Search results for: differential transform method

Authors: Salah Alrabeei, Mohammad Yousuf

Abstract:

The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. However, most of the option pricing models have no analytical solution. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, we solve the American option under jump diffusion models by using efficient time-dependent numerical methods. several techniques are integrated to reduced the overcome the computational complexity. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). Partial fraction decomposition technique is applied to rational approximation schemes to overcome the complexity of inverting polynomial of matrices. The proposed method is easy to implement on serial or parallel versions. Numerical results are presented to prove the accuracy and efficiency of the proposed method.

Keywords: Integral differential equations, American options, jump–diffusion model, rational approximation.

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Authors: Yang Zhang, Jian He

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Heart disease is one of the leading causes of death in the world, and coronary heart disease (CHD) is one of the major heart diseases. Electrocardiogram (ECG) is widely used in the detection of heart diseases, but the traditional manual method for CHD prediction by analyzing ECG requires lots of professional knowledge for doctors. This paper presents sliding window and continuous wavelet transform (CWT) to transform ECG signals into images, and then ResNet and Bi-LSTM are introduced to build the ECG feature extraction network (namely ECGNet). At last, an auxiliary system for CHD prediction was developed based on modified ResNet18 and Bi-LSTM, and the public ECG dataset of CHD from MIMIC-3 was used to train and test the system. The experimental results show that the accuracy of the method is 83%, and the F1-score is 83%. Compared with the available methods for CHD prediction based on ECG, such as kNN, decision tree, VGGNet, etc., this method not only improves the prediction accuracy but also could avoid the degradation phenomenon of the deep learning network.

Keywords: Bi-LSTM, CHD, coronary heart disease, ECG, electrocardiogram, ResNet, sliding window.

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Authors: Ashutosh Kumar Singh, Anand Mohan

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This paper deals with efficient computation of probability coefficients which offers computational simplicity as compared to spectral coefficients. It eliminates the need of inner product evaluations in determination of signature of a combinational circuit realizing given Boolean function. The method for computation of probability coefficients using transform matrix, fast transform method and using BDD is given. Theoretical relations for achievable computational advantage in terms of required additions in computing all 2n probability coefficients of n variable function have been developed. It is shown that for n ≥ 5, only 50% additions are needed to compute all probability coefficients as compared to spectral coefficients. The fault detection techniques based on spectral signature can be used with probability signature also to offer computational advantage.

Keywords: Binary Decision Diagrams, Spectral Coefficients, Fault detection

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Authors: Ho Jae Lee, Do Gyeum Kim, Jang Hwa Lee, Myoung Suk Cho

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A concrete structure is designed and constructed for its purpose of use, and is expected to maintain its function for the target durable years from when it was planned. Nevertheless, as time elapses the structure gradually deteriorates and then eventually degrades to the point where the structure cannot exert the function for which it was planned. The performance of concrete that is able to maintain the level of the performance required over the designed period of use as it has less deterioration caused by the elapse of time under the designed condition is referred to as Durability. There are a number of causes of durability degradation, but especially chloride damage, carbonation, freeze-thaw, etc are the main causes. In this study, carbonation, one of the main causes of deterioration of the durability of a concrete structure, was investigated via a microstructure analysis technique. The method for the measurement of carbonation was studied using the existing indicator method, and the method of measuring the progress of carbonation in a quantitative manner was simultaneously studied using a FT-IR (Fourier-Transform Infrared) Spectrometer along with the microstructure analysis technique.

Keywords: Concrete, Carbonation, Microsturcture, FT-IR

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Authors: K. Sakthivel, R. Nallusamy, C. Kavitha

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The system is designed to show images which are related to the query image. Extracting color, texture, and shape features from an image plays a vital role in content-based image retrieval (CBIR). Initially RGB image is converted into HSV color space due to its perceptual uniformity. From the HSV image, Color features are extracted using block color histogram, texture features using Haar transform and shape feature using Fuzzy C-means Algorithm. Then, the characteristics of the global and local color histogram, texture features through co-occurrence matrix and Haar wavelet transform and shape are compared and analyzed for CBIR. Finally, the best method of each feature is fused during similarity measure to improve image retrieval effectiveness and accuracy.

