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. Modeling
option pricing by Black-School models with jumps guarantees to
consider the market movement. However, only numerical methods
can solve this model. 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, the exponential time differencing (ETD) method is applied
for solving partial integrodifferential equations arising in pricing
European options under Merton’s and Kou’s jump-diffusion models.
Fast Fourier Transform (FFT) algorithm is used as a matrix-vector
multiplication solver, which reduces the complexity from O(M2)
into O(M logM). A partial fraction form of Pad`e schemes is used
to overcome the complexity of inverting polynomial of matrices.
These two tools guarantee to get efficient and accurate numerical
solutions. We construct a parallel and easy to implement a version
of the numerical scheme. Numerical experiments are given to show
how fast and accurate is our scheme.
Abstract: This paper describes the effects of photovoltaic voltage changes on Multi-level inverter (MLI) due to solar irradiation variations, and methods to overcome these changes. The irradiation variation affects the generated voltage, which in turn varies the switching angles required to turn-on the inverter power switches in order to obtain minimum harmonic content in the output voltage profile. Genetic Algorithm (GA) is used to solve harmonics elimination equations of eleven level inverters with equal and non-equal dc sources. After that artificial neural network (ANN) algorithm is proposed to generate appropriate set of switching angles for MLI at any level of input dc sources voltage causing minimization of the total harmonic distortion (THD) to an acceptable limit. MATLAB/Simulink platform is used as a simulation tool and Fast Fourier Transform (FFT) analyses are carried out for output voltage profile to verify the reliability and accuracy of the applied technique for controlling the MLI harmonic distortion. According to the simulation results, the obtained THD for equal dc source is 9.38%, while for variable or unequal dc sources it varies between 10.26% and 12.93% as the input dc voltage varies between 4.47V nd 11.43V respectively. The proposed ANN algorithm provides satisfied simulation results that match with results obtained by alternative algorithms.
Abstract: Steganalysis seeks to detect the presence of secret data embedded in cover objects, and there is an imminent demand to detect hidden messages in streaming media. This paper shows how a steganalysis algorithm based on Fast Fourier Transform (FFT) can be used to detect the existence of secret data embedded in streaming media. The proposed algorithm uses machine parameter characteristics and a network sniffer to determine whether the Internet traffic contains streaming channels. The detected streaming data is then transferred from the time domain to the frequency domain through FFT. The distributions of power spectra in the frequency domain between original VoIP streams and stego VoIP streams are compared in turn using t-test, achieving the p-value of 7.5686E-176 which is below the threshold. The results indicate that the proposed FFT-based steganalysis algorithm is effective in detecting the secret data embedded in VoIP streaming media.
Abstract: This study analyzed the transient signals of central region void fraction of air-water two-phase flow in a 3x3 rod bundle. Experimental tests were carried out utilizing a vertical rod bundle test section along with a set of air-water supply/flow control system, and the transient signals of the central region void fraction were collected through the electrical conductivity sensors as well as visualized via high speed photography. By converting the electric signals, transient void fraction can be obtained through the voltage ratios. With a fixed superficial water velocity (Jf=0.094 m/s), two different superficial air velocities (Jg=0.094 m/s and 0.236 m/s) were tested and presented, which were corresponding to the flow conditions of bubbly flows and cap/slug flows, respectively. The time averaged central region void fraction was obtained as 0.109-0.122 with 0.028 standard deviation for the selected bubbly flow and 0.188-0.221with 0.101 standard deviation for the selected cap/slug flow, respectively. Through Fast Fourier Transform (FFT) analysis, no clear frequency peak was found in bubbly flow, while two dominant frequencies were identified around 1.6 Hz and 2.5 Hz in the present cap/slug flow.
Abstract: In context of understanding problems faced by undergraduate students while carrying out laboratory experiments dealing with high voltages, it was found that most of the students are hesitant to work directly on machine. The reason is that error in the circuitry might lead to deterioration of machine and laboratory instruments. So, it has become inevitable to include modern pedagogic techniques for undergraduate students, which would help them to first carry out experiment in virtual system and then to work on live circuit. Further advantages include that students can try out their intuitive ideas and perform in virtual environment, hence leading to new research and innovations. In this paper, virtual environment used is of MATLAB/Simulink for three-phase induction machines. The performance analysis of three-phase induction machine is carried out using virtual environment which includes Direct Current (DC) Test, No-Load Test, and Block Rotor Test along with speed torque characteristics for different rotor resistances and input voltage, respectively. Further, this paper carries out computer aided teaching of basic Voltage Source Inverter (VSI) drive circuitry. Hence, this paper gave undergraduates a clearer view of experiments performed on virtual machine (No-Load test, Block Rotor test and DC test, respectively). After successful implementation of basic tests, VSI circuitry is implemented, and related harmonic distortion (THD) and Fast Fourier Transform (FFT) of current and voltage waveform are studied.
