Search results for: asymmetric approximation.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 502

Search results for: asymmetric approximation.

232 Effect of Exchange Interaction J on Magnetic Moment of MnO

Authors: C. Thassana, W. Techitdheera

Abstract:

This calculation focus on the effect of exchange interaction J and Coulomb interaction U on spin magnetic moments (ms) of MnO by using the local spin density approximation plus the Coulomb interaction (LSDA+U) method within full potential linear muffin-tin orbital (FP-LMTO). Our calculated results indicated that the spin magnetic moments correlated to J and U. The relevant results exhibited the increasing spin magnetic moments with increasing exchange interaction and Coulomb interaction. Furthermore, equations of spin magnetic moment, which h good correspondence to the experimental data 4.58μB, are defined ms = 0.11J +4.52μB and ms = 0.03U+4.52μB. So, the relation of J and U parameter is obtained, it is obviously, J = -0.249U+1.346 eV.

Keywords: exchange interaction J, the Coulomb interaction U, spin magnetic moment, LSDA+U, MnO.

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231 Optimal Control of Volterra Integro-Differential Systems Based On Legendre Wavelets and Collocation Method

Authors: Khosrow Maleknejad, Asyieh Ebrahimzadeh

Abstract:

In this paper, the numerical solution of optimal control problem (OCP) for systems governed by Volterra integro-differential (VID) equation is considered. The method is developed by means of the Legendre wavelet approximation and collocation method. The properties of Legendre wavelet together with Gaussian integration method are utilized to reduce the problem to the solution of nonlinear programming one. Some numerical examples are given to confirm the accuracy and ease of implementation of the method.

Keywords: Collocation method, Legendre wavelet, optimal control, Volterra integro-differential equation.

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230 Effect of Structure on Properties of Incrementally Formed Titanium Alloy Sheets

Authors: Lucie Novakova, Petr Homola, Vaclav Kafka

Abstract:

Asymmetric incremental sheet forming (AISF) could significantly reduce costs incurred by the fabrication of complex industrial components with a minimal environmental impact. The AISF experiments were carried out on commercially pure titanium (Ti-Gr2), Timetal (15-3-3-3) alloy, and Ti-6Al-4V (Ti-Gr5) alloy. A special testing geometry was used to characterize the titanium alloys properties from the point of view of the forming zone and titanium structure effect. The structure and properties of the materials were assessed by means of metallographic analyses and microhardness measurements.The highest differences in the parameters assessed as a function of the sampling zone were observed in the case of alpha-phase Ti-Gr2at the expense of the most substantial sheet thinning occurrence. A springback causes a smaller stored deformation in Timetal (β alloy) resulting in less pronounced microstructure refinement and microhardness increase. Ti-6Al-4V alloy exhibited early failure due to its poor formability at ambient temperature.

 

Keywords: Incremental forming, metallography, hardness, titanium alloys.

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229 Fourth Order Accurate Free Convective Heat Transfer Solutions from a Circular Cylinder

Authors: T. V. S. Sekhar, B. Hema Sundar Raju

Abstract:

Laminar natural-convective heat transfer from a horizontal cylinder is studied by solving the Navier-Stokes and energy equations using higher order compact scheme in cylindrical polar coordinates. Results are obtained for Rayleigh numbers of 1, 10, 100 and 1000 for a Prandtl number of 0.7. The local Nusselt number and mean Nusselt number are calculated and compared with available experimental and theoretical results. Streamlines, vorticity - lines and isotherms are plotted.

Keywords: Higher order compact scheme, Navier-Stokes equations, Energy equation, Natural convection, Boussinesq's approximation and Mean Nusselt number.

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228 A Design of Fractional-Order PI Controller with Error Compensation

Authors: Mazidah Tajjudin, Norhashim Mohd Arshad, Ramli Adnan

Abstract:

Fractional-order controller was proven to perform better than the integer-order controller. However, the absence of a pole at origin produced marginal error in fractional-order control system. This study demonstrated the enhancement of the fractionalorder PI over the integer-order PI in a steam temperature control. The fractional-order controller was cascaded with an error compensator comprised of a very small zero and a pole at origin to produce a zero steady-state error for the closed-loop system. Some modification on the error compensator was suggested for different order fractional integrator that can improve the overall phase margin.