Keywords: Color Histogram, Haar Wavelet Transform, Fuzzy C-means, Co-occurrence matrix; Similarity measure.

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Authors: Mbainaibeye Jérôme, Noureddine Ellouze

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Wavelet transforms is a very powerful tools for image compression. One of its advantage is the provision of both spatial and frequency localization of image energy. However, wavelet transform coefficients are defined by both a magnitude and sign. While algorithms exist for efficiently coding the magnitude of the transform coefficients, they are not efficient for the coding of their sign. It is generally assumed that there is no compression gain to be obtained from the coding of the sign. Only recently have some authors begun to investigate the sign of wavelet coefficients in image coding. Some authors have assumed that the sign information bit of wavelet coefficients may be encoded with the estimated probability of 0.5; the same assumption concerns the refinement information bit. In this paper, we propose a new method for Separate Sign Coding (SSC) of wavelet image coefficients. The sign and the magnitude of wavelet image coefficients are examined to obtain their online probabilities. We use the scalar quantization in which the information of the wavelet coefficient to belong to the lower or to the upper sub-interval in the uncertainly interval is also examined. We show that the sign information and the refinement information may be encoded by the probability of approximately 0.5 only after about five bit planes. Two maps are separately entropy encoded: the sign map and the magnitude map. The refinement information of the wavelet coefficient to belong to the lower or to the upper sub-interval in the uncertainly interval is also entropy encoded. An algorithm is developed and simulations are performed on three standard images in grey scale: Lena, Barbara and Cameraman. Five scales are performed using the biorthogonal wavelet transform 9/7 filter bank. The obtained results are compared to JPEG2000 standard in terms of peak signal to noise ration (PSNR) for the three images and in terms of subjective quality (visual quality). It is shown that the proposed method outperforms the JPEG2000. The proposed method is also compared to other codec in the literature. It is shown that the proposed method is very successful and shows its performance in term of PSNR.

Keywords: Image compression, wavelet transform, sign coding, magnitude coding.

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Authors: Süha Yılmaz, Emin Özyılmaz, Melih Turgut, Şuur Nizamoğlu

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In this paper, position vector of a partially null unit speed curve with respect to standard frame of Minkowski space-time is studied. First, it is proven that position vector of every partially null unit speed curve satisfies a vector differential equation of fourth order. In terms of solution of the differential equation, position vector of a partially null unit speed curve is expressed.

Keywords: Frenet Equations, Partially Null Curves, Minkowski Space-time, Vector Differential Equation.

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Authors: Razagh Hafezi, Ahmad Keshavarz, Vida Moshfegh

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This paper presents a novel algorithm of stereo correspondence with rank transform. In this algorithm we used the genetic algorithm to achieve the accurate disparity map. Genetic algorithms are efficient search methods based on principles of population genetic, i.e. mating, chromosome crossover, gene mutation, and natural selection. Finally morphology is employed to remove the errors and discontinuities.

Keywords: genetic algorithm, morphology, rank transform, stereo correspondence

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Authors: Yong Li

Abstract:

The paper is concerned with the existence of solution of nonlinear second order neutral stochastic differential inclusions with infinite delay in a Hilbert Space. Sufficient conditions for the existence are obtained by using a fixed point theorem for condensing maps.

Keywords: Mild solution, Convex multivalued map, Neutral stochastic differential inclusions.

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Authors: M. Najafi, S. Bab, F. Rahimi Dehgolan

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The motion of an axially moving beam with rotating prismatic joint with a tip mass on the end is analyzed to investigate the nonlinear vibration and dynamic stability of the beam. The beam is moving with a harmonic axially and rotating velocity about a constant mean velocity. A time-dependent partial differential equation and boundary conditions with the aid of the Hamilton principle are derived to describe the beam lateral deflection. After the partial differential equation is discretized by the Galerkin method, the method of multiple scales is applied to obtain analytical solutions. Frequency response curves are plotted for the super harmonic resonances of the first and the second modes. The effects of non-linear term and mean velocity are investigated on the steady state response of the axially moving beam. The results are validated with numerical simulations.

