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Pricing Formula For Power Options With Jump-Diffusion, Siti Nur Iqmal Ibrahim, John G. O’Hara, Muhammad Syazwan Mohd Zaki Jul 2016

Pricing Formula For Power Options With Jump-Diffusion, Siti Nur Iqmal Ibrahim, John G. O’Hara, Muhammad Syazwan Mohd Zaki

Applied Mathematics & Information Sciences

Payoff of a power option is typified by its underlying share price raised to a constant power. Also known as leveraged option, a minor change in its underlying may lead to a significant change in its price. In this study, we derive pricing formula for power options using the martingale approach when the underlying asset follows a jump-diffusion process.


Robust Co-Design Of Control And Real-Time Scheduling In Cyber-Physical Systems, Kyung-Joon Park, Man-Ki Yoon, Chang-Gun Lee Jul 2016

Robust Co-Design Of Control And Real-Time Scheduling In Cyber-Physical Systems, Kyung-Joon Park, Man-Ki Yoon, Chang-Gun Lee

Applied Mathematics & Information Sciences

Cyber-physical systems (CPS) have emerged as a promising research paradigm, which is the convergence of control, communication, and computation. In CPS, real-time transactions visit multiple resources such as sensors, actuators, networks, and microprocessors. One fundamental issue, which is called control and real-time scheduling co-design, is how to maximize control performance of the physical systems while satisfying the real-time constraints imposed by limited computational resources. Although there have been extensive studies on the co-design problem in a single-resource system, multi-resource cases have not been fully studied. In this paper, we propose an optimization framework for robust control design with end-to-end response …


Electronically Coupled Distributed Generation Modeling And Control Strategies For Microgrid Applications, Bilal M. Eid, Nasrudin Abd. Rahim, Jeyraj Selvaraj, B. W. Williams Jul 2016

Electronically Coupled Distributed Generation Modeling And Control Strategies For Microgrid Applications, Bilal M. Eid, Nasrudin Abd. Rahim, Jeyraj Selvaraj, B. W. Williams

Applied Mathematics & Information Sciences

A single-stage power converter is proposed for electronically coupled distributed generation, that is capable of both maximum power point tracking and unity power factor dispatching. Modeling for photovoltaic array (the distributed generator) and three-phase grid-connected inverter produce the optimum control parameters. The inverter’s controller uses inner and outer control loops to control parameters. The inner control loop converts input from the abc frame to the d, q, 0 frame to dispatch at unity power factor. The outer voltage control loop tracks the maximum power point through the new technique, which can be used in microgrid applications at the primary control …


On A Practical Methodology For Solving Bvp Problems By Using A Modified Version Of Picard Method, U. Filobello-Nino, H. Vazquez-Leal, A. Perez-Sesma, J. Cervantes-Perez, L. Hernandez-Martinez, A. Herrera-May Jul 2016

On A Practical Methodology For Solving Bvp Problems By Using A Modified Version Of Picard Method, U. Filobello-Nino, H. Vazquez-Leal, A. Perez-Sesma, J. Cervantes-Perez, L. Hernandez-Martinez, A. Herrera-May

Applied Mathematics & Information Sciences

The aim of this paper is to propose a modified version of Picard Method, the Boundary Value Problems Picard Method (BVPP), which allows the solution of BVP problems, with few iterations. What is more, as case study, BVPP is employed to get approximate solutions to four differential equations; two linear and two nonlinear. Comparing figures between approximate and exact solutions, it is shown that BVPP method can generate handy approximate solutions with the desired degree of accuracy.


Some Asymptotic Approximation Properties Of One Boundary-Value Problem With Singular Interior Point, K. Aydemir, O. Sh. Mukhtarov Jul 2016

Some Asymptotic Approximation Properties Of One Boundary-Value Problem With Singular Interior Point, K. Aydemir, O. Sh. Mukhtarov

Applied Mathematics & Information Sciences

In this study by applying an own technique we investigate some asymptotic approximation properties of new type discontinuous boundary-value problems, which consists of a Sturm-Liouville equation together with eigenparameter-dependent boundary and transmission conditions.


