**Commenced**in January 2007

**Frequency:**Monthly

**Edition:**International

**Paper Count:**929

# Search results for: first and second variation formulas

##### 929 Discovering Liouville-Type Problems for p-Energy Minimizing Maps in Closed Half-Ellipsoids by Calculus Variation Method

**Authors:**
Lina Wu,
Jia Liu,
Ye Li

**Abstract:**

**Keywords:**
Bochner Formula,
Stokes’ Theorem,
Cauchy-Schwarz
Inequality,
first and second variation formulas,
Hardy-Sobolev type
inequalities,
Liouville-type problem,
p-harmonic map.

##### 928 Octonionic Reformulation of Vector Analysis

**Authors:**
Bhupendra C. S. Chauhan,
P. S. Bisht,
O. P. S. Negi

**Abstract:**

**Keywords:**
Octonions,
Vector Space and seven dimensions

##### 927 Numerical Methods versus Bjerksund and Stensland Approximations for American Options Pricing

**Authors:**
Marasovic Branka,
Aljinovic Zdravka,
Poklepovic Tea

**Abstract:**

Numerical methods like binomial and trinomial trees and finite difference methods can be used to price a wide range of options contracts for which there are no known analytical solutions. American options are the most famous of that kind of options. Besides numerical methods, American options can be valued with the approximation formulas, like Bjerksund-Stensland formulas from 1993 and 2002. When the value of American option is approximated by Bjerksund-Stensland formulas, the computer time spent to carry out that calculation is very short. The computer time spent using numerical methods can vary from less than one second to several minutes or even hours. However to be able to conduct a comparative analysis of numerical methods and Bjerksund-Stensland formulas, we will limit computer calculation time of numerical method to less than one second. Therefore, we ask the question: Which method will be most accurate at nearly the same computer calculation time?

**Keywords:**
Bjerksund and Stensland approximations,
Computational analysis,
Finance,
Options pricing,
Numerical methods.

##### 926 Process Optimization Regarding Geometrical Variation and Sensitivity Involving Dental Drill- and Implant-Guided Surgeries

**Authors:**
T. Kero,
R. Söderberg,
M. Andersson,
L. Lindkvist

**Abstract:**

**Keywords:**
Variation Simulation,
Process Optimization,
Guided
Surgeries,
Dental Prosthesis.

##### 925 Discontinuous Galerkin Method for Total Variation Minimization on Inpainting Problem

**Authors:**
Xijian Wang

**Abstract:**

**Keywords:**
finite element method,
discontinuous Galerkin method,
total variation minimization,
inpainting

##### 924 Semi Empirical Equations for Peak Shear Strength of Rectangular Reinforced Concrete Walls

**Authors:**
Ali Kezmane,
Said Boukais,
Mohand Hamizi

**Abstract:**

**Keywords:**
Shear strength,
reinforced concrete walls,
rectangular walls,
shear walls,
models.

##### 923 Fusion Filters Weighted by Scalars and Matrices for Linear Systems

**Authors:**
Seok Hyoung Lee,
Vladimir Shin

**Abstract:**

**Keywords:**
Kalman filtering,
fusion formula,
multi-sensor,
mean-square error.

##### 922 Parallel Block Backward Differentiation Formulas For Solving Large Systems of Ordinary Differential Equations

**Authors:**
Zarina Bibi,
I.,
Khairil Iskandar,
O.

**Abstract:**

**Keywords:**
Ordinary differential equations,
parallel.

##### 921 Quadrature Formula for Sampled Functions

**Authors:**
Khalid Minaoui,
Thierry Chonavel,
Benayad Nsiri,
Driss Aboutajdine

**Abstract:**

This paper deals with efficient quadrature formulas involving functions that are observed only at fixed sampling points. The approach that we develop is derived from efficient continuous quadrature formulas, such as Gauss-Legendre or Clenshaw-Curtis quadrature. We select nodes at sampling positions that are as close as possible to those of the associated classical quadrature and we update quadrature weights accordingly. We supply the theoretical quadrature error formula for this new approach. We show on examples the potential gain of this approach.

