Search results for: diffusion approximation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 746

Search results for: diffusion approximation

506 Variational EM Inference Algorithm for Gaussian Process Classification Model with Multiclass and Its Application to Human Action Classification

Authors: Wanhyun Cho, Soonja Kang, Sangkyoon Kim, Soonyoung Park

Abstract:

In this paper, we propose the variational EM inference algorithm for the multi-class Gaussian process classification model that can be used in the field of human behavior recognition. This algorithm can drive simultaneously both a posterior distribution of a latent function and estimators of hyper-parameters in a Gaussian process classification model with multiclass. Our algorithm is based on the Laplace approximation (LA) technique and variational EM framework. This is performed in two steps: called expectation and maximization steps. First, in the expectation step, using the Bayesian formula and LA technique, we derive approximately the posterior distribution of the latent function indicating the possibility that each observation belongs to a certain class in the Gaussian process classification model. Second, in the maximization step, using a derived posterior distribution of latent function, we compute the maximum likelihood estimator for hyper-parameters of a covariance matrix necessary to define prior distribution for latent function. These two steps iteratively repeat until a convergence condition satisfies. Moreover, we apply the proposed algorithm with human action classification problem using a public database, namely, the KTH human action data set. Experimental results reveal that the proposed algorithm shows good performance on this data set.

Keywords: Bayesian rule, Gaussian process classification model with multiclass, Gaussian process prior, human action classification, laplace approximation, variational EM algorithm.

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505 Mathematical Modeling of the AMCs Cross-Contamination Removal in the FOUPs: Finite Element Formulation and Application in FOUP’s Decontamination

Authors: N. Santatriniaina, J. Deseure, T.Q. Nguyen, H. Fontaine, C. Beitia, L. Rakotomanana

Abstract:

Nowadays, with the increasing of the wafer's size and the decreasing of critical size of integrated circuit manufacturing in modern high-tech, microelectronics industry needs a maximum attention to challenge the contamination control. The move to 300 [mm] is accompanied by the use of Front Opening Unified Pods for wafer and his storage. In these pods an airborne cross contamination may occur between wafers and the pods. A predictive approach using modeling and computational methods is very powerful method to understand and qualify the AMCs cross contamination processes. This work investigates the required numerical tools which are employed in order to study the AMCs cross-contamination transfer phenomena between wafers and FOUPs. Numerical optimization and finite element formulation in transient analysis were established. Analytical solution of one dimensional problem was developed and the calibration process of physical constants was performed. The least square distance between the model (analytical 1D solution) and the experimental data are minimized. The behavior of the AMCs intransient analysis was determined. The model framework preserves the classical forms of the diffusion and convection-diffusion equations and yields to consistent form of the Fick's law. The adsorption process and the surface roughness effect were also traduced as a boundary condition using the switch condition Dirichlet to Neumann and the interface condition. The methodology is applied, first using the optimization methods with analytical solution to define physical constants, and second using finite element method including adsorption kinetic and the switch of Dirichlet to Neumann condition.

Keywords: AMCs, FOUP, cross-contamination, adsorption, diffusion, numerical analysis, wafers, Dirichlet to Neumann, finite elements methods, Fick’s law, optimization.

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504 Simulating the Dynamics of Distribution of Hazardous Substances Emitted by Motor Engines in a Residential Quarter

Authors: S. Grishin

Abstract:

This article is dedicated to development of mathematical models for determining the dynamics of concentration of hazardous substances in urban turbulent atmosphere. Development of the mathematical models implied taking into account the time-space variability of the fields of meteorological items and such turbulent atmosphere data as vortex nature, nonlinear nature, dissipativity and diffusivity. Knowing the turbulent airflow velocity is not assumed when developing the model. However, a simplified model implies that the turbulent and molecular diffusion ratio is a piecewise constant function that changes depending on vertical distance from the earth surface. Thereby an important assumption of vertical stratification of urban air due to atmospheric accumulation of hazardous substances emitted by motor vehicles is introduced into the mathematical model. The suggested simplified non-linear mathematical model of determining the sought exhaust concentration at a priori unknown turbulent flow velocity through non-degenerate transformation is reduced to the model which is subsequently solved analytically.

Keywords: Urban ecology, time-dependent mathematical model, exhaust concentration, turbulent and molecular diffusion, airflow velocity.

