Search results for: boundary detection
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2235

Search results for: boundary detection

2235 Shot Boundary Detection Using Octagon Square Search Pattern

Authors: J. Kavitha, S. Sowmyayani, P. Arockia Jansi Rani

Abstract:

In this paper, a shot boundary detection method is presented using octagon square search pattern. The color, edge, motion and texture features of each frame are extracted and used in shot boundary detection. The motion feature is extracted using octagon square search pattern. Then, the transition detection method is capable of detecting the shot or non-shot boundaries in the video using the feature weight values. Experimental results are evaluated in TRECVID video test set containing various types of shot transition with lighting effects, object and camera movement within the shots. Further, this paper compares the experimental results of the proposed method with existing methods. It shows that the proposed method outperforms the state-of-art methods for shot boundary detection.

Keywords: Content-based indexing and retrieval, cut transition detection, discrete wavelet transform, shot boundary detection, video source.

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2234 Gradual Shot Boundary Detection and Classification Based on Fractal Analysis

Authors: Zeinab Zeinalpour-Tabrizi, Faeze Asdaghi, Mahmooh Fathy, Mohammad Reza Jahed-Motlagh

Abstract:

Shot boundary detection is a fundamental step for the organization of large video data. In this paper, we propose a new method for video gradual shots detection and classification, using advantages of fractal analysis and AIS-based classifier. Proposed features are “vertical intercept" and “fractal dimension" of each frame of videos which are computed using Fourier transform coefficients. We also used a classifier based on Clonal Selection Algorithm. We have carried out our solution and assessed it according to the TRECVID2006 benchmark dataset.

Keywords: shot boundary detection, gradual shots, fractal analysis, artificial immune system, choose Clooney.

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2233 Spatio-Temporal Video Slice Edges Analysis for Shot Transition Detection and Classification

Authors: Aissa Saoudi, Hassane Essafi

Abstract:

In this work we will present a new approach for shot transition auto-detection. Our approach is based on the analysis of Spatio-Temporal Video Slice (STVS) edges extracted from videos. The proposed approach is capable to efficiently detect both abrupt shot transitions 'cuts' and gradual ones such as fade-in, fade-out and dissolve. Compared to other techniques, our method is distinguished by its high level of precision and speed. Those performances are obtained due to minimizing the problem of the boundary shot detection to a simple 2D image partitioning problem.

Keywords: Boundary shot detection, Shot transition detection, Video analysis, Video indexing.

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2232 Automated Optic Disc Detection in Retinal Images of Patients with Diabetic Retinopathy and Risk of Macular Edema

Authors: Arturo Aquino, Manuel Emilio Gegundez, Diego Marin

Abstract:

In this paper, a new automated methodology to detect the optic disc (OD) automatically in retinal images from patients with risk of being affected by Diabetic Retinopathy (DR) and Macular Edema (ME) is presented. The detection procedure comprises two independent methodologies. On one hand, a location methodology obtains a pixel that belongs to the OD using image contrast analysis and structure filtering techniques and, on the other hand, a boundary segmentation methodology estimates a circular approximation of the OD boundary by applying mathematical morphology, edge detection techniques and the Circular Hough Transform. The methodologies were tested on a set of 1200 images composed of 229 retinographies from patients affected by DR with risk of ME, 431 with DR and no risk of ME and 540 images of healthy retinas. The location methodology obtained 98.83% success rate, whereas the OD boundary segmentation methodology obtained good circular OD boundary approximation in 94.58% of cases. The average computational time measured over the total set was 1.67 seconds for OD location and 5.78 seconds for OD boundary segmentation.

Keywords: Diabetic retinopathy, macular edema, optic disc, automated detection, automated segmentation.

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2231 A Novel Approach to Iris Localization for Iris Biometric Processing

Authors: Somnath Dey, Debasis Samanta

Abstract:

Iris-based biometric system is gaining its importance in several applications. However, processing of iris biometric is a challenging and time consuming task. Detection of iris part in an eye image poses a number of challenges such as, inferior image quality, occlusion of eyelids and eyelashes etc. Due to these problems it is not possible to achieve 100% accuracy rate in any iris-based biometric authentication systems. Further, iris detection is a computationally intensive task in the overall iris biometric processing. In this paper, we address these two problems and propose a technique to localize iris part efficiently and accurately. We propose scaling and color level transform followed by thresholding, finding pupil boundary points for pupil boundary detection and dilation, thresholding, vertical edge detection and removal of unnecessary edges present in the eye images for iris boundary detection. Scaling reduces the search space significantly and intensity level transform is helpful for image thresholding. Experimental results show that our approach is comparable with the existing approaches. Following our approach it is possible to detect iris part with 95-99% accuracy as substantiated by our experiments on CASIA Ver-3.0, ICE 2005, UBIRIS, Bath and MMU iris image databases.