**Keywords:**
Gauss-Legendre,
Clenshaw-Curtis,
quadrature,
Peano kernel,
irregular sampling.

##### 920 Variation of the Dynamic Characteristics of a Spindle with the Change of Bearing Preload

**Authors:**
Shinji Oouchi,
Hajime Nomura,
Kung-Da Wu,
Yong-Run Chen,
Jui-Pin Hung

**Abstract:**

This paper presents the variation of the dynamic characteristics of a spindle with the change of bearing preload. The correlations between the variation of bearing preload and fundamental modal parameters were first examined by conducting vibration tests on physical spindle units. Experimental measurements show that the dynamic compliance and damping ratio associated with the dominating modes were affected to vary with variation of the bearing preload. When the bearing preload was slightly deviated from a standard value, the modal frequency and damping ability also vary to different extent, which further enable the spindle to perform with different compliance. For the spindle used in this study, a standard preload value set on bearings would enable the spindle to behave a higher stiffness as compared with others with a preload variation. This characteristic can be served as a reference to examine the variation of bearing preload of spindle in assemblage or operation.

**Keywords:**
Dynamic compliance,
Bearing preload,
Modal
damping.

##### 919 Dynamic Attribute Dependencies in Relational Attribute Grammars

**Authors:**
K. Barbar,
M. Dehayni,
A. Awada,
M. Smaili

**Abstract:**

**Keywords:**
Input/Output attribute grammars,
local consistency,
logical programming,
propagation,
relational attribute grammars.

##### 918 Adaptive Total Variation Based on Feature Scale

**Authors:**
Jianbo Hu,
Hongbao Wang

**Abstract:**

The widely used Total Variation de-noising algorithm can preserve sharp edge, while removing noise. However, since fixed regularization parameter over entire image, small details and textures are often lost in the process. In this paper, we propose a modified Total Variation algorithm to better preserve smaller-scaled features. This is done by allowing an adaptive regularization parameter to control the amount of de-noising in any region of image, according to relative information of local feature scale. Experimental results demonstrate the efficient of the proposed algorithm. Compared with standard Total Variation, our algorithm can better preserve smaller-scaled features and show better performance.

**Keywords:**
Adaptive,
de-noising,
feature scale,
regularizationparameter,
Total Variation.

##### 917 Vertex Configurations and Their Relationship on Orthogonal Pseudo-Polyhedra

**Authors:**
Jefri Marzal,
Hong Xie,
Chun Che Fung

**Abstract:**

**Keywords:**
Orthogonal Pseudo Polyhedra,
Vertex configuration

##### 916 Ambient Vibration Testing of Existing Buildings in Madinah

**Authors:**
Tarek M. Alguhane,
Ayman H. Khalil,
M. N. Fayed,
Ayman M. Ismail

**Abstract:**

The elastic period has a primary role in the seismic assessment of buildings. Reliable calculations and/or estimates of the fundamental frequency of a building and its site are essential during analysis and design process. Various code formulas based on empirical data are generally used to estimate the fundamental frequency of a structure. For existing structures, in addition to code formulas and available analytical tools such as modal analyses, various methods of testing including ambient and forced vibration testing procedures may be used to determine dynamic characteristics. In this study, the dynamic properties of the 32 buildings located in the Madinah of Saudi Arabia were identified using ambient motions recorded at several, spatially-distributed locations within each building. Ambient vibration measurements of buildings have been analyzed and the fundamental longitudinal and transverse periods for all tested buildings are presented. The fundamental mode of vibration has been compared in plots with codes formulae (Saudi Building Code, EC8, and UBC1997). The results indicate that measured periods of existing buildings are shorter than that given by most empirical code formulas. Recommendations are given based on the common design and construction practice in Madinah city.

