Search results for: Laplace Adomian decomposition method

Authors: Kazunori Nomura, Hiromichi Ogi, Masaumi Nakahara, Sou Watanabe, Atsuhiro Shibata

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Chemical Processing Facility of Japan Atomic Energy Agency is a basic research field for advanced back-end technology developments with using actual high-level radioactive materials such as irradiated fuels from the fast reactor, high-level liquid waste from reprocessing plant. In the nature of a research facility, various kinds of chemical reagents have been offered for fundamental tests. Most of them were treated properly and stored in the liquid waste vessel equipped in the facility, but some were not treated and remained at the experimental space as a kind of legacy waste. It is required to treat the waste in safety. On the other hand, we formulated the Medium- and Long-Term Management Plan of Japan Atomic Energy Agency Facilities. This comprehensive plan considers Chemical Processing Facility as one of the facilities to be decommissioned. Even if the plan is executed, treatment of the “legacy” waste beforehand must be a necessary step for decommissioning operation. Under this circumstance, we launched a collaborative research project called the STRAD project, which stands for Systematic Treatment of Radioactive liquid waste for Decommissioning, in order to develop the treatment processes for wastes of the nuclear research facility. In this project, decomposition methods of chemicals causing a troublesome phenomenon such as corrosion and explosion have been developed and there is a prospect of their decomposition in the facility by simple method. And solidification of aqueous or organic liquid wastes after the decomposition has been studied by adding cement or coagulants. Furthermore, we treated experimental tools of various materials with making an effort to stabilize and to compact them before the package into the waste container. It is expected to decrease the number of transportation of the solid waste and widen the operation space. Some achievements of these studies will be shown in this paper. The project is expected to contribute beneficial waste management outcome that can be shared world widely.

Keywords: Chemical Processing Facility, medium- and long-term management plan of JAEA Facilities, STRAD project, treatment of radioactive waste.

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Authors: Mohammad A. Bani-Khaled

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In this work we use the Discrete Proper Orthogonal Decomposition transform to characterize the properties of coupled dynamics in thin-walled beams by exploiting numerical simulations obtained from finite element simulations. The outcomes of the will improve our understanding of the linear and nonlinear coupled behavior of thin-walled beams structures. Thin-walled beams have widespread usage in modern engineering application in both large scale structures (aeronautical structures), as well as in nano-structures (nano-tubes). Therefore, detailed knowledge in regard to the properties of coupled vibrations and buckling in these structures are of great interest in the research community. Due to the geometric complexity in the overall structure and in particular in the cross-sections it is necessary to involve computational mechanics to numerically simulate the dynamics. In using numerical computational techniques, it is not necessary to over simplify a model in order to solve the equations of motions. Computational dynamics methods produce databases of controlled resolution in time and space. These numerical databases contain information on the properties of the coupled dynamics. In order to extract the system dynamic properties and strength of coupling among the various fields of the motion, processing techniques are required. Time- Proper Orthogonal Decomposition transform is a powerful tool for processing databases for the dynamics. It will be used to study the coupled dynamics of thin-walled basic structures. These structures are ideal to form a basis for a systematic study of coupled dynamics in structures of complex geometry.

Keywords: Coupled dynamics, geometric complexity, Proper Orthogonal Decomposition (POD), thin walled beams.

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Authors: Chen Wu, Lijuan Wang

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Relation between tolerance class and indispensable attribute and knowledge dependency in rough set model with tolerance relation is explored. After giving definitions and concepts of knowledge dependency and knowledge dependency degree for incomplete information system in tolerance rough set model by distinguishing decision attribute containing missing attribute value or not, the result of maintaining reflectivity, transitivity, augmentation, decomposition law and merge law for complete knowledge dependency is proved. Knowledge dependency degrees (not complete knowledge dependency degrees) only satisfy some laws after transitivity, augmentation and decomposition operations. An algorithm to solve attribute reduction in an incomplete decision table is designed. The correctness is checked by an example.

Keywords: Incomplete information system, rough set, tolerance relation, knowledge dependence, attribute reduction.

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Authors: Mehmet Bozca

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Singular value decomposition based optimisation of geometric design parameters of a 5-speed gearbox is studied. During the optimisation, a four-degree-of freedom torsional vibration model of the pinion gear-wheel gear system is obtained and the minimum singular value of the transfer matrix is considered as the objective functions. The computational cost of the associated singular value problems is quite low for the objective function, because it is only necessary to compute the largest and smallest singular values (μmax and μmin) that can be achieved by using selective eigenvalue solvers; the other singular values are not needed. The design parameters are optimised under several constraints that include bending stress, contact stress and constant distance between gear centres. Thus, by optimising the geometric parameters of the gearbox such as, the module, number of teeth and face width it is possible to obtain a light-weight-gearbox structure. It is concluded that the all optimised geometric design parameters also satisfy all constraints.

