Abstract: The goal of option pricing theory is to help the investors
to manage their money, enhance returns and control their financial
future by theoretically valuing their options. However, most of the
option pricing models have no analytical solution. Furthermore,
not all the numerical methods are efficient to solve these models
because they have nonsmoothing payoffs or discontinuous derivatives
at the exercise price. In this paper, we solve the American option
under jump diffusion models by using efficient time-dependent
numerical methods. several techniques are integrated to reduced
the overcome the computational complexity. Fast Fourier Transform
(FFT) algorithm is used as a matrix-vector multiplication solver,
which reduces the complexity from O(M2) into O(M logM).
Partial fraction decomposition technique is applied to rational
approximation schemes to overcome the complexity of inverting
polynomial of matrices. The proposed method is easy to implement
on serial or parallel versions. Numerical results are presented to prove
the accuracy and efficiency of the proposed method.
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: Urban flooding resulting from a sudden release of
water due to dam-break or excessive rainfall is a serious threatening
environment hazard, which causes loss of human life and large
economic losses. Anticipating floods before they occur could
minimize human and economic losses through the implementation
of appropriate protection, provision, and rescue plans. This work
reports on the numerical modelling of flash flood propagation
in urban areas after an excessive rainfall event or dam-break.
A two-dimensional (2D) depth-averaged shallow water model is
used with a refined unstructured grid of triangles for representing
the urban area topography. The 2D shallow water equations are
solved using a second-order well-balanced discontinuous Galerkin
scheme. Theoretical test case and three flood events are described
to demonstrate the potential benefits of the scheme: (i) wetting and
drying in a parabolic basin (ii) flash flood over a physical model of
the urbanized Toce River valley in Italy; (iii) wave propagation on
the Reyran river valley in consequence of the Malpasset dam-break
in 1959 (France); and (iv) dam-break flood in October 1982 at the
town of Sumacarcel (Spain). The capability of the scheme is also
verified against alternative models. Computational results compare
well with recorded data and show that the scheme is at least as
efficient as comparable second-order finite volume schemes, with
notable efficiency speedup due to parallelization.
Abstract: The modular multilevel converter (MMC) is one of the advanced topologies for medium and high-voltage applications. In high-power, high-voltage MMC, a large number of switching power devices are required. These switching power devices (IGBT) considerable switching losses. This paper analyzes the performance of different discontinuous pulse width modulation (DPWM) techniques and compares the results against a conventional carrier based pulse width modulation method, in order to reduce the switching losses of an MMC. The DPWM reference wave can be generated by adding the zero-sequence component to the original (sine) reference modulation signal. The result of the addition gives the reference signal of DPWM techniques. To minimize the switching losses of the MMC, the clamping period is controlled according to the absolute value of the output load current. No switching is generated in the clamping period so overall switching of the power device is reduced. The simulation result of the different DPWM techniques is compared with conventional carrier-based pulse-width modulation technique.
Abstract: One challenge faced by procurement decision-maker during the acquisition process is how to compare similar products from different suppliers and allocate orders among different products or services. This work focuses on allocating orders among multiple suppliers considering rebate. The objective function is to minimize the total acquisition cost including purchasing cost and rebate benefit. Rebate benefit is complex and difficult to estimate at the ordering step. Rebate rules vary for different suppliers and usually change over time. In this work, we developed a system to collect the rebate policies, standardized the rebate policies and developed two-stage optimization models for ordering allocation. Rebate policy with multi-tiers is considered in modeling. The discontinuous cost function of rebate benefit is formulated for different scenarios. A piecewise linear function is used to approximate the discontinuous cost function of rebate benefit. And a Mixed Integer Programing (MIP) model is built for order allocation problem with multi-tier rebate. A case study is presented and it shows that our optimization model can reduce the total acquisition cost by considering rebate rules.
Abstract: This study presents a modified version of the artificial bee colony (ABC) algorithm by including a local search technique for solving the non-convex economic power dispatch problem. The local search step is incorporated at the end of each iteration. Total system losses, valve-point loading effects and prohibited operating zones have been incorporated in the problem formulation. Thus, the problem becomes highly nonlinear and with discontinuous objective function. The proposed technique is validated using an IEEE benchmark system with ten thermal units. Simulation results demonstrate that the proposed optimization algorithm has better convergence characteristics in comparison with the original ABC algorithm.
