Search results for: Operational matrices.

Authors: Rita SahaRay, Ganesh Dutta

Abstract:

In this article, experimental situations are considered where a main effects plan is to be used to study m two-level factors using n runs which are partitioned into b blocks, not necessarily of same size. Assuming the block sizes to be even for all blocks, for the case n ≡ 2 (mod 4), optimal designs are obtained with respect to type 1 and type 2 optimality criteria in the class of designs providing estimation of all main effects orthogonal to the block effects. In practice, such orthogonal estimation of main effects is often a desirable condition. In the wider class of all available m two level even sized blocked main effects plans, where the factors do not occur at high and low levels equally often in each block, E-optimal designs are also characterized. Simple construction methods based on Hadamard matrices and Kronecker product for these optimal designs are presented.

Keywords: Design matrix, Hadamard matrix, Kronecker product, type 1 criteria, type 2 criteria.

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Authors: A. Maghari, V. H. Maleki

Abstract:

In this paper, we present a quantum statistical mechanical formulation from our recently analytical expressions for partial-wave transition matrix of a three-particle system. We report the quantum reactive cross sections for three-body scattering processes 1+(2,3)→1+(2,3) as well as recombination 1+(2,3)→1+(3,1) between one atom and a weakly-bound dimer. The analytical expressions of three-particle transition matrices and their corresponding cross-sections were obtained from the threedimensional Faddeev equations subjected to the rank-two non-local separable potentials of the generalized Yamaguchi form. The equilibrium quantum statistical mechanical properties such partition function and equation of state as well as non-equilibrium quantum statistical properties such as transport cross-sections and their corresponding transport collision integrals were formulated analytically. This leads to obtain the transport properties, such as viscosity and diffusion coefficient of a moderate dense gas.

Keywords: Statistical mechanics, Nonlocal separable potential, three-body interaction, Faddeev equations.

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Authors: Bremananth R, Nithya B, Saipriya R

Abstract:

The proposed system identifies the species of the wood using the textural features present in its barks. Each species of a wood has its own unique patterns in its bark, which enabled the proposed system to identify it accurately. Automatic wood recognition system has not yet been well established mainly due to lack of research in this area and the difficulty in obtaining the wood database. In our work, a wood recognition system has been designed based on pre-processing techniques, feature extraction and by correlating the features of those wood species for their classification. Texture classification is a problem that has been studied and tested using different methods due to its valuable usage in various pattern recognition problems, such as wood recognition, rock classification. The most popular technique used for the textural classification is Gray-level Co-occurrence Matrices (GLCM). The features from the enhanced images are thus extracted using the GLCM is correlated, which determines the classification between the various wood species. The result thus obtained shows a high rate of recognition accuracy proving that the techniques used in suitable to be implemented for commercial purposes.

Keywords: Correlation, Grey Level Co-Occurrence Matrix, ProbabilityDensity Function, Wood Recognition.

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Authors: Robert Niese, Ayoub Al-Hamadi, Bernd Michaelis

Abstract:

In modern human computer interaction systems (HCI), emotion recognition is becoming an imperative characteristic. The quest for effective and reliable emotion recognition in HCI has resulted in a need for better face detection, feature extraction and classification. In this paper we present results of feature space analysis after briefly explaining our fully automatic vision based emotion recognition method. We demonstrate the compactness of the feature space and show how the 2d/3d based method achieves superior features for the purpose of emotion classification. Also it is exposed that through feature normalization a widely person independent feature space is created. As a consequence, the classifier architecture has only a minor influence on the classification result. This is particularly elucidated with the help of confusion matrices. For this purpose advanced classification algorithms, such as Support Vector Machines and Artificial Neural Networks are employed, as well as the simple k- Nearest Neighbor classifier.

Keywords: Facial expression analysis, Feature extraction, Image processing, Pattern Recognition, Application.

