, Mohamed Suleiman, Khairil Iskandar Othman

Abstract:

In this paper, a direct method based on variable step size Block Backward Differentiation Formula which is referred as BBDF2 for solving second order Ordinary Differential Equations (ODEs) is developed. The advantages of the BBDF2 method over the corresponding sequential variable step variable order Backward Differentiation Formula (BDFVS) when used to solve the same problem as a first order system are pointed out. Numerical results are given to validate the method.

Keywords: Backward Differentiation Formula, block, secondorder.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1958
197 Implementation of the Recursive Formula for Evaluation of the Strength of Daniels’ Model

Authors: Václav Sadílek, Miroslav Vořechovský

Abstract:

The paper deals with the classical fiber bundle model of equal load sharing, sometimes referred to as the Daniels’ bundle or the democratic bundle. Daniels formulated a multidimensional integral and also a recursive formula for evaluation of the strength cumulative distribution function. This paper describes three algorithms for evaluation of the recursive formula and also their implementations with source codes in the Python high-level programming language. A comparison of the algorithms are provided with respect to execution time. Analysis of orders of magnitudes of addends in the recursion is also provided.

Keywords: Daniels bundle model, equal load sharing, Python, mpmath.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2051
196 The Frame Analysis and Testing for Student Formula

Authors: Tanawat Limwathanagura, Chartree Sithananun, Teekayu Limchamroon, Thanyarat Singhanart

Abstract:

The objective of this paper is to study the analysis and testing for determining the torsional stiffness of the student formula-s space frame. From past study, the space frame for Chulalongkorn University Student Formula team used in 2011 TSAE Auto Challenge Student Formula in Thailand was designed by considering required mass and torsional stiffness based on the numerical method and experimental method. The numerical result was compared with the experimental results to verify the torsional stiffness of the space frame. It can be seen from the large error of torsional stiffness of 2011 frame that the experimental result can not verify by the numerical analysis due to the different between the numerical model and experimental setting. In this paper, the numerical analysis and experiment of the same 2011 frame model is performed by improving the model setting. The improvement of both numerical analysis and experiment are discussed to confirm that the models from both methods are same. After the frame was analyzed and tested, the results are compared to verify the torsional stiffness of the frame. It can be concluded that the improved analysis and experiments can used to verify the torsional stiffness of the space frame.

Keywords: Space Frame, Student Formula, Torsional Stiffness, TSAE Auto Challenge

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7949
195 The Development of Chulalongkorn University's SAE Student Formula's Space Frame

Authors: Chartree Sithananun, Teekayu Limchamroon, Tanawat Limwathanagura, Thanyarat Singhanart

Abstract:

The objective of this paper is to present the development of the frame of Chulalongkorn University team in TSAE Auto Challenge Student Formula and Student Formula SAE Competition of Japan. Chulalongkorn University's SAE team, has established since year 2003, joined many competitions since year 2006 and became the leading team in Thailand. Through these 5 years, space frame was the most selected and developed year by year through six frame designs. In this paper, the discussions on the conceptual design of these frames are introduced, focusing on the mass and torsional stiffness improvement. The torsional stiffness test was performed on the real used frames and the results are compared. It can be seen that the 2010-2011 frame is firstly designed based on the analysis and experiment that considered the required mass and torsional stiffness. From the torsional stiffness results, it can be concluded that the frames were developed including the decreasing of mass and the increasing torsional stiffness by applying many techniques.

Keywords: SAE Student Formula, Space Frame, Torsional Stiffness

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2020
194 New Fourth Order Explicit Group Method in the Solution of the Helmholtz Equation

Authors: Norhashidah Hj. Mohd Ali, Teng Wai Ping

Abstract:

In this paper, the formulation of a new group explicit method with a fourth order accuracy is described in solving the two dimensional Helmholtz equation. The formulation is based on the nine-point fourth order compact finite difference approximation formula. The complexity analysis of the developed scheme is also presented. Several numerical experiments were conducted to test the feasibility of the developed scheme. Comparisons with other existing schemes will be reported and discussed. Preliminary results indicate that this method is a viable alternative high accuracy solver to the Helmholtz equation.