Keywords: Fractional-order PI, Ziegler-Nichols tuning, Oustaloup's Recursive Approximation, steam temperature control.

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227 Opportunities and Optimization of the Our Eyes Initiative as the Strategy for Counter-Terrorism in ASEAN

Authors: Chastiti Mediafira Wulolo, Tri Legionosuko, Suhirwan, Yusuf

Abstract:

Terrorism and radicalization have become a common threat to every nation in this world. As a part of the asymmetric warfare threat, terrorism and radicalization need a complex strategy as the problem solver. One such way is by collaborating with the international community. The Our Eyes Initiative (OEI), for example, is a cooperation pact in the field of intelligence information exchanges related to terrorism and radicalization initiated by the Indonesian Ministry of Defence. The pact has been signed by Indonesia, Philippines, Malaysia, Brunei Darussalam, Thailand, and Singapore. This cooperation mostly engages military acts as a central role, but it still requires the involvement of various parties such as the police, intelligence agencies and other government institutions. This paper will use a qualitative content analysis method to address the opportunity and enhance the optimization of OEI. As the result, it will explain how OEI takes the opportunities as the strategy for counter-terrorism by building it up as the regional cooperation, building the legitimacy of government and creating the legal framework of the information sharing system.

Keywords: Our Eyes Initiative, terrorism, counter-terrorism, ASEAN, cooperation, strategy.

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226 Investigation into Behavior of Suspen-Domes in Comparison with Single-Layer Domes

Authors: Behnam Shirkhanghah, Ali Darabadi-Zare, Houshyar Eimani-Kalesar, Babak Pahlevan

Abstract:

Prestressing in structure increases ratio of load-bearing capacity to weight. Suspendomes are single-layer braced domes reinforced with cable and strut. Prestressing of cables alter value and distribution of stress in structure. In this study two configuration, diamatic and lamella domes is selected. Investigated domes have span of 100m with rise-to-span ratios of 0.1, 0.2, and 0.3. Single layer domes loaded under service load combinations according to ISO code. After geometric nonlinear analysis, models are designed with tubular and I-shaped sections then reinforced with cable and strut and converted to suspendomes. Displacements and stresses of some groups of nodes and elements in all of single-layer domes and suspendomes for three load combinations, symmetric snow, asymmetric snow and wind are compared. Variation due to suspending system is investigated. Suspendomes are redesigned and minimum possible weight after addition of cable and strut is obtained.

Keywords: Braced dome, Prestressing, Single-layer, Suspendome.

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225 Applying Wavelet Entropy Principle in Fault Classification

Authors: S. El Safty, A. El-Zonkoly

Abstract:

The ability to detect and classify the type of fault plays a great role in the protection of power system. This procedure is required to be precise with no time consumption. In this paper detection of fault type has been implemented using wavelet analysis together with wavelet entropy principle. The simulation of power system is carried out using PSCAD/EMTDC. Different types of faults were studied obtaining various current waveforms. These current waveforms were decomposed using wavelet analysis into different approximation and details. The wavelet entropy of such decompositions is analyzed reaching a successful methodology for fault classification. The suggested approach is tested using different fault types and proven successful identification for the type of fault.

Keywords: Fault classification, wavelet transform, waveletentropy.

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224 Research of Amplitude-Frequency Characteristics of Nonlinear Oscillations of the Interface of Two-Layered Liquid

Authors: Win Ko Ko, A. N. Temnov

Abstract:

The problem of nonlinear oscillations of a two-layer liquid completely filling a limited volume is considered. Using two basic asymmetric harmonics excited in two mutually perpendicular planes, ordinary differential equations of nonlinear oscillations of the interface of a two-layer liquid are investigated. In this paper, hydrodynamic coefficients of linear and nonlinear problems in integral relations were determined. As a result, the instability regions of forced oscillations of a two-layered liquid in a cylindrical tank occurring in the plane of action of the disturbing force are constructed, as well as the dynamic instability regions of the parametric resonance for different ratios of densities of the upper and lower liquids depending on the amplitudes of liquids from the excitations frequencies. Steady-state regimes of fluid motion were found in the regions of dynamic instability of the initial oscillation form. The Bubnov-Galerkin method is used to construct instability regions for approximate solution of nonlinear differential equations.