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

Abstract:

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: Gao Wei, Xu Minglu, Xu Yan, Zhang Xiaotong, Wang Xinghua

Abstract:

A 3.5-bit stage of the CMOS pipelined ADC is proposed. In this report, the main part of 3.5-bit stage ADC is introduced. How the MDAC, comparator and encoder worked and designed are shown in details. Besides, an OTA which is used in fully differential pipelined ADC was described. Using gain-boost architecture with differential amplifier, this OTA achieve high-gain and high-speed. This design was using CMOS 0.18um process and simulation in Cadence. The result of the simulation shows that the OTA has a gain up to 80dB, the unity gain bandwidth of about 1.138GHz with 2pF load.

Keywords: pipelined ADC, MDAC, operational amplifier.

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Authors: Guangpu Chen

Abstract:

When the failure function is monotone, some monotonic reliability methods are used to gratefully simplify and facilitate the reliability computations. However, these methods often work in a transformed iso-probabilistic space. To this end, a monotonic simulator or transformation is needed in order that the transformed failure function is still monotone. This note proves at first that the output distribution of failure function is invariant under the transformation. And then it presents some conditions under which the transformed function is still monotone in the newly obtained space. These concern the copulas and the dependence concepts. In many engineering applications, the Gaussian copulas are often used to approximate the real word copulas while the available information on the random variables is limited to the set of marginal distributions and the covariances. So this note catches an importance on the conditional monotonicity of the often used transformation from an independent random vector into a dependent random vector with Gaussian copulas.

Keywords: Monotonic, Rosenblatt, Nataf transformation, dependence concepts, completely positive matrices, Gaussiancopulas

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Authors: Jing Meng, Peiyong Zhu, Houbiao Li

Abstract:

Many problems in science and engineering field require the solution of shifted linear systems with multiple right hand sides and multiple shifts. To solve such systems efficiently, the implicitly restarted global GMRES algorithm is extended in this paper. However, the shift invariant property could no longer hold over the augmented global Krylov subspace due to adding the harmonic Ritz matrices. To remedy this situation, we enforce the collinearity condition on the shifted system and propose shift implicitly restarted global GMRES. The new method not only improves the convergence but also has a potential to simultaneously compute approximate solution for the shifted systems using only as many matrix vector multiplications as the solution of the seed system requires. In addition, some numerical experiments also confirm the effectiveness of our method.

Keywords: Shifted linear systems, global Krylov subspace, GLGMRESIR, GLGMRESIRsh, harmonic Ritz matrix, harmonic Ritz vector.

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Authors: Andres G. Victorio, Montita Rungswang

Abstract:

A free-trade agreement is found to increase Thailand-s agricultural imports from New Zealand, despite the short span of time for which the agreement has been operational. The finding is described by autoregressive estimates that correct for possible unit roots in the data. The agreement-s effect upon imports is also estimated while considering an error-correction model of imports against gross domestic product.

Keywords: Agricultural imports, free trade, unit roots, cointegration, error correction.

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Authors: Gilbert Makanda, Roelf Sypkens

Abstract:

In this study we investigated the relevance of high school mathematics in university education. The paper particularly focused on whether the concepts taught in high school are enough for engineering courses at diploma level. The study identified particular concepts that are required in engineering courses whether they were adequately covered in high school. A questionnaire was used to investigate whether relevant topics were covered in high school. The respondents were 228 first year students at the Central University of Technology in the Faculty of Engineering and Information Technology. The study indicates that there are some topics such as integration, complex numbers and matrices that are not done at high schools and are required in engineering courses at university. It is further observed that some students did not cover the topics that are in the current syllabus. Female students enter the university less prepared than their male counterparts. More than 30% of the respondents in this study felt that high school mathematics was not useful for them to be able to do engineering courses.

Keywords: High school mathematics, university education, SPSS package, students’ perceptions.

