Search results for: Vector Differential Equation.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2320

Search results for: Vector Differential Equation.

2200 A New Approach to Solve Blasius Equation using Parameter Identification of Nonlinear Functions based on the Bees Algorithm (BA)

Authors: E. Assareh, M.A. Behrang, M. Ghalambaz, A.R. Noghrehabadi, A. Ghanbarzadeh

Abstract:

In this paper, a new approach is introduced to solve Blasius equation using parameter identification of a nonlinear function which is used as approximation function. Bees Algorithm (BA) is applied in order to find the adjustable parameters of approximation function regarding minimizing a fitness function including these parameters (i.e. adjustable parameters). These parameters are determined how the approximation function has to satisfy the boundary conditions. In order to demonstrate the presented method, the obtained results are compared with another numerical method. Present method can be easily extended to solve a wide range of problems.

Keywords: Bees Algorithm (BA); Approximate Solutions; Blasius Differential Equation.

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2199 The Non-Uniqueness of Partial Differential Equations Options Price Valuation Formula for Heston Stochastic Volatility Model

Authors: H. D. Ibrahim, H. C. Chinwenyi, T. Danjuma

Abstract:

An option is defined as a financial contract that provides the holder the right but not the obligation to buy or sell a specified quantity of an underlying asset in the future at a fixed price (called a strike price) on or before the expiration date of the option. This paper examined two approaches for derivation of Partial Differential Equation (PDE) options price valuation formula for the Heston stochastic volatility model. We obtained various PDE option price valuation formulas using the riskless portfolio method and the application of Feynman-Kac theorem respectively. From the results obtained, we see that the two derived PDEs for Heston model are distinct and non-unique. This establishes the fact of incompleteness in the model for option price valuation.

Keywords: Option price valuation, Partial Differential Equations, Black-Scholes PDEs, Ito process.

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2198 A C1-Conforming Finite Element Method for Nonlinear Fourth-Order Hyperbolic Equation

Authors: Yang Liu, Hong Li, Siriguleng He, Wei Gao, Zhichao Fang

Abstract:

In this paper, the C1-conforming finite element method is analyzed for a class of nonlinear fourth-order hyperbolic partial differential equation. Some a priori bounds are derived using Lyapunov functional, and existence, uniqueness and regularity for the weak solutions are proved. Optimal error estimates are derived for both semidiscrete and fully discrete schemes.

Keywords: Nonlinear fourth-order hyperbolic equation, Lyapunov functional, existence, uniqueness and regularity, conforming finite element method, optimal error estimates.

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2197 Support Vector Fuzzy Based Neural Networks For Exchange Rate Modeling

Authors: Prof. Chokri SLIM

Abstract:

A Novel fuzzy neural network combining with support vector learning mechanism called support-vector-based fuzzy neural networks (SVBFNN) is proposed. The SVBFNN combine the capability of minimizing the empirical risk (training error) and expected risk (testing error) of support vector learning in high dimensional data spaces and the efficient human-like reasoning of FNN.

Keywords: Neural network, fuzzy inference, machine learning, fuzzy modeling and rule extraction, support vector regression.

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2196 Necessary and Sufficient Condition for the Quaternion Vector Measure

Authors: Mei Li, Fahui Zhai

Abstract:

In this paper, the definitions of the quaternion measure and the quaternion vector measure are introduced. The relation between the quaternion measure and the complex vector measure as well as the relation between the quaternion linear functional and the complex linear functional are discussed respectively. By using these relations, the necessary and sufficient condition to determine the quaternion vector measure is given.

Keywords: Quaternion, Quaternion measure, Quaternion vector measure, Quaternion Banach space, Quaternion linear functional.

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2195 The Diophantine Equation y2 − 2yx − 3 = 0 and Corresponding Curves over Fp

Authors: Ahmet Tekcan, Arzu Özkoç, Hatice Alkan

Abstract:

In this work, we consider the number of integer solutions of Diophantine equation D : y2 - 2yx - 3 = 0 over Z and also over finite fields Fp for primes p ≥ 5. Later we determine the number of rational points on curves Ep : y2 = Pp(x) = yp 1 + yp 2 over Fp, where y1 and y2 are the roots of D. Also we give a formula for the sum of x- and y-coordinates of all rational points (x, y) on Ep over Fp.