Keywords: Hydrodynamic coefficients, instability region, nonlinear oscillations, resonance frequency, two-layered liquid.

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223 A Hyperexponential Approximation to Finite-Time and Infinite-Time Ruin Probabilities of Compound Poisson Processes

Authors: Amir T. Payandeh Najafabadi

Abstract:

This article considers the problem of evaluating infinite-time (or finite-time) ruin probability under a given compound Poisson surplus process by approximating the claim size distribution by a finite mixture exponential, say Hyperexponential, distribution. It restates the infinite-time (or finite-time) ruin probability as a solvable ordinary differential equation (or a partial differential equation). Application of our findings has been given through a simulation study.

Keywords: Ruin probability, compound Poisson processes, mixture exponential (hyperexponential) distribution, heavy-tailed distributions.

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222 Three Dimensional Numerical Simulation of a Full Scale CANDU Reactor Moderator to Study Temperature Fluctuations

Authors: A. Sarchami, N. Ashgriz, M. Kwee

Abstract:

Threedimensional numerical simulations are conducted on a full scale CANDU Moderator and Transient variations of the temperature and velocity distributions inside the tank are determined. The results show that the flow and temperature distributions inside the moderator tank are three dimensional and no symmetry plane can be identified.Competition between the upward moving buoyancy driven flows and the downward moving momentum driven flows, results in the formation of circulation zones. The moderator tank operates in the buoyancy driven mode and any small disturbances in the flow or temperature makes the system unstable and asymmetric. Different types of temperature fluctuations are noted inside the tank: (i) large amplitude are at the boundaries between the hot and cold (ii) low amplitude are in the core of the tank (iii) high frequency fluctuations are in the regions with high velocities and (iv) low frequency fluctuations are in the regions with lower velocities.

Keywords: Bruce, Fluctuations, Numerical, Temperature, Thermal hydraulics

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221 Investigating the Geopolymerization Process of Aluminosilicates and Its Impact on the Compressive Strength of the Produced Geopolymers

Authors: Heba Z. Fouad, Tarek M. Madkour, Safwan A. Khedr

Abstract:

This paper investigates multiple factors that impact the formation of geopolymers and their compressive strength to be utilized in construction as an environmentally-friendly material. Bentonite and Kaolinite were thermally calcinated at 750 °C to obtain Metabentonite and Metakaolinite with higher reactivity. Both source materials were activated using a solution of sodium hydroxide (NaOH). Thereafter, samples were cured at different temperatures. The samples were analyzed chemically using a host of spectroscopic techniques. The bulk density and compressive strength of the produced geopolymer pastes were studied. Findings indicate that the ratio of NaOH solution to source material affects the compressive strength, being optimal at 0.54. Moreover, controlled heat curing was proven effective to improve compressive strength. The existence of characteristic Fourier Transform Infrared Spectroscopy (FTIR) peaks at approximately 1020 cm-1 and 460 cm-1 which correspond to the asymmetric stretching vibration of Si-O-T and bending vibration of Si-O-Si, hence, confirming the formation of the target geopolymer.

Keywords: alcination of metakaolinite, compressive strength, FTIR analysis, geopolymer, green cement

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220 Single-Crystal Kerfless 2D Array Transducer for Volumetric Medical Imaging: Theoretical Study

Authors: Jurij Tasinkiewicz

Abstract:

The aim of this work is to present a theoretical analysis of a 2D ultrasound transducer comprised of crossed arrays of metal strips placed on both sides of thin piezoelectric layer (a). Such a structure is capable of electronic beam-steering of generated wavebeam both in elevation and azimuth. In this paper a semi-analytical model of the considered transducer is developed. It is based on generalization of the well-known BIS-expansion method. Specifically, applying the electrostatic approximation, the electric field components on the surface of the layer are expanded into fast converging series of double periodic spatial harmonics with corresponding amplitudes represented by the properly chosen Legendre polynomials. The problem is reduced to numerical solving of certain system of linear equations for unknown expansion coefficients.