Modified Lqp Method With A New Search Direction For Nonlinear Complimentarity Problems, Abdellah Bnouhachem, Ali Ou-Yassine, Muhammad Aslam Noor, Ghizlane Lakhnati Jul 2016

Modified Lqp Method With A New Search Direction For Nonlinear Complimentarity Problems, Abdellah Bnouhachem, Ali Ou-Yassine, Muhammad Aslam Noor, Ghizlane Lakhnati

Applied Mathematics & Information Sciences

In this paper, we propose a new LQP method for solving nonlinear complementarity problems. The method uses a new descent direction which differs from the other existing LQP methods and another optimal step length is employed to reach substantial progress in each iteration.We prove the global convergence of the proposed method under the same assumptions as in [A. Bnouhachem al., A note on LQP method for nonlinear complimentarity problems. Adv. Model. Optim. 14(1), 269-283 (2012)]. Some preliminary computational results are given to illustrate the efficiency of the proposed method.


Error Estimates On A Stable And Reliable Numerical Scheme For A Fully Discrete Time-Dependent Allen-Cahn Equation, Pius W. M. Chin Jul 2016

Error Estimates On A Stable And Reliable Numerical Scheme For A Fully Discrete Time-Dependent Allen-Cahn Equation, Pius W. M. Chin

Applied Mathematics & Information Sciences

The stability analysis and error estimates are some of the well-known techniques carried out on a number of commonly used numerical schemes for Allen-Cahn equation. We exploit these techniques and design a reliable fully-discrete scheme consisting of coupling the Non-standard finite difference with the finite element method. We show that the solution obtained from this scheme is stabled and attains its optimal rate of convergence in both the H1 and L2-norms. We further show that this scheme replicates the properties of the exact solution. Some numerical experiments are performed to support our theoretical analysis.


Comparative Study For Multi-Strain Tuberculosis (Tb) Model Of Fractional Order, Nasser Hassan Sweilam, Seham Mahyoub Al−Mekhlafi Jul 2016

Comparative Study For Multi-Strain Tuberculosis (Tb) Model Of Fractional Order, Nasser Hassan Sweilam, Seham Mahyoub Al−Mekhlafi

Applied Mathematics & Information Sciences

In this paper, we introduce the multi−strain TB model of fractional-order derivatives, which incorporates three strains: drug−sensitive, emerging multi−drug resistant(MDR) and extensively drug−resistant(XDR ). Numerical simulations for this extended fractional order model is the main aim of this work, where the adopted model is described by a system of non-linear ordinary differential equations and the fractional derivative is defined in the sense of the Grünwald−Letnikov definition. Two numerical methods are presented for this model, the standard finite difference method (SFDM) and the nonstandard finite difference method (NSFDM). Numerical comparisons between SFDM and NSFDM are presented. It is concluded that the …


Entropy Analysis Of Variable Viscosity Hartmann Flow Through A Rotating Channel With Hall Effects, A. S. Eegunjobi, O. D. Makinde Jul 2016

Entropy Analysis Of Variable Viscosity Hartmann Flow Through A Rotating Channel With Hall Effects, A. S. Eegunjobi, O. D. Makinde

Applied Mathematics & Information Sciences

In this work, entropy generations of a variable viscosity Hartmann flow through a rotating channel with Hall effects are investigated numerically. It is assumed that the fluid and the channel rotate in agreement with the angular velocity about y-axis. The governing non-linear partial differential equations are transformed and solved numerically using Runge Kutta - Fehlberg method with shooting technique. Results obtained for velocities and temperature profiles are used to compute the entropy generation rate, skin friction and Nusselt number. The important results are displayed and discussed.