Keywords: Iris recognition, iris localization, biometrics, image processing.

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2230 Accuracy of Divergence Measures for Detection of Abrupt Changes

Authors: P. Bergl

Abstract:

Numerous divergence measures (spectral distance, cepstral distance, difference of the cepstral coefficients, Kullback-Leibler divergence, distance given by the General Likelihood Ratio, distance defined by the Recursive Bayesian Changepoint Detector and the Mahalanobis measure) are compared in this study. The measures are used for detection of abrupt spectral changes in synthetic AR signals via the sliding window algorithm. Two experiments are performed; the first is focused on detection of single boundary while the second concentrates on detection of a couple of boundaries. Accuracy of detection is judged for each method; the measures are compared according to results of both experiments.

Keywords: Abrupt changes detection, autoregressive model, divergence measure.

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2229 Vehicle Position Estimation for Driver Assistance System

Authors: Hyun-Koo Kim, Sangmoon Lee, Ho-Youl Jung, Ju H. Park

Abstract:

We present a system that finds road boundaries and constructs the virtual lane based on fusion data from a laser and a monocular sensor, and detects forward vehicle position even in no lane markers or bad environmental conditions. When the road environment is dark or a lot of vehicles are parked on the both sides of the road, it is difficult to detect lane and road boundary. For this reason we use fusion of laser and vision sensor to extract road boundary to acquire three dimensional data. We use parabolic road model to calculate road boundaries which is based on vehicle and sensors state parameters and construct virtual lane. And then we distinguish vehicle position in each lane.

Keywords: Vehicle Detection, Adaboost, Haar-like Feature, Road Boundary Detection

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2228 The Method of Evaluation Artery Diameter from Ultrasound Video

Authors: U. Rubins, Z. Marcinkevics, K.Volceka

Abstract:

The cardiovascular system has become the most important subject of clinical research, particularly measurement of arterial blood flow. Therefore correct determination of arterial diameter is crucial. We propose a novel, semi-automatic method for artery lumen detection. The method is based on Gaussian probability function. Usability of our proposed method was assessed by analyzing ultrasound B-mode CFA video sequences acquired from eleven healthy volunteers. The correlation coefficient between the manual and semi-automatic measurement of arterial diameter was 0.996. Our proposed method for detecting artery boundary is novel and accurate enough for the measurement of artery diameter.

Keywords: Ultrasound, boundary detection, artery diameter, curve fitting.

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2227 Vehicle Detection Method using Haar-like Feature on Real Time System

Authors: Sungji Han, Youngjoon Han, Hernsoo Hahn

Abstract:

This paper presents a robust vehicle detection approach using Haar-like feature. It is possible to get a strong edge feature from this Haar-like feature. Therefore it is very effective to remove the shadow of a vehicle on the road. And we can detect the boundary of vehicles accurately. In the paper, the vehicle detection algorithm can be divided into two main steps. One is hypothesis generation, and the other is hypothesis verification. In the first step, it determines vehicle candidates using features such as a shadow, intensity, and vertical edge. And in the second step, it determines whether the candidate is a vehicle or not by using the symmetry of vehicle edge features. In this research, we can get the detection rate over 15 frames per second on our embedded system.

Keywords: vehicle detection, haar-like feauture, single camera, real time

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2226 An Efficient Method for Solving Multipoint Equation Boundary Value Problems

Authors: Ampon Dhamacharoen, Kanittha Chompuvised

Abstract:

In this work, we solve multipoint boundary value problems where the boundary value conditions are equations using the Newton-Broyden Shooting method (NBSM).The proposed method is tested upon several problems from the literature and the results are compared with the available exact solution. The experiments are given to illustrate the efficiency and implementation of the method.

Keywords: Boundary value problem; Multipoint equation boundary value problems, Shooting Method, Newton-Broyden method.

