Search results for: Numerical inverse Laplace transform
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3278

Search results for: Numerical inverse Laplace transform

3188 Comparison of Three Versions of Conjugate Gradient Method in Predicting an Unknown Irregular Boundary Profile

Authors: V. Ghadamyari, F. Samadi, F. Kowsary

Abstract:

An inverse geometry problem is solved to predict an unknown irregular boundary profile. The aim is to minimize the objective function, which is the difference between real and computed temperatures, using three different versions of Conjugate Gradient Method. The gradient of the objective function, considered necessary in this method, obtained as a result of solving the adjoint equation. The abilities of three versions of Conjugate Gradient Method in predicting the boundary profile are compared using a numerical algorithm based on the method. The predicted shapes show that due to its convergence rate and accuracy of predicted values, the Powell-Beale version of the method is more effective than the Fletcher-Reeves and Polak –Ribiere versions.

Keywords: Boundary elements, Conjugate Gradient Method, Inverse Geometry Problem, Sensitivity equation.

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3187 A Novel Adaptive Voltage Control Strategy for Boost Converter via Inverse LQ Servo-Control

Authors: Sorawit Stapornchaisit, Sidshchadhaa Aumted, Hiroshi Takami

Abstract:

In this paper, we propose a novel adaptive voltage control strategy for boost converter via Inverse LQ Servo-Control. Our presented strategy is based on an analytical formula of Inverse Linear Quadratic (ILQ) design method, which is not necessary to solve Riccati’s equation directly. The optimal and adaptive controller of the voltage control system is designed. The stability and the robust control are analyzed. Whereas, we can get the analytical solution for the optimal and robust voltage control is achieved through the natural angular velocity within a single parameter and we can change the responses easily via the ILQ control theory. Our method provides effective results as the stable responses and the response times are not drifted even if the condition is changed widely.

Keywords: Boost converter, optimal voltage control, inverse LQ design method, type-1 servo-system, adaptive control.

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3186 Investigating Performance of Numerical Distance Relay with Higher Order Antialiasing Filter

Authors: Venkatesh C., K. Shanti Swarup

Abstract:

This paper investigates the impact on operating time delay and relay maloperation when 1st,2nd and 3rd order analog antialiasing filters are used in numerical distance protection. RC filter with cut-off frequency 90 Hz is used. Simulations are carried out for different SIR (Source to line Impedance Ratio), load, fault type and fault conditions using SIMULINK, where the voltage and current signals are fed online to the developed numerical distance relay model. Matlab is used for plotting the impedance trajectory. Investigation results shows that, about 75 % of the simulated cases, numerical distance relay operating time is not increased even-though there is a time delay when higher order filters are used. Relay maloperation (selectivity) also reduces (increases) when higher order filters are used in numerical distance protection.

Keywords: Antialiasing, capacitive voltage transformers, delay estimation, discrete Fourier transform (DFT), distance measurement, low-pass filters, source to line impedance ratio (SIR), protective relaying.

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3185 Numerical Solution of Riccati Differential Equations by Using Hybrid Functions and Tau Method

Authors: Changqing Yang, Jianhua Hou, Beibo Qin

Abstract:

A numerical method for Riccati equation is presented in this work. The method is based on the replacement of unknown functions through a truncated series of hybrid of block-pulse functions and Chebyshev polynomials. The operational matrices of derivative and product of hybrid functions are presented. These matrices together with the tau method are then utilized to transform the differential equation into a system of algebraic equations. Corresponding numerical examples are presented to demonstrate the accuracy of the proposed method.

Keywords: Hybrid functions, Riccati differential equation, Blockpulse, Chebyshev polynomials, Tau method, operational matrix.

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3184 A New Method for Computing the Inverse Ideal in a Coordinate Ring

Authors: Abdolali Basiri

Abstract:

In this paper we present an efficient method for inverting an ideal in the ideal class group of a Cab curve by extending the method which is presented in [3]. More precisely we introduce a useful generator for the inverse ideal as a K[X]-module.