Keywords: Axially moving beam, Galerkin method, non-linear vibration, super harmonic resonances.

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Authors: Li Xiguang

Abstract:

In this paper, by constructing a special set and utilizing fixed point index theory, we study the existence of solution for singular differential equation in Banach space, which improved and generalize the result of related paper.

Keywords: Banach space, cone, fixed point index, singular differential equation.

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Authors: Nebi Gedik, Ayten Atasoy

Abstract:

This paper investigates successful sub-bands of wave atom transform via classification of mammograms, when the coefficients of sub-bands are used as features. A computer-aided diagnosis system is constructed by using wave atom transform, support vector machine and k-nearest neighbor classifiers. Two-class classification is studied in detail using two data sets, separately. The successful sub-bands are determined according to the accuracy rates, coefficient numbers, and sensitivity rates.

Keywords: Breast cancer, wave atom transform, SVM, k-NN.

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Authors: Ezad Hafidz Hafidzuddin, Roslinda Nazar, Norihan M. Arifin, Ioan Pop

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In this paper, the problem of steady laminar boundary layer flow and heat transfer over a permeable exponentially stretching/shrinking sheet with generalized slip velocity is considered. The similarity transformations are used to transform the governing nonlinear partial differential equations to a system of nonlinear ordinary differential equations. The transformed equations are then solved numerically using the bvp4c function in MATLAB. Dual solutions are found for a certain range of the suction and stretching/shrinking parameters. The effects of the suction parameter, stretching/shrinking parameter, velocity slip parameter, critical shear rate and Prandtl number on the skin friction and heat transfer coefficients as well as the velocity and temperature profiles are presented and discussed.

Keywords: Boundary Layer, Exponentially Stretching/Shrinking Sheet, Generalized Slip, Heat Transfer, Numerical Solutions.

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Authors: Hansoo Kim, Seunghak Shin

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The differential column shortening in tall buildings can be reduced by improving material and structural characteristics of the structural systems. This paper proposes structural methods to reduce differential column shortening in reinforced concrete tall buildings; connecting columns with rigidly jointed horizontal members, using outriggers, and placing additional reinforcement at the columns. The rigidly connected horizontal members including outriggers reduce the differential shortening between adjacent vertical members. The axial stiffness of columns with greater shortening can be effectively increased by placing additional reinforcement at the columns, thus the differential column shortening can be reduced in the design stage. The optimum distribution of additional reinforcement can be determined by applying a gradient based optimization technique.

Keywords: Column shortening, long-term behavior, optimization, tall building.

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Authors: Cemil Tunc

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In this paper, we study the instability of the zero solution to a nonlinear differential equation with variable delay. By using the Lyapunov functional approach, some sufficient conditions for instability of the zero solution are obtained.

Keywords: Instability, Lyapunov-Krasovskii functional, delay differential equation, fifth order.

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Authors: Li Jie, Zhang Wei

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In this paper, the problem of posture stabilization for a kinematic model of differential drive robots is studied. A more complex model of the kinematics of differential drive robots is used for the design of stabilizing control. This model is formulated in terms of the physical parameters of the system such as the radius of the wheels, and velocity of the wheels are the control inputs of it. In this paper, the framework of Lyapunov-based control design has been used to solve posture stabilization problem for the comprehensive model of differential drive robots. The results of the simulations show that the devised controller successfully solves the posture regulation problem. Finally, robustness and performance of the controller have been studied under system parameter uncertainty.

Keywords: Differential drive robots, nonlinear control, Lyapunov-based control design, posture regulation.

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Authors: Wen-Haw Chen

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This paper proposes a method to improve the shortest path problem on a NURBS (Non-uniform rational basis spline) surfaces. It comes from an application of the theory in classic differential geometry on surfaces and can improve the distance problem not only on surfaces but in the Euclidean 3-space R3 .