Abstract: This paper presents a low-area and fully-reconfigurable Fast Fourier Transform (FFT) hardware design for 3GPP-LTE communication standard. It can fully support 32 different FFT sizes, up to 2048 FFT points. Besides, a special processing element is developed for making reconfigurable computing characteristics possible, while first-in first-out (FIFO) scheduling scheme design technique is proposed for hardware-friendly FIFO resource arranging. In a synthesis chip realization via TSMC 40 nm CMOS technology, the hardware circuit only occupies core area of 0.2325 mm2 and dissipates 233.5 mW at maximal operating frequency of 250 MHz.
Abstract: As wireless communication services grow quickly; the seriousness of spectrum utilization has been on the rise gradually. An emerging technology, cognitive radio has come out to solve today’s spectrum scarcity problem. To support the spectrum reuse functionality, secondary users are required to sense the radio frequency environment, and once the primary users are found to be active, the secondary users are required to vacate the channel within a certain amount of time. Therefore, spectrum sensing is of significant importance. Once sensing is done, different prediction rules apply to classify the traffic pattern of primary user. Primary user follows two types of traffic patterns: periodic and stochastic ON-OFF patterns. A cognitive radio can learn the patterns in different channels over time. Two types of classification methods are discussed in this paper, by considering edge detection and by using autocorrelation function. Edge detection method has a high accuracy but it cannot tolerate sensing errors. Autocorrelation-based classification is applicable in the real environment as it can tolerate some amount of sensing errors.
Abstract: An innovative approach to develop modified scaling free CORDIC based two parallel pipelined Multipath Delay Commutator (MDC) FFT and IFFT architectures for radix 22 FFT algorithm is presented. Multipliers and adders are the most important data paths in FFT and IFFT architectures. Multipliers occupy high area and consume more power. In order to optimize the area and power overhead, modified scaling-free CORDIC based complex multiplier is utilized in the proposed design. In general twiddle factor values are stored in RAM block. In the proposed work, modified scaling-free CORDIC based twiddle factor generator unit is used to generate the twiddle factor and efficient switching units are used. In addition to this, four point FFT operations are performed without complex multiplication which helps to reduce area and power in the last two stages of the pipelined architectures. The design proposed in this paper is based on multipath delay commutator method. The proposed design can be extended to any radix 2n based FFT/IFFT algorithm to improve the throughput. The work is synthesized using Synopsys design Compiler using TSMC 90-nm library. The proposed method proves to be better compared to the reference design in terms of area, throughput and power consumption. The comparative analysis of the proposed design with Xilinx FPGA platform is also discussed in the paper.
Abstract: An analytical 4-DOF nonlinear model of a de Laval
rotor-stator system based on Energy Principles has been used
theoretically and experimentally to investigate fault symptoms in a
rotating system. The faults, namely rotor-stator-rub, crack and
unbalance are modeled as excitations on the rotor shaft. Mayes
steering function is used to simulate the breathing behaviour of the
crack. The fault analysis technique is based on waveform signal,
orbits and Fast Fourier Transform (FFT) derived from simulated and
real measured signals. Simulated and experimental results manifest
considerable mutual resemblance of elliptic-shaped orbits and FFT
for a same range of test data.
Abstract: Vibration analysis of most critical equipment is considered as one of the most challenging activities in preventive maintenance. Utilities are heart of the process in big industrial plants like petrochemical zones. Vibration analysis methods and condition monitoring systems of these kinds of equipments are developed too much in recent years. On the other hand, there are too much operation factors like inlet and outlet pressures and temperatures that should be monitored. In this paper, some of the most effective concepts and techniques related to gas turbine vibration analysis are discussed. In addition, a gas turbine SIEMENS 162MW - V94.2 vibration case history related to Iran power industry in Fars province is explained. Vibration monitoring system and machinery technical specification are introduced. Besides, absolute and relative vibration trends, turbine and compressor orbits, Fast Fourier transform (FFT) in absolute vibrations, vibration modal analysis, turbine and compressor start up and shut down conditions, bode diagrams for relative vibrations, Nyquist diagrams and waterfall or three-dimensional FFT diagrams in startup and trip conditions are discussed with relative graphs. Furthermore, Split Resonance in gas turbines is discussed in details. Moreover, some updated vibration monitoring system, blade manufacturing technique and modern damping mechanism are discussed in this paper.