**Keywords:**
Ambient vibration,
Fundamental period,
RC
buildings,
Infill walls.

##### 915 Molecular Analysis of Somaclonal Variation in Tissue Culture Derived Bananas Using MSAP and SSR Markers

**Authors:**
Emma K. Sales,
Nilda G. Butardo

**Abstract:**

The project was undertaken to determine the effects of modified tissue culture protocols e.g. age of culture and hormone levels (2,4-D) in generating somaclonal variation. Moreover, the utility of molecular markers (SSR and MSAP) in sorting off types/somaclones were investigated.

Results show that somaclonal variation is in effect due to prolonged subculture and high 2,4-D concentration. The resultant variation was observed to be due to high level of methylation events specifically cytosine methylation either at the internal or external cytosine and was identified by methylation sensitive amplification polymorphism (MSAP).Simple sequence repeats (SSR) on the other hand, was able to associate a marker to a trait of interest.

These therefore, show that molecular markers can be an important tool in sorting out variation/mutants at an early stage.

**Keywords:**
Methylation,
MSAP,
somaclones,
SSR,
subculture,
2,
4-D.

##### 914 The Elliptic Curves y2 = x3 - t2x over Fp

**Authors:**
Ahmet Tekcan

**Abstract:**

Let p be a prime number, Fp be a finite field and t ∈ F*p= Fp- {0}. In this paper we obtain some properties of ellipticcurves Ep,t: y2= y2= x3- t2x over Fp. In the first sectionwe give some notations and preliminaries from elliptic curves. In the second section we consider the rational points (x, y) on Ep,t. Wegive a formula for the number of rational points on Ep,t over Fnp for an integer n ≥ 1. We also give some formulas for the sum of x?andy?coordinates of the points (x, y) on Ep,t. In the third section weconsider the rank of Et: y2= x3- t2x and its 2-isogenous curve Et over Q. We proved that the rank of Etand Etis 2 over Q. In the last section we obtain some formulas for the sums Σt∈F?panp,t for an integer n ≥ 1, where ap,t denote the trace of Frobenius.

**Keywords:**
Elliptic curves over finite fields,
rational points onelliptic curves,
rank,
trace of Frobenius.

##### 913 Confidence Intervals for the Normal Mean with Known Coefficient of Variation

**Authors:**
Suparat Niwitpong

**Abstract:**

In this paper we proposed two new confidence intervals for the normal population mean with known coefficient of variation. This situation occurs normally in environment and agriculture experiments where the scientist knows the coefficient of variation of their experiments. We propose two new confidence intervals for this problem based on the recent work of Searls [5] and the new method proposed in this paper for the first time. We derive analytic expressions for the coverage probability and the expected length of each confidence interval. Monte Carlo simulation will be used to assess the performance of these intervals based on their expected lengths.

**Keywords:**
confidence interval,
coverage probability,
expected length,
known coefficient of variation.

##### 912 Unconventional Calculus Spreadsheet Functions

**Authors:**
Chahid K. Ghaddar

**Abstract:**

**Keywords:**
Calculus functions,
nonlinear systems,
differential algebraic equations,
solvers,
spreadsheet.

##### 911 Confidence Interval for the Inverse of a Normal Mean with a Known Coefficient of Variation

**Authors:**
Arunee Wongkha,
Suparat Niwitpong,
Sa-aat Niwitpong

**Abstract:**

In this paper, we propose two new confidence intervals for the inverse of a normal mean with a known coefficient of variation. One of new confidence intervals for the inverse of a normal mean with a known coefficient of variation is constructed based on the pivotal statistic Z where Z is a standard normal distribution and another confidence interval is constructed based on the generalized confidence interval, presented by Weerahandi. We examine the performance of these confidence intervals in terms of coverage probabilities and average lengths via Monte Carlo simulation.

**Keywords:**
The inverse of a normal mean,
confidence interval,
generalized confidence intervals,
known coefficient of variation.

