A New Algorithm for Monte Carlo for American Options

2000 Mathematics Subject Classification: 91B28, 65C05.

Infrared image enhancement based on hybrid-domain consideration and data fusion methods

Au cours des dernières décennies, l’effort sur les applications de capteurs infrarouges a largement progressé dans le monde. Mais, une certaine difficulté demeure, en ce qui concerne le fait que les objets ne sont pas assez clairs ou ne peuvent pas toujours être distingués facilement dans l’image obtenue pour la scène observée. L’amélioration de l’image infrarouge a joué un rôle important dans le développement de technologies de la vision infrarouge de l’ordinateur, le traitement de l’image et les essais non destructifs, etc. Cette thèse traite de la question des techniques d’amélioration de l’image infrarouge en deux aspects, y compris le traitement d’une seule image infrarouge dans le domaine hybride espacefréquence, et la fusion d’images infrarouges et visibles employant la technique du nonsubsampled Contourlet transformer (NSCT). La fusion d’images peut être considérée comme étant la poursuite de l’exploration du modèle d’amélioration de l’image unique infrarouge, alors qu’il combine les images infrarouges et visibles en une seule image pour représenter et améliorer toutes les informations utiles et les caractéristiques des images sources, car une seule image ne pouvait contenir tous les renseignements pertinents ou disponibles en raison de restrictions découlant de tout capteur unique de l’imagerie. Nous examinons et faisons une enquête concernant le développement de techniques d’amélioration d’images infrarouges, et ensuite nous nous consacrons à l’amélioration de l’image unique infrarouge, et nous proposons un schéma d’amélioration de domaine hybride avec une méthode d’évaluation floue de seuil amélioré, qui permet d’obtenir une qualité d’image supérieure et améliore la perception visuelle humaine. Les techniques de fusion d’images infrarouges et visibles sont établies à l’aide de la mise en oeuvre d’une mise en registre précise des images sources acquises par différents capteurs. L’algorithme SURF-RANSAC est appliqué pour la mise en registre tout au long des travaux de recherche, ce qui conduit à des images mises en registre de façon très précise et des bénéfices accrus pour le traitement de fusion. Pour les questions de fusion d’images infrarouges et visibles, une série d’approches avancées et efficaces sont proposés. Une méthode standard de fusion à base de NSCT multi-canal est présente comme référence pour les approches de fusion proposées suivantes. Une approche conjointe de fusion, impliquant l’Adaptive-Gaussian NSCT et la transformée en ondelettes (Wavelet Transform, WT) est propose, ce qui conduit à des résultats de fusion qui sont meilleurs que ceux obtenus avec les méthodes non-adaptatives générales. Une approche de fusion basée sur le NSCT employant la détection comprime (CS, compressed sensing) et de la variation totale (TV) à des coefficients d’échantillons clairsemés et effectuant la reconstruction de coefficients fusionnés de façon précise est proposée, qui obtient de bien meilleurs résultats de fusion par le biais d’une pré-amélioration de l’image infrarouge et en diminuant les informations redondantes des coefficients de fusion. Une procédure de fusion basée sur le NSCT utilisant une technique de détection rapide de rétrécissement itératif comprimé (fast iterative-shrinking compressed sensing, FISCS) est proposée pour compresser les coefficients décomposés et reconstruire les coefficients fusionnés dans le processus de fusion, qui conduit à de meilleurs résultats plus rapidement et d’une manière efficace.

Hybrid formulation solution for stress analysis of curved pipes with welded bending joints

A method is presented for evaluating the stress intensity factor of part-through cracks in a thin pipe elbow. A hybrid formulation solution is used to evaluate the stress field close to the crack area. The stress field values are then inputted into a previously developed method published in the literature to evaluate the stress intensity factor in cylindrical shells. Results from cylindrical shells with part-through cracks are extended to double-curvature pipe configurations that contain the same kind of flaw.