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503 The Effects of Consumer Inertia and Emotions on New Technology Acceptance

Authors: Chyi Jaw

Abstract:

Prior literature on innovation diffusion or acceptance has almost exclusively concentrated on consumers’ positive attitudes and behaviors for new products/services. Consumers’ negative attitudes or behaviors to innovations have received relatively little marketing attention, but it happens frequently in practice. This study discusses consumer psychological factors when they try to learn or use new technologies. According to recent research, technological innovation acceptance has been considered as a dynamic or mediated process. This research argues that consumers can experience inertia and emotions in the initial use of new technologies. However, given such consumer psychology, the argument can be made as to whether the inclusion of consumer inertia (routine seeking and cognitive rigidity) and emotions increases the predictive power of new technology acceptance model. As data from the empirical study find, the process is potentially consumer emotion changing (independent of performance benefits) because of technology complexity and consumer inertia, and impact innovative technology use significantly. Finally, the study presents the superior predictability of the hypothesized model, which let managers can better predict and influence the successful diffusion of complex technological innovations.

Keywords: Cognitive rigidity, consumer emotions, new technology acceptance, routine seeking, technology complexity.

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502 The Usage of Social Networks in Educational Context

Authors: Sacide Güzin Mazman, Yasemin Koçak Usluel

Abstract:

Possible advantages of technology in educational context required the defining boundaries of formal and informal learning. Increasing opportunity to ubiquitous learning by technological support has revealed a question of how to discover the potential of individuals in the spontaneous environments such as social networks. This seems to be related with the question of what purposes in social networks have been being used? Social networks provide various advantages in educational context as collaboration, knowledge sharing, common interests, active participation and reflective thinking. As a consequence of these, the purpose of this study is composed of proposing a new model that could determine factors which effect adoption of social network applications for usage in educational context. While developing a model proposal, the existing adoption and diffusion models have been reviewed and they are thought to be suitable on handling an original perspective instead of using completely other diffusion or acceptance models because of different natures of education from other organizations. In the proposed model; social factors, perceived ease of use, perceived usefulness and innovativeness are determined four direct constructs that effect adoption process. Facilitating conditions, image, subjective norms and community identity are incorporated to model as antecedents of these direct four constructs.

Keywords: Adoption of innovation, educational context, social networks.

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501 Factors Influencing the Continuance Usage of Online Mobile Payment Apps: A Case Study of WECHAT Users in China

Authors: Isaac Kofi Mensah, Jianing Mi, Feng Cheng

Abstract:

This research paper seeks to investigate the factors determining the continuance usage of online mobile payment applications among WECHAT users in China. Technology Acceptance Model (TAM) and the Diffusion of Innovation (DOI) theory would both be applied as the theoretical foundation for this study. A developed instrument would be administered to the targeted sample of 1000 WECHAT Users in the City of Harbin, China, through an online questionnaire administration platform. Factors such as perceived usefulness, perceived ease of use, perceived service quality, social influence, trust in the internet, internet self-efficacy, relative advantage, compatibility, and complexity would be explored to determine its significant impact on the continuance intention to use mobile payment apps. This study is at the development and implementation stage. The successful completion of this research article would not only provide an insightful understanding of the factors influencing the decision of WECHAT users in China to use mobile payment applications but also enrich the e-commerce adoption literature.

Keywords: Diffusion of innovation (DOI), e-commerce, mobile payment, technology acceptance model (TAM), WECHAT.

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500 Influence of Ambiguity Cluster on Quality Improvement in Image Compression

Authors: Safaa Al-Ali, Ahmad Shahin, Fadi Chakik

Abstract:

Image coding based on clustering provides immediate access to targeted features of interest in a high quality decoded image. This approach is useful for intelligent devices, as well as for multimedia content-based description standards. The result of image clustering cannot be precise in some positions especially on pixels with edge information which produce ambiguity among the clusters. Even with a good enhancement operator based on PDE, the quality of the decoded image will highly depend on the clustering process. In this paper, we introduce an ambiguity cluster in image coding to represent pixels with vagueness properties. The presence of such cluster allows preserving some details inherent to edges as well for uncertain pixels. It will also be very useful during the decoding phase in which an anisotropic diffusion operator, such as Perona-Malik, enhances the quality of the restored image. This work also offers a comparative study to demonstrate the effectiveness of a fuzzy clustering technique in detecting the ambiguity cluster without losing lot of the essential image information. Several experiments have been carried out to demonstrate the usefulness of ambiguity concept in image compression. The coding results and the performance of the proposed algorithms are discussed in terms of the peak signal-tonoise ratio and the quantity of ambiguous pixels.

