Improved Arabic Alphabet Characters Classification Using Convolutional Neural Networks (CNN)

Handwritten characters recognition is a challenging research topic. A lot of works have been present to recognize letters of different languages. The availability of Arabic handwritten characters databases is limited. Motivated by this topic of research, we propose a convolution neural network for the classification of Arabic handwritten letters. Also, seven optimization algorithms are performed, and the best algorithm is reported. Faced with few available Arabic handwritten datasets, various data augmentation techniques are implemented to improve the robustness needed for the convolution neural network model. The proposed model is improved by using the dropout regularization method to avoid data overfitting problems. Moreover, suitable change is presented in the choice of optimization algorithms and data augmentation approaches to achieve a good performance. The model has been trained on two Arabic handwritten characters datasets AHCD and Hijja. The proposed algorithm achieved high recognition accuracy of 98.48% and 91.24% on AHCD and Hijja, respectively, outperforming other state-of-the-art models.

Solving Generalized Nonlinear Schrödinger Equation by Adomian Decomposition Technique

In this paper, using a suitable change of variable and applying the Adomian decomposition method to the generalized nonlinear Schr¨odinger equation, we obtain the analytical solution, taking into account the parameters such as the self-steepening factor, the second-order dispersive parameter, the third-order dispersive parameter and the nonlinear Kerr effect coefficient, for pulses that contain just a few optical cycle. The analytical solutions are plotted. Under influence of these effects, pulse did not maintain its initial shape.

Stochastic energy balance climate models with Legendre weighted diffusion and an additive cylindrical Wiener process forcing

<p style='text-indent:20px;'>We consider a class of one-dimensional nonlinear stochastic parabolic problems associated to Sellers and Budyko diffusive energy balance climate models with a Legendre weighted diffusion and an additive cylindrical Wiener processes forcing. Our results use in an important way that, under suitable assumptions on the Wiener processes, a suitable change of variables leads the problem to a pathwise random PDE, hence an essentially "deterministic" formulation depending on a random parameter. Two applications are also given: the stability of solutions when the Wiener process converges to zero and the asymptotic behaviour of solutions for large time.</p>

Balanced : An Application To Improve Mental Health

Mental health reflects a person's emotional, psychological, and social well-being. A report by World Health Organization suggests that India is the most depressed country in the world. Hence, the idea is to develop an end-to-end solution for identifying and treating mentalhealth issues. This paper aims to develop an application to keep track of user's behaviour, both online and offline, to understand and identify the possible mental health issues using various analytical and psychological methodologies. The target users of this application would be the individuals just above the age of 18 which fall under the category of working class. Postidentification, the user is recommended a suitable change in his routine and behavior which would lead to a better lifestyle.Mental illnesses detection is a challenging undertaking because a misdiagnosis can lead to catastrophic consequences.Hence, our android application will take the necessary steps to accurately identify and treat the mental health issue.

Analytical Solutions for a General Mixed Boundary Value Problem Associated with Motions of Fluids with Linear Dependence of Viscosity on the Pressure

An unsteady flow of incompressible Newtonian fluids with linear dependence of viscosity on the pressure between two infinite horizontal parallel plates is analytically studied. The fluid motion is induced by the upper plate that applies an arbitrary time-dependent shear stress to the fluid. General expressions for the dimensionless velocity and shear stress fields are established using a suitable change of independent variable and the finite Hankel transform. These expressions, that satisfy all imposed initial and boundary conditions, can generate exact solutions for any motion of this type of the respective fluids. For illustration, three special cases with technical relevance are considered and some important observations and graphical representations are provided. An interesting relationship is found between the solutions corresponding to motions induced by constant or ramptype shear stresses on the boundary. Furthermore, for validation of the results, the steady-state solutions corresponding to oscillatory motions are presented in different forms whose equivalence is graphically proved.

Option pricing formulas under a change of numèraire

We present some formulations of the Cox-Ross-Rubinstein and Black-Scholes formulas for European options obtained through a suitable change of measure, which corresponds to a change of numèraire for the underlying price process. Among other consequences, a closed formula for the price of an European call option at each node of the multi-period binomial tree is achieved, too. Some of the results contained herein, though comparable with analogous ones appearing elsewhere in the financial literature, provide however a supplementary widening and deepening in view of useful applications in the more challenging framework of incomplete markets. This last issue, having the present paper as a preparatory material, will be treated extensively in a forthcoming paper.

Change of Numeraire

In this chapter we discuss how a suitable change of numeraire and the corresponding change of martingale measure, can simplify the computation of pricing formula for financial derivatives. We derive a general formula for the likelihood process related to an arbitrary numeraire, and we identify the corresponding Girsanov transformation. As an example, we compute the price of an exchange option. In particular we study the class of forward measures related to zero coupon bonds and we derive a general option pricing formula. As an application of the general theory we also study the so-called numeraire portfolio.

The influence of gender on immunisation: using an ecological framework to examine intersecting inequities and pathways to change

There is still a substantial knowledge gap on how gender mediates child health in general, and child immunisation outcomes in particular. Similarly, implementation of interventions to mitigate gender inequities that hinder children from being vaccinated requires additional perspectives and research. We adopt an intersectional approach to gender and delve into the social ecology of implementation, to show how gender inequities and their connection with immunisation are grounded in the interplay between individual, household, community and system factors. We show how an ecological model can be used as an overarching framework to support more precise identification of the mechanisms causing gender inequity and their structural complexity, to identify suitable change agents and interventions that target the underlying causes of marginalisation, and to ensure outcomes are relevant within specific population groups.

Epistasis-Based Basis Estimation Method for Simplifying the Problem Space of an Evolutionary Search in Binary Representation

An evolutionary search space can be smoothly transformed via a suitable change of basis; however, it can be difficult to determine an appropriate basis. In this paper, a method is proposed to select an optimum basis can be used to simplify an evolutionary search space in a binary encoding scheme. The basis search method is based on a genetic algorithm and the fitness evaluation is based on the epistasis, which is an indicator of the complexity of a genetic algorithm. Two tests were conducted to validate the proposed method when applied to two different evolutionary search problems. The first searched for an appropriate basis to apply, while the second searched for a solution to the test problem. The results obtained after the identified basis had been applied were compared to those with the original basis, and it was found that the proposed method provided superior results.

Symmetric double bubbles in the Grushin plane

We address the double bubble problem for the anisotropic Grushin perimeter Pα, α ≥ 0, and the Lebesgue measure in ℝ2, in the case of two equal volumes. We assume that the contact interface between the bubbles lies on either the vertical or the horizontal axis. We first prove existence of minimizers via the direct method by symmetrization arguments and then characterize them in terms of the given area by first variation techniques. Even though no regularity theory is available in this setting, we prove that angles at which minimal boundaries intersect satisfy the standard 120-degree rule up to a suitable change of coordinates. While for α = 0 the Grushin perimeter reduces to the Euclidean one and both minimizers coincide with the symmetric double bubble found in Foisy et al. [Pacific J. Math. 159 (1993) 47–59], for α = 1 vertical interface minimizers have Grushin perimeter strictly greater than horizontal interface minimizers. As the latter ones are obtained by translating and dilating the Grushin isoperimetric set found in Monti and Morbidelli [J. Geom. Anal. 14 (2004) 355–368], we conjecture that they solve the double bubble problem with no assumptions on the contact interface.