Keywords: shortest paths, geodesic-like method, NURBS surfaces.

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Authors: B. X. Tchomeni, A. A. Alugongo, T. B. Tengen

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In this paper, de Laval rotor system has been characterized by a hinge model and its transient response numerically treated for a dynamic solution. The effect of the ensuing non-linear disturbances namely rub and breathing crack is numerically simulated. Subsequently, three analysis methods: Orbit Analysis, Fast Fourier Transform (FFT), and Wavelet Transform (WT) are employed to extract features of the vibration signal of the faulty system. An analysis of the system response orbits clearly indicates the perturbations due to the rotor-to-stator contact. The sensitivities of WT to the variation in system speed have been investigated by Continuous Wavelet Transform (CWT). The analysis reveals that features of crack, rubs and unbalance in vibration response can be useful for condition monitoring. WT reveals its ability to detect nonlinear signal, and obtained results provide a useful tool method for detecting machinery faults.

Keywords: Continuous wavelet, crack, discrete wavelet, high acceleration, low acceleration, nonlinear, rotor-stator, rub.

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Authors: Mohammed Rziza, Mohamed El Aroussi, Mohammed El Hassouni, Sanaa Ghouzali, Driss Aboutajdine

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In this paper, an efficient local appearance feature extraction method based the multi-resolution Curvelet transform is proposed in order to further enhance the performance of the well known Linear Discriminant Analysis(LDA) method when applied to face recognition. Each face is described by a subset of band filtered images containing block-based Curvelet coefficients. These coefficients characterize the face texture and a set of simple statistical measures allows us to form compact and meaningful feature vectors. The proposed method is compared with some related feature extraction methods such as Principal component analysis (PCA), as well as Linear Discriminant Analysis LDA, and independent component Analysis (ICA). Two different muti-resolution transforms, Wavelet (DWT) and Contourlet, were also compared against the Block Based Curvelet-LDA algorithm. Experimental results on ORL, YALE and FERET face databases convince us that the proposed method provides a better representation of the class information and obtains much higher recognition accuracies.

Keywords: Curvelet, Linear Discriminant Analysis (LDA) , Contourlet, Discreet Wavelet Transform, DWT, Block-based analysis, face recognition (FR).

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Authors: S. Esakkirajan, T. Veerakumar, V. Senthil Murugan, R. Sudhakar

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This paper presents a new fingerprint coding technique based on contourlet transform and multistage vector quantization. Wavelets have shown their ability in representing natural images that contain smooth areas separated with edges. However, wavelets cannot efficiently take advantage of the fact that the edges usually found in fingerprints are smooth curves. This issue is addressed by directional transforms, known as contourlets, which have the property of preserving edges. The contourlet transform is a new extension to the wavelet transform in two dimensions using nonseparable and directional filter banks. The computation and storage requirements are the major difficulty in implementing a vector quantizer. In the full-search algorithm, the computation and storage complexity is an exponential function of the number of bits used in quantizing each frame of spectral information. The storage requirement in multistage vector quantization is less when compared to full search vector quantization. The coefficients of contourlet transform are quantized by multistage vector quantization. The quantized coefficients are encoded by Huffman coding. The results obtained are tabulated and compared with the existing wavelet based ones.

Keywords: Contourlet Transform, Directional Filter bank, Laplacian Pyramid, Multistage Vector Quantization

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Authors: Sudipta Nath, Arindam Dey, Abhijit Chakrabarti

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This paper presents features that characterize power quality disturbances from recorded voltage waveforms using wavelet transform. The discrete wavelet transform has been used to detect and analyze power quality disturbances. The disturbances of interest include sag, swell, outage and transient. A power system network has been simulated by Electromagnetic Transients Program. Voltage waveforms at strategic points have been obtained for analysis, which includes different power quality disturbances. Then wavelet has been chosen to perform feature extraction. The outputs of the feature extraction are the wavelet coefficients representing the power quality disturbance signal. Wavelet coefficients at different levels reveal the time localizing information about the variation of the signal.