Keywords: Beamforming, transducer array, BIS-expansion.

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219 Rotor Flow Analysis using Animplicit Harmonic Balance Method

Authors: D. Im, S. Choi, H. Kwon, S. H. Park, J. H. Kwon

Abstract:

This paper is an extension of a previous work where a diagonally implicit harmonic balance method was developed and applied to simulate oscillatory motions of pitching airfoil and wing. A more detailed study on the accuracy, convergence, and the efficiency of the method is carried out in the current paperby varying the number of harmonics in the solution approximation. As the main advantage of the method is itsusage for the design optimization of the unsteady problems, its application to more practical case of rotor flow analysis during forward flight is carried out and compared with flight test data and time-accurate computation results.

Keywords: Design optimization, Implicit harmonic balancemethod, number of harmonics, rotor flows

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218 Application of Method of Symmetries at a Calculation and Planning of Circular Plate with Variable Thickness

Authors: Kirill Trapezon, Alexandr Trapezon

Abstract:

A problem is formulated for the natural oscillations of a circular plate of linearly variable thickness on the basis of the symmetry method. The equations of natural frequencies and forms for a plate are obtained, providing that it is rigidly fixed along the inner contour. The first three eigenfrequencies are calculated, and the eigenmodes of the oscillations of the acoustic element are constructed. An algorithm for applying the symmetry method and the factorization method for solving problems in the theory of oscillations for plates of variable thickness is shown. The effectiveness of the approach is demonstrated on the basis of comparison of known results and those obtained in the article. It is shown that the results are more accurate and reliable.

Keywords: Vibrations, plate, thickness, symmetry, factorization, approximation.

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217 On the outlier Detection in Nonlinear Regression

Authors: Hossein Riazoshams, Midi Habshah, Jr., Mohamad Bakri Adam

Abstract:

The detection of outliers is very essential because of their responsibility for producing huge interpretative problem in linear as well as in nonlinear regression analysis. Much work has been accomplished on the identification of outlier in linear regression, but not in nonlinear regression. In this article we propose several outlier detection techniques for nonlinear regression. The main idea is to use the linear approximation of a nonlinear model and consider the gradient as the design matrix. Subsequently, the detection techniques are formulated. Six detection measures are developed that combined with three estimation techniques such as the Least-Squares, M and MM-estimators. The study shows that among the six measures, only the studentized residual and Cook Distance which combined with the MM estimator, consistently capable of identifying the correct outliers.

Keywords: Nonlinear Regression, outliers, Gradient, LeastSquare, M-estimate, MM-estimate.

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216 Influence of Different Thicknesses on Mechanical and Corrosion Properties of α-C:H Films

Authors: S. Tunmee, P. Wongpanya, I. Toda, X. L. Zhou, Y. Nakaya, N. Konkhunthot, S. Arakawa, H. Saitoh

Abstract:

The hydrogenated amorphous carbon films (α-C:H) were deposited on p-type Si (100) substrates at different thicknesses by radio frequency plasma enhanced chemical vapor deposition technique (rf-PECVD). Raman spectra display asymmetric diamond-like carbon (DLC) peaks, representative of the α-C:H films. The decrease of intensity ID/IG ratios revealed the sp3 content arise at different thicknesses of the α-C:H films. In terms of mechanical properties, the high hardness and elastic modulus values showed the elastic and plastic deformation behaviors related to sp3 content in amorphous carbon films. Electrochemical properties showed that the α-C:H films exhibited excellent corrosion resistance in air-saturated 3.5 wt.% NaCl solution for pH 2 at room temperature. Thickness increasing affected the small sp2 clusters in matrix, restricting the velocity transfer and exchange of electrons. The deposited α-C:H films exhibited excellent mechanical properties and corrosion resistance.

