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This paper discusses the exact simulation of the stock price process underlying the 3/2 model. Using a result derived by Craddock and Lennox using Lie Symmetry Analysis, we adapt the Broadie-Kaya algorithm for the simulation of affine processes to the 3/2 model. We also discuss variance reduction techniques and find that conditional Monte Carlo techniques combined with quasi-Monte Carlo point sets result in significant variance reductions. [ABSTRACT FROM AUTHOR]

Resistance spot welding is a major metal connecting method in vehicle and other domestic electronic domains. Among all the welding techniques, the spot welding inverter is an important direction at the present time. The high nonlinearity and strongly coupled multiple parameters in the resistance spot welding process challenge the classical control theory based on some specific conditions and ideal assumptions, which in real practice obstacle the high-quality welding. This paper put the fuzzy neural network into a constant-current-controlled spot welding inverter, where the welding current peak and its variation are adopted as the input parameters and the duty ratio of the switches is regarded as the output. Eventually a five-layer feed-forward network was constructed, back propagation (BP) algorithm was applied to revise the adjustable parameters in the network, and a mathematical model was established to obtain the training samples serving for the network. The ultimate precision could reach 1.75%, the relative control error is 2.28% with strong external disturbances, the overmodulation is 3.35%, and the total modulating period is seven switching period, which indicated that the proposed algorithm has good performance. [ABSTRACT FROM AUTHOR]

The Artificial Bee Colony (ABC) algorithm is a recently introduced swarm intelligence algorithm that has been successfully applied on numerous and diverse optimization problems. However, one major problem with ABC is its premature convergence to local optima, which often originates from its insufficient degree of explorative search capability. This paper introduces ABC with Improved Explorations (ABC-IX), a novel algorithm that modifies both the selection and perturbation operations of the basic ABC algorithm in an explorative way. First, an explorative selection scheme based on simulated annealing allows ABC-IX to probabilistically accept both better and worse candidate solutions, whereas the basic ABC can accept better solutions only. Second, a self-adaptive strategy enables ABC-IX to automatically adapt the perturbation rate, separately for each candidate solution, to customize the degree of explorations and exploitations around it. ABC-IX is evaluated on several benchmark numerical optimization problems and results are compared with a number of state-of-the-art evolutionary and swarm intelligence algorithms. Results show that ABC-IX often performs better optimization than most other algorithms in comparison on most of the problems. [ABSTRACT FROM AUTHOR]

A new multi-class classifier, decision tree SVM (DTSVM) which is a binary decision tree with a very simple structure is presented in this paper. In DTSVM, a problem of multi-class classification is decomposed into a series of ones of binary classification. Here, the binary decision tree is generated by using kernel clustering algorithm, and each non-leaf node represents one binary classification problem. By compared with the other multi-class classification methods based on the binary classification SVMs, the scale and the complexity of DTSVM are less, smaller number of support vectors are needed, and has faster test speed. The final simulation results confirm the feasibility and the validity of DTSVM. [ABSTRACT FROM AUTHOR]

Event-driven method (EDM) and the time-driven method (TDM) are two main branches of discrete element methods (DEM) for the simulations of granular materials. A new algorithm is introduced in this paper where different models are used for different local volume fractions. TDM time step is used for the cases with high volume fractions and EDM time step is used for the cases with low volume fractions. Whether the local volume fraction is low or high is determined by the number of neighbors in the Verlet table. While the time step updating the Verlet table is the same as the time step for those particles without neighbors in the Verlet table. [ABSTRACT FROM AUTHOR]

A new hybrid algorithm of the depth solver for the wavenumber integration technique is derived. The global matrix method is adopted as the depth solver in the ocean, where there are sources and receivers present, and the reflectivity scheme is used for calculating the wave field of the porous ocean bottom. In order to hybridize both depth solvers, a novel technique has been developed where a virtual fluid layer with zero thickness is inserted between the ocean and the porous ocean bottom. This technique makes the hybrid algorithm simple to implement and compatible with any other depth solvers for the ocean bottom. Numerical simulation shows the proposed algorithm to work well. [ABSTRACT FROM AUTHOR]

The proposed time-independent quasi-static approach for simulations of lattice structures with imperfections is based on integration of the Inverse Broyden's Method suitable for finding the equilibrium state for a large system of atoms interacting through strongly nonlinear potentials and the Recursive Inverse Matrix Algorithm (RIMA) capable of updating the inverse matrix when topological changes (broken or new bonds between the atoms) take place. In this approach, the crystal structure is treated as a truss system while the forces between the atoms situated at the nodes are defined by the inter-atomic potentials. Since both the Broyden's and the RIMA algorithms deal with the inverse matrices of the structure their coupling makes the procedure computationally efficient. In addition, the method allows analysis of lattices subjected to mixed boundary conditions. The developed code was verified by the comparison with an alternative numerical procedure based on energy minimization technique. The model and the code developed were applied to the case of a 2D hexagonal lattice with the mode I crack embedded into the structure. For the cases considered, it was observed that the crack nucleation and growth were accompanied by the dislocation emission. [ABSTRACT FROM AUTHOR]

We present efficient methods for simulation, using the Fast Fourier Transform (FFT) algorithm, of two classes of processes with symmetric α-stable (SαS) distributions. Namely, (i) the linear fractional stable motion (LFSM) process and (ii) the fractional autoregressive moving average (FARIMA) time series with SαS innovations. These two types of heavy-tailed processes have infinite variances and long-range dependence and they can be used in modeling the traffic of modern computer telecommunication networks. We generate paths of the LFSM process by using Riemann-sum approximations of its SαS stochastic integral representation and paths of the FARIMA time series by truncating their moving average representation. In both the LFSM and FARIMA cases, we compute the involved sums efficiently by using the Fast Fourier Transform algorithm and provide bounds and/or estimates of the approximation error. We discuss different choices of the discretization and truncation parameters involved in our algorithms and illustrate our method. We include MATLAB implementations of these simulation algorithms and indicate how the practitioner can use them. [ABSTRACT FROM AUTHOR]