Semi-Lagrange time integration for PDE models of asian options

Semi-Lagrange time integration is used with the finite difference method to provide accurate stable prices for Asian options, with or without early exercise. These are combined with coordinate transformations for computational efficiency and compared with published results

Modelling of industrial multi-physics processes—a key role for computational mechanics.

In the analysis of industrial processes, there is an increasing emphasis on systems governed by interacting continuum phenomena. Mathematical models of such multi-physics processes can only be achieved for practical simulations through computational solution procedures—computational mechanics. Examples of such multi-physics systems in the context of metals processing are used to explore some of the key issues. Finite-volume methods on unstructured meshes are proposed as a means to achieve efficient rapid solutions to such systems. Issues associated with the software design, the exploitation of high performance computers, and the concept of the virtual computational-mechanics modelling laboratory are also addressed in this context.

Performance evaluation of the register insertion protocol for voice-data integration

The performance of the register insertion protocol for mixed voice-data traffic is investigated by simulation. The simulation model incorporates a common insertion buffer for station and ring packets. Bandwidth allocation is achieved by imposing a queue limit at each node. A simple priority scheme is introduced by allowing the queue limit to vary from node to node. This enables voice traffic to be given priority over data. The effect on performance of various operational and design parameters such as ratio of voice to data traffic, queue limit and voice packet size is investigated. Comparisons are made where possible with related work on other protocols proposed for voice-data integration. The main conclusions are: (a) there is a general degradation of performance as the ratio of voice traffic to data traffic increases, (b) substantial improvement in performance can be achieved by restricting the queue length at data nodes and (c) for a given ring utilisation, smaller voice packets result in lower delays for both voice and data traffic.

An intelligent assistant for design and material engineers in the submarine cable industry

This paper describes an industrial application of case-based reasoning in engineering. The application involves an integration of case-based reasoning (CBR) retrieval techniques with a relational database. The database is specially designed as a repository of experiential knowledge and with the CBR application in mind such as to include qualitative search indices. The application is for an intelligent assistant for design and material engineers in the submarine cable industry. The system consists of three components; a material classifier and a database of experiential knowledge and a CBR system is used to retrieve similar past cases based on component descriptions. Work has shown that an uncommon retrieval technique, hierarchical searching, well represents several search indices and that this techniques aids the implementation of advanced techniques such as context sensitive weights. The system is currently undergoing user testing at the Alcatel Submarine Cables site in Greenwich. Plans are for wider testing and deployment over several sites internationally.

Bulk synchronous parallelization of industrial electromagentic software

The parallelization of existing/industrial electromagnetic software using the bulk synchronous parallel (BSP) computation model is presented. The software employs the finite element method with a preconditioned conjugate gradient-type solution for the resulting linear systems of equations. A geometric mesh-partitioning approach is applied within the BSP framework for the assembly and solution phases of the finite element computation. This is combined with a nongeometric, data-driven parallel quadrature procedure for the evaluation of right-hand-side terms in applications involving coil fields. A similar parallel decomposition is applied to the parallel calculation of electron beam trajectories required for the design of tube devices. The BSP parallelization approach adopted is fully portable, conceptually simple, and cost-effective, and it can be applied to a wide range of finite element applications not necessarily related to electromagnetics.

The integration of an intelligent knowledge-based system into engineering software using the blackboard structure

Over recent years there has been an increase in the use of generic Computational Fluid Dynamics (CFD) software packages spread across various application fields. This has created the need for the integration of expertise into CFD software. Expertise can be integrated into CFD software in the form of an Intelligent Knowledge-Based System (IKBS). The advantages of integrating intelligence into generic engineering software are discussed with a special view to software engineering considerations. The software modelling cycle of a typical engineering problem is identified and the respective expertise and user control needed for each modelling phase is shown. The requirements of an IKBS for CFD software are discussed and compared to current practice. The blackboard software architecture is presented. This is shown to be appropriate for the integration of an IKBS into an engineering software package. This is demonstrated through the presentation of the prototype CFD software package FLOWES.

Numerical predictions of particle degradation in industrial-scale pneumatic conveyors

This paper presents an Eulerian-based numerical model of particle degradation in dilute-phase pneumatic conveying systems including bends of different angles. The model shows reasonable agreement with detailed measurements from a pilot-sized pneumatic conveying system and a much larger scale pneumatic conveyor. The potential of the model to predict degradation in a large-scale conveying system from an industrial plant is demonstrated. The importance of the effect of the bend angle on the damage imparted to the particles is discussed.