Keywords: Thickness, Mechanical properties, Electrochemical corrosion properties, α-C:H film.

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215 Towards a Compliance Reporting using a Balanced Scorecard

Authors: Michael Amberg, Dipl. Kfm. Johannes C. Panitz

Abstract:

Compliance requires an effective communication within an enterprise as well as towards a company-s external environment. This requirement commences with the implementation of compliance within large scale compliance projects and still persists in the compliance reporting within standard operations. On the one hand the understanding of compliance necessities within the organization is promoted. On the other hand reduction of asymmetric information with compliance stakeholders is achieved. To reach this goal, a central reporting must provide a consolidated view of different compliance efforts- statuses. A concept which could be adapted for this purpose is the balanced scorecard by Kaplan / Norton. This concept has not been analyzed in detail concerning its adequacy for a holistic compliance reporting starting in compliance projects until later usage in regularly compliance operations. At first, this paper evaluates if a holistic compliance reporting can be designed by using the balanced scorecard concept. The current status of compliance reporting clearly shows that scorecards are generally accepted as a compliance reporting tool and are already used for corporate governance reporting. Additional specialized compliance IT - solutions exist in the market. After the scorecard-s adequacy is thoroughly examined and proofed, an example strategy map as the basis to derive a compliance balanced scorecard is defined. This definition answers the question on proceeding in designing a compliance reporting tool.

Keywords: Balanced Scorecard, Compliance, ComplianceReporting, Compliance Scorecard.

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214 Face Localization Using Illumination-dependent Face Model for Visual Speech Recognition

Authors: Robert E. Hursig, Jane X. Zhang

Abstract:

A robust still image face localization algorithm capable of operating in an unconstrained visual environment is proposed. First, construction of a robust skin classifier within a shifted HSV color space is described. Then various filtering operations are performed to better isolate face candidates and mitigate the effect of substantial non-skin regions. Finally, a novel Bhattacharyya-based face detection algorithm is used to compare candidate regions of interest with a unique illumination-dependent face model probability distribution function approximation. Experimental results show a 90% face detection success rate despite the demands of the visually noisy environment.

Keywords: Audio-visual speech recognition, Bhattacharyyacoefficient, face detection,

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213 Monte Carlo Simulation of the Transport Phenomena in Degenerate Hg0.8Cd0.2Te

Authors: N. Dahbi, M. Daoudi, A.Belghachi

Abstract:

The present work deals with the calculation of transport properties of Hg0.8Cd0.2Te (MCT) semiconductor in degenerate case. Due to their energy-band structure, this material becomes degenerate at moderate doping densities, which are around 1015 cm-3, so that the usual Maxwell-Boltzmann approximation is inaccurate in the determination of transport parameters. This problem is faced by using Fermi-Dirac (F-D) statistics, and the non-parabolic behavior of the bands may be approximated by the Kane model. The Monte Carlo (MC) simulation is used here to determinate transport parameters: drift velocity, mean energy and drift mobility versus electric field and the doped densities. The obtained results are in good agreement with those extracted from literature.

Keywords: degeneracy case, Hg0.8Cd0.2Te semiconductor, Monte Carlo simulation, transport parameters.

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212 Molecular Dynamics of Fatty Acid Interacting with Carbon Nanotube as Selective Device

Authors: David L. Azevedo, Jordan Del Nero

Abstract:

In this paper we study a system composed by carbon nanotube (CNT) and bundle of carbon nanotube (BuCNT) interacting with a specific fatty acid as molecular probe. Full system is represented by open nanotube (or nanotubes) and the linoleic acid (LA) relaxing due the interaction with CNT and BuCNT. The LA has in his form an asymmetric shape with COOH termination provoking a close BuCNT interaction mainly by van der Waals force field. The simulations were performed by classical molecular dynamics with standard parameterizations. Our results show that these BuCNT and CNT are dynamically stable and it shows a preferential interaction position with LA resulting in three features: (i) when the LA is interacting with CNT and BuCNT (including both termination, CH2 or COOH), the LA is repelled; (ii) when the LA terminated with CH2 is closer to open extremity of BuCNT, the LA is also repelled by the interaction between them; and (iii) when the LA terminated with COOH is closer to open extremity of BuCNT, the LA is encapsulated by the BuCNT. These simulations are part of a more extensive work on searching efficient selective molecular devices and could be useful to reach this goal.