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Authors: M. Haghighi, M. Zowghi, B. Zohouri

Abstract:

Quality Function Deployment (QFD) is an expounded, multi-step planning method for delivering commodity, services, and processes to customers, both external and internal to an organization. It is a way to convert between the diverse customer languages expressing demands (Voice of the Customer), and the organization-s languages expressing results that sate those demands. The policy is to establish one or more matrices that inter-relate producer and consumer reciprocal expectations. Due to its visual presence is called the “House of Quality" (HOQ). In this paper, we assumed HOQ in multi attribute decision making (MADM) pattern and through a proposed MADM method, rank technical specifications. Thereafter compute satisfaction degree of customer requirements and for it, we apply vagueness and uncertainty conditions in decision making by fuzzy set theory. This approach would propound supervised neural network (perceptron) for MADM problem solving.

Keywords: MADM, fuzzy set, QFD, supervised neural network (perceptron).

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Authors: B. Engel, M. Junge

Abstract:

Manufacturing components of fiber-reinforced thermoplastics requires three steps: heating the matrix, forming and consolidation of the composite and terminal cooling the matrix. For the heating process a pre-determined temperature distribution through the layers and the thickness of the pre-consolidated sheets is recommended to enable forming mechanism. Thus, a design for the heating process for forming composites with thermoplastic matrices is necessary. To obtain a constant temperature through thickness and width of the sheet, the heating process was analyzed by the help of the finite element method. The simulation models were validated by experiments with resistance thermometers as well as with an infrared camera. Based on the finite element simulation, heating methods for infrared radiators have been developed. Using the numeric simulation many iteration loops are required to determine the process parameters. Hence, the initiation of a model for calculating relevant process parameters started applying regression functions.

Keywords: Fiber-reinforced thermoplastics, heating strategies, middle-wave infrared radiator.

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Authors: Zaki Ahmad Khan, Jamshed Siddiqui, Abdus Samad

Abstract:

The Scheduling and mapping of tasks on a set of processors is considered as a critical problem in parallel and distributed computing system. This paper deals with the problem of dynamic scheduling on a special type of multiprocessor architecture known as Linear Crossed Cube (LCQ) network. This proposed multiprocessor is a hybrid network which combines the features of both linear types of architectures as well as cube based architectures. Two standard dynamic scheduling schemes namely Minimum Distance Scheduling (MDS) and Two Round Scheduling (TRS) schemes are implemented on the LCQ network. Parallel tasks are mapped and the imbalance of load is evaluated on different set of processors in LCQ network. The simulations results are evaluated and effort is made by means of through analysis of the results to obtain the best solution for the given network in term of load imbalance left and execution time. The other performance matrices like speedup and efficiency are also evaluated with the given dynamic algorithms.

Keywords: Dynamic algorithm, Load imbalance, Mapping, Task scheduling.

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Authors: Lidia Martínez Murillo

Abstract:

Since the 1990s the American furniture industry faces a transition period. Manufacturers, one of its most important actors made its entrance into the retail industry. This shift has had deep consequences not only for the American furniture industry as a whole, but also for other international furniture industries, especially the Chinese. The present work aims to analyze this actor based on the distinction provided by the Global Commodity Chain Theory. It stresses its characteristics, structure, operational way and importance for both the U.S. and the Chinese furniture industries.

Keywords: M&RC, blended strategy, U.S. furniture industry, Chinese furniture industry.

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Authors: Areej M. Abduldaim, Nadia M. G. Al-Saidi

Abstract:

Algebra is one of the important fields of mathematics. It concerns with the study and manipulation of mathematical symbols. It also concerns with the study of abstractions such as groups, rings, and fields. Due to the development of these abstractions, it is extended to consider other structures, such as vectors, matrices, and polynomials, which are non-numerical objects. Computer algebra is the implementation of algebraic methods as algorithms and computer programs. Recently, many algebraic cryptosystem protocols are based on non-commutative algebraic structures, such as authentication, key exchange, and encryption-decryption processes are adopted. Cryptography is the science that aimed at sending the information through public channels in such a way that only an authorized recipient can read it. Ring theory is the most attractive category of algebra in the area of cryptography. In this paper, we employ the algebraic structure called skew -Armendariz rings to design a neoteric algorithm for zero knowledge proof. The proposed protocol is established and illustrated through numerical example, and its soundness and completeness are proved.