Keywords: Explicit group method, finite difference, Helmholtz equation, five-point formula, nine-point formula.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2022
193 An eighth order Backward Differentiation Formula with Continuous Coefficients for Stiff Ordinary Differential Equations

Authors: Olusheye Akinfenwa, Samuel Jator, Nianmin Yoa

Abstract:

A block backward differentiation formula of uniform order eight is proposed for solving first order stiff initial value problems (IVPs). The conventional 8-step Backward Differentiation Formula (BDF) and additional methods are obtained from the same continuous scheme and assembled into a block matrix equation which is applied to provide the solutions of IVPs on non-overlapping intervals. The stability analysis of the method indicates that the method is L0-stable. Numerical results obtained using the proposed new block form show that it is attractive for solutions of stiff problems and compares favourably with existing ones.

Keywords: Stiff IVPs, System of ODEs, Backward differentiationformulas, Block methods, Stability.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2683
192 The Study of the Discrete Risk Model with Random Income

Authors: Peichen Zhao

Abstract:

In this paper, we extend the compound binomial model to the case where the premium income process, based on a binomial process, is no longer a linear function. First, a mathematically recursive formula is derived for non ruin probability, and then, we examine the expected discounted penalty function, satisfy a defect renewal equation. Third, the asymptotic estimate for the expected discounted penalty function is then given. Finally, we give two examples of ruin quantities to illustrate applications of the recursive formula and the asymptotic estimate for penalty function.

Keywords: Discounted penalty function, compound binomial process, recursive formula, discrete renewal equation, asymptotic estimate.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1364
191 Evaluation of Thrombolytic Activity of Zingiber cassumunar Roxb. and Thai Herbal Prasaplai Formula

Authors: Warachate Khobjai, Suriyan Sukati, Khemjira Jarmkom, Pattaranut Eakwaropas, Surachai Techaoei

Abstract:

The propose of this study was to investigate in vitro thrombolytic activity of Zingiber cassumunar Roxb. and Prasaplai, a Thai herbal formulation of Z. cassumunar Roxb. Herbs were extracted with boiling water and concentrated by lyophilization. To observe their thrombolytic potential, an in vitro clot lysis method was applied where streptokinase and sterile distilled water were used as positive and negative controls, respectively. Crude aqueous extracts from Z. cassumunar Roxb. and Prasaplai formula showed significant thrombolytic activity by clot lysis of 17.90% and 25.21%, respectively, compared to the negative control water (5.16%) while the standard streptokinase revealed 64.78% clot lysis. These findings suggest that Z. cassumunar Roxb. exhibits moderate thrombolytic activity and cloud play an important role in the thrombolytic properties of Prasaplai formula. However, further study should be done to observe in vivo clot dissolving potential and to isolate active component(s) of these extracts.

Keywords: Aqueous extract, prasaplai formula, thrombolytic activity, Zingiber cassumunar Roxb.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1327
190 An Empirical Formula for Seismic Test of Telecommunication Equipments

Authors: Young Hoon Lee, Bong Jin Kang, Won Ho Kang

Abstract:

Antiseismic property of telecommunication equipment is very important for the grasp of the damage and the restoration after earthquake. Telecommunication business operators are regulating seismic standard for their equipments. These standards are organized to simulate the real seismic situations and usually define the minimum value of first natural frequency of the equipments or the allowable maximum displacement of top of the equipments relative to bottom. Using the finite element analysis, natural frequency can be obtained with high accuracy but the relative displacement of top of the equipments is difficult to predict accurately using the analysis. Furthermore, in the case of simulating the equipments with access floor, predicting the relative displacement of top of the equipments become more difficult. In this study, using enormous experimental datum, an empirical formula is suggested to forecast the relative displacement of top of the equipments. Also it can be known that which physical quantities are related with the relative displacement.

Keywords: Empirical formula, First natural frequency, Seismic test, Telecommunication equipments.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1736
189 Formulation and Evaluation of Dispersible Tablet of Furosemide for Pediatric Use

Authors: O. Benaziz, A. Dorbane, S. Djeraba

Abstract:

The objective of this work is to formulate a dry dispersible form of furosemide in the context of pediatric dose adjustment. To achieve this, we have produced a set of formulas that will be tested in process and after compression. The formula with the best results will be improved to optimize the final shape of the product. Furosemide is the most widely used pediatric diuretic because of its low toxicity. The manufacturing process was chosen taking into account all the data relating to the active ingredient and the excipients used and complying with the specifications and requirements of dispersible tablets. The process used to prepare these tablets was wet granulation. Different excipients were used: lactose, maize starch, magnesium stearate and two superdisintegrants. The mode of incorporation of super-disintegrant changes with each formula. The use of super-disintegrant in the formula allowed optimization of the disintegration time. Prepared tablets were evaluated for weight, content uniformity, hardness, disintegration time, friability and in vitro dissolution test. 