Keywords: Ambiguity Cluster, Anisotropic Diffusion, Fuzzy Clustering, Image Compression.

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499 Upgraded Rough Clustering and Outlier Detection Method on Yeast Dataset by Entropy Rough K-Means Method

Authors: P. Ashok, G. M. Kadhar Nawaz

Abstract:

Rough set theory is used to handle uncertainty and incomplete information by applying two accurate sets, Lower approximation and Upper approximation. In this paper, the rough clustering algorithms are improved by adopting the Similarity, Dissimilarity–Similarity and Entropy based initial centroids selection method on three different clustering algorithms namely Entropy based Rough K-Means (ERKM), Similarity based Rough K-Means (SRKM) and Dissimilarity-Similarity based Rough K-Means (DSRKM) were developed and executed by yeast dataset. The rough clustering algorithms are validated by cluster validity indexes namely Rand and Adjusted Rand indexes. An experimental result shows that the ERKM clustering algorithm perform effectively and delivers better results than other clustering methods. Outlier detection is an important task in data mining and very much different from the rest of the objects in the clusters. Entropy based Rough Outlier Factor (EROF) method is seemly to detect outlier effectively for yeast dataset. In rough K-Means method, by tuning the epsilon (ᶓ) value from 0.8 to 1.08 can detect outliers on boundary region and the RKM algorithm delivers better results, when choosing the value of epsilon (ᶓ) in the specified range. An experimental result shows that the EROF method on clustering algorithm performed very well and suitable for detecting outlier effectively for all datasets. Further, experimental readings show that the ERKM clustering method outperformed the other methods.

Keywords: Clustering, Entropy, Outlier, Rough K-Means, validity index.

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498 Fatigue Analysis of Crack Growing Rate and Stress Intensity Factor for Stress Corrosion Cracking in a Pipeline System

Authors: A. R. Shahani, E. Mahdavi, M. Amidpour

Abstract:

Environment-assisted cracking (EAC) is one of the most serious causes of structural failure over a broad range of industrial applications including offshore structures. In EAC condition there is not a definite relation such as Paris equation in Linear Elastic Fracture Mechanics (LEFM). According to studying and searching a lot what the researchers said either a material has contact with hydrogen or any other corrosive environment, phenomenon of electrical and chemical reactions of material with its environment will be happened. In the literature, there are many different works to consider fatigue crack growing and solve it but they are experimental works. Thus, in this paper, authors have an aim to evaluate mathematically the pervious works in LEFM. Obviously, if an environment is more sour and corrosive, the changes of stress intensity factor is more and the calculation of stress intensity factor is difficult. A mathematical relation to deal with the stress intensity factor during the diffusion of sour environment especially hydrogen in a marine pipeline is presented. By using this relation having and some experimental relation an analytical formulation will be presented which enables the fatigue crack growth and critical crack length under cyclic loading to be predicted. In addition, we can calculate KSCC and stress intensity factor in the pipeline caused by EAC.

Keywords: Embrittlement, Fracture mechanics, Hydrogen diffusion, Stress intensity factor.

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497 The High Temperature Damage of DV – 2 Turbine Blade Made from Ni – Base Superalloy

Authors: Juraj Belan, Lenka Hurtalová, Eva Tillová, Alan Vaško, Milan Uhríčik

Abstract:

High pressure turbine (HPT) blades of DV – 2 jet engines are made from Ni – based superalloy. This alloy was originally manufactured in the Soviet Union and referred as ŽS6K. For improving alloy’s high temperature resistance are blades coated with Al – Si diffusion layer. A regular operation temperature of HPT blades vary from 705°C to 750°C depending on jet engine regime. An overcrossing working temperature range causes degradation of the protective coating as well as base material which microstructure is formed by the gamma matrix and strengthening phase gamma prime (forming small particles in the microstructure). Diffusion processes inside the material during exposition of the material to high temperatures causes mainly coarsening of the gamma prime particles, thus decreasing its strengthening effect. Degradation of the Al – Si coating caused its thickness growth. All the microstructure changes and coating layer thickness growth results in decreasing of the turbine blade operation lifetime.

Keywords: Alitize coating layer, gamma prime phase, high temperature degradation, Ni – base superalloy ŽS6K, turbine blade.