Abstract: In this paper, a bidirectional boost converter operated
in Discontinuous Conduction Mode (DCM) is presented as a suitable
power conditioning circuit for tuning of kinetic energy harvesters
without the need of a battery. A nonlinear control scheme, composed
by two linear controllers, is used to control the average value of
the input current, enabling the synthesization of complex loads. The
converter, along with the control system, is validated through SPICE
simulations using the LTspice tool. The converter model and the
controller transfer functions are derived. From the simulation results,
it was found that the input current distortion increases with the
introduced phase shift and that, such distortion, is almost entirely
present at the zero-crossing point of the input voltage.
Abstract: We present and analyze reliable numerical techniques
for simulating complex flow and transport phenomena related to
natural gas transportation in pipelines. Such kind of problems
are of high interest in the field of petroleum and environmental
engineering. Modeling and understanding natural gas flow and
transformation processes during transportation is important for the
sake of physical realism and the design and operation of pipeline
systems. In our approach a two fluid flow model based on a system
of coupled hyperbolic conservation laws is considered for describing
natural gas flow undergoing hydratization. The accurate numerical
approximation of two-phase gas flow remains subject of strong
interest in the scientific community. Such hyperbolic problems are
characterized by solutions with steep gradients or discontinuities, and
their approximation by standard finite element techniques typically
gives rise to spurious oscillations and numerical artefacts. Recently,
stabilized and discontinuous Galerkin finite element techniques
have attracted researchers’ interest. They are highly adapted to the
hyperbolic nature of our two-phase flow model. In the presentation
a streamline upwind Petrov-Galerkin approach and a discontinuous
Galerkin finite element method for the numerical approximation of
our flow model of two coupled systems of Euler equations are
presented. Then the efficiency and reliability of stabilized continuous
and discontinous finite element methods for the approximation is
carefully analyzed and the potential of the either classes of numerical
schemes is investigated. In particular, standard benchmark problems
of two-phase flow like the shock tube problem are used for the
comparative numerical study.
Abstract: In this paper, the design of integrated sleep scheduling for relay nodes and user equipments under a Donor eNB (DeNB) in the mode of Time Division Duplex (TDD) in LTE-A is presented. The idea of virtual time is proposed to deal with the discontinuous pattern of the available radio resource in TDD, and based on the estimation of the traffic load, three power saving schemes in the top-down strategy are presented. Associated mechanisms in each scheme including calculation of the virtual subframe capacity, the algorithm of integrated sleep scheduling, and the mapping mechanisms for the backhaul link and the access link are presented in the paper. Simulation study shows the advantage of the proposed schemes in energy saving over the standard DRX scheme.
Abstract: Hole Vacuum theory is based on discontinuous spacetime that contains vacuum holes. Vacuum holes can explain gravitation, some laws of quantum mechanics and allow teleportation of matter. All massive bodies emit a flux of holes which curve the spacetime; if we increase the concentration of holes, it leads to length contraction and time dilation because the holes do not have the properties of extension and duration. In the limited case when space consists of holes only, the distance between every two points is equal to zero and time stops - outside of the Universe, the extension and duration properties do not exist. For this reason, the vacuum hole is the only particle in physics capable of describing gravitation using its own properties only. All microscopic particles must 'jump' continually and 'vibrate' due to the appearance of holes (impassable microscopic 'walls' in space), and it is the cause of the quantum behavior. Vacuum holes can explain the entanglement, non-locality, wave properties of matter, tunneling, uncertainty principle and so on. Particles do not have trajectories because spacetime is discontinuous and has impassable microscopic 'walls' due to the simple mechanical motion is impossible at small scale distances; it is impossible to 'trace' a straight line in the discontinuous spacetime because it contains the impassable holes. Spacetime 'boils' continually due to the appearance of the vacuum holes. For teleportation to be possible, we must send a body outside of the Universe by enveloping it with a closed surface consisting of vacuum holes. Since a material body cannot exist outside of the Universe, it reappears instantaneously in a random point of the Universe. Since a body disappears in one volume and reappears in another random volume without traversing the physical space between them, such a transportation method can be called teleportation (or Hole Teleportation). It is shown that Hole Teleportation does not violate causality and special relativity due to its random nature and other properties. Although Hole Teleportation has a random nature, it can be used for colonization of extrasolar planets by the help of the method called 'random jumps': after a large number of random teleportation jumps, there is a probability that the spaceship may appear near a habitable planet. We can create vacuum holes experimentally using the method proposed by Descartes: we must remove a body from the vessel without permitting another body to occupy this volume.