Keywords: Cab Curves, Ideal Class Group

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3183 A Robust Hybrid Blind Digital Image Watermarking System Using Discrete Wavelet Transform and Contourlet Transform

Authors: Nidal F. Shilbayeh, Belal AbuHaija, Zainab N. Al-Qudsy

Abstract:

In this paper, a hybrid blind digital watermarking system using Discrete Wavelet Transform (DWT) and Contourlet Transform (CT) has been implemented and tested. The implemented combined digital watermarking system has been tested against five common types of image attacks. The performance evaluation shows improved results in terms of imperceptibility, robustness, and high tolerance against these attacks; accordingly, the system is very effective and applicable.

Keywords: DWT, contourlet transform, digital image watermarking, copyright protection, geometric attack.

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3182 EEG Waves Classifier using Wavelet Transform and Fourier Transform

Authors: Maan M. Shaker

Abstract:

The electroencephalograph (EEG) signal is one of the most widely signal used in the bioinformatics field due to its rich information about human tasks. In this work EEG waves classification is achieved using the Discrete Wavelet Transform DWT with Fast Fourier Transform (FFT) by adopting the normalized EEG data. The DWT is used as a classifier of the EEG wave's frequencies, while FFT is implemented to visualize the EEG waves in multi-resolution of DWT. Several real EEG data sets (real EEG data for both normal and abnormal persons) have been tested and the results improve the validity of the proposed technique.

Keywords: Bioinformatics, DWT, EEG waves, FFT.

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3181 Enhancement of Low Contrast Satellite Images using Discrete Cosine Transform and Singular Value Decomposition

Authors: A. K. Bhandari, A. Kumar, P. K. Padhy

Abstract:

In this paper, a novel contrast enhancement technique for contrast enhancement of a low-contrast satellite image has been proposed based on the singular value decomposition (SVD) and discrete cosine transform (DCT). The singular value matrix represents the intensity information of the given image and any change on the singular values change the intensity of the input image. The proposed technique converts the image into the SVD-DCT domain and after normalizing the singular value matrix; the enhanced image is reconstructed by using inverse DCT. The visual and quantitative results suggest that the proposed SVD-DCT method clearly shows the increased efficiency and flexibility of the proposed method over the exiting methods such as Linear Contrast Stretching technique, GHE technique, DWT-SVD technique, DWT technique, Decorrelation Stretching technique, Gamma Correction method based techniques.

Keywords: Singular Value Decomposition (SVD), discretecosine transforms (DCT), image equalization and satellite imagecontrast enhancement.

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3180 Texture Feature Extraction using Slant-Hadamard Transform

Authors: M. J. Nassiri, A. Vafaei, A. Monadjemi

Abstract:

Random and natural textures classification is still one of the biggest challenges in the field of image processing and pattern recognition. In this paper, texture feature extraction using Slant Hadamard Transform was studied and compared to other signal processing-based texture classification schemes. A parametric SHT was also introduced and employed for natural textures feature extraction. We showed that a subtly modified parametric SHT can outperform ordinary Walsh-Hadamard transform and discrete cosine transform. Experiments were carried out on a subset of Vistex random natural texture images using a kNN classifier.

Keywords: Texture Analysis, Slant Transform, Hadamard, DCT.

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3179 Extracting the Coupled Dynamics in Thin-Walled Beams from Numerical Data Bases

Authors: Mohammad A. Bani-Khaled

Abstract:

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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3178 On Fourier Type Integral Transform for a Class of Generalized Quotients

Authors: A. S. Issa, S. K. Q. AL-Omari

Abstract:

In this paper, we investigate certain spaces of generalized functions for the Fourier and Fourier type integral transforms. We discuss convolution theorems and establish certain spaces of distributions for the considered integrals. The new Fourier type integral is well-defined, linear, one-to-one and continuous with respect to certain types of convergences. Many properties and an inverse problem are also discussed in some details.

Keywords: Fourier type integral, Fourier integral, generalized quotient, Boehmian, distribution.