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496 The Long-Term Leaching Behaviour of 137Cs, 60Co and 152Eu Radionuclides Incorporated in Mortar Matrices Made from Natural Aggregates and Recycled Aggregates

Authors: R. Deju, M. Mincu, D. Gurau

Abstract:

During the interim storage or final disposal of low level waste, migration/diffusion of radionuclides can occur when the waste comes in contact with water. The long-term leaching behaviour into surrounding fluid (demineralized water) of 137Cs, 60Co and 152Eu radionuclides, artificially incorporated in mortar matrices made from natural aggregates (river sand) and recycled radioactive concrete was studied. Results presented in this work are obtained in two years of mortar testing and will be used for the safety increasing in the storage of low level radioactive waste. The study involved the influence of curing time, type and size distribution of the aggregates on leaching behaviour. The mortar samples were immersed in distilled water for 30 days. The leached activity of the mortar samples was measured on samples from the immersing water and analyzed through a gamma-ray spectrometry method using an HPGe detector with a GESPECOR code for efficiency evaluation. The long-term leaching behaviour of the radionuclides was evaluated from the leaching data calculating the apparent diffusion coefficient.

Keywords: Leaching behaviour, recycling of radioactive concrete, waste management, gamma-ray spectrometry.

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495 Optimal Image Representation for Linear Canonical Transform Multiplexing

Authors: Navdeep Goel, Salvador Gabarda

Abstract:

Digital images are widely used in computer applications. To store or transmit the uncompressed images requires considerable storage capacity and transmission bandwidth. Image compression is a means to perform transmission or storage of visual data in the most economical way. This paper explains about how images can be encoded to be transmitted in a multiplexing time-frequency domain channel. Multiplexing involves packing signals together whose representations are compact in the working domain. In order to optimize transmission resources each 4 × 4 pixel block of the image is transformed by a suitable polynomial approximation, into a minimal number of coefficients. Less than 4 × 4 coefficients in one block spares a significant amount of transmitted information, but some information is lost. Different approximations for image transformation have been evaluated as polynomial representation (Vandermonde matrix), least squares + gradient descent, 1-D Chebyshev polynomials, 2-D Chebyshev polynomials or singular value decomposition (SVD). Results have been compared in terms of nominal compression rate (NCR), compression ratio (CR) and peak signal-to-noise ratio (PSNR) in order to minimize the error function defined as the difference between the original pixel gray levels and the approximated polynomial output. Polynomial coefficients have been later encoded and handled for generating chirps in a target rate of about two chirps per 4 × 4 pixel block and then submitted to a transmission multiplexing operation in the time-frequency domain.

Keywords: Chirp signals, Image multiplexing, Image transformation, Linear canonical transform, Polynomial approximation.

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494 Experimental Study of LPG Diffusion Flame at Elevated Preheated Air Temperatures

Authors: A. A. Amer, H. M. Gad, I. A. Ibrahim, S. I. Abdel-Mageed, T. M. Farag

Abstract:

This paper represents an experimental study of LPG diffusion flame at elevated preheated air temperatures. The flame is stabilized in a vertical water-cooled combustor by using air swirler. An experimental test rig was designed to investigate the different operating conditions. The burner head is designed so that the LPG fuel issued centrally and surrounded by the swirling air issues from an air swirler. There are three air swirlers having the same dimensions but having different blade angles to give different swirl numbers of 0.5, 0.87 and 1.5. The combustion air was heated electrically before entering the combustor up to a temperature about 500 K. Five air to fuel mass ratios of 15, 20, 30, 40 and 50 were also studied. The effect of preheated air temperature, swirl number and air to fuel mass ratios on the temperature maps, visible flame length, high temperature region (size) and exhaust species concentrations are studied. Some results show that as the preheated air temperature increases, the volume of high temperature region also increased but the flame length decreased. Increasing the preheated air temperature, EINOx, EICO2 and EIO2 increased, while EICO decreased. Increasing the preheated air temperature from 300 to 500 K, for all air swirl numbers used, the highest increase in EINOx, EICO2 and EIO2 are 141, 4 and 65%, respectively.

Keywords: Preheated air temperature, air swirler, flame length, emission index.

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493 Impact of Electronic Word-of-Mouth to Consumer Adoption Process in the Online Discussion Forum: A Simulation Study

Authors: Aussadavut Dumrongsiri

Abstract:

Web-based technologies have created numerous opportunities for electronic word-of-mouth (eWOM) communication. There are many factors that affect customer adoption and decisionmaking process. However, only a few researches focus on some factors such as the membership time of forum and propensity to trust. Using a discrete-time event simulation to simulate a diffusion model along with a consumer decision model, the study shows the effect of each factor on adoption of opinions on on-line discussion forum. The purpose of this study is to examine the effect of factor affecting information adoption and decision making process. The model is constructed to test quantitative aspects of each factor. The simulation study shows the membership time and the propensity to trust has an effect on information adoption and purchasing decision. The result of simulation shows that the longer the membership time in the communities and the higher propensity to trust could lead to the higher demand rates because consumers find it easier and faster to trust the person in the community and then adopt the eWOM. Other implications for both researchers and practitioners are provided.