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2225 Template-Based Object Detection through Partial Shape Matching and Boundary Verification

Authors: Feng Ge, Tiecheng Liu, Song Wang, Joachim Stahl

Abstract:

This paper presents a novel template-based method to detect objects of interest from real images by shape matching. To locate a target object that has a similar shape to a given template boundary, the proposed method integrates three components: contour grouping, partial shape matching, and boundary verification. In the first component, low-level image features, including edges and corners, are grouped into a set of perceptually salient closed contours using an extended ratio-contour algorithm. In the second component, we develop a partial shape matching algorithm to identify the fractions of detected contours that partly match given template boundaries. Specifically, we represent template boundaries and detected contours using landmarks, and apply a greedy algorithm to search the matched landmark subsequences. For each matched fraction between a template and a detected contour, we estimate an affine transform that transforms the whole template into a hypothetic boundary. In the third component, we provide an efficient algorithm based on oriented edge lists to determine the target boundary from the hypothetic boundaries by checking each of them against image edges. We evaluate the proposed method on recognizing and localizing 12 template leaves in a data set of real images with clutter back-grounds, illumination variations, occlusions, and image noises. The experiments demonstrate the high performance of our proposed method1.

Keywords: Object detection, shape matching, contour grouping.

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2224 Satellite Beam Handoff Detection Algorithm Based On RCST Mobility Information

Authors: Ji Nyong Jang, Min Woo Lee, Eun Kyung Kim, Ki Keun Kim, Jae Sung Lim

Abstract:

Since DVB-RCS has been successively implemented, the mobile communication on the multi-beam satellite communication is attractive attention. And the DVB-RCS standard sets up to support mobility of a RCST. In the case of the spot-beam satellite system, the received signal strength does not differ largely between the center and the boundary of the beam. Thus, the RSS based handoff detection algorithm is not benefit to the satellite system as a terrestrial system. Therefore we propose an Adaptive handoff detection algorithm based on RCST mobility information. Our handoff detection algorithm not only can be used as centralized handoff detection algorithm but also removes uncertainties of handoff due to the variation of RSS. Performances were compared with RSS based handoff algorithm. Simulation results show that the proposed handoff detection algorithm not only achieved better handoff and link degradation rate, but also achieved better forward link spectral efficiency.

Keywords: DVB-RCS, satellite multi-beam handoff, mobility information, handover.

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2223 Non-reflection Boundary Conditions for Numerical Simulation of Supersonic Flow

Authors: A. Abdalla, A. Kaltayev

Abstract:

This article presents the boundary conditions for the problem of turbulent supersonic gas flow in a plane channel with a perpendicular injection jets. The non-reflection boundary conditions for direct modeling of compressible viscous gases are studied. A formulation using the NSCBC (Navier- Stocks characteristic boundary conditions) through boundaries is derived for the subsonic inflow and subsonic non-reflection outflow situations. Verification of the constructed algorithm of boundary conditions is carried out by solving a test problem of perpendicular sound of jets injection into a supersonic gas flow in a plane channel.

Keywords: WENO scheme, non-reflection boundary conditions, NSCBC, supersonic flow.

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2222 Application of Novel Conserving Immersed Boundary Method to Moving Boundary Problem

Authors: S. N. Hosseini, S. M. H. Karimian

Abstract:

A new conserving approach in the context of Immersed Boundary Method (IBM) is presented to simulate one dimensional, incompressible flow in a moving boundary problem. The method employs control volume scheme to simulate the flow field. The concept of ghost node is used at the boundaries to conserve the mass and momentum equations. The Present method implements the conservation laws in all cells including boundary control volumes. Application of the method is studied in a test case with moving boundary. Comparison between the results of this new method and a sharp interface (Image Point Method) IBM algorithm shows a well distinguished improvement in both pressure and velocity fields of the present method. Fluctuations in pressure field are fully resolved in this proposed method. This approach expands the IBM capability to simulate flow field for variety of problems by implementing conservation laws in a fully Cartesian grid compared to other conserving methods.

Keywords: Immersed Boundary Method, conservation of mass and momentum laws, moving boundary, boundary condition.

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2221 Design of FIR Filter for Water Level Detection

Authors: Sakol Udomsiri, Masahiro Iwahashi

Abstract:

This paper proposes a new design of spatial FIR filter to automatically detect water level from a video signal of various river surroundings. A new approach in this report applies "addition" of frames and a "horizontal" edge detector to distinguish water region and land region. Variance of each line of a filtered video frame is used as a feature value. The water level is recognized as a boundary line between the land region and the water region. Edge detection filter essentially demarcates between two distinctly different regions. However, the conventional filters are not automatically adaptive to detect water level in various lighting conditions of river scenery. An optimized filter is purposed so that the system becomes robust to changes of lighting condition. More reliability of the proposed system with the optimized filter is confirmed by accuracy of water level detection.