Keywords: Singular value, optimisation, gearbox, torsional vibration.

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Authors: Monjed Ezzeddinne, Nicolas Lefebvre, Régis Lengellé

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This paper presents a new version of the SVM mixture algorithm initially proposed by Kwok for classification and regression problems. For both cases, a slight modification of the mixture model leads to a standard SVM training problem, to the existence of an exact solution and allows the direct use of well known decomposition and working set selection algorithms. Only the regression case is considered in this paper but classification has been addressed in a very similar way. This method has been successfully applied to engine pollutants emission modeling.

Keywords: Identification, Learning systems, Mixture ofExperts, Support Vector Machines.

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Authors: Hassan Manouzi, Taous-Meriem Laleg-Kirati

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

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

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Authors: Shengman Zhao, Yang Yu, Shenghui Cui

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Using logarithmic mean Divisia decomposition technique, this paper analyzes the change in industrial energy intensity of Fujian Province in China, based on data sets of added value and energy consumption for 35 selected industrial sub-sectors from 1999 to 2009. The change in industrial energy intensity is decomposed into intensity effect and structure effect. Results show that the industrial energy intensity of Fujian Province has achieved a reduction of 51% over the past ten years. The structural change, a shift in the mix of industrial sub-sectors, made overwhelming contribution to the reduction. The impact of energy efficiency’s improvement was relatively small. However, the aggregate industrial energy intensity was very sensitive to both the changes in energy intensity and in production share of energy-intensive sub-sectors, such as production and supply of electric power, steam and hot water. Pathway to reduce industrial energy intensity for energy conservation in Fujian Province is proposed in the end.

Keywords: Decomposition analysis, energy intensity, Fujian Province, industry.

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Authors: Imran Siddique

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This paper deals with the helical flow of a Newtonian fluid in an infinite circular cylinder, due to both longitudinal and rotational shear stress. The velocity field and the resulting shear stress are determined by means of the Laplace and finite Hankel transforms and satisfy all imposed initial and boundary conditions. For large times, these solutions reduce to the well-known steady-state solutions.

Keywords: Newtonian fluids, Velocity field, Exact solutions, Shear stress, Cylindrical domains.

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Authors: Mingtao Ding, Zheng Tian, Haixia Xu

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The batch nature limits the standard kernel principal component analysis (KPCA) methods in numerous applications, especially for dynamic or large-scale data. In this paper, an efficient adaptive approach is presented for online extraction of the kernel principal components (KPC). The contribution of this paper may be divided into two parts. First, kernel covariance matrix is correctly updated to adapt to the changing characteristics of data. Second, KPC are recursively formulated to overcome the batch nature of standard KPCA.This formulation is derived from the recursive eigen-decomposition of kernel covariance matrix and indicates the KPC variation caused by the new data. The proposed method not only alleviates sub-optimality of the KPCA method for non-stationary data, but also maintains constant update speed and memory usage as the data-size increases. Experiments for simulation data and real applications demonstrate that our approach yields improvements in terms of both computational speed and approximation accuracy.

Keywords: adaptive method, kernel principal component analysis, online extraction, recursive algorithm

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Authors: Muhammad Kamil Abdullah, Khazaimatol S Subari, Justin Leo Cheang Loong, Nurul Nadia Ahmad

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This paper discusses the effectiveness of the EEG signal for human identification using four or less of channels of two different types of EEG recordings. Studies have shown that the EEG signal has biometric potential because signal varies from person to person and impossible to replicate and steal. Data were collected from 10 male subjects while resting with eyes open and eyes closed in 5 separate sessions conducted over a course of two weeks. Features were extracted using the wavelet packet decomposition and analyzed to obtain the feature vectors. Subsequently, the neural networks algorithm was used to classify the feature vectors. Results show that, whether or not the subjects- eyes were open are insignificant for a 4– channel biometrics system with a classification rate of 81%. However, for a 2–channel system, the P4 channel should not be included if data is acquired with the subjects- eyes open. It was observed that for 2– channel system using only the C3 and C4 channels, a classification rate of 71% was achieved.