Keywords: Formulation, dispersible tablets, wet granulation, superdisintegrants, disintegration.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1088
188 Critical Terrain Slope Calculation for Locating Small Hydropower Plants

Authors: C. Vrekos, C. Evagelides, N. Samarinas, G. Arampatzis

Abstract:

As known, the water energy is a renewable and clean source of energy. Energy production from hydropower has been the first, and still is today a renewable source used to generate electricity. The optimal location and sizing of a small hydropower plant is a very important issue in engineering design which encourages investigation. The aim of this paper is to present a formula that can be utilized for locating the position of a small hydropower plant although there is a high dependence on economic, environmental, and social parameters. In this paper, the economic and technical side of the problem is considered. More specifically, there is a critical terrain slope that determines if the plant should be located at the end of the slope or not. Of course, this formula can be used for a first estimate and does not include detailed economic analysis. At the end, a case study is presented for the location of a small hydropower plant in order to demonstrate the validity of the proposed formula.

Keywords: Critical terrain slope, economic analysis, hydropower plant locating, renewable energy.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 985
187 A New Velocity Expression for Open Channel and its Application to Lyari River

Authors: Rana Khalid Naeem, Asif Mansoor

Abstract:

In this communication an expression for mean velocity of waste flow via an open channel is proposed which is an improvement over Manning formula. The discharges, storages and depths are computed at all locations of the Lyari river by utilizing proposed expression. The results attained through proposed expression are in good agreement with the observed data and better than those acquired using Manning formula.

Keywords: Comparison, Depth, Flow, Open Channel, Proposed Model, Storage

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1458
186 Quadrature Formula for Sampled Functions

Authors: Khalid Minaoui, Thierry Chonavel, Benayad Nsiri, Driss Aboutajdine

Abstract:

This paper deals with efficient quadrature formulas involving functions that are observed only at fixed sampling points. The approach that we develop is derived from efficient continuous quadrature formulas, such as Gauss-Legendre or Clenshaw-Curtis quadrature. We select nodes at sampling positions that are as close as possible to those of the associated classical quadrature and we update quadrature weights accordingly. We supply the theoretical quadrature error formula for this new approach. We show on examples the potential gain of this approach.

Keywords: Gauss-Legendre, Clenshaw-Curtis, quadrature, Peano kernel, irregular sampling.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1354
185 The Use of Acid-Aluminium Tolerant Bradyrhizobium japonicum Formula for

Authors: Nisa Rachmania Mubarik, Tedja Imas, Aris Tri Wahyudi , Triadiati , Suharyanto, Happy Widiastuti

Abstract:

Land with low pH soil spread widely in Indonesia can be used for soybean (Glycine max) cultivation, however the production is low. The use of acid tolerant soybean and acidaluminium tolerant nitrogen-fixing bacteria formula was an alternative way to increase soybean productivity on acid soils. Bradyrhizobium japonicum is one of the nitrogen fixing bacteria which can symbiose with soybean plants through root nodule formation. Most of the nitrogen source required by soybean plants can be provided by this symbiosis. This research was conducted to study the influence of acid-aluminium tolerant B. japonicum strain BJ 11 formula using peat as carrier on growth of Tanggamus and Anjasmoro cultivar soybean planted on acid soil fields (pH 5.0- 5.5). The results showed that the inoculant was able to increase the growth and production of soybean which were grown on fields acid soil at Sukadana (Lampung) and Tanah Laut (South Kalimantan), Indonesia.