Keywords: Power quality, detection of disturbance, wavelet transform, multiresolution signal decomposition.

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Authors: Fatma Belghith, Hassen Loukil, Nouri Masmoudi

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This paper presents the hardware design of a unified architecture to compute the 4x4, 8x8 and 16x16 efficient twodimensional (2-D) transform for the HEVC standard. This architecture is based on fast integer transform algorithms. It is designed only with adders and shifts in order to reduce the hardware cost significantly. The goal is to ensure the maximum circuit reuse during the computing while saving 40% for the number of operations. The architecture is developed using FIFOs to compute the second dimension. The proposed hardware was implemented in VHDL. The VHDL RTL code works at 240 MHZ in an Altera Stratix III FPGA. The number of cycles in this architecture varies from 33 in 4-point- 2D-DCT to 172 when the 16-point-2D-DCT is computed. Results show frequency improvements reaching 96% when compared to an architecture described as the direct transcription of the algorithm.

Keywords: HEVC, Modified Integer Transform, FPGA.

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Authors: N. A. Samat, D. F. Percy

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The main aim of this study is to describe and introduce a method of numerical analysis in obtaining approximate solutions for the SIR-SI differential equations (susceptible-infectiverecovered for human populations; susceptible-infective for vector populations) that represent a model for dengue disease transmission. Firstly, we describe the ordinary differential equations for the SIR-SI disease transmission models. Then, we introduce the numerical analysis of solutions of this continuous time, discrete space SIR-SI model by simplifying the continuous time scale to a densely populated, discrete time scale. This is followed by the application of this numerical analysis of solutions of the SIR-SI differential equations to the estimation of relative risk using continuous time, discrete space dengue data of Kuala Lumpur, Malaysia. Finally, we present the results of the analysis, comparing and displaying the results in graphs, table and maps. Results of the numerical analysis of solutions that we implemented offers a useful and potentially superior model for estimating relative risks based on continuous time, discrete space data for vector borne infectious diseases specifically for dengue disease. 

Keywords: Dengue disease, disease mapping, numerical analysis, SIR-SI differential equations.

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Authors: Amir Taghavi, kourosh Parand, Hosein Fani

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In this paper we propose, a Lagrangian method to solve unsteady gas equation which is a nonlinear ordinary differential equation on semi-infnite interval. This approach is based on Modified generalized Laguerre functions. This method reduces the solution of this problem to the solution of a system of algebraic equations. We also compare this work with some other numerical results. The findings show that the present solution is highly accurate.

Keywords: Unsteady gas equation, Generalized Laguerre functions, Lagrangian method, Nonlinear ODE.

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Authors: Smriti H. Bhandari, S. M. Deshpande

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Surface metrology with image processing is a challenging task having wide applications in industry. Surface roughness can be evaluated using texture classification approach. Important aspect here is appropriate selection of features that characterize the surface. We propose an effective combination of features for multi-scale and multi-directional analysis of engineering surfaces. The features include standard deviation, kurtosis and the Canny edge detector. We apply the method by analyzing the surfaces with Discrete Wavelet Transform (DWT) and Dual-Tree Complex Wavelet Transform (DT-CWT). We used Canberra distance metric for similarity comparison between the surface classes. Our database includes the surface textures manufactured by three machining processes namely Milling, Casting and Shaping. The comparative study shows that DT-CWT outperforms DWT giving correct classification performance of 91.27% with Canberra distance metric.

Keywords: Dual-tree complex wavelet transform, surface metrology, surface roughness, texture classification.

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

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

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

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Authors: K. Daud, A. F. Abidin, N. Hamzah, H. S. Nagindar Singh

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This paper produces a new approach for power quality analysis using a windowing technique based on Continuous S-transform (CST). This half-cycle window technique approach can detect almost correctly for initial detection of disturbances i.e. voltage sags, swells, and transients. Samples in half cycle window has been analyzed based continuous S-transform for entire disturbance waveform. The modified parameter has been produced by MATLAB programming m-file based on continuous s-transform. CST has better time frequency and localization property than traditional and also has ability to detect the disturbance under noisy condition correctly. The excellent time-frequency resolution characteristic of the CST makes it the most an attractive candidate for analysis of power system disturbances signals.