Keywords: Biometric, EEG, Wavelet Packet Decomposition, NeuralNetworks

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Authors: Assma Azeroual, Karim Afdel, Mohamed El Hajji, Hassan Douzi

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Key frame extraction methods select the most representative frames of a video, which can be used in different areas of video processing such as video retrieval, video summary, and video indexing. In this paper we present a novel approach for extracting key frames from video sequences. The frame is characterized uniquely by his contours which are represented by the dominant blocks. These dominant blocks are located on the contours and its near textures. When the video frames have a noticeable changement, its dominant blocks changed, then we can extracte a key frame. The dominant blocks of every frame is computed, and then feature vectors are extracted from the dominant blocks image of each frame and arranged in a feature matrix. Singular Value Decomposition is used to calculate sliding windows ranks of those matrices. Finally the computed ranks are traced and then we are able to extract key frames of a video. Experimental results show that the proposed approach is robust against a large range of digital effects used during shot transition.

Keywords: Key Frame Extraction, Shot detection, FSDWT, Singular Value Decomposition.

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Authors: Long Jye Sheu, Wei Ching Chen, Yen Chu Chen, Wei Tai Weng

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In this paper, a two-channel secure communication using fractional chaotic systems is presented. Conditions for chaos synchronization have been investigated theoretically by using Laplace transform. To illustrate the effectiveness of the proposed scheme, a numerical example is presented. The keys, key space, key selection rules and sensitivity to keys are discussed in detail. Results show that the original plaintexts have been well masked in the ciphertexts yet recovered faithfully and efficiently by the present schemes.

Keywords: fractional chaotic systems, synchronization, securecommunication.

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Authors: John N. Ellinas, Panagiotis Kenterlis

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The efficiency of an image watermarking technique depends on the preservation of visually significant information. This is attained by embedding the watermark transparently with the maximum possible strength. The current paper presents an approach for still image digital watermarking in which the watermark embedding process employs the wavelet transform and incorporates Human Visual System (HVS) characteristics. The sensitivity of a human observer to contrast with respect to spatial frequency is described by the Contrast Sensitivity Function (CSF). The strength of the watermark within the decomposition subbands, which occupy an interval on the spatial frequencies, is adjusted according to this sensitivity. Moreover, the watermark embedding process is carried over the subband coefficients that lie on edges where distortions are less noticeable. The experimental evaluation of the proposed method shows very good results in terms of robustness and transparency.

Keywords: Image watermarking, wavelet transform, human visual system, contrast sensitivity function.

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Authors: F. Esmaeilzadeh, M. E. Zeighami, J. Fathi

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This paper describes a one-dimensional numerical model for natural gas production from the dissociation of methane hydrate in hydrate-capped gas reservoir under depressurization and thermal stimulation. Some of the hydrate reservoirs discovered are overlying a free-gas layer, known as hydrate-capped gas reservoirs. These reservoirs are thought to be easiest and probably the first type of hydrate reservoirs to be produced. The mathematical equations that can be described this type of reservoir include mass balance, heat balance and kinetics of hydrate decomposition. These non-linear partial differential equations are solved using finite-difference fully implicit scheme. In the model, the effect of convection and conduction heat transfer, variation change of formation porosity, the effect of using different equations of state such as PR and ER and steam or hot water injection are considered. In addition distributions of pressure, temperature, saturation of gas, hydrate and water in the reservoir are evaluated. It is shown that the gas production rate is a sensitive function of well pressure.

Keywords: Hydrate reservoir, numerical modeling, depressurization, thermal stimulation, gas generation.

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Authors: Samba Raju, Chiluveru, Manoj Tripathy

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Intelligibility is an essential characteristic of a speech signal, which is used to help in the understanding of information in speech signal. Background noise in the environment can deteriorate the intelligibility of a recorded speech. In this paper, we presented a simple variance subtracted - variable level discrete wavelet transform, which improve the intelligibility of speech. The proposed algorithm does not require an explicit estimation of noise, i.e., prior knowledge of the noise; hence, it is easy to implement, and it reduces the computational burden. The proposed algorithm decides a separate decomposition level for each frame based on signal dominant and dominant noise criteria. The performance of the proposed algorithm is evaluated with speech intelligibility measure (STOI), and results obtained are compared with Universal Discrete Wavelet Transform (DWT) thresholding and Minimum Mean Square Error (MMSE) methods. The experimental results revealed that the proposed scheme outperformed competing methods

Keywords: Discrete Wavelet Transform, speech intelligibility, STOI, standard deviation.