Keywords: Carbon Nanotube, Linoleic Acid, MolecularDynamics.

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211 Numerical Treatment of Block Method for the Solution of Ordinary Differential Equations

Authors: A. M. Sagir

Abstract:

Discrete linear multistep block method of uniform order for the solution of first order initial value problems (IVP­s­) in ordinary differential equations (ODE­s­) is presented in this paper. The approach of interpolation and collocation approximation are adopted in the derivation of the method which is then applied to first order ordinary differential equations with associated initial conditions. The continuous hybrid formulations enable us to differentiate and evaluate at some grids and off – grid points to obtain four discrete schemes, which were used in block form for parallel or sequential solutions of the problems. Furthermore, a stability analysis and efficiency of the block method are tested on ordinary differential equations, and the results obtained compared favorably with the exact solution.

Keywords: Block Method, First Order Ordinary Differential Equations, Hybrid, Self starting.

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210 ECA-SCTP: Enhanced Cooperative ACK for SCTP Path Recovery in Concurrent Multiple Transfer

Authors: GangHeok Kim, SungHoon Seo, JooSeok Song

Abstract:

Stream Control Transmission Protocol (SCTP) has been proposed to provide reliable transport of real-time communications. Due to its attractive features, such as multi-streaming and multihoming, the SCTP is often expected to be an alternative protocol for TCP and UDP. In the original SCTP standard, the secondary path is mainly regarded as a redundancy. Recently, most of researches have focused on extending the SCTP to enable a host to send its packets to a destination over multiple paths simultaneously. In order to transfer packets concurrently over the multiple paths, the SCTP should be well designed to avoid unnecessary fast retransmission and the mis-estimation of congestion window size through the paths. Therefore, we propose an Enhanced Cooperative ACK SCTP (ECASCTP) to improve the path recovery efficiency of multi-homed host which is under concurrent multiple transfer mode. We evaluated the performance of our proposed scheme using ns-2 simulation in terms of cwnd variation, path recovery time, and goodput. Our scheme provides better performance in lossy and path asymmetric networks.

Keywords: SCTP, Concurrent Multiple Transfer, CooperativeSack, Dynamic ack policy

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209 Comparing the Efficiency of Simpson’s 1/3 and 3/8 Rules for the Numerical Solution of First Order Volterra Integro-Differential Equations

Authors: N. M. Kamoh, D. G. Gyemang, M. C. Soomiyol

Abstract:

This paper compared the efficiency of Simpson’s 1/3 and 3/8 rules for the numerical solution of first order Volterra integro-differential equations. In developing the solution, collocation approximation method was adopted using the shifted Legendre polynomial as basis function. A block method approach is preferred to the predictor corrector method for being self-starting. Experimental results confirmed that the Simpson’s 3/8 rule is more efficient than the Simpson’s 1/3 rule.

Keywords: Collocation shifted Legendre polynomials, Simpson’s rule and Volterra integro-differential equations.

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208 STM Spectroscopy of Alloyed Nanocrystal Composite CdSxSe1-X

Authors: T. Abdallah, K. Easawi, A. Khalid, S. Negm, H. Talaat

Abstract:

Nanocrystals (NC) alloyed composite CdSxSe1-x(x=0 to 1) have been prepared using the chemical solution deposition technique. The energy band gap of these alloyed nanocrystals of approximately the same size, have been determined by scanning tunneling spectroscopy (STS) technique at room temperature. The values of the energy band gap obtained directly using STS are compared to those measured by optical spectroscopy. Increasing the molar fraction ratio x from 0 to 1 causes clearly observed increase in the band gap of the alloyed composite nanocrystal. Vegard-s law was applied to calculate the parameters of the effective mass approximation (EMA) model and the dimension obtained were compared to the values measured by STM. The good agreement of the calculated and measured values is a direct result of applying Vegard's law in the nanocomposites.

