Search results for: stochastic matrices

Authors: Sandeep Singh

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In this article, two classes of iterative schemes are proposed for approximating solutions of nonlinear systems of equations whose orders of convergence are six and eight respectively. Sixth order scheme requires the evaluation of two vector-functions, two first Fr'echet derivatives and three matrices inversion per iteration. This three-step sixth-order method is further extended to eighth-order method which requires one more step and the evaluation of one extra vector-function. Moreover, computational efficiency is compared with some other recently published methods in which we found, our methods are more efficient than existing numerical methods for higher and medium size nonlinear system of equations. Numerical tests are performed to validate the proposed schemes.

Keywords: Nonlinear systems, Computational complexity, order of convergence, Jarratt-type scheme

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Authors: Sandeep Santosh, O. P. Sahu

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We simulate an efficient multiple wideband and nonstationary source localization algorithm by exploiting both the non-stationarity of the signals and the array geometric information.This algorithm is based on joint diagonalization structure (JDS) of a set of short time power spectrum matrices at different time instants of each frequency bin. JDS can be used for quick and accurate multiple non-stationary source localization. The JDS algorithm is a one stage process i.e it directly searches the Direction of arrivals (DOAs) over the continuous location parameter space. The JDS method requires that the number of sensors is not less than the number of sources. By observing the simulation results, one can conclude that the JDS method can localize two sources when their difference is not less than 7 degree but the Wideband MUSIC is able to localize two sources for difference of 18 degree.

Keywords: joint diagonalization structure (JDS), wideband direction of arrival (DOA), wideband MUSIC

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Authors: E. Fabre, C. Vale, E. Pereira, C. M. Silva

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Introduction: Mercury is one of the most troublesome toxic metals responsible for the contamination of the aquatic systems due to its accumulation and bioamplification along the food chain. The 2030 agenda for sustainable development of United Nations promotes the improving of water quality by reducing water pollution and foments an enhance in wastewater treatment, encouraging their recycling and safe water reuse globally. Sorption processes are widely used in wastewater treatments due to their many advantages such as high efficiency and low operational costs. In these processes the target contaminant is removed from the solution by a solid sorbent. The more selective and low cost is the biosorbent the more attractive becomes the process. Agricultural wastes are especially attractive approaches for sorption. They are largely available, have no commercial value and require little or no processing. In this work, banana peels were tested for mercury removal from low concentrated solutions. In order to investigate the applicability of this solid, six water matrices were used increasing the complexity from natural waters to a real wastewater. Studies of kinetics and equilibrium were also performed using the most known models to evaluate the viability of the process In line with the concept of circular economy, this study adds value to this by-product as well as contributes to liquid waste management. Experimental: The solutions were prepared with Hg(II) initial concentration of 50 µg L-1 in natural waters, at 22 ± 1 ºC, pH 6, magnetically stirring at 650 rpm and biosorbent mass of 0.5 g L-1. NaCl was added to obtain the salt solutions, seawater was collected from the Portuguese coast and the real wastewater was kindly provided by ISQ - Instituto de Soldadura e qualidade (Welding and Quality Institute) and diluted until the same concentration of 50 µg L-1. Banana peels were previously freeze-drying, milled, sieved and the particles < 1 mm were used. Results: Banana peels removed more than 90% of Hg(II) from all the synthetic solutions studied. In these cases, the enhance in the complexity of the water type promoted a higher mercury removal. In salt waters, the biosorbent showed removals of 96%, 95% and 98 % for 3, 15 and 30 g L-1 of NaCl, respectively. The residual concentration of Hg(II) in solution achieved the level of drinking water regulation (1 µg L-1). For real matrices, the lower Hg(II) elimination (93 % for seawater and 81 % for the real wastewaters), can be explained by the competition between the Hg(II) ions and the other elements present in these solutions for the sorption sites. Regarding the equilibrium study, the experimental data are better described by the Freundlich isotherm (R ^ 2=0.991). The Elovich equation provided the best fit to the kinetic points. Conclusions: The results exhibited the great ability of the banana peels to remove mercury. The environmental realist conditions studied in this work, highlight their potential usage as biosorbents in water remediation processes.

Keywords: banana peels, mercury removal, sorption, water treatment

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Authors: Leonard Kabeya Mukeba Yakasham

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The theoretical machinery from singularity theory introduced by Glolubitsky, Stewart, and Schaeffer, to study equivariant bifurcation problem is completed and expanded wile generalized to the multiparameter context. In this setting the finite deterinancy theorem or normal forms, the stability of equivariant bifurcation problem, and the structural stability of universal unfolding are discussed. With Yakam Matrix the solutions are limited for some partial differential equations stochastic nonlinear of the open questions in singularity artificial intelligence for future.

