26145575
Domain decomposition methods for linear and semilinear elliptic stochastic partial differential equations
In this paper, we study several overlapping domain decomposition methods for the numerical solutions of some linear and semilinear elliptic stochastic partial differential equations discretized by the finite element methods. In particular, we show that the algorithms converge and the convergence rates are independent of the finite element mesh parameter, as well as the number of subdomains used in the domain decomposition.
4025720
Pricing options under jump diffusion processes with fitted finite volume method
This paper develops a numerical method for a partial integro-differential equation and a partial integro-differential complementarity problem arising from European and American options valuations respectively when the underlying assets are driven by a jump diffusion process. The method is based on a fitted finite volume scheme for the spatial discretization and the Crank–Nicolson scheme for the time discretization. The fully discretized system is solved by an iterative method coupled with an FFT for the evaluation of the discretized integral term, while the constraint in the American option model is imposed by adding a penalty term to the original partial integro-differential complementarity problem. We show that the system matrix of the discretized system is an M-matrix and propose an algorithm for solving the discretized system. Numerical experiments are implemented to show the efficiency and robustness of this method.
5848822
Soft decoder architecture of LT codes
Luby transform (LT) codes, as the first class of efficient rateless codes, attract a lot of attention in the coding theory field. However, the VLSI implementation of LT codes is challenging due to its random code construction characteristic as well as the flexible output length. In this paper, we present an applicable architecture of a soft-decision LT decoder with a block length of 1024 bits and 100 iterations. Partly parallel input node processing and output node processing techniques are both adopted to accelerate decoding speed. An efficient router and reverse router are designed to indicate the graphic connectivity between input nodes and output nodes. The parallel architecture is prototyped on the target FPGA device.
1961988
An Area-Efficient LDPC Decoder Architecture and Implementation for CMMB Systems
This paper presents an area-efficient LDPC decoder architecture for the China Multimedia Mobile Broadcasting (CMMB) standard. Several techniques are adopted to reduce memory size, including the min-sum algorithm (MSA), optimal bit-width quantization of the iterative messages and reduced complexity for the interconnect network. The decoder for the rate-1/2 9216-bit code is implemented using the 90nm 1.0V CMOS technology. It achieves the decoding throughput of 48Mbps at 5 iterations when operating at 60MHz and the power dissipation is only 34mW.
19972547
A high SFDR direct digital synthesizer with frequency error free output
In this paper, an error-compensation method is proposed to achieve high spurious free dynamic range (SFDR) in direct digital synthesizers (DDS) design. This method allows very small ROM storage, while leaving the resultant errors corrected by the error-compensation circuits. An extended phase accumulator (EPA) is also adopted to provide arbitrary output frequency, thus can achieve frequency error free output. Experimental results show that the DDS using only 256 bits of ROM can achieve 104 dBc SFDR for output signal at 20 MHz with a clock frequency of 100 MHz. The effect of EPA is also demonstrated in the design.
15937167
High-throughput layered decoder implementation for quasi-cyclic LDPC codes
This paper presents a high-throughput decoder design for the Quasi-Cyclic (QC) Low-Density Parity-Check (LDPC) codes. Two new techniques are proposed, including parallel layered decoding architecture (PLDA) and critical path splitting. PLDA enables parallel processing for all layers by establishing dedicated message passing paths among them. The decoder avoids crossbar-based large interconnect network. Critical path splitting technique is based on articulate adjustment of the starting point of each layer to maximize the time intervals between adjacent layers, such that the critical path delay can be split into pipeline stages. Furthermore, min-sum and loosely coupled algorithms are employed for area efficiency. As a case study, a rate-1/2 2304-bit irregular LDPC decoder is implemented using ASIC design in 90 nm CMOS process. The decoder can achieve the maximum decoding throughput of 2.2 Gbps at 10 iterations. The operating frequency is 950 MHz after synthesis and the chip area is 2.9 mm2.
12863588
Studies on some perfectly matched layers for one-dimensional time-dependent systems
We will analyze some perfectly matched layers (PMLs) for the one-dimensional time-dependent Maxwell system, acoustic equations and hyperbolic systems in unbounded domains. The exponential decays and convergence of the PML solutions are studied. Some finite difference schemes are proposed for the PML equations and their stability and convergence are established.
973036
Accelerated Convergence Using Dynamic Mean Shift
Mean shift is an iterative mode-seeking algorithm widely used in pattern recognition and computer vision. However, its convergence is sometimes too slow to be practical. In this paper, we improve the convergence speed of mean shift by dynamically updating the sample set during the iterations, and the resultant procedure is called dynamic mean shift (DMS). When the data is locally Gaussian, it can be shown that both the standard and dynamic mean shift algorithms converge to the same optimal solution. However, while standard mean shift only has linear convergence, the dynamic mean shift algorithm has superlinear convergence. Experiments on color image segmentation show that dynamic mean shift produces comparable results as the standard mean shift algorithm, but can significantly reduce the number of iterations for convergence and takes much less time.
18767470
New event detection based on indexing-tree and named entity
New Event Detection (NED) aims at detecting from one or multiple streams of news stories that which one is reported on a new event (i.e. not reported previously). With the overwhelming volume of news available today, there is an increasing need for a NED system which is able to detect new events more efficiently and accurately. In this paper we propose a new NED model to speed up the NED task by using news indexing-tree dynamically. Moreover, based on the observation that terms of different types have different effects for NED task, two term reweighting approaches are proposed to improve NED accuracy. In the first approach, we propose to adjust term weights dynamically based on previous story clusters and in the second approach, we propose to employ statistics on training data to learn the named entity reweighting model for each class of stories. Experimental results on two Linguistic Data Consortium (LDC) datasets TDT2 and TDT3 show that the proposed model can improve both efficiency and accuracy of NED task significantly, compared to the baseline system and other existing systems.
38952395
Efficient Contour Detection Based On Improved Snake Model
Active contour model, also called snake, adapts to edges in an image. A snake is defined as an energy minimizing spline – the snake's energy depends on its shape and location within the image. Problems associated with initialization and poor convergence to boundary concavities, however, have limited its utility. In this paper, we present a new external force field, named gravitation force field, for the snake model. We associate this force field with edge preserving smoothing to drive the snake for solving the problems. Our gravitation force field uses gradient values as particles to construct force field in the whole image. This force field will attract the active contour toward the edge boundary. The locations of the initial contour are very flexible, such that they can be very far away from the objects and can be inside, outside, or the mixture. The improved snake can converge toward the object boundary in a fast pace.
34792854
A Component-Based Reflective Middleware Approach to Context-Aware Adaptive Systems