An Effective Approach For Solving Mhd Viscous Flow Due To A Shrinking Sheet, Mourad S. Semary, Hany N. Hassan Jul 2016

An Effective Approach For Solving Mhd Viscous Flow Due To A Shrinking Sheet, Mourad S. Semary, Hany N. Hassan

Applied Mathematics & Information Sciences

In this paper, we present an effective technique combined between homotopy analysis method and traditional Pad´e approximation so-called (HAM Pad´e), the technique to obtain the analytic approximation solution of a certain type of nonlinear boundary value problem with one boundary condition at infinity. The analytic series solution obtained from the homotopy analysis method and the Pad´e diagonal approximation to handle the boundary condition at infinity. This technique apply to the boundary value problem resulting from the magnetohydrodynamic (MHD) viscous flow due to a shrinking sheet. The proposed technique success to obtain the two branches of solutions for important parameter. Comparison …


New Series Of Information Divergence Measures And Their Properties, K. C. Jain, Praphull Chhabra Jul 2016

New Series Of Information Divergence Measures And Their Properties, K. C. Jain, Praphull Chhabra

Applied Mathematics & Information Sciences

In this work, we introduce new series of divergence measures as a family of Csiszar’s functional divergence, characterize the properties of convex functions and divergences, compare several divergences, and derive various important and interesting relations among divergences of these new series and other well known divergence measures. Also get the bounds of a particular member of that series together with numerical verification. Application to the mutual information is presented as well.


Comparison Of Wavelet And Shearlet Transforms For Medical Images, Hulya Kodal Sevindir, Cuneyt Yazıcı Jul 2016

Comparison Of Wavelet And Shearlet Transforms For Medical Images, Hulya Kodal Sevindir, Cuneyt Yazıcı

Applied Mathematics & Information Sciences

Incomplete data is an important problem in the data analysis of all areas. There have been a number of applications related to inpainting problem which are intriguing. In these papers mathematical theory of shearlet and wavelet transforms related to inpainting problem are studied and numerical application results are compared, and several inpainting methods are applied to images with vertical, square and random masking. In one of these studies the suggested undone problems includes applying circular masking. In this paper following this suggestion, firstly circular masking with arbitrary radius is developed and applied to images, then shearlet and wavelet transforms are …


More Results On The Upper Solution Bounds Of The Continuous Are, Zubeyde Ulukok, Ramazan T¨Urkmen Jul 2016

More Results On The Upper Solution Bounds Of The Continuous Are, Zubeyde Ulukok, Ramazan T¨Urkmen

Applied Mathematics & Information Sciences

In this study, by constructing different equivalent forms of the continuous algebraic Riccati matrix equation (CARE) and using some linear algebraic techniques, we present the upper matrix bounds which depend on any positive definite matrix for the unique positive semidefinite solution of the CARE. Based on these bounds, we develope iterative algorithms to obtain more sharper solution bounds. Furthermore, we give numerical examples to demonstrate that the new bounds are tighter than previous results in some cases.


Secure Blind Data Hiding Into Pseudo Dna Sequences Using Playfair Ciphering And Generic Complementary Substitution, Amal Khalifa, Ahmed Elhadad, Safwat Hamad Jul 2016

Secure Blind Data Hiding Into Pseudo Dna Sequences Using Playfair Ciphering And Generic Complementary Substitution, Amal Khalifa, Ahmed Elhadad, Safwat Hamad

Applied Mathematics & Information Sciences

Steganography provides unconventional solutions to protect communication as well as copyright of intellectual property. In this paper, we propose a steganographic method that exploits some characteristics of the Deoxyribonucleic Acid (DNA) for hiding other types of digital content. The proposed work is an extension to [1], as it provides a solution to the problem that the sender and the receiver have to secretly communicate both the stego-DNA and the reference sequence. Communicating such information could be suspicious and reveals the secrecy of the steganographic channel itself. Thus, the proposed hiding method is implemented in two main stages: the first one …


Application Of Novel Schemes Based On Haar Wavelet Collocation Method For Burger And Boussinesq-Burger Equations, S. Saha Ray, A. K. Gupta Jul 2016

Application Of Novel Schemes Based On Haar Wavelet Collocation Method For Burger And Boussinesq-Burger Equations, S. Saha Ray, A. K. Gupta

Applied Mathematics & Information Sciences

In this paper, efficient numerical schemes based on the Haar wavelet method are applied for finding numerical solutions of nonlinear Burger as well as Boussinesq-Burger equations. The numerical results are then compared with those of the exact solutions. The accuracy of the obtained solutions is quite high even if the number of collocation points is small.