Abstract: Material damages dynamic analysis is difficult to deal with different material geometry and mechanism. In addition, it is difficult to measure the dynamic behavior of cracks, debond and delamination inside the material. Different simulation methods are developed in recent years for different physical features of mechanical systems like vibration and acoustic. Nonlinear fractures are analyzed and identified for different locations in this paper. The main idea of this work is to perform dynamic analysis on different types of materials (from normal homogeneous material to complex composite laminates). Technical factors like cracks, voids, interfaces and the damages’ locations are evaluated. In this project the modal analysis is performed on different types of materials. The results could be helpful in finding modal frequencies, natural frequencies, Time domain and fast Fourier transform (FFT) in industrial applications.
Abstract: Vibration analysis of screw compressors is one of the most challenging cases in preventive maintenance. This kind of equipment considered as vibration bad actor facilities in industrial plants. On line condition monitoring systems developed too much in recent years. The high frequency vibration of ball bearings, gears, male and female caused complex fast Fourier transform (FFT) and time wave form (TWF) in screw compressors. The male and female randomly are sent to balance shop for balancing operation. This kind of operation usually caused some bending in rotors during the process that could cause further machining in such equipment. This kind of machining operation increased the vibration analysis complexity beside some process characteristic abnormality like inlet and out let pressure and temperature. In this paper mechanical principal and different type of screw compressors explained. Besides, some new condition monitoring systems and techniques for screw compressors discussed. Finally, one of the common behavior of oil injected twin rotary screw compressors called hydraulic unbalance that usually occurred after machining operation of male or female and have some specific characteristics in FFT and TWF discussed in details through a case history related to Iran oil industries.
Abstract: Cavitation is one of the most well-known process faults that may occur in different industrial equipment especially centrifugal pumps. Cavitation also may happen in water pumps and turbines. Sometimes cavitation has been severe enough to wear holes in the impeller and damage the vanes to such a degree that the impeller becomes very ineffective. More commonly, the pump efficiency will decrease significantly during cavitation and continue to decrease as damage to the impeller increases. Typically, when cavitation occurs, an audible sound similar to ‘marbles’ or ‘crackling’ is reported to be emitted from the pump. In this paper, the most effective monitoring items and techniques in detecting cavitation discussed in details. Besides, some successful solutions for solving this problem for sea water vertical Centrifugal lift Pump discussed through a case history related to Iran oil industry. Furthermore, balance line modification, strainer choking and random resonance in sea water pumps discussed. In addition, a new Method for diagnosing mechanical conditions of sea water vertical Centrifugal lift Pumps introduced. This method involves disaggregating bus current by device into disaggregated currents having correspondences with operating currents in response to measured bus current. Moreover, some new patents and innovations in mechanical sea water pumping and cooling systems discussed in this paper.
Abstract: Vibration analysis is the most important factor in preventive maintenance. Gas turbine vibration analysis is also one of the most challenging categories in most critical equipment monitoring systems. Utilities are heart of the process in big industrial plants like petrochemical zones. Vibration analysis methods and condition monitoring systems of this kind of equipment developed too much in recent years. On the other hand, too much operation condition consideration in this kind of equipment should be adjusted properly like inlet and outlet pressure and temperature for both turbine and compressor. In this paper the most important tools and hypothesis used for analyzing of gas turbine power plants discussed in details through a real case history related to an Alstom Typhoon gas turbine power plant in Iran oil industries. In addition, the basic principal of vibration behavior caused by mechanical unbalance in gas turbine rotor discussed in details.