Keywords: equivariant bifurcation, symmetry singularity, equivariant jets and transversality, normal forms, universal unfolding instability, structural stability

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Authors: Johannes J. Schneider, Mathias S. Weyland, Peter Eggenberger Hotz, William D. Jamieson, Oliver Castell, Alessia Faggian, Rudolf M. Füchslin

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Agglomerations of polydisperse systems of spherical particles are created in computer simulations using a simplified stochastic-hydrodynamic model: Particles sink to the bottom of the cylinder, taking into account gravity reduced by the buoyant force, the Stokes friction force, the added mass effect, and random velocity changes. Two types of particles are considered, with one of them being able to create connections to neighboring particles of the same type, thus forming a network within the agglomeration at the bottom of a cylinder. Decreasing the fraction of these particles, a percolation transition occurs. The critical regime is determined by investigating the maximum cluster size and the percolation susceptibility.

Keywords: binary system, maximum cluster size, percolation, polydisperse

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Authors: Nevena Jakovčević Stor, Ivan Slapničar

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Any polynomial can be expressed as a characteristic polynomial of a complex symmetric arrowhead matrix. This expression is not unique. If the polynomial is real with only real distinct roots, the matrix can be chosen as real. By using accurate forward stable algorithm for computing eigen values of real symmetric arrowhead matrices we derive a forward stable algorithm for computation of roots of such polynomials in O(n^2 ) operations. The algorithm computes each root to almost full accuracy. In some cases, the algorithm invokes extended precision routines, but only in the non-iterative part. Our examples include numerically difficult problems, like the well-known Wilkinson’s polynomials. Our algorithm compares favorably to other method for polynomial root-finding, like MPSolve or Newton’s method.

Keywords: roots of polynomials, eigenvalue decomposition, arrowhead matrix, high relative accuracy

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Authors: Benjamin Sonnenreich

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Brittle fracture failure probability is best described using a stochastic approach which is based on the 'weakest link concept' and the connection between a microstructure and macroscopic fracture scale. A general theoretical and experimental framework is presented to predict the uniaxial strength distribution according to independent uniaxial test data. The framework takes as input the applied stresses, the geometry, the materials, the defect distributions and the relevant random variables from uniaxial test results and gives as output an overall failure probability that can be used to improve the reliability of practical designs. Additionally, the method facilitates comparisons of strength data from several sources, uniaxial tests, and sample geometries.

Keywords: brittle fracture, strength distribution, uniaxial, weakest link concept

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Authors: Diego Aguirre, Olac Fuentes

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In this paper, we present a taxonomy of weight initialization schemes used in deep learning. We survey the most representative techniques in each class and compare them in terms of overhead cost, convergence rate, and applicability. We also introduce a new weight initialization scheme. In this technique, we perform an initial feedforward pass through the network using an initialization mini-batch. Using statistics obtained from this pass, we initialize the weights of the network, so the following properties are met: 1) weight matrices are orthogonal; 2) ReLU layers produce a predetermined number of non-zero activations; 3) the output produced by each internal layer has a unit variance; 4) weights in the last layer are chosen to minimize the error in the initial mini-batch. We evaluate our method on three popular architectures, and a faster converge rates are achieved on the MNIST, CIFAR-10/100, and ImageNet datasets when compared to state-of-the-art initialization techniques.

Keywords: deep learning, image classification, supervised learning, weight initialization

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Authors: Sabri Arik

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In this paper, we study the global asymptotic robust stability of delayed neural networks with norm-bounded uncertainties. By employing the Lyapunov stability theory and Homeomorphic mapping theorem, we derive some new types of sufficient conditions ensuring the existence, uniqueness and global asymptotic stability of the equilibrium point for the class of neural networks with discrete time delays under parameter uncertainties and with respect to continuous and slopebounded activation functions. An important aspect of our results is their low computational complexity as the reported results can be verified by checking some properties symmetric matrices associated with the uncertainty sets of network parameters. The obtained results are shown to be generalization of some of the previously published corresponding results. Some comparative numerical examples are also constructed to compare our results with some closely related existing literature results.

Keywords: neural networks, delayed systems, lyapunov functionals, stability analysis

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Authors: Fan Gao, Lior Pachter

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The primary tool currently used to pre-process 10X Chromium single-cell ATAC-seq data is Cell Ranger, which can take very long to run on standard datasets. To facilitate rapid pre-processing that enables reproducible workflows, we present a suite of tools called scATAK for pre-processing single-cell ATAC-seq data that is 15 to 18 times faster than Cell Ranger on mouse and human samples. Our tool can also calculate chromatin interaction potential matrices, and generate open chromatin signal and interaction traces for cell groups. We use scATAK tool to explore the chromatin regulatory landscape of a healthy adult human brain and unveil cell-type specific features, and show that it provides a convenient and computational efficient approach for pre-processing single-cell ATAC-seq data.

Keywords: single-cell, ATAC-seq, bioinformatics, open chromatin landscape, chromatin interactome

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Authors: A. Bentabet, A. Aydin, N. Fenineche

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In this work, we try to determine the best analytical approximation of differential cross sections, used generally in Monte Carlo simulation, to study the electron/positron slowing down in solid targets in the energy range up to 10 keV. Actually, our comparative study was carried out on the angular distribution of the scattering angle, the elastic total and the first transport cross sections which are the essential quantities used generally in the electron/positron transport study by using both stochastic and deterministic methods. Indeed, the obtained results using the relativistic partial wave expansion method and the backscattering coefficient experimental data are used as criteria to evaluate the used model.