Keywords: water level, video, filter, detection.

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2220 Experimental Simulation of Soil Boundary Condition for Dynamic Studies

Authors: Omar.S. Qaftan, T. T. Sabbagh

Abstract:

This paper studies the free-field response by adopting a flexible membrane container as soil boundary for experimental shaking table tests. The influence of the soil container boundary on the soil behaviour and the dynamic soil properties under seismic effect were examined. A flexible container with 1/50 scale factor was adopted in the experimental tests, including construction, instrumentation, and determination of the results of dynamic tests on a shaking table. Horizontal face displacements and accelerations were analysed to determine the influence of the container boundary on the performance of the soil. The outputs results show that the flexible boundary container allows more displacement and larger accelerations. The soil in a rigid wall container cannot deform as similar as the soil in the real field does. Therefore, the response of flexible container tested is believed to be more reliable for soil boundary than that in the rigid container.

Keywords: Soil, boundary, seismic, earthquake, ground motion.

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2219 High Accuracy Eigensolutions in Elasticity for Boundary Integral Equations by Nyström Method

Authors: Pan Cheng, Jin Huang, Guang Zeng

Abstract:

Elastic boundary eigensolution problems are converted into boundary integral equations by potential theory. The kernels of the boundary integral equations have both the logarithmic and Hilbert singularity simultaneously. We present the mechanical quadrature methods for solving eigensolutions of the boundary integral equations by dealing with two kinds of singularities at the same time. The methods possess high accuracy O(h3) and low computing complexity. The convergence and stability are proved based on Anselone-s collective compact theory. Bases on the asymptotic error expansion with odd powers, we can greatly improve the accuracy of the approximation, and also derive a posteriori error estimate which can be used for constructing self-adaptive algorithms. The efficiency of the algorithms are illustrated by numerical examples.

Keywords: boundary integral equation, extrapolation algorithm, aposteriori error estimate, elasticity.

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2218 Hydrodynamic Modeling of Infinite Reservoir using Finite Element Method

Authors: M. A. Ghorbani, M. Pasbani Khiavi

Abstract:

In this paper, the dam-reservoir interaction is analyzed using a finite element approach. The fluid is assumed to be incompressible, irrotational and inviscid. The assumed boundary conditions are that the interface of the dam and reservoir is vertical and the bottom of reservoir is rigid and horizontal. The governing equation for these boundary conditions is implemented in the developed finite element code considering the horizontal and vertical earthquake components. The weighted residual standard Galerkin finite element technique with 8-node elements is used to discretize the equation that produces a symmetric matrix equation for the damreservoir system. A new boundary condition is proposed for truncating surface of unbounded fluid domain to show the energy dissipation in the reservoir, through radiation in the infinite upstream direction. The Sommerfeld-s and perfect damping boundary conditions are also implemented for a truncated boundary to compare with the proposed far end boundary. The results are compared with an analytical solution to demonstrate the accuracy of the proposed formulation and other truncated boundary conditions in modeling the hydrodynamic response of an infinite reservoir.

Keywords: Reservoir, finite element, truncated boundary, hydrodynamic pressure

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2217 Fourier Galerkin Approach to Wave Equation with Absorbing Boundary Conditions

Authors: Alexandra Leukauf, Alexander Schirrer, Emir Talic

Abstract:

Numerical computation of wave propagation in a large domain usually requires significant computational effort. Hence, the considered domain must be truncated to a smaller domain of interest. In addition, special boundary conditions, which absorb the outward travelling waves, need to be implemented in order to describe the system domains correctly. In this work, the linear one dimensional wave equation is approximated by utilizing the Fourier Galerkin approach. Furthermore, the artificial boundaries are realized with absorbing boundary conditions. Within this work, a systematic work flow for setting up the wave problem, including the absorbing boundary conditions, is proposed. As a result, a convenient modal system description with an effective absorbing boundary formulation is established. Moreover, the truncated model shows high accuracy compared to the global domain.

Keywords: Absorbing boundary conditions, boundary control, Fourier Galerkin approach, modal approach, wave equation.