Keywords: Bradyrhizobium japonicum, acid-aluminium tolerant mutant, Tanggamus cultivar soybean, acid soils

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1993
184 Application of Heuristic Integration Ant Colony Optimization in Path Planning

Authors: Zeyu Zhang, Guisheng Yin, Ziying Zhang, Liguo Zhang

Abstract:

This paper mainly studies the path planning method based on ant colony optimization (ACO), and proposes heuristic integration ant colony optimization (HIACO). This paper not only analyzes and optimizes the principle, but also simulates and analyzes the parameters related to the application of HIACO in path planning. Compared with the original algorithm, the improved algorithm optimizes probability formula, tabu table mechanism and updating mechanism, and introduces more reasonable heuristic factors. The optimized HIACO not only draws on the excellent ideas of the original algorithm, but also solves the problems of premature convergence, convergence to the sub optimal solution and improper exploration to some extent. HIACO can be used to achieve better simulation results and achieve the desired optimization. Combined with the probability formula and update formula, several parameters of HIACO are tested. This paper proves the principle of the HIACO and gives the best parameter range in the research of path planning.

Keywords: Ant colony optimization, heuristic integration, path planning

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 589
183 Force on a High Voltage Capacitor with Asymmetrical Electrodes

Authors: Jiří Primas, Michal Malík, Darina Jašíková, Václav Kopecký

Abstract:

When a high DC voltage is applied to a capacitor with strongly asymmetrical electrodes, it generates a mechanical force that affects the whole capacitor. This phenomenon is most likely to be caused by the motion of ions generated around the smaller of the two electrodes and their subsequent interaction with the surrounding medium. A method to measure this force has been devised and used. A formula describing the force has also been derived. After comparing the data gained through experiments with those acquired using the theoretical formula, a difference was found above a certain value of current. This paper also gives reasons for this difference.

Keywords: Capacitor with asymmetrical electrodes, Electricalfield, Mechanical force, Motion of ions.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1910
182 General Formula for Water Surface Profile over Side Weir in the Combined, Trapezoidal and Exponential, Channels

Authors: Abdulrahman Abdulrahman

Abstract:

A side weir is a hydraulic structure set into the side of a channel. This structure is used for water level control in channels, to divert flow from a main channel into a side channel when the water level in the main channel exceeds a specific limit and as storm overflows from urban sewerage system. Computation of water surface over the side weirs is essential to determine the flow rate of the side weir. Analytical solutions for water surface profile along rectangular side weir are available only for the special cases of rectangular and trapezoidal channels considering constant specific energy. In this paper, a rectangular side weir located in a combined (trapezoidal with exponential) channel was considered. Expanding binominal series of integer and fraction powers and the using of reduction formula of cosine function integrals, a general analytical formula was obtained for water surface profile along a side weir in a combined (trapezoidal with exponential) channel. Since triangular, rectangular, trapezoidal and parabolic cross-sections are special cases of the combined cross section, the derived formula, is applicable to triangular, rectangular, trapezoidal cross-sections as analytical solution and semi-analytical solution to parabolic cross-section with maximum relative error smaller than 0.76%. The proposed solution should be a useful engineering tool for the evaluation and design of side weirs in open channel.

Keywords: Analytical solution, combined channel, exponential channel, side weirs, trapezoidal channel, water surface profile.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 870
181 Study on a New Formulation of Domestic Metro Synthetic Brake Shoe

Authors: Yang Chengmei

Abstract:

In this paper, taking Chinese Nanjing Metro ALSTOM vehicle synthesis brake as an example, the subway with synthetic brake shoe formula components of final product performance, has done a lot of research and performance test, final is drawn with hybrid fiber as reinforcing material, modified phenolic resin as matrix material, and then filling friction modifier performance, by the hot pressing process made a new type of domestic subway brake shoe. The product of the test performance indicators that can replace the similar foreign products.

Keywords: Metro, synthetic brake shoe, component analysis, formula research.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2970
180 Spline Collocation for Solving System of Fredholm and Volterra Integral Equations

Authors: N. Ebrahimi, J. Rashidinia

Abstract:

In this paper, numerical solution of system of Fredholm and Volterra integral equations by means of the Spline collocation method is considered. This approximation reduces the system of integral equations to an explicit system of algebraic equations. The solution is collocated by cubic B-spline and the integrand is approximated by the Newton-Cotes formula. The error analysis of proposed numerical method is studied theoretically. The results are compared with the results obtained by other methods to illustrate the accuracy and the implementation of our method.