Keywords: Power quality disturbances, initial detection, half cycle windowing, continuous S-transform.

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Authors: G. Çelik Gül, F. Kurtuluş

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Colemanite is the most common borate mineral, and the main source of the boron required by plants, human, and earth. Transition metals exhibit optical and physical properties such as; non-linear optical character, structural diversity, thermal stability, long cycle life and luminescent radiation. The doping of colemanite with a transition metal, bring it very interesting and attractive properties which make them applicable in industry. Iron doped calcium borate was synthesized by conventional solid state method at 1200 °C for 12 h with a systematic pathway. X-ray diffraction (XRD), Fourier transform infrared (FTIR) spectroscopy, scanning electron microscopy/energy dispersive analyze (SEM/EDS) were used to characterize structural and morphological properties. Also, thermal properties were recorded by thermogravimetric-differential thermal analysis (TG/DTA). 

Keywords: Colemanite, conventional synthesis, powder x-ray diffraction, borates.

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Authors: M. A. Sohaly, M. A. Elfouly

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Parkinson's disease (PD) is a heterogeneous movement disorder that often appears in the elderly. PD is induced by a loss of dopamine secretion. Some drugs increase the secretion of dopamine. In this paper, we will simply study the stability of PD models as a nonlinear delay differential equation. After a period of taking drugs, these act as positive feedback and increase the tremors of patients, and then, the differential equation has positive coefficients and the system is unstable under these conditions. We will present a set of suggested modifications to make the system more compatible with the biodynamic system. When giving a set of numerical examples, this research paper is concerned with the mathematical analysis, and no clinical data have been used.

Keywords: Parkinson's disease, stability, simulation, two delay differential equation.

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Authors: V. P. Muhamed Shajudheen, K. Viswanathan, K. Anitha Rani, A. Uma Maheswari, S. Saravana Kumar

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In this paper, a simple chemical precipitation route for the preparation of titanium dioxide nanoparticles, synthesized by using titanium tetra isopropoxide as a precursor and polyvinyl pyrrolidone (PVP) as a capping agent, is reported. The Differential Scanning Calorimetry (DSC) and Thermo Gravimetric Analysis (TGA) of the samples were recorded and the phase transformation temperature of titanium hydroxide, Ti(OH)₄ to titanium oxide, TiO₂ was investigated. The as-prepared Ti(OH)₄ precipitate was annealed at 800°C to obtain TiO₂ nanoparticles. The thermal, structural, morphological and textural characterizations of the TiO₂ nanoparticle samples were carried out by different techniques such as DSC-TGA, X-Ray Diffraction (XRD), Fourier Transform Infra-Red spectroscopy (FTIR), Micro Raman spectroscopy, UV-Visible absorption spectroscopy (UV-Vis), Photoluminescence spectroscopy (PL) and Field Effect Scanning Electron Microscopy (FESEM) techniques. The as-prepared precipitate was characterized using DSC-TGA and confirmed the mass loss of around 30%. XRD results exhibited no diffraction peaks attributable to anatase phase, for the reaction products, after the solvent removal. The results indicate that the product is purely rutile. The vibrational frequencies of two main absorption bands of prepared samples are discussed from the results of the FTIR analysis. The formation of nanosphere of diameter of the order of 10 nm, has been confirmed by FESEM. The optical band gap was found by using UV-Visible spectrum. From photoluminescence spectra, a strong emission was observed. The obtained results suggest that this method provides a simple, efficient and versatile technique for preparing TiO₂ nanoparticles and it has the potential to be applied to other systems for photocatalytic activity.

Keywords: TiO2 nanoparticles, chemical precipitation route, phase transition, Fourier Transform Infra-Red spectroscopy, micro Raman spectroscopy, UV-Visible absorption spectroscopy, Photoluminescence spectroscopy, Field Effect Scanning Electron Microscopy.

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