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Authors: Thomas Bryan, Veton Kepuska, Ivica Kostanic

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Speaker recognition is performed in high Additive White Gaussian Noise (AWGN) environments using principals of Computational Auditory Scene Analysis (CASA). CASA methods often classify sounds from images in the time-frequency (T-F) plane using spectrograms or cochleargrams as the image. In this paper atomic decomposition implemented by matching pursuit performs a transform from time series speech signals to the T-F plane. The atomic decomposition creates a sparsely populated T-F vector in “weight space” where each populated T-F position contains an amplitude weight. The weight space vector along with the atomic dictionary represents a denoised, compressed version of the original signal. The arraignment or of the atomic indices in the T-F vector are used for classification. Unsupervised feature learning implemented by a sparse autoencoder learns a single dictionary of basis features from a collection of envelope samples from all speakers. The approach is demonstrated using pairs of speakers from the TIMIT data set. Pairs of speakers are selected randomly from a single district. Each speak has 10 sentences. Two are used for training and 8 for testing. Atomic index probabilities are created for each training sentence and also for each test sentence. Classification is performed by finding the lowest Euclidean distance between then probabilities from the training sentences and the test sentences. Training is done at a 30dB Signal-to-Noise Ratio (SNR). Testing is performed at SNR’s of 0 dB, 5 dB, 10 dB and 30dB. The algorithm has a baseline classification accuracy of ~93% averaged over 10 pairs of speakers from the TIMIT data set. The baseline accuracy is attributable to short sequences of training and test data as well as the overall simplicity of the classification algorithm. The accuracy is not affected by AWGN and produces ~93% accuracy at 0dB SNR.

Keywords: Time-frequency plane, atomic decomposition, envelope sampling, Gabor atoms, matching pursuit, sparse dictionary learning, sparse autoencoder.

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Authors: M. Alrasheedi

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The double exponential model (DEM), or Laplace distribution, is used in various disciplines. However, there are issues related to the construction of confidence intervals (CI), when using the distribution.In this paper, the properties of DEM are considered with intention of constructing CI based on simulated data. The analysis of pivotal equations for the models here in comparisons with pivotal equations for normal distribution are performed, and the results obtained from simulation data are presented.

Keywords: Confidence intervals, double exponential model, pivotal equations, simulation

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Authors: Haode Huo, Jingjing He, Rui Kang, Xuefei Guan

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This paper presents a study of Lamb wave damage diagnosis of composite delamination using instantaneous phase data. Numerical experiments are performed using the finite element method. Different sizes of delamination damages are modeled using finite element package ABAQUS. Lamb wave excitation and responses data are obtained using a pitch-catch configuration. Empirical mode decomposition is employed to extract the intrinsic mode functions (IMF). Hilbert–Huang Transform is applied to each of the resulting IMFs to obtain the instantaneous phase information. The baseline data for healthy plates are also generated using the same procedure. The size of delamination is correlated with the instantaneous phase change for damage diagnosis. It is observed that the unwrapped instantaneous phase of shows a consistent behavior with the increasing delamination size.

Keywords: Delamination, lamb wave, finite element method, EMD, instantaneous phase.

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Authors: T. Zitoun, M. Bouhadef

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When a partially or completely immersed solid moves in a liquid such as water, it undergoes a force called hydrodynamic drag. Reducing this force has always been the objective of hydrodynamic engineers to make water slide better on submerged bodies. This paper deals with the examination of the different terms composing the analytical solution of the flow over an obstacle embedded at the bottom of a hydraulic channel. We have chosen to use a linear method to study a two-dimensional flow over an obstacle, in order to understand the evolution of the drag. We set the following assumptions: incompressible inviscid fluid, irrotational flow, low obstacle height compared to the water height. Those assumptions allow overcoming the difficulties associated with modelling these waves. We will mathematically formulate the equations that allow the determination of the stream function, and then the free surface equation. A similar method is used to determine the exact analytical solution for an obstacle in the shape of a sinusoidal arch.

Keywords: Free-surface wave, inviscid fluid, analytical solution, hydraulic channel.