New Hierarchical Clustering Algorithm For Protein Sequences Based On Hellinger Distance, Gamil Abdel-Azim Jul 2016

New Hierarchical Clustering Algorithm For Protein Sequences Based On Hellinger Distance, Gamil Abdel-Azim

Applied Mathematics & Information Sciences

Protein sequences clustering based on their sequence patterns has attracted lots of research efforts in the last decade. The principal idea of most clustering systems is how to represent and interpret protein sequences, which principally determines the performance of classifiers. In this paper, we proposed a new methodology, that definite a new descriptor to represent and interpret each sequence using its Probability Densities Functions (PDF). The Hellinger distance is used to measure the similarity between the sequences. Afterward, a hierarchical algorithm is applied to clustering proteins sequences using the Hellinger distance. Two of protein data sets are using for the …


(P,Q)-Baskakov-Kantorovich Operators, Vijay Gupta Jul 2016

(P,Q)-Baskakov-Kantorovich Operators, Vijay Gupta

Applied Mathematics & Information Sciences

In the last decade the applications of quantum calculus in the field of approximation theory is an active area of research. The (p,q)-calculus is further extension of q-calculus, which provides a new direction for researchers. In the present article, we propose the (p,q)-variant of the Baskakov-Kantorovich operators, using (p,q)-integrals. We estimate moments and establish direct results, using linear approximating methods viz. Steklov mean and K-functionals in terms of modulus of continuity. Also, in a weighted space, we obtain a direct estimate.


A Large Diffusion Expansion For The Transition Function Of Levy Ornstein-Uhlenbeck Processes, Boubaker Smii Jul 2016

A Large Diffusion Expansion For The Transition Function Of Levy Ornstein-Uhlenbeck Processes, Boubaker Smii

Applied Mathematics & Information Sciences

We consider the L´evy Ornstein- Uhlenbeck process Xt described by the equation dXt = −l Xt dt+dLt , l > 0 and Lt a L´evy white noise. The corresponding semigroup is expressed by an expectation with respect to a pure jump Ornstein- Uhlenbeck process. A large diffusion expansion is then obtained. The expansion is organized by using suitable generalized Feynman graphs and rules. Applications on information sciences will be given.


Computer Construction And Enumeration Of All T0 And All Hyperconnected T0 Topologies On Finite Sets, A. S. Farrag, A. A. Nasef, R. Mareay Jul 2016

Computer Construction And Enumeration Of All T0 And All Hyperconnected T0 Topologies On Finite Sets, A. S. Farrag, A. A. Nasef, R. Mareay

Applied Mathematics & Information Sciences

There are many axioms on the principal topological spaces. Two of the interesting axioms are the T0 and hyperconnected topological spaces. There is a well-known and straightforward correspondence (cf. [2]) between the topologies on finite set Xn of n points and reflexive transitive relations (preorders) on those sets. This paper generalizes this result, characterizes the principal hyperconnected T0-topologies on a nonempty set X and gives their number on a set Xn. It mainly describes algorithms for construction and enumeration of all weaker and strictly weaker T0 and nT0-topologieson on Xn. The algorithms are written in fortran 77 and implemented on …


Multiscale Sample Entropy-Based Analysis Of Ship Radiated Noise Signal For Surface Ship Recognition, Lei Liu, Hong Shi, Xinhua Chen, Shibin Ge, Changyu Sun Jul 2016

Multiscale Sample Entropy-Based Analysis Of Ship Radiated Noise Signal For Surface Ship Recognition, Lei Liu, Hong Shi, Xinhua Chen, Shibin Ge, Changyu Sun

Applied Mathematics & Information Sciences

Recently many signal processing and pattern recognition schemes have been developed to process ship radiated noise signals to improve the detection and recognition accuracy of surface ships. In this paper, we propose a new target recognition scheme for surface ship recognition that the contributions concentrate on feature selection and object classification. In the recognition scheme, first multiscale sample entropy (Multi-SampEn) method is applied to extract the discriminating features from ship radiated noise signals which has good performance in analysis of discrete signal of complexity. Then, in order to alleviate the parameter selection problem and enhance the generalization performance in Multi-SampEn, …