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3177 Texture Feature-Based Language Identification Using Wavelet-Domain BDIP and BVLC Features and FFT Feature

Authors: Ick Hoon Jang, Hoon Jae Lee, Dae Hoon Kwon, Ui Young Pak

Abstract:

In this paper, we propose a texture feature-based language identification using wavelet-domain BDIP (block difference of inverse probabilities) and BVLC (block variance of local correlation coefficients) features and FFT (fast Fourier transform) feature. In the proposed method, wavelet subbands are first obtained by wavelet transform from a test image and denoised by Donoho-s soft-thresholding. BDIP and BVLC operators are next applied to the wavelet subbands. FFT blocks are also obtained by 2D (twodimensional) FFT from the blocks into which the test image is partitioned. Some significant FFT coefficients in each block are selected and magnitude operator is applied to them. Moments for each subband of BDIP and BVLC and for each magnitude of significant FFT coefficients are then computed and fused into a feature vector. In classification, a stabilized Bayesian classifier, which adopts variance thresholding, searches the training feature vector most similar to the test feature vector. Experimental results show that the proposed method with the three operations yields excellent language identification even with rather low feature dimension.

Keywords: BDIP, BVLC, FFT, language identification, texture feature, wavelet transform.

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3176 Model-Based Control for Piezoelectric-Actuated Systems Using Inverse Prandtl-Ishlinskii Model and Particle Swarm Optimization

Authors: Jin-Wei Liang, Hung-Yi Chen, Lung Lin

Abstract:

In this paper feedforward controller is designed to eliminate nonlinear hysteresis behaviors of a piezoelectric stack actuator (PSA) driven system. The control design is based on inverse Prandtl-Ishlinskii (P-I) hysteresis model identified using particle swarm optimization (PSO) technique. Based on the identified P-I model, both the inverse P-I hysteresis model and feedforward controller can be determined. Experimental results obtained using the inverse P-I feedforward control are compared with their counterparts using hysteresis estimates obtained from the identified Bouc-Wen model. Effectiveness of the proposed feedforward control scheme is demonstrated. To improve control performance feedback compensation using traditional PID scheme is adopted to integrate with the feedforward controller. 

Keywords: The Bouc-Wen hysteresis model, Particle swarm optimization, Prandtl-Ishlinskii model.

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3175 Detection and Classification of Power Quality Disturbances Using S-Transform and Wavelet Algorithm

Authors: Mohamed E. Salem Abozaed

Abstract:

Detection and classification of power quality (PQ) disturbances is an important consideration to electrical utilities and many industrial customers so that diagnosis and mitigation of such disturbance can be implemented quickly. S-transform algorithm and continuous wavelet transforms (CWT) are time-frequency algorithms, and both of them are powerful in detection and classification of PQ disturbances. This paper presents detection and classification of PQ disturbances using S-transform and CWT algorithms. The results of detection and classification, provides that S-transform is more accurate in detection and classification for most PQ disturbance than CWT algorithm, where as CWT algorithm more powerful in detection in some disturbances like notching

Keywords: CWT, Disturbances classification, Disturbances detection, Power quality, S-transform.

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3174 Statistical Analysis for Overdispersed Medical Count Data

Authors: Y. N. Phang, E. F. Loh

Abstract:

Many researchers have suggested the use of zero inflated Poisson (ZIP) and zero inflated negative binomial (ZINB) models in modeling overdispersed medical count data with extra variations caused by extra zeros and unobserved heterogeneity. The studies indicate that ZIP and ZINB always provide better fit than using the normal Poisson and negative binomial models in modeling overdispersed medical count data. In this study, we proposed the use of Zero Inflated Inverse Trinomial (ZIIT), Zero Inflated Poisson Inverse Gaussian (ZIPIG) and zero inflated strict arcsine models in modeling overdispered medical count data. These proposed models are not widely used by many researchers especially in the medical field. The results show that these three suggested models can serve as alternative models in modeling overdispersed medical count data. This is supported by the application of these suggested models to a real life medical data set. Inverse trinomial, Poisson inverse Gaussian and strict arcsine are discrete distributions with cubic variance function of mean. Therefore, ZIIT, ZIPIG and ZISA are able to accommodate data with excess zeros and very heavy tailed. They are recommended to be used in modeling overdispersed medical count data when ZIP and ZINB are inadequate.

Keywords: Zero inflated, inverse trinomial distribution, Poisson inverse Gaussian distribution, strict arcsine distribution, Pearson’s goodness of fit.