Keywords: Diophantine equation, Pell equation, quadratic form.

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2194 Extended Least Squares LS–SVM

Authors: József Valyon, Gábor Horváth

Abstract:

Among neural models the Support Vector Machine (SVM) solutions are attracting increasing attention, mostly because they eliminate certain crucial questions involved by neural network construction. The main drawback of standard SVM is its high computational complexity, therefore recently a new technique, the Least Squares SVM (LS–SVM) has been introduced. In this paper we present an extended view of the Least Squares Support Vector Regression (LS–SVR), which enables us to develop new formulations and algorithms to this regression technique. Based on manipulating the linear equation set -which embodies all information about the regression in the learning process- some new methods are introduced to simplify the formulations, speed up the calculations and/or provide better results.

Keywords: Function estimation, Least–Squares Support VectorMachines, Regression, System Modeling

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2193 Comparative Analysis of DTC Based Switched Reluctance Motor Drive Using Torque Equation and FEA Models

Authors: P. Srinivas, P. V. N. Prasad

Abstract:

Since torque ripple is the main cause of noise and vibrations, the performance of Switched Reluctance Motor (SRM) can be improved by minimizing its torque ripple using a novel control technique called Direct Torque Control (DTC). In DTC technique, torque is controlled directly through control of magnitude of the flux and change in speed of the stator flux vector. The flux and torque are maintained within set hysteresis bands.

The DTC of SRM is analyzed by two methods. In one method, the actual torque is computed by conducting Finite Element Analysis (FEA) on the design specifications of the motor. In the other method, the torque is computed by Simplified Torque Equation. The variation of peak current, average current, torque ripple and speed settling time with Simplified Torque Equation model is compared with FEA based model.

Keywords: Direct Toque Control, Simplified Torque Equation, Finite Element Analysis, Torque Ripple.

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2192 Efficient Antenna Array Beamforming with Robustness against Random Steering Mismatch

Authors: Ju-Hong Lee, Ching-Wei Liao, Kun-Che Lee

Abstract:

This paper deals with the problem of using antenna sensors for adaptive beamforming in the presence of random steering mismatch. We present an efficient adaptive array beamformer with robustness to deal with the considered problem. The robustness of the proposed beamformer comes from the efficient designation of the steering vector. Using the received array data vector, we construct an appropriate correlation matrix associated with the received array data vector and a correlation matrix associated with signal sources. Then, the eigenvector associated with the largest eigenvalue of the constructed signal correlation matrix is designated as an appropriate estimate of the steering vector. Finally, the adaptive weight vector required for adaptive beamforming is obtained by using the estimated steering vector and the constructed correlation matrix of the array data vector. Simulation results confirm the effectiveness of the proposed method.

Keywords: Adaptive beamforming, antenna array, linearly constrained minimum variance, robustness, steering vector.

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2191 A Hybrid Neural Network and Gravitational Search Algorithm (HNNGSA) Method to Solve well known Wessinger's Equation

Authors: M. Ghalambaz, A.R. Noghrehabadi, M.A. Behrang, E. Assareh, A. Ghanbarzadeh, N.Hedayat

Abstract:

This study presents a hybrid neural network and Gravitational Search Algorithm (HNGSA) method to solve well known Wessinger's equation. To aim this purpose, gravitational search algorithm (GSA) technique is applied to train a multi-layer perceptron neural network, which is used as approximation solution of the Wessinger's equation. A trial solution of the differential equation is written as sum of two parts. The first part satisfies the initial/ boundary conditions and does not contain any adjustable parameters and the second part which is constructed so as not to affect the initial/boundary conditions. The second part involves adjustable parameters (the weights and biases) for a multi-layer perceptron neural network. In order to demonstrate the presented method, the obtained results of the proposed method are compared with some known numerical methods. The given results show that presented method can introduce a closer form to the analytic solution than other numerical methods. Present method can be easily extended to solve a wide range of problems.