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2216 Natural Convection Boundary Layer Flow of a Viscoelastic Fluid on Solid Sphere with Newtonian Heating

Authors: A.R.M. Kasim, N.F. Mohammad, Aurangzaib, S. Sharidan

Abstract:

The present paper considers the steady free convection boundary layer flow of a viscoelastic fluid on solid sphere with Newtonian heating. The boundary layer equations are an order higher than those for the Newtonian (viscous) fluid and the adherence boundary conditions are insufficient to determine the solution of these equations completely. Thus, the augmentation an extra boundary condition is needed to perform the numerical computational. The governing boundary layer equations are first transformed into non-dimensional form by using special dimensionless group and then solved by using an implicit finite difference scheme. The results are displayed graphically to illustrate the influence of viscoelastic K and Prandtl Number Pr parameters on skin friction, heat transfer, velocity profiles and temperature profiles. Present results are compared with the published papers and are found to concur very well.

Keywords: boundary layer flow, Newtonian heating, sphere, viscoelastic fluid.

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2215 Thermosolutal MHD Mixed Marangoni Convective Boundary Layers in the Presence of Suction or Injection

Authors: Noraini Ahmad, Seripah Awang Kechil, Norma Mohd Basir

Abstract:

The steady coupled dissipative layers, called Marangoni mixed convection boundary layers, in the presence of a magnetic field and solute concentration that are formed along the surface of two immiscible fluids with uniform suction or injection effects is examined. The similarity boundary layer equations are solved numerically using the Runge-Kutta Fehlberg with shooting technique. The Marangoni, buoyancy and external pressure gradient effects that are generated in mixed convection boundary layer flow are assessed. The velocity, temperature and concentration boundary layers thickness decrease with the increase of the magnetic field strength and the injection to suction. For buoyancy-opposed flow, the Marangoni mixed convection parameter enhances the velocity boundary layer but decreases the temperature and concentration boundary layers. However, for the buoyancy-assisted flow, the Marangoni mixed convection parameter decelerates the velocity but increases the temperature and concentration boundary layers.

Keywords: Magnetic field, mixed Marangoni convection, similarity boundary layers, solute concentration.

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2214 Experimental and Numerical Investigation of Air Ejector with Diffuser with Boundary Layer Suction

Authors: Vaclav Dvorak

Abstract:

The article deals with experimental and numerical investigation of axi-symmetric subsonic air to air ejector with diffuser adapted for boundary layer suction. The diffuser, which is placed behind the mixing chamber of the ejector, has high divergence angle and therefore low efficiency. To increase the efficiency, the diffuser is equipped with slot enabling boundary layer suction. The effect of boundary layer suction on flow in ejector, static pressure distribution on the mixing chamber wall and characteristic were measured and studied numerically. Both diffuser and ejector efficiency were evaluated. The diffuser efficiency was increased, however, the efficiency of ejector itself remained low.

Keywords: Air ejector, boundary layer suction, CFD, diffuser.

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2213 Solution of Two-Point Nonlinear Boundary Problems Using Taylor Series Approximation and the Ying Buzu Shu Algorithm

Authors: U. C. Amadi, N. A. Udoh

Abstract:

One of the major challenges faced in solving initial and boundary problems is how to find approximate solutions with minimal deviation from the exact solution without so much rigor and complications. The Taylor series method provides a simple way of obtaining an infinite series which converges to the exact solution for initial value problems and this method of solution is somewhat limited for a two point boundary problem since the infinite series has to be truncated to include the boundary conditions. In this paper, the Ying Buzu Shu algorithm is used to solve a two point boundary nonlinear diffusion problem for the fourth and sixth order solution and compare their relative error and rate of convergence to the exact solution.

Keywords: Ying Buzu Shu, nonlinear boundary problem, Taylor series algorithm, infinite series.

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2212 Automatic Detection of Breast Tumors in Sonoelastographic Images Using DWT

Authors: A. Sindhuja, V. Sadasivam

Abstract:

Breast Cancer is the most common malignancy in women and the second leading cause of death for women all over the world. Earlier the detection of cancer, better the treatment. The diagnosis and treatment of the cancer rely on segmentation of Sonoelastographic images. Texture features has not considered for Sonoelastographic segmentation. Sonoelastographic images of 15 patients containing both benign and malignant tumorsare considered for experimentation.The images are enhanced to remove noise in order to improve contrast and emphasize tumor boundary. It is then decomposed into sub-bands using single level Daubechies wavelets varying from single co-efficient to six coefficients. The Grey Level Co-occurrence Matrix (GLCM), Local Binary Pattern (LBP) features are extracted and then selected by ranking it using Sequential Floating Forward Selection (SFFS) technique from each sub-band. The resultant images undergo K-Means clustering and then few post-processing steps to remove the false spots. The tumor boundary is detected from the segmented image. It is proposed that Local Binary Pattern (LBP) from the vertical coefficients of Daubechies wavelet with two coefficients is best suited for segmentation of Sonoelastographic breast images among the wavelet members using one to six coefficients for decomposition. The results are also quantified with the help of an expert radiologist. The proposed work can be used for further diagnostic process to decide if the segmented tumor is benign or malignant.