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Authors: Satish Kumar Peddapelli

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This paper presents advances in pulse width modulation techniques which refers to a method of carrying information on train of pulses and the information be encoded in the width of pulses. Pulse Width Modulation is used to control the inverter output voltage. This is done by exercising the control within the inverter itself by adjusting the ON and OFF periods of inverter. By fixing the DC input voltage we get AC output voltage. In variable speed AC motors the AC output voltage from a constant DC voltage is obtained by using inverter. Recent developments in power electronics and semiconductor technology have lead improvements in power electronic systems. Hence, different circuit configurations namely multilevel inverters have became popular and considerable interest by researcher are given on them. A fast space-vector pulse width modulation (SVPWM) method for five-level inverter is also discussed. In this method, the space vector diagram of the five-level inverter is decomposed into six space vector diagrams of three-level inverters. In turn, each of these six space vector diagrams of three-level inverter is decomposed into six space vector diagrams of two-level inverters. After decomposition, all the remaining necessary procedures for the three-level SVPWM are done like conventional two-level inverter. The proposed method reduces the algorithm complexity and the execution time. It can be applied to the multilevel inverters above the five-level also. The experimental setup for three-level diode-clamped inverter is developed using TMS320LF2407 DSP controller and the experimental results are analyzed.

Keywords: Five-level inverter, Space vector pulse wide modulation, diode clamped inverter.

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Authors: S. Iijima, K. Nakayama, D. Kuchar, M. Kubota, H. Matsuda

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Regenerative Thermal Oxidizer (RTO) is one of the best solutions for removal of Volatile Organic Compounds (VOC) from industrial processes. In the RTO, VOC in a raw gas are usually decomposed at 950-1300 K and the combustion heat of VOC is recovered by regenerative heat exchangers charged with ceramic honeycombs. The optimization of the treatment of VOC leads to the reduction of fuel addition to VOC decomposition, the minimization of CO2 emission and operating cost as well. In the present work, the thermal efficiency of the RTO was investigated experimentally in a pilot-scale RTO unit using toluene as a typical representative of VOC. As a result, it was recognized that the radiative heat transfer was dominant in the preheating process of a raw gas when the gas flow rate was relatively low. Further, it was found that a minimum heat exchanger volume to achieve self combustion of toluene without additional heating of the RTO by fuel combustion was dependent on both the flow rate of a raw gas and the concentration of toluene. The thermal efficiency calculated from fuel consumption and the decomposed toluene ratio, was found to have a maximum value of 0.95 at a raw gas mass flow rate of 1810 kg·h-1 and honeycombs height of 1.5m.

Keywords: Regenerative Heat Exchange, Self Combustion, Toluene, Volatile Organic Compounds.

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Authors: A.Campanile, M. Mandarino, V. Piscopo, A. Pranzitelli

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In the traditional theory of non-uniform torsion the axial displacement field is expressed as the product of the unit twist angle and the warping function. The first one, variable along the beam axis, is obtained by a global congruence condition; the second one, instead, defined over the cross-section, is determined by solving a Neumann problem associated to the Laplace equation, as well as for the uniform torsion problem. So, as in the classical theory the warping function doesn-t punctually satisfy the first indefinite equilibrium equation, the principal aim of this work is to develop a new theory for non-uniform torsion of beams with axial symmetric cross-section, fully restrained on both ends and loaded by a constant torque, that permits to punctually satisfy the previous equation, by means of a trigonometric expansion of the axial displacement and unit twist angle functions. Furthermore, as the classical theory is generally applied with good results to the global and local analysis of ship structures, two beams having the first one an open profile, the second one a closed section, have been analyzed, in order to compare the two theories.

Keywords: Non-uniform torsion, Axial symmetric cross-section, Fourier series, Helmholtz equation, FE method.

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Authors: M. Sedighizadeh, A. Rezazadeh

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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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Authors: R. Latif, W. Jenkal, A. Toumanari, A. Hatim

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This paper presents an efficient method of electrocardiogram signal denoising based on a hybrid approach. Two techniques are brought together to create an efficient denoising process. The first is an Adaptive Dual Threshold Filter (ADTF) and the second is the Discrete Wavelet Transform (DWT). The presented approach is based on three steps of denoising, the DWT decomposition, the ADTF step and the highest peaks correction step. This paper presents some application of the approach on some electrocardiogram signals of the MIT-BIH database. The results of these applications are promising compared to other recently published techniques.

Keywords: Hybrid technique, ADTF, DWT, tresholding, ECG signal.

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Authors: Basant Kumar, Animesh Anand, S.P. Singh, Anand Mohan

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This paper presents a new spread-spectrum watermarking algorithm for digital images in discrete wavelet transform (DWT) domain. The algorithm is applied for embedding watermarks like patient identification /source identification or doctors signature in binary image format into host digital radiological image for potential telemedicine applications. Performance of the algorithm is analysed by varying the gain factor, subband decomposition levels, and size of watermark. Simulation results show that the proposed method achieves higher watermarking capacity.