Keywords: Neural Networks, Gravitational Search Algorithm (GSR), Wessinger's Equation.

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2190 Multi Switched Split Vector Quantization of Narrowband Speech Signals

Authors: M. Satya Sai Ram, P. Siddaiah, M. Madhavi Latha

Abstract:

Vector quantization is a powerful tool for speech coding applications. This paper deals with LPC Coding of speech signals which uses a new technique called Multi Switched Split Vector Quantization (MSSVQ), which is a hybrid of Multi, switched, split vector quantization techniques. The spectral distortion performance, computational complexity, and memory requirements of MSSVQ are compared to split vector quantization (SVQ), multi stage vector quantization(MSVQ) and switched split vector quantization (SSVQ) techniques. It has been proved from results that MSSVQ has better spectral distortion performance, lower computational complexity and lower memory requirements when compared to all the above mentioned product code vector quantization techniques. Computational complexity is measured in floating point operations (flops), and memory requirements is measured in (floats).

Keywords: Linear predictive Coding, Multi stage vectorquantization, Switched Split vector quantization, Split vectorquantization, Line Spectral Frequencies (LSF).

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2189 A Sandwich-type Theorem with Applications to Univalent Functions

Authors: Sukhwinder Singh Billing, Sushma Gupta, Sukhjit Singh Dhaliwal

Abstract:

In the present paper, we obtain a sandwich-type theorem. As applications of our main result, we discuss the univalence and starlikeness of analytic functions in terms of certain differential subordinations and differential inequalities.

Keywords: Univalent function, Starlike function, Differential subordination, Differential superordination.

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2188 On Diffusion Approximation of Discrete Markov Dynamical Systems

Authors: Jevgenijs Carkovs

Abstract:

The paper is devoted to stochastic analysis of finite dimensional difference equation with dependent on ergodic Markov chain increments, which are proportional to small parameter ". A point-form solution of this difference equation may be represented as vertexes of a time-dependent continuous broken line given on the segment [0,1] with "-dependent scaling of intervals between vertexes. Tending " to zero one may apply stochastic averaging and diffusion approximation procedures and construct continuous approximation of the initial stochastic iterations as an ordinary or stochastic Ito differential equation. The paper proves that for sufficiently small " these equations may be successfully applied not only to approximate finite number of iterations but also for asymptotic analysis of iterations, when number of iterations tends to infinity.

Keywords: Markov dynamical system, diffusion approximation, equilibrium stochastic stability.

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2187 Image Compression Using Hybrid Vector Quantization

Authors: S.Esakkirajan, T. Veerakumar, V. Senthil Murugan, P.Navaneethan

Abstract:

In this paper, image compression using hybrid vector quantization scheme such as Multistage Vector Quantization (MSVQ) and Pyramid Vector Quantization (PVQ) are introduced. A combined MSVQ and PVQ are utilized to take advantages provided by both of them. In the wavelet decomposition of the image, most of the information often resides in the lowest frequency subband. MSVQ is applied to significant low frequency coefficients. PVQ is utilized to quantize the coefficients of other high frequency subbands. The wavelet coefficients are derived using lifting scheme. The main aim of the proposed scheme is to achieve high compression ratio without much compromise in the image quality. The results are compared with the existing image compression scheme using MSVQ.

Keywords: Lifting Scheme, Multistage Vector Quantization and Pyramid Vector Quantization.

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2186 Application of Mapping and Superimposing Rule for Solution of Parabolic PDE in Porous Medium under Cyclic Loading

Authors: Mohammad M. Toufigh, Ahad Ouria

Abstract:

This paper presents an analytical method to solve governing consolidation parabolic partial differential equation (PDE) for inelastic porous Medium (soil) with consideration of variation of equation coefficient under cyclic loading. Since under cyclic loads, soil skeleton parameters change, this would introduce variable coefficient of parabolic PDE. Classical theory would not rationalize consolidation phenomenon in such condition. In this research, a method based on time space mapping to a virtual time space along with superimposing rule is employed to solve consolidation of inelastic soils in cyclic condition. Changes of consolidation coefficient applied in solution by modification of loading and unloading duration by introducing virtual time. Mapping function is calculated based on consolidation partial differential equation results. Based on superimposing rule a set of continuous static loads in specified times used instead of cyclic load. A set of laboratory consolidation tests under cyclic load along with numerical calculations were performed in order to verify the presented method. Numerical solution and laboratory tests results showed accuracy of presented method.