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3173 Frequency Transformation with Pascal Matrix Equations

Authors: Phuoc Si Nguyen

Abstract:

Frequency transformation with Pascal matrix equations is a method for transforming an electronic filter (analogue or digital) into another filter. The technique is based on frequency transformation in the s-domain, bilinear z-transform with pre-warping frequency, inverse bilinear transformation and a very useful application of the Pascal’s triangle that simplifies computing and enables calculation by hand when transforming from one filter to another. This paper will introduce two methods to transform a filter into a digital filter: frequency transformation from the s-domain into the z-domain; and frequency transformation in the z-domain. Further, two Pascal matrix equations are derived: an analogue to digital filter Pascal matrix equation and a digital to digital filter Pascal matrix equation. These are used to design a desired digital filter from a given filter.

Keywords: Frequency transformation, Bilinear z-transformation, Pre-warping frequency, Digital filters, Analog filters, Pascal’s triangle.

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3172 Fast Cosine Transform to Increase Speed-up and Efficiency of Karhunen-Loève Transform for Lossy Image Compression

Authors: Mario Mastriani, Juliana Gambini

Abstract:

In this work, we present a comparison between two techniques of image compression. In the first case, the image is divided in blocks which are collected according to zig-zag scan. In the second one, we apply the Fast Cosine Transform to the image, and then the transformed image is divided in blocks which are collected according to zig-zag scan too. Later, in both cases, the Karhunen-Loève transform is applied to mentioned blocks. On the other hand, we present three new metrics based on eigenvalues for a better comparative evaluation of the techniques. Simulations show that the combined version is the best, with minor Mean Absolute Error (MAE) and Mean Squared Error (MSE), higher Peak Signal to Noise Ratio (PSNR) and better image quality. Finally, new technique was far superior to JPEG and JPEG2000.

Keywords: Fast Cosine Transform, image compression, JPEG, JPEG2000, Karhunen-Loève Transform, zig-zag scan.

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3171 Statistical Distributions of the Lapped Transform Coefficients for Images

Authors: Vijay Kumar Nath, Deepika Hazarika, Anil Mahanta,

Abstract:

Discrete Cosine Transform (DCT) based transform coding is very popular in image, video and speech compression due to its good energy compaction and decorrelating properties. However, at low bit rates, the reconstructed images generally suffer from visually annoying blocking artifacts as a result of coarse quantization. Lapped transform was proposed as an alternative to the DCT with reduced blocking artifacts and increased coding gain. Lapped transforms are popular for their good performance, robustness against oversmoothing and availability of fast implementation algorithms. However, there is no proper study reported in the literature regarding the statistical distributions of block Lapped Orthogonal Transform (LOT) and Lapped Biorthogonal Transform (LBT) coefficients. This study performs two goodness-of-fit tests, the Kolmogorov-Smirnov (KS) test and the 2- test, to determine the distribution that best fits the LOT and LBT coefficients. The experimental results show that the distribution of a majority of the significant AC coefficients can be modeled by the Generalized Gaussian distribution. The knowledge of the statistical distribution of transform coefficients greatly helps in the design of optimal quantizers that may lead to minimum distortion and hence achieve optimal coding efficiency.

Keywords: Lapped orthogonal transform, Lapped biorthogonal transform, Image compression, KS test,

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3170 Approximate Range-Sum Queries over Data Cubes Using Cosine Transform

Authors: Wen-Chi Hou, Cheng Luo, Zhewei Jiang, Feng Yan

Abstract:

In this research, we propose to use the discrete cosine transform to approximate the cumulative distributions of data cube cells- values. The cosine transform is known to have a good energy compaction property and thus can approximate data distribution functions easily with small number of coefficients. The derived estimator is accurate and easy to update. We perform experiments to compare its performance with a well-known technique - the (Haar) wavelet. The experimental results show that the cosine transform performs much better than the wavelet in estimation accuracy, speed, space efficiency, and update easiness.

Keywords: DCT, Data Cube

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3169 Kinematic Analysis of 2-DOF Planer Robot Using Artificial Neural Network

Authors: Jolly Shah, S.S.Rattan, B.C.Nakra

Abstract:

Automatic control of the robotic manipulator involves study of kinematics and dynamics as a major issue. This paper involves the forward and inverse kinematics of 2-DOF robotic manipulator with revolute joints. In this study the Denavit- Hartenberg (D-H) model is used to model robot links and joints. Also forward and inverse kinematics solution has been achieved using Artificial Neural Networks for 2-DOF robotic manipulator. It shows that by using artificial neural network the solution we get is faster, acceptable and has zero error.