Keywords: Convergence analysis, Cubic B-spline, Newton- Cotes formula, System of Fredholm and Volterra integral equations.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2138
179 The Non-Uniqueness of Partial Differential Equations Options Price Valuation Formula for Heston Stochastic Volatility Model

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.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 436
178 Regression Approach for Optimal Purchase of Hosts Cluster in Fixed Fund for Hadoop Big Data Platform

Authors: Haitao Yang, Jianming Lv, Fei Xu, Xintong Wang, Yilin Huang, Lanting Xia, Xuewu Zhu

Abstract:

Given a fixed fund, purchasing fewer hosts of higher capability or inversely more of lower capability is a must-be-made trade-off in practices for building a Hadoop big data platform. An exploratory study is presented for a Housing Big Data Platform project (HBDP), where typical big data computing is with SQL queries of aggregate, join, and space-time condition selections executed upon massive data from more than 10 million housing units. In HBDP, an empirical formula was introduced to predict the performance of host clusters potential for the intended typical big data computing, and it was shaped via a regression approach. With this empirical formula, it is easy to suggest an optimal cluster configuration. The investigation was based on a typical Hadoop computing ecosystem HDFS+Hive+Spark. A proper metric was raised to measure the performance of Hadoop clusters in HBDP, which was tested and compared with its predicted counterpart, on executing three kinds of typical SQL query tasks. Tests were conducted with respect to factors of CPU benchmark, memory size, virtual host division, and the number of element physical host in cluster. The research has been applied to practical cluster procurement for housing big data computing.

Keywords: Hadoop platform planning, optimal cluster scheme at fixed-fund, performance empirical formula, typical SQL query tasks.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 773
177 Symbolic Analysis of Input Impedance of CMOS Floating Active Inductors with Application in Fully Differential Bandpass Amplifier

Authors: Kittipong Tripetch

Abstract:

This paper proposes a study of input impedance of 2 types of CMOS active inductors. It derives 2 input impedance formulas. The first formula is the input impedance of the grounded active inductor. The second formula is the input impedance of the floating active inductor. After that, these formulas can be used to simulate magnitude and phase response of input impedance as a function of current consumption with MATLAB. Common mode rejection ratio (CMRR) of the fully differential bandpass amplifier is derived based on superposition principle. CMRR as a function of input frequency is plotted as a function of current consumption. 

Keywords: Grounded active inductor, floating active inductor, Fully differential bandpass amplifier.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1627
176 Specifying Strict Serializability of Iterated Transactions in Propositional Temporal Logic

Authors: Walter Hussak

Abstract:

We present an operator for a propositional linear temporal logic over infinite schedules of iterated transactions, which, when applied to a formula, asserts that any schedule satisfying the formula is serializable. The resulting logic is suitable for specifying and verifying consistency properties of concurrent transaction management systems, that can be defined in terms of serializability, as well as other general safety and liveness properties. A strict form of serializability is used requiring that, whenever the read and write steps of a transaction occurrence precede the read and write steps of another transaction occurrence in a schedule, the first transaction must precede the second transaction in an equivalent serial schedule. This work improves on previous work in providing a propositional temporal logic with a serializability operator that is of the same PSPACE complete computational complexity as standard propositional linear temporal logic without a serializability operator.

Keywords: Temporal logic, iterated transactions, serializability.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1508
175 Theoretical Investigation of the Instantaneous Folding Force during the First Fold Creation in a Square Column

Authors: A. Niknejad, G. H. Liaghat, A. H. Behravesh, H. Moslemi Naeini

Abstract:

In this paper, a theoretical formula is presented to predict the instantaneous folding force of the first fold creation in a square column under axial loading. Calculations are based on analysis of “Basic Folding Mechanism" introduced by Wierzbicki and Abramowicz. For this purpose, the sum of dissipated energy rate under bending around horizontal and inclined hinge lines and dissipated energy rate under extensional deformations are equated to the work rate of the external force on the structure. Final formula obtained in this research, reasonably predicts the instantaneous folding force of the first fold creation versus folding distance and folding angle and also predicts the instantaneous folding force instead of the average value. Finally, according to the calculated theoretical relation, instantaneous folding force of the first fold creation in a square column was sketched versus folding distance and was compared to the experimental results which showed a good correlation.

Keywords: Instantaneous force, Folding force, Honeycomb, Square column.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1408