Keywords: Watermarking, spread-spectrum, discrete wavelettransform, telemedicine

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Authors: Fatema-Tuz-Zohra Khanam, Ali Al-Naji, Asanka G. Perera, Kim Gibson, Javaan Chahl

Abstract:

Conventional contact-based vital signs monitoring sensors such as pulse oximeters or electrocardiogram (ECG) may cause discomfort, skin damage, and infections, particularly in neonates with fragile, sensitive skin. Therefore, remote monitoring of the vital sign is desired in both clinical and non-clinical settings to overcome these issues. Camera-based vital signs monitoring is a recent technology for these applications with many positive attributes. However, there are still limited camera-based studies on neonates in a clinical setting. In this study, the heart rate (HR) and respiratory rate (RR) of eight infants at the Neonatal Intensive Care Unit (NICU) in Flinders Medical Centre were remotely monitored using a digital camera applying color and motion-based computational methods. The region-of-interest (ROI) was efficiently selected by incorporating an image decomposition method. Furthermore, spatial averaging, spectral analysis, band-pass filtering, and peak detection were also used to extract both HR and RR. The experimental results were validated with the ground truth data obtained from an ECG monitor and showed a strong correlation using the Pearson correlation coefficient (PCC) 0.9794 and 0.9412 for HR and RR, respectively. The root mean square errors (RMSE) between camera-based data and ECG data for HR and RR were 2.84 beats/min and 2.91 breaths/min, respectively. A Bland Altman analysis of the data also showed a close correlation between both data sets with a mean bias of 0.60 beats/min and 1 breath/min, and the lower and upper limit of agreement -4.9 to + 6.1 beats/min and -4.4 to +6.4 breaths/min for both HR and RR, respectively. Therefore, video camera imaging may replace conventional contact-based monitoring in NICU and has potential applications in other contexts such as home health monitoring.

Keywords: Neonates, NICU, digital camera, heart rate, respiratory rate, image decomposition.

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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. However, most of the option pricing models have no analytical solution. 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, we solve the American option under jump diffusion models by using efficient time-dependent numerical methods. several techniques are integrated to reduced the overcome the computational complexity. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). Partial fraction decomposition technique is applied to rational approximation schemes to overcome the complexity of inverting polynomial of matrices. The proposed method is easy to implement on serial or parallel versions. Numerical results are presented to prove the accuracy and efficiency of the proposed method.

Keywords: Integral differential equations, American options, jump–diffusion model, rational approximation.

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Authors: Ahmet Z. Ozcelik, Serkan Narli

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In this study, two new classes of generalized homeomorphisms are introduced and shown that one of these classes has a group structure. Moreover, some properties of these two homeomorphisms are obtained.

Keywords: Generalized closed set, homeomorphism, gsghomeomorphism, sgs-homeomorphism.

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Authors: Chiou-Yng Lee, Wen-Yo Lee, Chieh-Tsai Wu, Cheng-Chen Yang

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Shifted polynomial basis (SPB) is a variation of polynomial basis representation. SPB has potential for efficient bit level and digi -level implementations of multiplication over binary extension fields with subquadratic space complexity. For efficient implementation of pairing computation with large finite fields, this paper presents a new SPB multiplication algorithm based on Karatsuba schemes, and used that to derive a novel scalable multiplier architecture. Analytical results show that the proposed multiplier provides a trade-off between space and time complexities. Our proposed multiplier is modular, regular, and suitable for very large scale integration (VLSI) implementations. It involves less area complexity compared to the multipliers based on traditional decomposition methods. It is therefore, more suitable for efficient hardware implementation of pairing based cryptography and elliptic curve cryptography (ECC) in constraint driven applications.

Keywords: Digit-serial systolic multiplier, elliptic curve cryptography (ECC), Karatsuba algorithm (KA), shifted polynomial basis (SPB), pairing computation.

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Authors: Zhen Wu, David Lupien St-Pierre, Georges Abdul-Nour

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In decision making under strict uncertainty, decision makers have to choose a decision without any information about the states of nature. The classic criteria of Laplace, Wald, Savage, Hurwicz and Starr are introduced and compared in a case study of sewer network planning. Furthermore, results from different criteria are discussed and analyzed. Moreover, this paper discusses the idea that decision making under strict uncertainty (DMUSU) can be viewed as a two-player game and thus be solved by a solution concept in game theory: Nash equilibrium.

Keywords: Decision criteria, decision making, sewer network planning, strict uncertainty.

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