Keywords: Breast Cancer, Segmentation, Sonoelastography, Tumor Detection.

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2211 The Comprehensive Study Based on Ultrasonic and X-ray Visual Technology for GIS Equipment Detection

Authors: Wei Zhang, Hong Yu, Xian-ping Zhao, Da-da Wang, Fei Xue

Abstract:

For lack of the visualization of the ultrasonic detection method of partial discharge (PD), the ultrasonic detection technology combined with the X-ray visual detection method (UXV) is proposed. The method can conduct qualitative analysis accurately and conduct reliable positioning diagnosis to the internal insulation defects of GIS, and while it could make up the blindness of the X-ray visual detection method and improve the detection rate. In this paper, an experimental model of GIS is used as the trial platform, a variety of insulation defects are set inside the GIS cavity. With the proposed method, the ultrasonic method is used to conduct the preliminary detection, and then the X-ray visual detection is used to locate and diagnose precisely. Therefore, the proposed UXV technology is feasible and practical.

Keywords: GIS, ultrasonic, visual detection, X-ray

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2210 The Effects of Tissue Optical Parameters and Interface Reflectivity on Light Diffusion in Biological Tissues

Authors: MA. Ansari

Abstract:

In cancer progress, the optical properties of tissues like absorption and scattering coefficient change, so by these changes, we can trace the progress of cancer, even it can be applied for pre-detection of cancer. In this paper, we investigate the effects of changes of optical properties on light penetrated into tissues. The diffusion equation is widely used to simulate light propagation into biological tissues. In this study, the boundary integral method (BIM) is used to solve the diffusion equation. We illustrate that the changes of optical properties can modified the reflectance or penetrating light.

Keywords: Diffusion equation, boundary element method, refractive index

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2209 Variational Iteration Method for the Solution of Boundary Value Problems

Authors: Olayiwola M.O., Gbolagade A .W., Akinpelu F. O.

Abstract:

In this work, we present a reliable framework to solve boundary value problems with particular significance in solid mechanics. These problems are used as mathematical models in deformation of beams. The algorithm rests mainly on a relatively new technique, the Variational Iteration Method. Some examples are given to confirm the efficiency and the accuracy of the method.

Keywords: Variational iteration method, boundary value problems, convergence, restricted variation.

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2208 Sliding Mode Control with Fuzzy Boundary Layer to Air-Air Interception Problem

Authors: Mustafa Resa Becan

Abstract:

The performance of a type of fuzzy sliding mode control is researched by considering the nonlinear characteristic of a missile-target interception problem to obtain a robust interception process. The variable boundary layer by using fuzzy logic is proposed to reduce the chattering around the switching surface then is applied to the interception model which was derived. The performances of the sliding mode control with constant and fuzzy boundary layer are compared at the end of the study and the results are evaluated.

Keywords: Sliding mode control, fuzzy, boundary layer, interception problem.

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2207 An Asymptotic Solution for the Free Boundary Parabolic Equations

Authors: Hsuan-Ku Liu, Ming Long Liu

Abstract:

In this paper, we investigate the solution of a two dimensional parabolic free boundary problem. The free boundary of this problem is modelled as a nonlinear integral equation (IE). For this integral equation, we propose an asymptotic solution as time is near to maturity and develop an integral iterative method. The computational results reveal that our asymptotic solution is very close to the numerical solution as time is near to maturity.

Keywords: Integral equation, asymptotic solution, free boundary problem, American exchange option.

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2206 Comparison Results of Two-point Fuzzy Boundary Value Problems

Authors: Hsuan-Ku Liu

Abstract:

This paper investigates the solutions of two-point fuzzy boundary value problems as the form x = f(t, x(t)), x(0) = A and x(l) = B, where A and B are fuzzy numbers. There are four different solutions for the problems when the lateral type of H-derivative is employed to solve the problems. As f(t, x) is a monotone function of x, these four solutions are reduced to two different solutions. As f(t, x(t)) = λx(t) or f(t, x(t)) = -λx(t), solutions and several comparison results are presented to indicate advantages of each solution.

Keywords: Fuzzy derivative, lateral type of H-derivative, fuzzy differential equations, fuzzy boundary value problems, boundary value problems.

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