Keywords: word of mouth, simulation, consumer behavior, ebusiness, marketing, diffusion process.

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492 Wavelet Based Qualitative Assessment of Femur Bone Strength Using Radiographic Imaging

Authors: Sundararajan Sangeetha, Joseph Jesu Christopher, Swaminathan Ramakrishnan

Abstract:

In this work, the primary compressive strength components of human femur trabecular bone are qualitatively assessed using image processing and wavelet analysis. The Primary Compressive (PC) component in planar radiographic femur trabecular images (N=50) is delineated by semi-automatic image processing procedure. Auto threshold binarization algorithm is employed to recognize the presence of mineralization in the digitized images. The qualitative parameters such as apparent mineralization and total area associated with the PC region are derived for normal and abnormal images.The two-dimensional discrete wavelet transforms are utilized to obtain appropriate features that quantify texture changes in medical images .The normal and abnormal samples of the human femur are comprehensively analyzed using Harr wavelet.The six statistical parameters such as mean, median, mode, standard deviation, mean absolute deviation and median absolute deviation are derived at level 4 decomposition for both approximation and horizontal wavelet coefficients. The correlation coefficient of various wavelet derived parameters with normal and abnormal for both approximated and horizontal coefficients are estimated. It is seen that in almost all cases the abnormal show higher degree of correlation than normals. Further the parameters derived from approximation coefficient show more correlation than those derived from the horizontal coefficients. The parameters mean and median computed at the output of level 4 Harr wavelet channel was found to be a useful predictor to delineate the normal and the abnormal groups.

Keywords: Image processing, planar radiographs, trabecular bone and wavelet analysis.

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491 An Alternative Antimicrobial Approach to Fight Bacterial Pathogens from Phellinus linteus

Authors: S. Techaoei, K. Jarmkom, P. Eakwaropas, W. Khobjai

Abstract:

The objective of this research was focused on investigating in vitro antimicrobial activity of Phellinus linteus fruiting body extracts on Pseudomonas aeruginosa, Escherichia coli, Staphylococcus aureus and Methicillin-resistant Staphylococcus aureus. Phellinus linteus fruiting body was extracted with ethanol and ethyl acetate and was vaporized. The disc diffusion assay was used to assess antimicrobial activity against tested bacterial strains. Primary screening of chemical profile of crude extract was determined by using thin layer chromatography. The positive control and the negative control were used as erythromycin and dimethyl sulfoxide, respectively. Initial screening of Phellinus linteus crude extract with the disc diffusion assay demonstrated that only ethanol had greater antimicrobial activity against Pseudomonas aeruginosa, Escherichia coli, Staphylococcus aureus and Methicillin-resistant Staphylococcus aureus. The MIC assay showed that the lower MIC was observed with 0.5 mg/ml of Pseudomonas aeruginosa and Methicillin-resistant Staphylococcus aureus and 0.25 mg/ml. of Escherichia coli and Staphylococcus aureus, respectively. TLC chemical profile of extract was represented at Rf ≈ 0.71-0.76.

Keywords: Staphylococcus aureus, Phellinus linteus, methicillin-resistant Staphylococcus aureus, antimicrobial activity, Escherichia coli.

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490 On the Invariant Uniform Roe Algebra as Crossed Product

Authors: Kankeyanathan Kannan

Abstract:

The uniform Roe C*-algebra (also called uniform translation)C^*- algebra provides a link between coarse geometry and C^*- algebra theory. The uniform Roe algebra has a great importance in geometry, topology and analysis. We consider some of the elementary concepts associated with coarse spaces. 

Keywords: Invariant Approximation Property, Uniform Roe algebras.

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489 Best Coapproximation in Fuzzy Anti-n-Normed Spaces

Authors: J. Kavikumar, N. S. Manian, M. B. K. Moorthy

Abstract:

The main purpose of this paper is to consider the new kind of approximation which is called as t-best coapproximation in fuzzy n-normed spaces. The set of all t-best coapproximation define the t-coproximinal, t-co-Chebyshev and F-best coapproximation and then prove several theorems pertaining to this sets. 