Keywords: Cryptosystem, identification, skew π-Armendariz rings, skew polynomial rings, zero knowledge protocol.

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Authors: Hilal Adnan Fadhil, Syed Alwei, R. Badlishah Ahmad

Abstract:

A new code for spectral-amplitude coding optical code-division multiple-access system is proposed called Random diagonal (RD) code. This code is constructed using code segment and data segment. One of the important properties of this code is that the cross correlation at data segment is always zero, which means that Phase Intensity Induced Noise (PIIN) is reduced. For the performance analysis, the effects of phase-induced intensity noise, shot noise, and thermal noise are considered simultaneously. Bit-error rate (BER) performance is compared with Hadamard and Modified Frequency Hopping (MFH) codes. It is shown that the system using this new code matrices not only suppress PIIN, but also allows larger number of active users compare with other codes. Simulation results shown that using point to point transmission with three encoded channels, RD code has better BER performance than other codes, also its found that at 0 dbm PIIN noise are 10-10 and 10-11 for RD and MFH respectively.

Keywords: OCDMA, MFH, PIIN, and BER.

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Authors: Soltani Amir, Wang Xuan

Abstract:

The advantage of using non-linear passive damping  system in vibration control of two adjacent structures is investigated  under their base excitation. The base excitation is El Centro  earthquake record acceleration. The damping system is considered as  an optimum and effective non-linear viscous damper that is  connected between two adjacent structures. A MATLAB program is  developed to produce the stiffness and damping matrices and to  determine a time history analysis of the dynamic motion of the  system. One structure is assumed to be flexible while the other has a  rule as laterally supporting structure with rigid frames. The response  of the structure has been calculated and the non-linear damping  coefficient is determined using optimum LQR algorithm in an  optimum vibration control system. The non-linear parameter of  damping system is estimated and it has shown a significant advantage  of application of this system device for vibration control of two  adjacent tall building.

Keywords: Structural Control, Active and passive damping, Vibration control, Seismic isolation.

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Authors: Lidia Martínez Murillo

Abstract:

Since the 1990s the American furniture industry faces a transition period. Manufacturers, one of its most important actors made its entrance into the retail industry. This shift has had deep consequences not only for the American furniture industry as a whole, but also for other international furniture industries, especially the Chinese. The present work aims to analyze this actor based on the distinction provided by the Global Commodity Chain Theory. It stresses its characteristics, structure, operational way and importance for both the U.S. and the Chinese furniture industries.

Keywords: M&RC, blended strategy, U.S. furniture industry, Chinese furniture industry.

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Authors: K. Zuva, T. Zuva, K. O. M. Mapoka

Abstract:

Cloud Computing (CC) has become one of the most talked about emerging technologies that provides powerful computing and large storage environments through the use of the Internet. Cloud computing provides different dynamically scalable computing resources as a service. It brings economic benefits to individuals and businesses that adopt the technology. In theory adoption of cloud computing reduces capital and operational expenditure on information technology. For this to be a reality there is need to solve some challenges and at the same time addressing concerns that consumers have about cloud computing. This paper looks at Cloud Computing in general then highlights the challenges of Cloud Computing and finally suggests solutions to some of the challenges.

Keywords: Cloud Computing, SaaS, PaaS, IaaS, Internet.

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Authors: S. H. Borghei, E. Teymourian, M. Mobin, G. M. Komaki, S. Sheikh

Abstract:

Imperialist Competitive Algorithm (ICA) is a recent meta-heuristic method that is inspired by the social evolutions for solving NP-Hard problems. The ICA is a population-based algorithm which has achieved a great performance in comparison to other metaheuristics. This study is about developing enhanced ICA approach to solve the Cell Formation Problem (CFP) using sequence data. In addition to the conventional ICA, an enhanced version of ICA, namely EICA, applies local search techniques to add more intensification aptitude and embed the features of exploration and intensification more successfully. Suitable performance measures are used to compare the proposed algorithms with some other powerful solution approaches in the literature. In the same way, for checking the proficiency of algorithms, forty test problems are presented. Five benchmark problems have sequence data, and other ones are based on 0-1 matrices modified to sequence based problems. Computational results elucidate the efficiency of the EICA in solving CFP problems.