The Cesaro Lacunary Ideal Double Sequence Ⲭ2− Of Φ− Statistical Defined By A Musielak-Orlicz Function, C. Priya, N. Saivaraju, N. Subramanian Jul 2016

The Cesaro Lacunary Ideal Double Sequence Ⲭ2− Of Φ− Statistical Defined By A Musielak-Orlicz Function, C. Priya, N. Saivaraju, N. Subramanian

Applied Mathematics & Information Sciences

In this paper we introduce some definitions which are the natural combination of the definition of asymptotic equivalence, statistical convergence, f−statistical convergence of Musielak Orlicz function and ideal. In addition, we introduce asymptotically ideal equivalent of double sequences and Musielak fuzzy real numbers and established some relations related to this concept. Finally we introduce the notion of Ces´aro Orlicz asymptotically equivalent sequences of Musielak Orlicz function and establish their relationship with other classes.


Χ-Rough Approximation Spaces, M. A. Abd Allah, A. S. Nawar Jul 2016

Χ-Rough Approximation Spaces, M. A. Abd Allah, A. S. Nawar

Applied Mathematics & Information Sciences

In this paper, we generalized the notions of Pawlak’s rough set theory to a topological model where the set approximations are defined using the topological notion c-open sets. Also, we study some of their basic properties of Pawlak’s rough set model. Moreover, several important measures, related to the new model, such as accuracy measure and quality of approximation are presented.


3d Mesh Sequence Compression Using Thin-Plate Spline Based, Yuan Gao Jul 2016

3d Mesh Sequence Compression Using Thin-Plate Spline Based, Yuan Gao

Applied Mathematics & Information Sciences

We propose an efficient scheme for compressing mesh sequence with different connectivities using a thin-plate spline (TPS) based multi-reference prediction coding. The scheme combines the single-reference prediction with the P-structure prediction, and predicts each frame of the sequence using the TPS transformation. Compared with traditional compression scheme, our scheme imposes the TPS transformation in the prediction coding which utilizes both spatial and temporal correlations of the mesh sequence with different connectivities. We test our scheme for 3D facial meshes and experimental results show that our scheme produces both accurate reconstruction meshes and high compression efficiency.


Stability Analysis For A Constrained Single-Link Flexible Arm Using Linear Distributed Parameter Approach, Liang-Yih Liu Jul 2016

Stability Analysis For A Constrained Single-Link Flexible Arm Using Linear Distributed Parameter Approach, Liang-Yih Liu

Applied Mathematics & Information Sciences

The passivity-based PD force control of a constrained one-link flexible arm is investigated using a linear distributed parameter model. In order to overcome the inherent limitations caused by the non-minimum phase nature of the noncollocation of the joint torque input and the tip contact force output, a new input induced by the measurement of root bending moment and a virtual contact force output generated by a parallel compensator are defined. The transfer function from the new input to the virtual contact force output is passive. A passivity-based PD controller is then designed to accomplish the regulation of the contact force. …


On Post-Processing The Outputs Of Prediction Systems: Strategies, Empirical Evaluations And A Case Study In Computer Security, Mouaad Kezih, Mahmoud Taibi, Salem Benferhat, Karim Tabia Jul 2016

On Post-Processing The Outputs Of Prediction Systems: Strategies, Empirical Evaluations And A Case Study In Computer Security, Mouaad Kezih, Mahmoud Taibi, Salem Benferhat, Karim Tabia

Applied Mathematics & Information Sciences

Supervised classification is a well-known task in data-mining and it is widely used in many real world domains. Classifiers are automatic prediction systems used to predict the class label of items described by a set of features. In many areas, it is important to take into account some extra knowledge and constraints in addition to the one learnt or encoded by the classifier. In this paper, we propose an approach allowing to exploit the available domain knowledge with the predictions of a classifier.More precisely, we propose to post-process the predictions of a classifier in order to take into account some …