Towards the design of a portal framework for web services integration

Web services based systems have recently found their way into many applications such as e-commerce, corporate integration and e-learning. Construction of new services or introducing new functions to existing services requires composition of web services. Current approaches to service composition often require major programming effort; this is time consuming and requires considerable developer expertise. In this paper, we explore the real and rich scenarios found in e-learning where education services are offered through the Internet by networked universities to potentially millions in the world. These services are derived from existing/emerging business operation processes and commonly offered through a web interface, combined with other services such as email and ftp services, to support partial/full business processes. We identify the requirements for a generic portal framework for easy integration of existing expertise and services of individual institutions (enterprises). We examine the existing technologies and standards, and point out the gaps to be filled in designing the architecture of the framework

Policy-centric integration and dynamic composition of autonomic computing techniques

This paper presents innovative work in the development of policy-based autonomic computing. The core of the work is a powerful and flexible policy-expression language AGILE, which facilitates run-time adaptable policy configuration of autonomic systems. AGILE also serves as an integrating platform for other self-management technologies including signal processing, automated trend analysis and utility functions. Each of these technologies has specific advantages and applicability to different types of dynamic adaptation. The AGILE platform enables seamless interoperability of the different technologies to each perform various aspects of self-management within a single application. The various technologies are implemented as object components. Self-management behaviour is specified using the policy language semantics to bind the various components together as required. Since the policy semantics support run-time re-configuration, the self-management architecture is dynamically composable. Additional benefits include the standardisation of the application programmer interface, terminology and semantics, and only a single point of embedding is required.

A design pattern for integration of business process management systems

A cross-domain workflow application may be constructed using a standard reference model such as the one by the Workflow Management Coalition (WfMC) [7] but the requirements for this type of application are inherently different from one organization to another. The existing models and systems built around them meet some but not all the requirements from all the organizations involved in a collaborative process. Furthermore the requirements change over time. This makes the applications difficult to develop and distribute. Service Oriented Architecture (SOA) based approaches such as the BPET (Business Process Execution Language) intend to provide a solution but fail to address the problems sufficiently, especially in the situations where the expectations and level of skills of the users (e.g. the participants of the processes) in different organisations are likely to be different. In this paper, we discuss a design pattern that provides a novel approach towards a solution. In the solution, business users can design the applications at a high level of abstraction: the use cases and user interactions; the designs are documented and used, together with the data and events captured later that represents the user interactions with the systems, to feed an intermediate component local to the users -the IFM (InterFace Mapper) -which bridges the gaps between the users and the systems. We discuss the main issues faced in the design and prototyping. The approach alleviates the need for re-programming with the APIs to any back-end service thus easing the development and distribution of the applications

Microwave curing for high density package

Summary form only given. Currently the vast majority of adhesive materials in electronic products are bonded using convection heating or infra-red as well as UV-curing. These thermal processing steps can take several hours to perform, slowing throughput and contributing a significant portion of the cost of manufacturing. With the demand for lighter, faster, and smaller electronic devices, there is a need for innovative material processing techniques and control methodologies. The increasing demand for smaller and cheaper devices pose engineering challenges in designing a curing systems that minimize the time required between the curing of devices in a production line, allowing access to the components during curing for alignment and testing. Microwave radiation exhibits several favorable characteristics and over the past few years has attracted increased academic and industrial attention as an alternative solution to curing of flip-chip underfills, bumps, glob top and potting cure, structural bonding, die attach, wafer processing, opto-electronics assembly as well as RF-ID tag bonding. Microwave energy fundamentally accelerates the cure kinetics of polymer adhesives. It provides a route to focus heat into the polymer materials penetrating the substrates that typically remain transparent. Therefore microwave energy can be used to minimise the temperature increase in the surrounding materials. The short path between the energy source and the cured material ensures a rapid heating rate and an overall low thermal budget. In this keynote talk, we will review the principles of microwave curing of materials for high density packing. Emphasis will be placed on recent advances within ongoing research in the UK on the realization of "open-oven" cavities, tailored to address existing challenges. Open-ovens do not require positioning of the device into the cavity through a movable door, hence being more suitable for fully automated processing. Further potential advantages of op- - en-oven curing include the possibility for simultaneous fine placement and curing of the device into a larger assembly. These capabilities promise productivity gains by combining assembly, placement and bonding into a single processing step. Moreover, the proposed design allows for selective heating within a large substrate, which can be useful particularly when the latter includes parts sensitive to increased temperatures.