##### 910 Dynamic Variation in Nano-Scale CMOS SRAM Cells Due to LF/RTS Noise and Threshold Voltage

**Authors:**
M. Fadlallah,
G. Ghibaudo,
C. G. Theodorou

**Abstract:**

The dynamic variation in memory devices such as the Static Random Access Memory can give errors in read or write operations. In this paper, the effect of low-frequency and random telegraph noise on the dynamic variation of one SRAM cell is detailed. The effect on circuit noise, speed, and length of time of processing is examined, using the Supply Read Retention Voltage and the Read Static Noise Margin. New test run methods are also developed. The obtained results simulation shows the importance of noise caused by dynamic variation, and the impact of Random Telegraph noise on SRAM variability is examined by evaluating the statistical distributions of Random Telegraph noise amplitude in the pull-up, pull-down. The threshold voltage mismatch between neighboring cell transistors due to intrinsic fluctuations typically contributes to larger reductions in static noise margin. Also the contribution of each of the SRAM transistor to total dynamic variation has been identified.

**Keywords:**
Low-frequency noise,
Random Telegraph Noise,
Dynamic Variation,
SRRV.

##### 909 Parallel Block Backward Differentiation Formulas for Solving Ordinary Differential Equations

**Authors:**
Khairil Iskandar Othman,
Zarina Bibi Ibrahim,
Mohamed Suleiman

**Abstract:**

**Keywords:**
Backward Differentiation Formula,
block,
ordinarydifferential equations.

##### 908 Investigation of Short Time Scale Variation of Solar Radiation Spectrum in UV, PAR, and NIR Bands due to Atmospheric Aerosol and Water Vapor

**Authors:**
Jackson H. W. Chang,
Jedol Dayou,
Justin Sentian

**Abstract:**

**Keywords:**
Aerosol,
short time scale variation,
solar radiation,
water vapor.

##### 907 On Simple Confidence Intervals for the Normal Mean with Known Coefficient of Variation

**Authors:**
Suparat Niwitpong,
Sa-aat Niwitpong

**Abstract:**

In this paper we proposed the new confidence interval for the normal population mean with known coefficient of variation. In practice, this situation occurs normally in environment and agriculture sciences where we know the standard deviation is proportional to the mean. As a result, the coefficient of variation of is known. We propose the new confidence interval based on the recent work of Khan [3] and this new confidence interval will compare with our previous work, see, e.g. Niwitpong [5]. We derive analytic expressions for the coverage probability and the expected length of each confidence interval. A numerical method will be used to assess the performance of these intervals based on their expected lengths.

**Keywords:**
confidence interval,
coverage probability,
expected length,
known coefficient of variation.

##### 906 Analysis on Precipitation Variation Patterns of Chenzhou City

**Authors:**
Li Wu

**Abstract:**

By using linear regression methodology to analyze the data of daily precipitation from 1961-2012, this paper studied the variation tendency of precipitation in Chenzhou. The outcome showed: (1) The annual precipitation was decreasing for 52 years and the difference of precipitation variation tendency among four seasons was remarkable. The precipitation of spring and autumn showed more remarkable decrease than of summer; but the precipitation of winter significantly increased. (2) The annual precipitation frequency tended to lower, which was consistent with the tendency of yearly variation. The seasonal precipitation frequency was greatly different, namely, precipitation frequency in spring and autumn decreased, co-occurring with the phenomenon of mutation; but the winter precipitation frequency increased notably. (3) The precipitation intensity displayed a tendency of increase, including spring, autumn and winter; among them, winter had the most obvious tendency to increase, and autumn had the most yearly variation. Summer was the only season with a tendency of decreasing in precipitation intensity. (4) Annual extreme precipitation tended to reduce, spring, summer and autumn are all included; whereas, winter extreme precipitation tended to increase at the rate of 0.1d/10a. (5) The daily maximum precipitation intensity increased slightly and it varied greatly.