Keywords: Mapping, Consolidation, Inelastic porous medium, Cyclic loading, Superimposing rule.

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2185 Equations of Pulse Propagation in Three-Layer Structure of As2S3 Chalcogenide Plasmonic Nano-Waveguides

Authors: Leila Motamed-Jahromi, Mohsen Hatami, Alireza Keshavarz

Abstract:

This research aims at obtaining the equations of pulse propagation in nonlinear plasmonic waveguides created with As2S3 chalcogenide materials. Via utilizing Helmholtz equation and first-order perturbation theory, two components of electric field are determined within frequency domain. Afterwards, the equations are formulated in time domain. The obtained equations include two coupled differential equations that considers nonlinear dispersion.

Keywords: Nonlinear optics, propagation equation, plasmonic waveguide.

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2184 Integral Image-Based Differential Filters

Authors: Kohei Inoue, Kenji Hara, Kiichi Urahama

Abstract:

We describe a relationship between integral images and differential images. First, we derive a simple difference filter from conventional integral image. In the derivation, we show that an integral image and the corresponding differential image are related to each other by simultaneous linear equations, where the numbers of unknowns and equations are the same, and therefore, we can execute the integration and differentiation by solving the simultaneous equations. We applied the relationship to an image fusion problem, and experimentally verified the effectiveness of the proposed method.

Keywords: Integral images, differential images, differential filters, image fusion.

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2183 Ion- Acoustic Solitary Waves in a Self- Gravitating Dusty Plasma Having Two-Temperature Electrons

Authors: S.N.Paul, G.Pakira, B.Paul, B.Ghosh

Abstract:

Nonlinear propagation of ion-acoustic waves in a selfgravitating dusty plasma consisting of warm positive ions, isothermal two-temperature electrons and negatively charged dust particles having charge fluctuations is studied using the reductive perturbation method. It is shown that the nonlinear propagation of ion-acoustic waves in such plasma can be described by an uncoupled third order partial differential equation which is a modified form of the usual Korteweg-deVries (KdV) equation. From this nonlinear equation, a new type of solution for the ion-acoustic wave is obtained. The effects of two-temperature electrons, gravity and dust charge fluctuations on the ion-acoustic solitary waves are discussed with possible applications.

Keywords: Charge fluctuations, gravitating dusty plasma, Ionacoustic solitary wave, Two-temperature electrons

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2182 Parallel Vector Processing Using Multi Level Orbital DATA

Authors: Nagi Mekhiel

Abstract:

Many applications use vector operations by applying single instruction to multiple data that map to different locations in conventional memory. Transferring data from memory is limited by access latency and bandwidth affecting the performance gain of vector processing. We present a memory system that makes all of its content available to processors in time so that processors need not to access the memory, we force each location to be available to all processors at a specific time. The data move in different orbits to become available to other processors in higher orbits at different time. We use this memory to apply parallel vector operations to data streams at first orbit level. Data processed in the first level move to upper orbit one data element at a time, allowing a processor in that orbit to apply another vector operation to deal with serial code limitations inherited in all parallel applications and interleaved it with lower level vector operations.

Keywords: Memory organization, parallel processors, serial code, vector processing.

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2181 Stability of Interconnected Systems under Structural Perturbation: Decomposition-Aggregation Approach

Authors: M. Kidouche, H. Habbi, M. Zelmat

Abstract:

In this paper, the decomposition-aggregation method is used to carry out connective stability criteria for general linear composite system via aggregation. The large scale system is decomposed into a number of subsystems. By associating directed graphs with dynamic systems in an essential way, we define the relation between system structure and stability in the sense of Lyapunov. The stability criteria is then associated with the stability and system matrices of subsystems as well as those interconnected terms among subsystems using the concepts of vector differential inequalities and vector Lyapunov functions. Then, we show that the stability of each subsystem and stability of the aggregate model imply connective stability of the overall system. An example is reported, showing the efficiency of the proposed technique.