Complete spin and orbital evolution of close-in bodies using a Maxwell viscoelastic rheology

In this paper, we present a formalism designed to model tidal interaction with a viscoelastic body made of Maxwell material. Our approach remains regular for any spin rate and orientation, and for any orbital configuration including high eccentricities and close encounters. The method is to integrate simultaneously the rotation and the position of the planet as well as its deformation. We provide the equations of motion both in the body frame and in the inertial frame. With this study, we generalize preexisting models to the spatial case and to arbitrary multipole orders using a formalism taken from quantum theory. We also provide the vectorial expression of the secular tidal torque expanded in Fourier series. Applying this model to close-in exoplanets, we observe that if the relaxation time is longer than the revolution period, the phase space of the system is characterized by the presence of several spin-orbit resonances, even in the circular case. As the system evolves, the planet spin can visit different spin-orbit configurations. The obliquity is decreasing along most of these resonances, but we observe a case where the planet tilt is instead growing. These conclusions derived from the secular torque are successfully tested with numerical integrations of the instantaneous equations of motion on HD 80606 b. Our formalism is also well adapted to close-in super-Earths in multiplanet systems which are known to have non-zero mutual inclinations.

Voltage and current spectra for matrix power converters

Matrix power converters are used for transforming one alternating-current power supply to another, with different peak voltage and frequency. There are three input lines, with sinusoidally varying voltages which are 120◦ out of phase one from another, and the output is to be delivered as a similar three-phase supply. The matrix converter switches rapidly, to connect each output line in sequence to each of the input lines in an attempt to synthesize the prescribed output voltages. The switching is carried out at high frequency and it is of practical importance to know the frequency spectra of the output voltages and of the input and output currents. We determine in this paper these spectra using a new method, which has significant advantages over the prior default method (a multiple Fourier series technique), leading to a considerably more direct calculation. In particular, the determination of the input current spectrum is feasible here, whereas it would be a significantly more daunting procedure using the prior method instead.

Traffic and climate change impacts on water quality : measuring build-up and wash-off of heavy metals and petroleum hydrocarbons

Understanding the impacts of traffic and climate change on water quality helps decision makers to develop better policy and plans for dealing with unsustainable urban and transport development. This chapter presents detailed methodologies developed for sample collection and testing for heavy metals and total petroleum hydrocarbons, as part of a research study to investigate the impacts of climate change and changes to urban traffic characteristics on pollutant build-up and wash-off from urban road surfaces. Cadmium, chromium, nickel, copper, lead, iron, aluminium, manganese and zinc were the target heavy metals, and selected gasoline and diesel range organics were the target total petroleum hydrocarbons for this study. The study sites were selected to encompass the urban traffic characteristics of the Gold Coast region, Australia. An improved sample collection method referred to as ‘the wet and dry vacuum system’ for the pollutant build-up, and an effective wash-off plan to incorporate predicted changes to rainfall characteristics due to climate change, were implemented. The novel approach to sample collection for pollutant build-up helped to maintain the integrity of collection efficiency. The wash-off plan helped to incorporate the predicted impacts of climate change in the Gold Coast region. The robust experimental methods developed will help in field sample collection and chemical testing of different stormwater pollutants in build-up and wash-off.

Large-Eddy Simulation of physiological pulsatile non-newtonian flow in a channel with double constriction

Physiological pulsatile flow in a 3D model of arterial double stenosis, using the modified Power-law blood viscosity model, is investigated by applying Large Eddy Simulation (LES) technique. The computational domain has been chosen is a simple channel with biological type stenoses. The physiological pulsation is generated at the inlet of the model using the first four harmonics of the Fourier series of the physiological pressure pulse. In LES, a top-hat spatial grid-filter is applied to the Navier-Stokes equations of motion to separate the large scale flows from the subgrid scale (SGS). The large scale flows are then resolved fully while the unresolved SGS motions are modelled using the localized dynamic model. The flow Reynolds numbers which are typical of those found in human large artery are chosen in the present work. Transitions to turbulent of the pulsatile non-Newtonian along with Newtonian flow in the post stenosis are examined through the mean velocity, wall shear stress, mean streamlines as well as turbulent kinetic energy and explained physically along with the relevant medical concerns.

Bayesian models for the determination of resonant frequencies in a DI diesel engine

A time series method for the determination of combustion chamber resonant frequencies is outlined. This technique employs the use of Markov-chain Monte Carlo (MCMC) to infer parameters in a chosen model of the data. The development of the model is included and the resonant frequency is characterised as a function of time. Potential applications for cycle-by-cycle analysis are discussed and the bulk temperature of the gas and the trapped mass in the combustion chamber are evaluated as a function of time from resonant frequency information.

