The cochlea is an organ which extracts frequency information from the input sound wave. It also produces nerve signals, which are further analysed by the brain and ultimately lead to perception of the sound. An existing model of the cochlea by Fragni`ere is first analysed by simulation. This passive model is found to have the properties that the living cochlea does in terms of the frequency response. An analog VLSI circuit implementation of this cochlear model in CMOS weak inversion is proposed, using log-domain filters in current domain. It is fabricated on a chip and a measurement of a basilar membrane section is performed. The measurement shows a reasonable agreement to the model. However, the circuit is found to have a problem related to transistor mismatch, causing different behaviour in identical circuit blocks. An active cochlear model is proposed to overcome this problem. The model incorporates the effect of the outer hair cells in the living cochlea, which controls the quality factor of the basilar membrane filters. The outer hair cells are incorporated as an extra voltage source in series with the basilar membrane resonator. Its value saturates as the input signal becomes larger, making the behaviour rather closer to that of a passive model. The simulation results show this nonlinear phenomenon, which is also seen in the living cochlea. The contribution of this thesis is summarised as follows: a) the first CMOS weak inversion current domain basilar membrane resonator is designed and fabricated, and b) the first active two-dimensional cochlear model for analog VLSI implementation is developed.

Thesis (M.S.)--Auburn University, 2007. / Abstract. Includes bibliographic references (ℓ. 94-95)

Zugl.: Diss.

Thesis (Ph. D.)--University of Texas at El Paso, 2008. / Title from title screen. Vita. CD-ROM. Includes bibliographical references. Also available online.

Stuttgart, Univ., Diplomarb., 2001.

Thesis (Ph. D.)--University of Washington, 1999. / Vita. Includes bibliographical references (leaves 148-157).

Thesis (Ph. D.)--California Institute of Technology, 1983. / Includes bibliographical references.

Thesis (Ph. D.)--University of Alabama at Birmingham, 2009. / Title from PDF t.p. (viewed July 21, 2010). Additional advisors: Thomas Jannett, Tsun-Zee Mai, S. S. Ravindran, Günter Stolz, Gilbert Weinstein. Includes bibliographical references (p. 59-64).

The face inversion effect (FIE; Yin, 1969) raises the question of whether upright face identification is mediated by a special mechanism that is disrupted by inversion. The present study investigates the effect of face inversion on the perceptual encoding of spatial frequency (SF) information using a novel variant of the Bubbles technique (Gosselin & Schyns, 2001). In Experiment 1, the SF Bubbles technique was validated using a simple plaid detection task. In Experiment 2, SF tuning of upright and inverted face identification was measured. While the data showed a clear FIE (28% higher accuracy and 455 ms shorter reaction times for upright faces), SF tunings were remarkably similar in both conditions (r = .96; a single SF band of ~2 octaves peaking at ~9 cycles per face width). Experiments 3 and 4 demonstrated that SF Bubbles is sensitive to bottom-up and top-down induced changes in SF tuning, respectively. Overall, the results show that the same SFs are utilized in upright and inverted face identification, albeit not with equal efficiency.

Thesis (MSc (Mathematics))--University of Stellenbosch, 2010. / ENGLISH ABSTRACT: In this thesis, we discuss and apply the Monte Carlo and integral transform methods in pricing options. These methods have proved to be very e ective in the valuation of options especially when acceleration techniques are introduced. By rst pricing European call options we have motivated the use of these methods in pricing arithmetic Asian options which have proved to be di cult to price and hedge under the Black􀀀Scholes framework. The arithmetic average of the prices in this framework, is a sum of correlated lognormal distributions whose distribution does not admit a simple analytic expression. However, many approaches have been reported in the academic literature for pricing these options. We provide a hedging strategy by manipulating the results by Geman and Yor [42] for continuous xed strike arithmetic Asian call options. We then derive a double Laplace transform formula for pricing continuous Asian call options following the approach by Fu et al. [39]. By applying the multi-Laguerre and iterated Talbot inversion techniques for Laplace transforms to the resulting pricing formula we obtain the option prices. Finally, we discuss the shortcomings of using the Laplace transform in pricing options. / AFRIKAANSE OPSOMMING: In hierdie tesis bespreek ons Monte Carlo- en integraaltransform metodes om die pryse van nansi ele opsies te bepaal. Hierdie metodes is baie e ektief, veral wanneer versnellingsmetodes ingevoer word. Ons bepaal eers die pryse van Europese opsies as motivering, voordat ons die bostaande metodes gebruik vir prysbepaling van Asiatiese opsies met rekenkundige gemiddeldes, wat baie moeiliker is om te hanteer in die Black􀀀Scholes raamwerk. Die rekenkundige gemiddelde van batepryse in hierdie raamwerk is 'n som van gekorreleerde lognormale distribusies wie se distribusie nie oor 'n eenvoudige analitiese vorm beskik nie. Daar is egter talle benaderings vir die prysbepaling van hierdie opsies in die akademiese literatuur. Ons bied 'n verskansingsstrategie vir Asiatiese opsies in kontinue tyd met 'n vaste trefprys aan deur die resultate van Geman en Yor [42] te manipuleer. Daarna volg ons Fu et al. [39] om 'n dubbele Laplace transform formule vir die pryse af te lei. Deur toepassing van multi-Laguerre en herhaalde Talbotinversie tegnieke vir Laplace transforms op hierdie formule, bepaal ons dan die opsiepryse. Ons sluit af met 'n bespreking van die tekortkominge van die gebruik van die Laplace transform vir prysbepaling.