Keywords: Artificial Neural Network, Forward Kinematics, Inverse Kinematics, Robotic Manipulator

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3168 Analytical Analysis of Image Representation by Their Discrete Wavelet Transform

Authors: R. M. Farouk

Abstract:

In this paper, we present an analytical analysis of the representation of images as the magnitudes of their transform with the discrete wavelets. Such a representation plays as a model for complex cells in the early stage of visual processing and of high technical usefulness for image understanding, because it makes the representation insensitive to small local shifts. We found that if the signals are band limited and of zero mean, then reconstruction from the magnitudes is unique up to the sign for almost all signals. We also present an iterative reconstruction algorithm which yields very good reconstruction up to the sign minor numerical errors in the very low frequencies.

Keywords: Wavelets, Image processing signal processing, Image reconstruction

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3167 Feature Level Fusion of Multimodal Images Using Haar Lifting Wavelet Transform

Authors: Sudipta Majumdar, Jayant Bharadwaj

Abstract:

This paper presents feature level image fusion using Haar lifting wavelet transform. Feature fused is edge and boundary information, which is obtained using wavelet transform modulus maxima criteria. Simulation results show the superiority of the result as entropy, gradient, standard deviation are increased for fused image as compared to input images. The proposed methods have the advantages of simplicity of implementation, fast algorithm, perfect reconstruction, and reduced computational complexity. (Computational cost of Haar wavelet is very small as compared to other lifting wavelets.)

Keywords: Lifting wavelet transform, wavelet transform modulus maxima.

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3166 Simulation of Robotic Arm using Genetic Algorithm and AHP

Authors: V. K. Banga, Y. Singh, R. Kumar

Abstract:

In this paper, we have proposed a low cost optimized solution for the movement of a three-arm manipulator using Genetic Algorithm (GA) and Analytical Hierarchy Process (AHP). A scheme is given for optimizing the movement of robotic arm with the help of Genetic Algorithm so that the minimum energy consumption criteria can be achieved. As compared to Direct Kinematics, Inverse Kinematics evolved two solutions out of which the best-fit solution is selected with the help of Genetic Algorithm and is kept in search space for future use. The Inverse Kinematics, Fitness Value evaluation and Binary Encoding like tasks are simulated and tested. Although, three factors viz. Movement, Friction and Least Settling Time (or Min. Vibration) are used for finding the Fitness Function / Fitness Values, however some more factors can also be considered.

Keywords: Inverse Kinematics, Genetic Algorithm (GA), Analytical Hierarchy Process (AHP), Fitness Value, Fitness Function.

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3165 Contourlet versus Wavelet Transform for a Robust Digital Image Watermarking Technique

Authors: Ibrahim A. El rube, Mohamad Abou El Nasr , Mostafa M. Naim, Mahmoud Farouk

Abstract:

In this paper, a watermarking algorithm that uses the wavelet transform with Multiple Description Coding (MDC) and Quantization Index Modulation (QIM) concepts is introduced. Also, the paper investigates the role of Contourlet Transform (CT) versus Wavelet Transform (WT) in providing robust image watermarking. Two measures are utilized in the comparison between the waveletbased and the contourlet-based methods; Peak Signal to Noise Ratio (PSNR) and Normalized Cross-Correlation (NCC). Experimental results reveal that the introduced algorithm is robust against different attacks and has good results compared to the contourlet-based algorithm.

Keywords: image watermarking; discrete wavelet transform, discrete contourlet transform, multiple description coding, quantization index modulation

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3164 Introduction of the Fluid-Structure Coupling into the Force Analysis Technique

Authors: Océane Grosset, Charles Pézerat, Jean-Hugh Thomas, Frédéric Ablitzer

Abstract:

This paper presents a method to take into account the fluid-structure coupling into an inverse method, the Force Analysis Technique (FAT). The FAT method, also called RIFF method (Filtered Windowed Inverse Resolution), allows to identify the force distribution from local vibration field. In order to only identify the external force applied on a structure, it is necessary to quantify the fluid-structure coupling, especially in naval application, where the fluid is heavy. This method can be decomposed in two parts, the first one consists in identifying the fluid-structure coupling and the second one to introduced it in the FAT method to reconstruct the external force. Results of simulations on a plate coupled with a cavity filled with water are presented.

