Applied Mechanics and Materials Vols. 444-445

Abstract: An efficient option pricing method based on two dimensional Fourier series expansions was proposed by Ruijter and Oosterlee in 2012, recently, this method was extended to modified two dimensional Fourier series expansions by Meng and Ding. In this paper, these methods are applied to deduce efficient pricing formulae for two bivariate assets rainbow options, so called as put-on-mini- mum and call-on-maximum. A series of numerical experiments for such options pricing is presen- ted to compare these methods, and some conclusions are then given based on those numerical results.

Abstract: Approximate entropy is a widely used technique to measure system complexity or regularity. In this paper, the effects of noise on the approximate entropy of fractional Brownian motion were investigated by some factors including the value of Hurst exponent, different noise type and coefficients. The results show that the values of approximate entropy of fractional Brownian motion decrease with the increase of Hurst exponent. The values increase in different degree after adding white noise in the sequence of fractional Brownian motion, and tend to be stable with the data lengthened. Meanwhile, the values of approximate entropy of mixed sequence change obviously by adding Poisson noise, while multiplying the coefficients of Poisson noise, the effects on the approximate entropy become greater.

Abstract: Higher-order singular value decomposition (HOSVD) is known as an effective technique to reduce the dimension of multidimensional data. We have proposed a method to perform third-order tensor product expansion (3OTPE) by using the power method for the same purpose as HOSVD, and showed that our method had a better accuracy property than HOSVD, and furthermore, required fewer computation time than that. Since our method could not be applied to the tensors of fourth-order (or more) in spite of having those useful properties, we extend our algorithm of 3OTPE calculation to forth-order tensors in this paper. The results of newly developed method are compared to those obtained by HOSVD. We show that the results follow the same trend as the case of 3OTPE.

Abstract: Watermarking embeds information into a digital signal like audio, image, or video. Reversible image watermarking can restore the original image without any distortion after the hidden data is extracted. In this paper, we propose a blind watermarking method based on space reconstruction. Through calculating the statistical property of the digital image, we are able to separately obtain the feature spaces. Passing spaces decomposing and reconstructing of the feature spaces, constructing the embedding matrix, we obtain that the robustness of the approach lies in hiding a watermark in the subspace that is the least susceptible to potential modification; and realize the optimization statistics of the embedding watermark. Through analysis and constraint the conditions of subspace, the algorithm we proposed can obtain a high detection probability and security, a low false alarm probability. The robustness of the watermarking method is demonstrated by a kind of attacks through computer simulation.

Abstract: In this paper, we obtain the existence of minimizer to Ginzburg-Landau free energy of ferromagnetic system by coercivity and weakly lower semi-continuity of the free energy, where the weakly lower semi-continuity is derived from monotone operator condition and the Sobolev space compact imbedding theorem.

Abstract: ID3 algorithm is the earliest and most influential of decision tree algorithm. This paper discusses the basic idea and implementation methods of the ID3 algorithm. A new algorithm based on attribute similarity for multivalued bias of ID3 algorithm was proposed, and the experimental results proved that the improved algorithm has strong predictive accuracy and better understandability.

Abstract: In this paper, by using an iteration procedure, regularity estimates of the linear semi-groups and a generalized existence theorem of global attractor, we prove that the liquid helium-4 system possesses a global attractor in space for all , which attracts any bounded set of in the-norm.

Abstract: For both military and civil aircrafts are in service, there is always a variation of free play among the joint components of control due to wear. In fact, the variation of free play is an uncertain parameter. In this paper analytical procedure was developed basing on Nastran, which can quantify uncertainties in the complicated swept wing with control surface and gives the quantificational risk information about nonlinear aeroelstic stability in the practice.

Abstract: In this paper, we focus on the aggression of lane-changing of two-lane highway with a bus in real traffic condition. The fundamental diagrams (current-density) under different safety distance are presented. It is found that the aggression of lane-changing has an influence on the traffic flow and traffic states. We also find the times of lane-changing for different densities and it is clarified that the lane-changing behaviors happen frequently in the middle density.

Abstract: The cable-stayed is one of the principal force members of cable-stayed bridges. It would be prone to exhibit vibration of large amplitude on the action of wind, earthquake and traffic load,so it reduces the life of stayed cable and even cause destruction. In order to reduce the cable damage, it is very necessary to study the mechanism of vibration of cable-stayed. Experiments are conducted to explore the nonlinear vibration of cable under the periodic external force. A cable model with 14.3 meters long is set up and an acceleration sensor is installed on the midpoint of cable. Time-history acceleration data are obtained by using of acceleration sensor under three cycle load. From the data a Poincare Map is provided and chaos motion is confirmed by using of Smale Horseshoe Map theory.