Creating a suitable and successful solution for the integration of podcasting and vidcasting in a higher education e-learning environment

A small research project is currently taking place within a department of the University of Greenwich. The project involves using current technology (Apple’s xServe, iPhones, iPod touch, Podcast Producer application and some 3rd party capture software) with the intention to provide a solution for quick and simple podcasting. This paper also aims to investigate the use of podcasting to help promote and extend the e-learning provision within the school. In short this project aims to justify the use of podcasting as a teaching and learning tool to help enhance student learning while identifying the most appropriate manner to integrate podcasting within an e-learning environment.

An architectural approach to autonomics and self-management of automotive embedded electronic systems

Embedded electronic systems in vehicles are of rapidly increasing commercial importance for the automotive industry. While current vehicular embedded systems are extremely limited and static, a more dynamic configurable system would greatly simplify the integration work and increase quality of vehicular systems. This brings in features like separation of concerns, customised software configuration for individual vehicles, seamless connectivity, and plug-and-play capability. Furthermore, such a system can also contribute to increased dependability and resource optimization due to its inherent ability to adjust itself dynamically to changes in software, hardware resources, and environment condition. This paper describes the architectural approach to achieving the goals of dynamically self-configuring automotive embedded electronic systems by the EU research project DySCAS. The architecture solution outlined in this paper captures the application and operational contexts, expected features, middleware services, functions and behaviours, as well as the basic mechanisms and technologies. The paper also covers the architecture conceptualization by presenting the rationale, concerning the architecture structuring, control principles, and deployment concept. In this paper, we also present the adopted architecture V&V strategy and discuss some open issues in regards to the industrial acceptance.

Industrial water pollution in Dhaka, Bangladesh: strategies and incentives for pollution control in small and medium enterprises

The extent and gravity of the environmental degradation of the water resources in Dhaka due to untreated industrial waste is not fully recognised in international discourse. Pollution levels affect vast numbers, but the poor and the vulnerable are the worst affected. For example, rice productivity, the mainstay of poor farmers, in the Dhaka watershed has declined by 40% over a period of ten years. The study found significant correlations between water pollution and diseases such as jaundice, diarrhoea and skin problems. It was reported that the cost of treatment of one episode of skin disease could be as high as 29% of the weekly earnings of some of the poorest households. The dominant approach to deal with pollution in the SMEs is technocratic. Given the magnitude of the problem this paper argues that to control industrial pollution by SMEs and to enhance their compliance it is necessary to move from the technocratic approach to one which can also address the wider institutional and attitudinal issues. Underlying this shift is the need to adopt the appropriate methodology. The multi-stakeholder analysis enables an understanding of the actors, their influence, their capacity to participate in, or oppose change, and the existing and embedded incentive structures which allow them to pursue interests which are generally detrimental to environmental good. This enabled core and supporting strategies to be developed around three types of actors in industrial pollution, i.e., (i) principal actors, who directly contribute to industrial pollution; (ii) stakeholders who exacerbate the situation; and (iii) potential actors in mitigation. Within a carrot-and-stick framework, the strategies aim to improve environmental governance and transparency, set up a packet to incentive for industry and increase public awareness.

Production of lightweight aggregate from industrial waste and carbon dioxide

The concomitant recycling of waste and carbon dioxide emissions is the subject of developing technology designed to close the industrial process loop and facilitate the bulk-re-use of waste in, for example, construction. The present work discusses a treatment step that employs accelerated carbonation to convert gaseous carbon dioxide into solid calcium carbonate through a reaction with industrial thermal residues. Treatment by accelerated carbonation enabled a synthetic aggregate to be made from thermal residues and waste quarry fines. The aggregates produced had a bulk density below 1000 kg/m3 and a high water absorption capacity. Aggregate crushing strengths were between 30% and 90% stronger than the proprietary lightweight expanded clay aggregate available in the UK. Cast concrete blocks containing the carbonated aggregate achieve compressive strengths of 24 MPa, making them suitable for use with concrete exposed to non-aggressive service environments. The energy intensive firing and sintering processes traditionally required to produce lightweight aggregates can now be augmented by a cold-bonding, low energy method that contributes to the reduction of green house gases to the atmosphere.