Keywords: Cell formation problem, Group technology, Imperialist competitive algorithm, Sequence data.

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Authors: D. Benasciutti, M. Gallina, M. Gh. Munteanu, F. Flumian

Abstract:

This paper presents a numerical approach for the static and dynamic analysis of hydrodynamic radial journal bearings. In the first part, the effect of shaft and housing deformability on pressure distribution within oil film is investigated. An iterative algorithm that couples Reynolds equation with a plane finite elements (FE) structural model is solved. Viscosity-to-pressure dependency (Vogel- Barus equation) is also included. The deformed lubrication gap and the overall stress state are obtained. Numerical results are presented with reference to a typical journal bearing configuration at two different inlet oil temperatures. Obtained results show the great influence of bearing components structural deformation on oil pressure distribution, compared with results for ideally rigid components. In the second part, a numerical approach based on perturbation method is used to compute stiffness and damping matrices, which characterize the journal bearing dynamic behavior.

Keywords: Journal bearing, finite elements, deformation, dynamic analysis

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Authors: Akif Kutlu, Merve Ermis, Nihal Eratlı, Mehmet H. Omurtag

Abstract:

The objective of this study is to investigate the forced vibration analysis of a planar curved beam lying on elastic foundation by using the mixed finite element method. The finite element formulation is based on the Timoshenko beam theory. In order to solve the problems in frequency domain, the element matrices of two nodded curvilinear elements are transformed into Laplace space. The results are transformed back to the time domain by the well-known numerical Modified Durbin’s transformation algorithm. First, the presented finite element formulation is verified through the forced vibration analysis of a planar curved Timoshenko beam resting on Winkler foundation and the finite element results are compared with the results available in the literature. Then, the forced vibration analysis of a planar curved beam resting on Winkler-Pasternak foundation is conducted.

Keywords: Curved beam, dynamic analysis, elastic foundation, finite element method.

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Authors: R. Eslami Farsani, R. Fazaeli

Abstract:

Carbon fibers have specific characteristics in comparison with industrial and structural materials used in different applications. Special properties of carbon fibers make them attractive for reinforcing and fabrication of composites. These fibers have been utilized for composites of metals, ceramics and plastics. However, it-s mainly used in different forms to reinforce lightweight polymer materials such as epoxy resin, polyesters or polyamides. The composites of carbon fiber are stronger than steel, stiffer than titanium, and lighter than aluminum and nowadays they are used in a variety of applications. This study explains applications of carbon fibers in different fields such as space, aviation, transportation, medical, construction, energy, sporting goods, electronics, and the other commercial/industrial applications. The last findings of composites with polymer, metal and ceramic matrices containing carbon fibers and their applications in the world investigated. Researches show that carbon fibers-reinforced composites due to unique properties (including high specific strength and specific modulus, low thermal expansion coefficient, high fatigue strength, and high thermal stability) can be replaced with common industrial and structural materials.

Keywords: Polyacrylonitrile Fibers, Carbon Fibers, Application

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Authors: Hamed Rafiei, Masoud Rabbani

Abstract:

This paper deals with the project selection problem. Project selection problem is one of the problems arose firstly in the field of operations research following some production concepts from primary product mix problem. Afterward, introduction of managerial considerations into the project selection problem have emerged qualitative factors and criteria to be regarded as well as quantitative ones. To overcome both kinds of criteria, an analytic network process is developed in this paper enhanced with fuzzy sets theory to tackle the vagueness of experts- comments to evaluate the alternatives. Additionally, a modified version of Least-Square method through a non-linear programming model is augmented to the developed group decision making structure in order to elicit the final weights from comparison matrices. Finally, a case study is considered by which developed structure in this paper is validated. Moreover, a sensitivity analysis is performed to validate the response of the model with respect to the condition alteration.

Keywords: Analytic network process, Fuzzy sets theory, Nonlinear programming, Project selection.

