Closed form solution to simultaneous buffer insertion/sizing and wire sizing

Author(s):  
Chris C. N. Chu ◽  
D. F. Wong
2016 ◽  
Vol 78 (11) ◽  
Author(s):  
Chessda Uttraphan ◽  
Nasir Shaikh-Husin ◽  
M. Khalil-Hani

Buffer insertion is a very effective technique to reduce propagation delay in nano-metre VLSI interconnects. There are two techniques for buffer insertion which are: (1) closed-form solution and (2) dynamic programming. Buffer insertion algorithm using dynamic programming is more useful than the closed-form solution as it allows the use of multiple buffer types and it can be used in tree structured interconnects. As design dimension shrinks, more buffers are needed to improve timing performance. However, the buffer itself consumes power and it has been shown that power dissipation of buffers is significant. Although there are many buffer insertion algorithms that were able to optimize propagation delay with power constraint, most of them used the closed-form solution. Hence, in this paper, we present a formulation to compute dynamic power dissipation of buffers for application in dynamic programming buffer insertion algorithm. The proposed formulation allows dynamic power dissipation of buffers to be computed incrementally. The technique is validated by comparing the formulation with the standard closed-form dynamic power equation. The advantage of the proposed formulation is demonstrated through a series of experiments where it is applied in van Ginneken’s algorithm. The results show that the output of the proposed formulation is consistent with the standard closed-form formulation. Furthermore, it also suggests that the proposed formulation is able to compute dynamic power dissipation for buffer insertion algorithm with multiple buffer types.  


2013 ◽  
Vol 40 (2) ◽  
pp. 106-114
Author(s):  
J. Venetis ◽  
Aimilios (Preferred name Emilios) Sideridis

2021 ◽  
Vol 10 (7) ◽  
pp. 435
Author(s):  
Yongbo Wang ◽  
Nanshan Zheng ◽  
Zhengfu Bian

Since pairwise registration is a necessary step for the seamless fusion of point clouds from neighboring stations, a closed-form solution to planar feature-based registration of LiDAR (Light Detection and Ranging) point clouds is proposed in this paper. Based on the Plücker coordinate-based representation of linear features in three-dimensional space, a quad tuple-based representation of planar features is introduced, which makes it possible to directly determine the difference between any two planar features. Dual quaternions are employed to represent spatial transformation and operations between dual quaternions and the quad tuple-based representation of planar features are given, with which an error norm is constructed. Based on L2-norm-minimization, detailed derivations of the proposed solution are explained step by step. Two experiments were designed in which simulated data and real data were both used to verify the correctness and the feasibility of the proposed solution. With the simulated data, the calculated registration results were consistent with the pre-established parameters, which verifies the correctness of the presented solution. With the real data, the calculated registration results were consistent with the results calculated by iterative methods. Conclusions can be drawn from the two experiments: (1) The proposed solution does not require any initial estimates of the unknown parameters in advance, which assures the stability and robustness of the solution; (2) Using dual quaternions to represent spatial transformation greatly reduces the additional constraints in the estimation process.


Author(s):  
Puneet Pasricha ◽  
Anubha Goel

This article derives a closed-form pricing formula for the European exchange option in a stochastic volatility framework. Firstly, with the Feynman–Kac theorem's application, we obtain a relation between the price of the European exchange option and a European vanilla call option with unit strike price under a doubly stochastic volatility model. Then, we obtain the closed-form solution for the vanilla option using the characteristic function. A key distinguishing feature of the proposed simplified approach is that it does not require a change of numeraire in contrast with the usual methods to price exchange options. Finally, through numerical experiments, the accuracy of the newly derived formula is verified by comparing with the results obtained using Monte Carlo simulations.


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