An Algorithm For Computing Digital Cohomology Groups, Emel Unver Demir, Ismet Karaca May 2016

An Algorithm For Computing Digital Cohomology Groups, Emel Unver Demir, Ismet Karaca

Applied Mathematics & Information Sciences

Several recent papers have discussed the digital version of the cohomology group for digital images, and some researchers calculate digital cohomology groups of some special two or three-dimensional digital images. In this paper, we determine the simplicial cohomology groups of some minimal simple closed curves and the digital surface MSS6. Also we give a general algorithm for computing digital cohomology groups of finite dimensional digital images.


Some Integrals Involving Generalized Hypergeometric Functions And Srivastava Polynomials, Praveen Agarwal, Jaekeun Park, Mehar Chand, Shilpi Jain May 2016

Some Integrals Involving Generalized Hypergeometric Functions And Srivastava Polynomials, Praveen Agarwal, Jaekeun Park, Mehar Chand, Shilpi Jain

Applied Mathematics & Information Sciences

We aim to establish certain (presumably) new and (potentially) useful integral results involving the generalized Gauss hypergeometric function and the Srivastava polynomial. Next, we obtain certain new integrals and expansion formulas by the application of our theorems. Some interesting special cases of our main result are also considered and shown to be connected with certain known ones.


Application Of Intuitionistic Fuzzy Entropy To Disruption Risk Management In Aerospace Supply Chain, Kuo-Hwa Chang, Chao-Ran Cheng May 2016

Application Of Intuitionistic Fuzzy Entropy To Disruption Risk Management In Aerospace Supply Chain, Kuo-Hwa Chang, Chao-Ran Cheng

Applied Mathematics & Information Sciences

This study proposes a multiple-criteria decision-making (MCDM) model as a hierarchical framework for strategic planning of disruption risk and selection of contiguous solutions. This model is applied to the aerospace industry, which is characterized by low-probability, high-consequence (LP-HC) disruption risk involving flight safety issues, and seeks to provide supply-chain owners a decision framework for minimizing disruption risk in the aerospace supply chain. The study’s findings indicate that application of the intuitionistic fuzzy entropy weight (IFEW) method to aerospace supply chain disruption risk management yields excellent results, and can provide enterprises wishing to establish resilient supply chains important guidelines in the …


An Improved Gmm-Svm System Based On Distance Metric For Voice Pathology Detection, Fethi Amara, Mohamed Fezari, Hocine Bourouba May 2016

An Improved Gmm-Svm System Based On Distance Metric For Voice Pathology Detection, Fethi Amara, Mohamed Fezari, Hocine Bourouba

Applied Mathematics & Information Sciences

As acoustic signal generated from vocal folds is directly affected by vocal tract pathologies, it can be an effective tool for diagnosis purpose. In this work, we present an efficient method for voice pathology detection based on speech signal processing and machine learning techniques. In the proposed method, we used MFCC to represent the signal features, and we chose to combine GMM and SVMclassifiers to benefit from their generative and discriminative natures respectively. That is to exploit the similarity function of the RBF kernel to separate the GMM models representing normal and pathological voices. To further improve the separation, we …


An Improved Agglomerative Clustering Algorithm For Outlier Detection, Krishnamoorthy R, Sreedhar Kumar S May 2016

An Improved Agglomerative Clustering Algorithm For Outlier Detection, Krishnamoorthy R, Sreedhar Kumar S

Applied Mathematics & Information Sciences

In this paper, three new techniques namely improved Limited Iteration Agglomerative Clustering (iLIAC), Global Outlier Validation (GOV) and Effective Cluster Validation Method (ECVM) are proposed. The proposed work aims to automatically separate the outliers (irrelevant or error data) and normal clusters over the large dataset through the process of identifying the maximum number of highly relative clusters with good accuracy. The first proposed technique iLIAC works with a new threshold (optimum merge cost) that aims to limit the number of iterations, and it automatically identifies the maximum number of highly relative clusters and outliers over the large dataset with higher …