Abstract: The paper analyzes the response of buildings and industrially structures on seismic waves (low frequency mechanical vibration) generated by blasting operations. The principles of seismic analysis can be applied for different kinds of excitation such as: earthquakes, wind, explosions, random excitation from local transportation, periodic excitation from large rotating and/or machines with reciprocating motion, metal forming processes such as forging, shearing and stamping, chemical reactions, construction and earth moving work, and other strong deterministic and random energy sources caused by human activities. The article deals with the response of seismic, low frequency, mechanical vibrations generated by nearby blasting operations on a residential home. The goal was to determine the fundamental natural frequencies of the measured structure; therefore it is important to determine the resonant frequencies to design a suitable modal damping. The article also analyzes the package of seismic waves generated by blasting (Primary waves – P-waves and Secondary waves S-waves) and investigated the transfer regions. For the detection of seismic waves resulting from an explosion, the Fast Fourier Transform (FFT) and modal analysis, in the frequency domain, is used and the signal was acquired and analyzed also in the time domain. In the conclusions the measured results of seismic waves caused by blasting in a nearby quarry and its effect on a nearby structure (house) is analyzed. The response on the house, including the fundamental natural frequency and possible fatigue damage is also assessed.
Abstract: The electroencephalograph (EEG) signal is one of the most widely signal used in the bioinformatics field due to its rich information about human tasks. In this work EEG waves classification is achieved using the Discrete Wavelet Transform DWT with Fast Fourier Transform (FFT) by adopting the normalized EEG data. The DWT is used as a classifier of the EEG wave's frequencies, while FFT is implemented to visualize the EEG waves in multi-resolution of DWT. Several real EEG data sets (real EEG data for both normal and abnormal persons) have been tested and the results improve the validity of the proposed technique.
Abstract: A analysis on the conventional the blood pressure estimation method using an oscillometric sphygmomanometer was
performed through a computer simulation using an arterial pressure-volume (APV) model. Traditionally, the maximum amplitude algorithm (MAP) was applied on the oscillation waveforms of the APV model to obtain the mean arterial pressure and the characteristic ratio. The estimation of mean arterial pressure and
characteristic ratio was significantly affected with the shape of the blood pressure waveforms and the cutoff frequency of high-pass filter
(HPL) circuitry. Experimental errors are due to these effects when estimating blood pressure. To find out an algorithm independent from
the influence of waveform shapes and parameters of HPL, the volume
oscillation of the APV model and the phase shift of the oscillation with fast fourier transform (FFT) were testified while increasing the cuff
pressure from 1 mmHg to 200 mmHg (1 mmHg per second). The phase shift between the ranges of volume oscillation was then only observed between the systolic and the diastolic blood pressures. The same results were also obtained from the simulations performed on two different the arterial blood pressure waveforms and one
hyperthermia waveform.
Abstract: In this paper, we propose a new architecture for the implementation of the N-point Fast Fourier Transform (FFT), based on the Radix-2 Decimation in Frequency algorithm. This architecture is based on a pipeline circuit that can process a stream of samples and produce two FFT transform samples every clock cycle. Compared to existing implementations the architecture proposed achieves double processing speed using the same circuit complexity.
Abstract: In this paper, some common gearboxes vibration analysis methods and condition monitoring systems are explained. In addition, an experimental gearbox vibration analysis is discussed through a critical case history for a mixer gearbox related to Iran oil industry. The case history also consists of gear manufacturing (machining) recommendations, lubrication condition of gearbox and machinery maintenance activities that caused reduction in noise and vibration of the gearbox. Besides some of the recent patents and innovations in gearboxes, lubrication and vibration monitoring systems explained. Finally micro pitting and surface fatigue in pinion and bevel of mentioned horizontal to vertical gearbox discussed in details.
Abstract: Discovering new biological knowledge from the highthroughput biological data is a major challenge to bioinformatics today. To address this challenge, we developed a new approach for protein classification. Proteins that are evolutionarily- and thereby functionally- related are said to belong to the same classification. Identifying protein classification is of fundamental importance to document the diversity of the known protein universe. It also provides a means to determine the functional roles of newly discovered protein sequences. Our goal is to predict the functional classification of novel protein sequences based on a set of features extracted from each protein sequence. The proposed technique used datasets extracted from the Structural Classification of Proteins (SCOP) database. A set of spectral domain features based on Fast Fourier Transform (FFT) is used. The proposed classifier uses multilayer back propagation (MLBP) neural network for protein classification. The maximum classification accuracy is about 91% when applying the classifier to the full four levels of the SCOP database. However, it reaches a maximum of 96% when limiting the classification to the family level. The classification results reveal that spectral domain contains information that can be used for classification with high accuracy. In addition, the results emphasize that sequence similarity measures are of great importance especially at the family level.