Keywords: Fuzzy-n-normed space, best coapproximation, co-proximinal, co-Chebyshev, F-best coapproximation, orthogonality

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488 Computable Function Representations Using Effective Chebyshev Polynomial

Authors: Mohammed A. Abutheraa, David Lester

Abstract:

We show that Chebyshev Polynomials are a practical representation of computable functions on the computable reals. The paper presents error estimates for common operations and demonstrates that Chebyshev Polynomial methods would be more efficient than Taylor Series methods for evaluation of transcendental functions.

Keywords: Approximation Theory, Chebyshev Polynomial, Computable Functions, Computable Real Arithmetic, Integration, Numerical Analysis.

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487 ZMP Based Reference Generation for Biped Walking Robots

Authors: Kemalettin Erbatur, Özer Koca, Evrim Taşkıran, Metin Yılmaz, Utku Seven

Abstract:

Recent fifteen years witnessed fast improvements in the field of humanoid robotics. The human-like robot structure is more suitable to human environment with its supreme obstacle avoidance properties when compared with wheeled service robots. However, the walking control for bipedal robots is a challenging task due to their complex dynamics. Stable reference generation plays a very important role in control. Linear Inverted Pendulum Model (LIPM) and the Zero Moment Point (ZMP) criterion are applied in a number of studies for stable walking reference generation of biped walking robots. This paper follows this main approach too. We propose a natural and continuous ZMP reference trajectory for a stable and human-like walk. The ZMP reference trajectories move forward under the sole of the support foot when the robot body is supported by a single leg. Robot center of mass trajectory is obtained from predefined ZMP reference trajectories by a Fourier series approximation method. The Gibbs phenomenon problem common with Fourier approximations of discontinuous functions is avoided by employing continuous ZMP references. Also, these ZMP reference trajectories possess pre-assigned single and double support phases, which are very useful in experimental tuning work. The ZMP based reference generation strategy is tested via threedimensional full-dynamics simulations of a 12-degrees-of-freedom biped robot model. Simulation results indicate that the proposed reference trajectory generation technique is successful.

Keywords: Biped robot, Linear Inverted Pendulum Model, Zero Moment Point, Fourier series approximation.

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486 Optimal Allocation Between Subprime Structured Mortgage Products and Treasuries

Authors: MP. Mulaudzi, MA. Petersen, J. Mukuddem-Petersen , IM. Schoeman, B. de Waal, JM. Manale

Abstract:

This conference paper discusses a risk allocation problem for subprime investing banks involving investment in subprime structured mortgage products (SMPs) and Treasuries. In order to solve this problem, we develop a L'evy process-based model of jump diffusion-type for investment choice in subprime SMPs and Treasuries. This model incorporates subprime SMP losses for which credit default insurance in the form of credit default swaps (CDSs) can be purchased. In essence, we solve a mean swap-at-risk (SaR) optimization problem for investment which determines optimal allocation between SMPs and Treasuries subject to credit risk protection via CDSs. In this regard, SaR is indicative of how much protection investors must purchase from swap protection sellers in order to cover possible losses from SMP default. Here, SaR is defined in terms of value-at-risk (VaR). Finally, we provide an analysis of the aforementioned optimization problem and its connections with the subprime mortgage crisis (SMC).

Keywords: Investors; Jump Diffusion Process, Structured Mortgage Products, Treasuries, Credit Risk, Credit Default Swaps, Tranching Risk, Counterparty Risk, Value-at-Risk, Swaps-at-Risk, Subprime Mortgage Crisis.

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485 Understanding the Selectional Preferences of the Twitter Mentions Network

Authors: R. Sudhesh Solomon, P. Y. K. L. Srinivas, Abhay Narayan, Amitava Das

Abstract:

Users in social networks either unicast or broadcast their messages. At mention is the popular way of unicasting for Twitter whereas general tweeting could be considered as broadcasting method. Understanding the information flow and dynamics within a Social Network and modeling the same is a promising and an open research area called Information Diffusion. This paper seeks an answer to a fundamental question - understanding if the at-mention network or the unicasting pattern in social media is purely random in nature or is there any user specific selectional preference? To answer the question we present an empirical analysis to understand the sociological aspects of Twitter mentions network within a social network community. To understand the sociological behavior we analyze the values (Schwartz model: Achievement, Benevolence, Conformity, Hedonism, Power, Security, Self-Direction, Stimulation, Traditional and Universalism) of all the users. Empirical results suggest that values traits are indeed salient cue to understand how the mention-based communication network functions. For example, we notice that individuals possessing similar values unicast among themselves more often than with other value type people. We also observe that traditional and self-directed people do not maintain very close relationship in the network with the people of different values traits.