Keywords: Composite system, Connective stability, Lyapunovfunctions.

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2180 Existence of Periodic Solution for p-Laplacian Neutral Rayleigh Equation with Sign-variable Coefficient of Non Linear Term

Authors: Aomar Anane, Omar Chakrone, Loubna Moutaouekkil

Abstract:

As p-Laplacian equations have been widely applied in field of the fluid mechanics and nonlinear elastic mechanics, it is necessary to investigate the periodic solutions of functional differential equations involving the scalar p-Laplacian. By using Mawhin’s continuation theorem, we study the existence of periodic solutions for p-Laplacian neutral Rayleigh equation (ϕp(x(t)−c(t)x(t − r))) + f(x(t)) + g1(x(t − τ1(t, |x|∞))) + β(t)g2(x(t − τ2(t, |x|∞))) = e(t), It is meaningful that the functions c(t) and β(t) are allowed to change signs in this paper, which are different from the corresponding ones of known literature.

Keywords: periodic solution, neutral Rayleigh equation, variable sign, Deviating argument, p-Laplacian, Mawhin’s continuation.

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2179 Solution of The KdV Equation with Asymptotic Degeneracy

Authors: Tapas Kumar Sinha, Joseph Mathew

Abstract:

Recently T. C. Au-Yeung, C.Au, and P. C. W. Fung [2] have given the solution of the KdV equation [1] to the boundary condition , where b is a constant. We have further extended the method of [2] to find the solution of the KdV equation with asymptotic degeneracy. Via simulations we find both bright and dark Solitons (i.e. Solitons with opposite phases).

Keywords: KdV equation, Asymptotic Degeneracy, Solitons, Inverse Scattering

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2178 Application of the Hybrid Methods to Solving Volterra Integro-Differential Equations

Authors: G.Mehdiyeva, M.Imanova, V.Ibrahimov

Abstract:

Beginning from the creator of integro-differential equations Volterra, many scientists have investigated these equations. Classic method for solving integro-differential equations is the quadratures method that is successfully applied up today. Unlike these methods, Makroglou applied hybrid methods that are modified and generalized in this paper and applied to the numerical solution of Volterra integro-differential equations. The way for defining the coefficients of the suggested method is also given.

Keywords: Integro-differential equations, initial value problem, hybrid methods, predictor-corrector method

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2177 A Formulation of the Latent Class Vector Model for Pairwise Data

Authors: Tomoya Okubo, Kuninori Nakamura, Shin-ichi Mayekawa

Abstract:

In this research, a latent class vector model for pairwise data is formulated. As compared to the basic vector model, this model yields consistent estimates of the parameters since the number of parameters to be estimated does not increase with the number of subjects. The result of the analysis reveals that the model was stable and could classify each subject to the latent classes representing the typical scales used by these subjects.

Keywords: finite mixture models, latent class analysis, Thrustone's paired comparison method, vector model

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2176 Application of the Central-Difference with Half- Sweep Gauss-Seidel Method for Solving First Order Linear Fredholm Integro-Differential Equations

Authors: E. Aruchunan, J. Sulaiman

Abstract:

The objective of this paper is to analyse the application of the Half-Sweep Gauss-Seidel (HSGS) method by using the Half-sweep approximation equation based on central difference (CD) and repeated trapezoidal (RT) formulas to solve linear fredholm integro-differential equations of first order. The formulation and implementation of the Full-Sweep Gauss-Seidel (FSGS) and Half- Sweep Gauss-Seidel (HSGS) methods are also presented. The HSGS method has been shown to rapid compared to the FSGS methods. Some numerical tests were illustrated to show that the HSGS method is superior to the FSGS method.

Keywords: Integro-differential equations, Linear fredholm equations, Finite difference, Quadrature formulas, Half-Sweep iteration.