Keywords: Fluid-structure coupling, inverse methods, naval, vibrations.

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3163 The Boundary Element Method in Excel for Teaching Vector Calculus and Simulation

Authors: Stephen Kirkup

Abstract:

This paper discusses the implementation of the boundary element method (BEM) on an Excel spreadsheet and how it can be used in teaching vector calculus and simulation. There are two separate spreadheets, within which Laplace equation is solved by the BEM in two dimensions (LIBEM2) and axisymmetric three dimensions (LBEMA). The main algorithms are implemented in the associated programming language within Excel, Visual Basic for Applications (VBA). The BEM only requires a boundary mesh and hence it is a relatively accessible method. The BEM in the open spreadsheet environment is demonstrated as being useful as an aid to teaching and learning. The application of the BEM implemented on a spreadsheet for educational purposes in introductory vector calculus and simulation is explored. The development of assignment work is discussed, and sample results from student work are given. The spreadsheets were found to be useful tools in developing the students’ understanding of vector calculus and in simulating heat conduction.

Keywords: Boundary element method, laplace equation, vector calculus, simulation, education.

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3162 Complex Wavelet Transform Based Image Denoising and Zooming Under the LMMSE Framework

Authors: T. P. Athira, Gibin Chacko George

Abstract:

This paper proposes a dual tree complex wavelet transform (DT-CWT) based directional interpolation scheme for noisy images. The problems of denoising and interpolation are modelled as to estimate the noiseless and missing samples under the same framework of optimal estimation. Initially, DT-CWT is used to decompose an input low-resolution noisy image into low and high frequency subbands. The high-frequency subband images are interpolated by linear minimum mean square estimation (LMMSE) based interpolation, which preserves the edges of the interpolated images. For each noisy LR image sample, we compute multiple estimates of it along different directions and then fuse those directional estimates for a more accurate denoised LR image. The estimation parameters calculated in the denoising processing can be readily used to interpolate the missing samples. The inverse DT-CWT is applied on the denoised input and interpolated high frequency subband images to obtain the high resolution image. Compared with the conventional schemes that perform denoising and interpolation in tandem, the proposed DT-CWT based noisy image interpolation method can reduce many noise-caused interpolation artifacts and preserve well the image edge structures. The visual and quantitative results show that the proposed technique outperforms many of the existing denoising and interpolation methods.

Keywords: Dual-tree complex wavelet transform (DT-CWT), denoising, interpolation, optimal estimation, super resolution.

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3161 High Impedance Faults Detection Technique Based on Wavelet Transform

Authors: Ming-Ta Yang, Jin-Lung Guan, Jhy-Cherng Gu

Abstract:

The purpose of this paper is to solve the problem of protecting aerial lines from high impedance faults (HIFs) in distribution systems. This investigation successfully applies 3I0 zero sequence current to solve HIF problems. The feature extraction system based on discrete wavelet transform (DWT) and the feature identification technique found on statistical confidence are then applied to discriminate effectively between the HIFs and the switch operations. Based on continuous wavelet transform (CWT) pattern recognition of HIFs is proposed, also. Staged fault testing results demonstrate that the proposed wavelet based algorithm is feasible performance well.

Keywords: Continuous wavelet transform, discrete wavelet transform, high impedance faults, statistical confidence.

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3160 Frequency-Energy Characteristics of Local Earthquakes using Discrete Wavelet Transform(DWT)

Authors: O. H. Colak, T. C. Destici, S. Ozen, H. Arman, O. Cerezci

Abstract:

The wavelet transform is one of the most important method used in signal processing. In this study, we have introduced frequency-energy characteristics of local earthquakes using discrete wavelet transform. Frequency-energy characteristic was analyzed depend on difference between P and S wave arrival time and noise within records. We have found that local earthquakes have similar characteristics. If frequency-energy characteristics can be found accurately, this gives us a hint to calculate P and S wave arrival time. It can be seen that wavelet transform provides successful approximation for this. In this study, 100 earthquakes with 500 records were analyzed approximately.

Keywords: Discrete Wavelet Transform, Frequency-EnergyCharacteristics, P and S waves arrival time.

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3159 Pricing European Options under Jump Diffusion Models with Fast L-stable Padé Scheme

Authors: Salah Alrabeei, Mohammad Yousuf

Abstract:

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

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

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