Abstract: Identity development in adolescence is characterized by many risks and challenges, and becomes even more complex by the situation of migration and deafness. In particular, the condition of the second generation of migrant adolescents involves the comparison between the family context in which everybody speaks a language and deals with a specific culture (usually parents’ and relatives’ original culture), the social context (school, peer groups, sports groups), where a foreign language is spoken and a new culture is faced, and finally in the context of the “deaf” world. It is a dialectic involving unsolved differences that have to be treated in a discontinuous process, which will give complex outcomes and chances depending on the process of elaboration of the themes of growth and development, culture and deafness. This paper aims to underline the problems and opportunities for each issue which immigrant deaf adolescents must deal with. In particular, it will highlight the importance of a multifactorial approach for the analysis of personal resources (both intra-psychic and relational); the level of integration of the family of origin in the migration context; the elaboration of the migration event, and finally, the tractability of the condition of deafness. Some psycho-educational support objectives will be also highlighted for the identity development of deaf immigrant adolescents, with particular emphasis on the construction of the adolescents’ useful abilities to decode complex emotions, to develop self-esteem and to get critical thoughts about the inevitable attempts to build their identity. Remarkably, and of importance, the construction of flexible settings which support adolescents in a supple, “decentralized” way in order to avoid the regressive defenses that do not allow for the development of an authentic self.
Abstract: This paper aims to study the effect of cold work
condition on the microstructure of Cu-1.5wt%Ti, and Cu-3.5wt%Ti
and hence mechanical properties. The samples under investigation
were machined, and solution heat treated. X-ray diffraction technique
is used to identify the different phases present after cold deformation
by compression and also different heat treatment and also measuring
the relative quantities of phases present. The metallographic
examination is used to study the microstructure of the samples. The
hardness measurements were used to indicate the change in
mechanical properties. The results are compared with the mechanical
properties obtained by previous workers. Experiments on cold
compression followed by aging of Cu-Ti alloys have indicated that
the most efficient hardening of the material results from continuous
precipitation of very fine particles within the matrix. These particles
were reported to be β`-type, Cu4Ti phase. The β`-β transformation
and particles coarsening within the matrix as well as long grain
boundaries were responsible for the overaging of Cu-1.5wt%Ti and
Cu-3.5wt%Ti alloys. It is well known that plate-like particles are β –
type, Cu3Ti phase. Discontinuous precipitation was found to start at
the grain boundaries and expand into grain interior. At the higher
aging temperature, a classic Widmanstätten morphology forms giving
rise to a coarse microstructure comprised of α and the equilibrium
phase β. Those results were confirmed by X-ray analysis, which
found that a few percent of Cu3Ti, β precipitates are formed during
aging at high temperature for long time for both Cu- Ti alloys (i.e.
Cu-1.5wt%Ti and Cu-3.5wt%Ti).
Abstract: Groundwater inflow to the tunnels is one of the most
important problems in tunneling operation. The objective of this
study is the investigation of model dimension effects on tunnel inflow
assessment in discontinuous rock masses using numerical modeling.
In the numerical simulation, the model dimension has an important
role in prediction of water inflow rate. When the model dimension is
very small, due to low distance to the tunnel border, the model
boundary conditions affect the estimated amount of groundwater flow
into the tunnel and results show a very high inflow to tunnel. Hence,
in this study, the two-dimensional universal distinct element code
(UDEC) used and the impact of different model parameters, such as
tunnel radius, joint spacing, horizontal and vertical model domain
extent has been evaluated. Results show that the model domain extent
is a function of the most significant parameters, which are tunnel
radius and joint spacing.
Abstract: Particles are the most common and cheapest
reinforcement producing discontinuous reinforced composites with
isotropic properties. Conventional fabrication methods can be used to
produce a wide range of product forms, making them relatively
inexpensive. Optimising composite development must include
consideration of all the fundamental aspect of particles including
their size, shape, volume fraction, distribution and mechanical
properties. Research has shown that the challenges of low fracture
toughness, poor crack growth resistance and low thermal stability can
be overcome by reinforcement with particles. The unique properties
exhibited by micro particles reinforced ceramic composites have
made them to be highly attractive in a vast array of applications.