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2175 3D Model Retrieval based on Normal Vector Interpolation Method

Authors: Ami Kim, Oubong Gwun, Juwhan Song

Abstract:

In this paper, we proposed the distribution of mesh normal vector direction as a feature descriptor of a 3D model. A normal vector shows the entire shape of a model well. The distribution of normal vectors was sampled in proportion to each polygon's area so that the information on the surface with less surface area may be less reflected on composing a feature descriptor in order to enhance retrieval performance. At the analysis result of ANMRR, the enhancement of approx. 12.4%~34.7% compared to the existing method has also been indicated.

Keywords: Interpolated Normal Vector, Feature Descriptor, 3DModel Retrieval.

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2174 High Order Accurate Runge Kutta Nodal Discontinuous Galerkin Method for Numerical Solution of Linear Convection Equation

Authors: Faheem Ahmed, Fareed Ahmed, Yongheng Guo, Yong Yang

Abstract:

This paper deals with a high-order accurate Runge Kutta Discontinuous Galerkin (RKDG) method for the numerical solution of the wave equation, which is one of the simple case of a linear hyperbolic partial differential equation. Nodal DG method is used for a finite element space discretization in 'x' by discontinuous approximations. This method combines mainly two key ideas which are based on the finite volume and finite element methods. The physics of wave propagation being accounted for by means of Riemann problems and accuracy is obtained by means of high-order polynomial approximations within the elements. High order accurate Low Storage Explicit Runge Kutta (LSERK) method is used for temporal discretization in 't' that allows the method to be nonlinearly stable regardless of its accuracy. The resulting RKDG methods are stable and high-order accurate. The L1 ,L2 and L∞ error norm analysis shows that the scheme is highly accurate and effective. Hence, the method is well suited to achieve high order accurate solution for the scalar wave equation and other hyperbolic equations.

Keywords: Nodal Discontinuous Galerkin Method, RKDG, Scalar Wave Equation, LSERK

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2173 Study of Cahn-Hilliard Equation to Simulate Phase Separation

Authors: Nara Guimarães, Marcelo Aquino Martorano, Douglas Gouvêa

Abstract:

An investigation into Cahn-Hilliard equation was carried out through numerical simulation to identify a possible phase separation for one and two dimensional domains. It was observed that this equation can reproduce important mass fluxes necessary for phase separation within the miscibility gap and for coalescence of particles.

Keywords: Cahn-Hilliard equation, miscibility gap, phase separation.

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2172 Reducing Test Vectors Count Using Fault Based Optimization Schemes in VLSI Testing

Authors: Vinod Kumar Khera, R. K. Sharma, A. K. Gupta

Abstract:

Power dissipation increases exponentially during test mode as compared to normal operation of the circuit. In extreme cases, test power is more than twice the power consumed during normal operation mode. Test vector generation scheme is key component in deciding the power hungriness of a circuit during testing. Test vector count and consequent leakage current are functions of test vector generation scheme. Fault based test vector count optimization has been presented in this work. It helps in reducing test vector count and the leakage current. In the presented scheme, test vectors have been reduced by extracting essential child vectors. The scheme has been tested experimentally using stuck at fault models and results ensure the reduction in test vector count.

Keywords: Low power VLSI testing, independent fault, essential faults, test vector reduction.

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2171 0.13-µm Complementary Metal-Oxide Semiconductor Vector Modulator for Beamforming System

Authors: J. S. Kim

Abstract:

This paper presents a 0.13-µm Complementary Metal-Oxide Semiconductor (CMOS) vector modulator for beamforming system. The vector modulator features a 360° phase and gain range of -10 dB to 10 dB with a root mean square phase and amplitude error of only 2.2° and 0.45 dB, respectively. These features make it a suitable for wireless backhaul system in the 5 GHz industrial, scientific, and medical (ISM) bands. It draws a current of 20.4 mA from a 1.2 V supply. The total chip size is 1.87x1.34 mm².

Keywords: CMOS, vector modulator, beamforming, wireless backhaul, ISM.

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