Keywords: Social network analysis, information diffusion, personality and values, Twitter Mentions Network.

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484 Oscillation Effect of the Multi-stage Learning for the Layered Neural Networks and Its Analysis

Authors: Isao Taguchi, Yasuo Sugai

Abstract:

This paper proposes an efficient learning method for the layered neural networks based on the selection of training data and input characteristics of an output layer unit. Comparing to recent neural networks; pulse neural networks, quantum neuro computation, etc, the multilayer network is widely used due to its simple structure. When learning objects are complicated, the problems, such as unsuccessful learning or a significant time required in learning, remain unsolved. Focusing on the input data during the learning stage, we undertook an experiment to identify the data that makes large errors and interferes with the learning process. Our method devides the learning process into several stages. In general, input characteristics to an output layer unit show oscillation during learning process for complicated problems. The multi-stage learning method proposes by the authors for the function approximation problems of classifying learning data in a phased manner, focusing on their learnabilities prior to learning in the multi layered neural network, and demonstrates validity of the multi-stage learning method. Specifically, this paper verifies by computer experiments that both of learning accuracy and learning time are improved of the BP method as a learning rule of the multi-stage learning method. In learning, oscillatory phenomena of a learning curve serve an important role in learning performance. The authors also discuss the occurrence mechanisms of oscillatory phenomena in learning. Furthermore, the authors discuss the reasons that errors of some data remain large value even after learning, observing behaviors during learning.

Keywords: data selection, function approximation problem, multistage leaning, neural network, voluntary oscillation.

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483 Design and Implementation of a 10-bit SAR ADC with A Programmable Reference

Authors: Hasmayadi Abdul Majid, Yuzman Yusoff, Noor Shelida Salleh

Abstract:

This paper presents the development of a single-ended 38.5 kS/s 10-bit programmable reference SAR ADC which is realized in MIMOS’s 0.35 µm CMOS process. The design uses a resistive DAC, a dynamic comparator with pre-amplifier and a SAR digital logic to create 10 effective bits ADC. A programmable reference circuitry allows the ADC to operate with different input range from 0.6 V to 2.1 V. The ADC consumed less than 7.5 mW power with a 3 V supply.

Keywords: Successive Approximation Register Analog-to- Digital Converter, SAR ADC, Resistive DAC, Programmable Reference.

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482 An Iterative Updating Method for Damped Gyroscopic Systems

Authors: Yongxin Yuan

Abstract:

The problem of updating damped gyroscopic systems using measured modal data can be mathematically formulated as following two problems. Problem I: Given Ma ∈ Rn×n, Λ = diag{λ1, ··· , λp} ∈ Cp×p, X = [x1, ··· , xp] ∈ Cn×p, where p<n and both Λ and X are closed under complex conjugation in the sense that λ2j = λ¯2j−1 ∈ C, x2j = ¯x2j−1 ∈ Cn for j = 1, ··· , l, and λk ∈ R, xk ∈ Rn for k = 2l + 1, ··· , p, find real-valued symmetric matrices D,K and a real-valued skew-symmetric matrix G (that is, GT = −G) such that MaXΛ2 + (D + G)XΛ + KX = 0. Problem II: Given real-valued symmetric matrices Da, Ka ∈ Rn×n and a real-valued skew-symmetric matrix Ga, find (D, ˆ G, ˆ Kˆ ) ∈ SE such that Dˆ −Da2+Gˆ−Ga2+Kˆ −Ka2 = min(D,G,K)∈SE (D− Da2 + G − Ga2 + K − Ka2), where SE is the solution set of Problem I and · is the Frobenius norm. This paper presents an iterative algorithm to solve Problem I and Problem II. By using the proposed iterative method, a solution of Problem I can be obtained within finite iteration steps in the absence of roundoff errors, and the minimum Frobenius norm solution of Problem I can be obtained by choosing a special kind of initial matrices. Moreover, the optimal approximation solution (D, ˆ G, ˆ Kˆ ) of Problem II can be obtained by finding the minimum Frobenius norm solution of a changed Problem I. A numerical example shows that the introduced iterative algorithm is quite efficient.

Keywords: Model updating, iterative algorithm, gyroscopic system, partially prescribed spectral data, optimal approximation.