Abstract: The phased-array ultrasound transducer types are
utilities for medical ultrasonography as well as optical imaging.
However, their discontinuity characteristic limits the applications due
to the artifacts contaminated into the reconstructed images. Because
of the effects of the ultrasound pressure field pattern to the echo
ultrasonic waves as well as the optical modulated signal, the side
lobes of the focused ultrasound beam induced by discontinuity of the
phased-array ultrasound transducer might the reason of the artifacts.
In this paper, a simple method in approach of numerical simulation
was used to investigate the limitation of discontinuity of the elements
in phased-array ultrasound transducer and their effects to the
ultrasound pressure field. Take into account the change of ultrasound
pressure field patterns in the conditions of variation of the pitches
between elements of the phased-array ultrasound transducer, the
appropriated parameters for phased-array ultrasound transducer
design were asserted quantitatively.
Abstract: This paper is based on the bridgeless single-phase Ac–Dc Power Factor Correction (PFC) converters with Fuzzy Logic Controller. High frequency isolated Cuk converters are used as a modular dc-dc converter in Discontinuous Conduction Mode (DCM) of operation of Power Factor Correction. The aim of this paper is to simplify the program complexity of the controller by reducing the number of fuzzy sets of the Membership Functions (MFs) and to improve the efficiency and to eliminate the power quality problems. The output of Fuzzy controller is compared with High frequency triangular wave to generate PWM gating signals of Cuk converter. The proposed topologies are designed to work in Discontinuous Conduction Mode (DCM) to achieve a unity power factor and low total harmonic distortion of the input current. The Fuzzy Logic Controller gives additional advantages such as accurate result, uncertainty and imprecision and automatic control circuitry. Performance comparisons between the proposed and conventional controllers and circuits are performed based on circuit simulations.
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.
Abstract: The purpose of this paper is to present the design and
instrumentation of a new benchmark multivariable nonlinear control
laboratory. The mathematical model of this system may be used to
test the applicability and performance of various nonlinear control
procedures. The system is a two degree-of-freedom robotic arm with
soft and hard (discontinuous) nonlinear terms. Two novel
mechanisms are designed to allow the implementation of adjustable
Coulomb friction and backlash.
Abstract: Textile structures are engineered and fabricated to
meet worldwide structural applications. Nevertheless, research
varying textile structure on natural fibre as composite reinforcement
was found to be very limited. Most of the research is focusing on
short fibre and random discontinuous orientation of the reinforcement
structure. Realizing that natural fibre (NF) composite had been
widely developed to be used as synthetic fibre composite
replacement, this research attempted to examine the influence of
woven and cross-ply laminated structure towards its mechanical
performances. Laminated natural fibre composites were developed
using hand lay-up and vacuum bagging technique. Impact and
flexural strength were investigated as a function of fibre type (coir
and kenaf) and reinforcement structure (imbalanced plain woven,
0°/90° cross-ply and +45°/-45° cross-ply). Multi-level full factorial
design of experiment (DOE) and analysis of variance (ANOVA) was
employed to impart data as to how fibre type and reinforcement
structure parameters affect the mechanical properties of the
composites. This systematic experimentation has led to determination
of significant factors that predominant influences the impact and
flexural properties of the textile composites. It was proven that both
fibre type and reinforcement structure demonstrated significant
difference results. Overall results indicated that coir composite and
woven structure exhibited better impact and flexural strength. Yet,
cross-ply composite structure demonstrated better fracture resistance.
Abstract: This paper deals with a high-order accurate Runge
Kutta Discontinuous Galerkin (RKDG) method for the numerical
solution of the wave equation, which is one of the simple case of a
linear hyperbolic partial differential equation. Nodal DG method is
used for a finite element space discretization in 'x' by discontinuous
approximations. This method combines mainly two key ideas which
are based on the finite volume and finite element methods. The
physics of wave propagation being accounted for by means of
Riemann problems and accuracy is obtained by means of high-order
polynomial approximations within the elements. High order accurate
Low Storage Explicit Runge Kutta (LSERK) method is used for
temporal discretization in 't' that allows the method to be nonlinearly
stable regardless of its accuracy. The resulting RKDG
methods are stable and high-order accurate. The L1 ,L2 and L∞ error
norm analysis shows that the scheme is highly accurate and effective.
Hence, the method is well suited to achieve high order accurate
solution for the scalar wave equation and other hyperbolic equations.