**Keywords:**
Chenzhou,
precipitation variation,
precipitation frequency,
precipitation intensity.

##### 905 Optimal Parameters of Double Moving Average Control Chart

**Authors:**
Y. Areepong

**Abstract:**

**Keywords:**
Optimal parameters,
Average Run Length,
Average Delay time,
Double Moving Average chart.

##### 904 Morphological Analysis of English L1-Persian L2 Adult Learners’ Interlanguage: From the Perspective of SLA Variation

**Authors:**
Maassoumeh Bemani Naeini

**Abstract:**

**Keywords:**
English L1,
Interlanguage Analysis,
Persian L2,
SLA variation.

##### 903 Dissociation of CDS from CVA Valuation under Notation Changes

**Authors:**
R. Henry,
J-B. Paulin,
St. Fauchille,
Ph. Delord,
K. Benkirane,
A. Brunel

**Abstract:**

In this paper the CVA computation of interest rate swap is presented based on its rating. Rating and probability default given by Moody’s Investors Service are used to calculate our CVA for a specific swap with different maturities. With this computation the influence of rating variation can be shown on CVA. Application is made to the analysis of Greek CDS variation during the period of Greek crisis between 2008 and 2011. The main point is the determination of correlation between the fluctuation of Greek CDS cumulative value and the variation of swap CVA due to change of rating.

**Keywords:**
CDS,
Computation,
CVA,
Greek Crisis,
Interest
Rate Swap,
Maturity,
Rating,
Swap.

##### 902 Deformation of Water Waves by Geometric Transitions with Power Law Function Distribution

**Authors:**
E. G. Bautista,
J. M. Reyes,
O. Bautista,
J. C. Arcos

**Abstract:**

In this work, we analyze the deformation of surface waves in shallow flows conditions, propagating in a channel of slowly varying cross-section. Based on a singular perturbation technique, the main purpose is to predict the motion of waves by using a dimensionless formulation of the governing equations, considering that the longitudinal variation of the transversal section obey a power-law distribution. We show that the spatial distribution of the waves in the varying cross-section is a function of a kinematic parameter,κ , and two geometrical parameters εh and w ε . The above spatial behavior of the surface elevation is modeled by an ordinary differential equation. The use of single formulas to model the varying cross sections or transitions considered in this work can be a useful approximation to natural or artificial geometrical configurations.

**Keywords:**
Surface waves,
Asymptotic solution,
Power law
function,
Non-dispersive waves.

##### 901 Symbolic Analysis of Input Impedance of CMOS Floating Active Inductors with Application in Fully Differential Bandpass Amplifier

**Authors:**
Kittipong Tripetch

**Abstract:**

This paper proposes a study of input impedance of 2 types of CMOS active inductors. It derives 2 input impedance formulas. The first formula is the input impedance of the grounded active inductor. The second formula is the input impedance of the floating active inductor. After that, these formulas can be used to simulate magnitude and phase response of input impedance as a function of current consumption with MATLAB. Common mode rejection ratio (CMRR) of the fully differential bandpass amplifier is derived based on superposition principle. CMRR as a function of input frequency is plotted as a function of current consumption.

**Keywords:**
Grounded active inductor,
floating active inductor,
Fully differential bandpass amplifier.

##### 900 Optimal Design for SARMA(P,Q)L Process of EWMA Control Chart

**Authors:**
Y. Areepong

**Abstract:**

The main goal of this paper is to study Statistical Process Control (SPC) with Exponentially Weighted Moving Average (EWMA) control chart when observations are serially-correlated. The characteristic of control chart is Average Run Length (ARL) which is the average number of samples taken before an action signal is given. Ideally, an acceptable ARL of in-control process should be enough large, so-called (ARL_{0}). Otherwise it should be small when the process is out-of-control, so-called Average of Delay Time (ARL_{1}) or a mean of true alarm. We find explicit formulas of ARL for EWMA control chart for Seasonal Autoregressive and Moving Average processes (SARMA) with Exponential white noise. The results of ARL obtained from explicit formula and Integral equation are in good agreement. In particular, this formulas for evaluating (ARL_{0}) and (ARL_{1}) be able to get a set of optimal parameters which depend on smoothing parameter (λ) and width of control limit (H) for designing EWMA chart with minimum of (ARL_{1}).

**Keywords:**
Average Run Length1,
Optimal parameters,
Exponentially Weighted Moving Average (EWMA) control chart.