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481 The Application of Real Options to Capital Budgeting

Authors: George Yungchih Wang

Abstract:

Real options theory suggests that managerial flexibility embedded within irreversible investments can account for a significant value in project valuation. Although the argument has become the dominant focus of capital investment theory over decades, yet recent survey literature in capital budgeting indicates that corporate practitioners still do not explicitly apply real options in investment decisions. In this paper, we explore how real options decision criteria can be transformed into equivalent capital budgeting criteria under the consideration of uncertainty, assuming that underlying stochastic process follows a geometric Brownian motion (GBM), a mixed diffusion-jump (MX), or a mean-reverting process (MR). These equivalent valuation techniques can be readily decomposed into conventional investment rules and “option impacts", the latter of which describe the impacts on optimal investment rules with the option value considered. Based on numerical analysis and Monte Carlo simulation, three major findings are derived. First, it is shown that real options could be successfully integrated into the mindset of conventional capital budgeting. Second, the inclusion of option impacts tends to delay investment. It is indicated that the delay effect is the most significant under a GBM process and the least significant under a MR process. Third, it is optimal to adopt the new capital budgeting criteria in investment decision-making and adopting a suboptimal investment rule without considering real options could lead to a substantial loss in value.

Keywords: real options, capital budgeting, geometric Brownianmotion, mixed diffusion-jump, mean-reverting process

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480 Moment Generating Functions of Observed Gaps between Hypopnea Using Saddlepoint Approximations

Authors: Nur Zakiah Mohd Saat, Abdul Aziz Jemain

Abstract:

Saddlepoint approximations is one of the tools to obtain an expressions for densities and distribution functions. We approximate the densities of the observed gaps between the hypopnea events using the Huzurbazar saddlepoint approximation. We demonstrate the density of a maximum likelihood estimator in exponential families.

Keywords: Exponential, maximum likehood estimators, observed gap, Saddlepoint approximations.

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479 Anti-microbial Activity of Aristolochic Acid from Root of Aristolochia bracteata Retz

Authors: S. Angalaparameswari, T.S. Mohamed Saleem, M. Alagusundaram, S. Ramkanth, V.S. Thiruvengadarajan, K. Gnanaprakash, C. Madhusudhana Chetty, G. Pratheesh

Abstract:

The present research was designed to investigate the anti-microbial activity of aristolochic acid from the root of Aristolochia bracteata. From the methanolic & ethyl extract extracts of Aristolochia bracteata aristolochic acid I was isolated and conformed through IR, NMR & MS. The percentage purity of aristolochic acid I was determined by UV & HPLC method. Antibacterial activity of extracts of Aristolochia bracteata and the isolated compound was determined by disc diffusion method. The results reveled that the isolated aristolochic acid from methanolic extract was more pure than the compound from ethyl acetate extract. The various extracts (500μg/disc) of Aristolochia bracteata showed moderate antibacterial activity with the average zone of inhibition of 7-18 mm by disc diffusion method. Among the extracts, ethyl acetate & methanol extracts were shown good anti-microbial activity and the growth of E.coli (18 mm) was strongly inhibited. Microbial assay of isolated compound (Aristolochic acid I) from ethyl acetate & methanol extracts were shown good antimicrobial activity and the zone of inhibition of both at higher concentration 50 μg/ml was similar with the standard aristolochic acid. It may be concluded that the isolated compound of aristolochic acid I has good anti-bacterial activity.

Keywords: Aristolochic acid I, Anti-microbial activity, Aristolochia bracteata, Bacillus subtilis, E.coli

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478 Approximation of Sturm-Liouville Problems by Exponentially Weighted Legendre-Gauss Tau Method

Authors: Mohamed K. El Daou

Abstract:

We construct an exponentially weighted Legendre- Gauss Tau method for solving differential equations with oscillatory solutions. The proposed method is applied to Sturm-Liouville problems. Numerical examples illustrating the efficiency and the high accuracy of our results are presented.

Keywords: Oscillatory functions, Sturm-Liouville problems, legendre polynomial, gauss points.

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477 Conjugate Gradient Algorithm for the Symmetric Arrowhead Solution of Matrix Equation AXB=C

Authors: Minghui Wang, Luping Xu, Juntao Zhang

Abstract:

Based on the conjugate gradient (CG) algorithm, the constrained matrix equation AXB=C and the associate optimal approximation problem are considered for the symmetric arrowhead matrix solutions in the premise of consistency. The convergence results of the method are presented. At last, a numerical example is given to illustrate the efficiency of this method.

Keywords: Iterative method, symmetric arrowhead matrix, conjugate gradient algorithm.

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