Keywords: Alloy semiconductor nanocrystals, STM.

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207 3D Mesh Coarsening via Uniform Clustering

Authors: Shuhua Lai, Kairui Chen

Abstract:

In this paper, we present a fast and efficient mesh coarsening algorithm for 3D triangular meshes. Theis approach can be applied to very complex 3D meshes of arbitrary topology and with millions of vertices. The algorithm is based on the clustering of the input mesh elements, which divides the faces of an input mesh into a given number of clusters for clustering purpose by approximating the Centroidal Voronoi Tessellation of the input mesh. Once a clustering is achieved, it provides us an efficient way to construct uniform tessellations, and therefore leads to good coarsening of polygonal meshes. With proliferation of 3D scanners, this coarsening algorithm is particularly useful for reverse engineering applications of 3D models, which in many cases are dense, non-uniform, irregular and arbitrary topology. Examples demonstrating effectiveness of the new algorithm are also included in the paper.

Keywords: Coarsening, mesh clustering, shape approximation, mesh simplification.

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206 New Fourth Order Explicit Group Method in the Solution of the Helmholtz Equation

Authors: Norhashidah Hj. Mohd Ali, Teng Wai Ping

Abstract:

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

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

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205 Separating Permanent and Induced Magnetic Signature: A Simple Approach

Authors: O. J. G. Somsen, G. P. M. Wagemakers

Abstract:

Magnetic signature detection provides sensitive detection of metal objects, especially in the natural environment. Our group is developing a tabletop setup for magnetic signatures of various small and model objects. A particular issue is the separation of permanent and induced magnetization. While the latter depends only on the composition and shape of the object, the former also depends on the magnetization history. With common deperming techniques, a significant permanent signature may still remain, which confuses measurements of the induced component. We investigate a basic technique of separating the two. Measurements were done by moving the object along an aluminum rail while the three field components are recorded by a detector attached near the center. This is done first with the rail parallel to the Earth magnetic field and then with anti-parallel orientation. The reversal changes the sign of the induced- but not the permanent magnetization so that the two can be separated. Our preliminary results on a small iron block show excellent reproducibility. A considerable permanent magnetization was indeed present, resulting in a complex asymmetric signature. After separation, a much more symmetric induced signature was obtained that can be studied in detail and compared with theoretical calculations.

Keywords: Magnetic signature, data analysis, magnetization, deperming techniques.

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204 A Weighted Least Square Algorithm for Low-Delay FIR Filters with Piecewise Variable Stopbands

Authors: Yasunori Sugita, Toshinori Yoshikawa, Naoyuki Aikawa

Abstract:

Variable digital filters are useful for various signal processing and communication applications where the frequency characteristics, such as fractional delays and cutoff frequencies, can be varied. In this paper, we propose a design method of variable FIR digital filters with an approximate linear phase characteristic in the passband. The proposed variable FIR filters have some large attenuation in stopband and their large attenuation can be varied by spectrum parameters. In the proposed design method, a quasi-equiripple characteristic can be obtained by using an iterative weighted least square method. The usefulness of the proposed design method is verified through some examples.

Keywords: Weighted Least Squares Approximation, Variable FIR Filters, Low-Delay, Quasi-Equiripple

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203 Basket Option Pricing under Jump Diffusion Models

Authors: Ali Safdari-Vaighani

Abstract:

Pricing financial contracts on several underlying assets received more and more interest as a demand for complex derivatives. The option pricing under asset price involving jump diffusion processes leads to the partial integral differential equation (PIDEs), which is an extension of the Black-Scholes PDE with a new integral term. The aim of this paper is to show how basket option prices in the jump diffusion models, mainly on the Merton model, can be computed using RBF based approximation methods. For a test problem, the RBF-PU method is applied for numerical solution of partial integral differential equation arising from the two-asset European vanilla put options. The numerical result shows the accuracy and efficiency of the presented method.

Keywords: Radial basis function, basket option, jump diffusion, RBF-PUM.

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