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Authors: Yashar Haghighatfar, Shahrzad Mirhosseini

Abstract:

Pull-in instability is a nonlinear and crucial effect that is important for the design of microelectromechanical system devices. In this paper, the appropriate electrostatic voltage range is determined by measuring fluid flow pressure via micro pressure sensor based microbeam. The microbeam deflection contains two parts, the static and perturbation deflection of static. The second order equation regarding the equivalent stiffness, mass and damping matrices based on Galerkin method is introduced to predict pull-in instability due to the external voltage. Also the reduced order method is used for solving the second order nonlinear equation of motion. Furthermore, in the present study, the micro capacitive pressure sensor is designed for measuring special fluid flow pressure range. The results show that the measurable pressure range can be optimized, regarding damping field and external voltage.

Keywords: MEMS, pull-in instability, electrostatically actuated microbeam, reduced order method.

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Authors: Pavel Pešout, Miroslav Andrle

Abstract:

Frauds in insurance industry are one of the major sources of operational risk of insurance companies and constitute a significant portion of their losses. Every reasonable company on the market aims for improving their processes of uncovering frauds and invests their resources to reduce them. This article is addressing fraud management area from the view of extension of existing Business Intelligence solution. We describe the frame of such solution and would like to share with readers all benefits brought to insurance companies by adopting this approach in their fight against insurance frauds.

Keywords: business intelligence, insurance fraud, fraudmanagement

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Authors: Olesya Bolkhovskaya, Alexander Maltsev

Abstract:

Antenna arrays are widely used in modern radio systems in sonar and communications. The solving of the detection problems of a useful signal on the background of noise is based on the GLRT method. There is a large number of problem which depends on the known a priori information. In this work, in contrast to the majority of already solved problems, it is used only difference  spatial properties of the signal and noise for detection. We are analyzing the influence of the degree of non-coherence of signal and noise unhomogeneity on the performance characteristics of different GLRT statistics. The description of the signal and noise is carried out by means of the spatial covariance matrices C in the cases of different number of known information. The partially coherent signalis is simulated as a plane wave with a random angle of incidence of the wave concerning a normal. Background noise is simulated as random process with uniform distribution function in each element. The results of investigation of degradation of performance characteristics for different cases are represented in this work.

Keywords: GLRT, Neumann-Pearson’s criterion, test-statistics, degradation, spatial processing, multielement antenna array

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Authors: S. Benhamed, S. Hocine, D. Benhamamouch

Abstract:

We try to give a solution of version control for documents in web service, that-s why we propose a new approach used specially for the XML documents. The new approach is applied in a centralized repository, this repository coexist with other repositories in a decentralized system. To achieve the activities of this approach in a standard model we use the ECA active rules. We also show how the Event-Condition-Action rules (ECA rules) have been incorporated as a mechanism for the version control of documents. The need to integrate ECA rules is that it provides a clear declarative semantics and induces an immediate operational realization in the system without the need for human intervention.

Keywords: ECA Rule, Web service, version control system, propagation.

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Authors: Liping Zhou, Liang Bao, Yiqin Lin, Yimin Wei, Qinghua Wu

Abstract:

This article is devoted to the numerical solution of large-scale quadratic eigenvalue problems. Such problems arise in a wide variety of applications, such as the dynamic analysis of structural mechanical systems, acoustic systems, fluid mechanics, and signal processing. We first introduce a generalized second-order Krylov subspace based on a pair of square matrices and two initial vectors and present a generalized second-order Arnoldi process for constructing an orthonormal basis of the generalized second-order Krylov subspace. Then, by using the projection technique and the refined projection technique, we propose a restarted generalized second-order Arnoldi method and a restarted refined generalized second-order Arnoldi method for computing some eigenpairs of largescale quadratic eigenvalue problems. Some theoretical results are also presented. Some numerical examples are presented to illustrate the effectiveness of the proposed methods.

Keywords: Quadratic eigenvalue problem, Generalized secondorder Krylov subspace, Generalized second-order Arnoldi process, Projection technique, Refined technique, Restarting.

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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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