Personalised search – a hybrid approach for web information retrieval and its evaluation

Nowadays, everyone can effortlessly access a range of information on the World Wide Web (WWW). As information resources on the web continue to grow tremendously, it becomes progressively more difficult to meet high expectations of users and find relevant information. Although existing search engine technologies can find valuable information, however, they suffer from the problems of information overload and information mismatch. This paper presents a hybrid Web Information Retrieval approach allowing personalised search using ontology, user profile and collaborative filtering. This approach finds the context of user query with least user’s involvement, using ontology. Simultaneously, this approach uses time-based automatic user profile updating with user’s changing behaviour. Subsequently, this approach uses recommendations from similar users using collaborative filtering technique. The proposed method is evaluated with the FIRE 2010 dataset and manually generated dataset. Empirical analysis reveals that Precision, Recall and F-Score of most of the queries for many users are improved with proposed method.

Traffic and climate change impacts on water quality : measuring build-up and wash-off of heavy metals and petroleum hydrocarbons

Understanding the impacts of traffic and climate change on water quality helps decision makers to develop better policy and plans for dealing with unsustainable urban and transport development. This chapter presents detailed methodologies developed for sample collection and testing for heavy metals and total petroleum hydrocarbons, as part of a research study to investigate the impacts of climate change and changes to urban traffic characteristics on pollutant build-up and wash-off from urban road surfaces. Cadmium, chromium, nickel, copper, lead, iron, aluminium, manganese and zinc were the target heavy metals, and selected gasoline and diesel range organics were the target total petroleum hydrocarbons for this study. The study sites were selected to encompass the urban traffic characteristics of the Gold Coast region, Australia. An improved sample collection method referred to as ‘the wet and dry vacuum system’ for the pollutant build-up, and an effective wash-off plan to incorporate predicted changes to rainfall characteristics due to climate change, were implemented. The novel approach to sample collection for pollutant build-up helped to maintain the integrity of collection efficiency. The wash-off plan helped to incorporate the predicted impacts of climate change in the Gold Coast region. The robust experimental methods developed will help in field sample collection and chemical testing of different stormwater pollutants in build-up and wash-off.

Coupled amplitude theory of nonlinear surface acoustic waves

The nonlinear propagation characteristics of surface acoustic waves on an isotropic elastic solid have been studied in this paper. The solution of the harmonic boundary value problem for Rayleigh waves is obtained as a generalized Fourier series whose coefficients are proportional to the slowly varying amplitudes of the various harmonics. The infinite set of coupled equations for the amplitudes when solved exhibit an oscillatory slow variation signifying a continuous transfer of energy back and forth among the various harmonics. A conservation relation is derived among all the harmonic amplitudes.

Gravitational stresses in single span deep beams

A theoretical solution for the gravitational stresses in single span deep beams using Fourier series has been given. Numerical results for different span to depth ratios are given and these have been compared with the photoelastic results given by Saad and Hendry [1], and the finite difference results of Chow et al. [2,3].

Autoregressive spectral array for graphical display of EEG data

A graphical display of the frequency content of background,electroencephalogram (EEG) activity is obtained by calculating the spectral estimates using autocorrelation autoregressive method and the classical Fourier transform method, Display of spectral content of consecutive data segments is made using hidden-line suppression technique so as to get a spectral array, The autoregressive spectral array (ASA) is found to be sensitive to baseline drift, Following baseline correction the autoregressive technique is found to be superior to the Fourier method of compressed spectral array (CSA) in detecting the transitions in the frequencies of the signal. The smoothed ASA gives a better picture of transitions and changes in the background activity, The ASA can be made to adapt to specific changes of dominant frequencies while eliminating unnecessary peaks in the spectrum. The utility,of the ASA for background EEG analysis is discussed,

A waveguide problem involving a thick iris in the theory of electromagnetism

The problem of electromagnetic wave propagation in a rectangular waveguide containing a thick iris is considered for its complete solution by reducing it to two suitable integral equations, one of which is of the first kind and the other is of the second kind. These integral equations are solved approximately, by using truncated Fourier series for the unknown functions. The reflection coefficient is computed numerically from the two integral equation approaches, and almost the same numerical results are obtained. This is also depicted graphically against the wave number and compared with thin iris results, which are computed by using complementary formulations coupled with Galerkin approximations. While the reflection coefficient for a thin iris steadily increases with the wave number, for a thick iris it fluctuates and zero reflection occurs. The number of zeros of the reflection coefficient for a thick iris increases with the thickness. Thus a thick iris becomes completely transparent for some discrete wave numbers. This phenomenon may be significant in the modelling of rectangular waveguides.