Keywords: differential cross-section, backscattering coefficient, Rutherford cross-section, Vicanek and Urbassek theory

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Authors: Nikolay E. Dubinin

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Pair-interaction approximations allow to consider a different states of condensed matter from a single position. At the same time, description of an effective pair interaction in transition metal is a hard task since the d-electron contribution to the potential energy in this case is non-pairwise in principle. There are a number of models for transition-metal effective pair potentials. Here we use the Wills-Harrison (WH) approach to calculate pair potentials for Fe, Co, and Ni in crystalline, liquid, and nano states. Last is especially interesting since nano particles of pure transition metals immobilized on the dielectric matrices are widely used in different fields of advanced technologies: as carriers and transmitters of information, as an effective catalytic materials, etc. It is found that the minimum of the pair potential is deeper and oscillations are stronger in nano crystalline state in comparison with the liquid and crystalline states for all metals under consideration.

Keywords: effective pair potential, nanocrystalline state, transition metal, Wills-Harrison approach

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Authors: Mesias Alfeus, Kirsty Fitzhenry, Alessia Lederer

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The present paper provides empirical studies to estimate defaultable bonds in the South African financial market. The main goal is to estimate the unobservable factors affecting bond yields for South African major banks. The maximum likelihood approach is adopted for the estimation methodology. Extended Kalman filtering techniques are employed in order to tackle the situation that the factors cannot be observed directly. Multi-dimensional Cox-Ingersoll-Ross (CIR)-type factor models are considered. Results show that default risk increased sharply in the South African financial market during COVID-19 and the CIR model with jumps exhibits a better performance.

Keywords: default intensity, unobservable state variables, CIR, α-CIR, extended kalman filtering

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Authors: A. Kudrev

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The duplex Poly(A)-Poly(U) denaturation in an aqueous solutions in mixtures with the tetracationic MeTMPyP4 (Me = 2H, Zn(II); TMPyP4 is 5,10,15,20-tetrakis(N-methylpyridinium-4-yl)porphyrin), was investigated by monitoring the changes in the UV-Vis absorbance spectrum with increasing temperatures from 20°С to 70°С (рН 7.0, I=0.15M). The absorbance data matrices were analyzed with a versatile chemometric procedure that provides the melting profile (distribution of species) and the pure spectrum for each chemical species present along the heating experiment. As revealed by the increase of Tm, the duplex structure was stabilized by these porphyrins. The values of stabilization temperature ΔTm in the presence of these porphyrins are relatively large, 1.2-8.4 °C, indicating that the porphyrins contribute differently in stabilizing the duplex Poly(A)-Poly(U) structure. Remarkable is the fact that the porphyrin TMPyP4 was less effective in the stabilization of the duplex structure than the metalloporphyrin Zn(X)TMPyP4 which suggests that metallization play an important role in porphyrin-RNA binding. Molecular Dynamics Simulations has been used to illustrate melting of the duplex dsRNA bound with a porphyrin molecule.

Keywords: melting, Poly(A)-Poly(U), TMPyP4, Zn(X)TMPyP4

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Authors: Almudena Espin Perez, Tyler Risom, Carl Pelz, Isabel English, Robert M. Angelo, Rosalie Sears, Andrew J. Gentles

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Pancreatic ductal adenocarcinoma (PDAC) is one of the most deadly malignancies. The role of the tumor microenvironment (TME) is gaining significant attention in cancer research. Despite ongoing efforts, the nature of the interactions between tumors, immune cells, and stromal cells remains poorly understood. The cell-intrinsic properties that govern cell lineage plasticity in PDAC and extrinsic influences of immune populations require technically challenging approaches due to the inherently heterogeneous nature of PDAC. Understanding the cell lineage plasticity of PDAC will improve the development of novel strategies that could be translated to the clinic. Members of the team have demonstrated that the acquisition of ductal to neuroendocrine lineage plasticity in PDAC confers therapeutic resistance and is a biomarker of poor outcomes in patients. Our approach combines computational methods for deconvolving bulk transcriptomic cancer data using CIBERSORTx and high-throughput single-cell imaging using Multiplexed Ion Beam Imaging (MIBI) to study lineage plasticity in PDAC and its relationship to the infiltrating immune system. The CIBERSORTx algorithm uses signature matrices from immune cells and stroma from sorted and single-cell data in order to 1) infer the fractions of different immune cell types and stromal cells in bulked gene expression data and 2) impute a representative transcriptome profile for each cell type. We studied a unique set of 300 genomically well-characterized primary PDAC samples with rich clinical annotation. We deconvolved the PDAC transcriptome profiles using CIBERSORTx, leveraging publicly available single-cell RNA-seq data from normal pancreatic tissue and PDAC to estimate cell type proportions in PDAC, and digitally reconstruct cell-specific transcriptional profiles from our study dataset. We built signature matrices and optimized by simulations and comparison to ground truth data. We identified cell-type-specific transcriptional programs that contribute to cancer cell lineage plasticity, especially in the ductal compartment. We also studied cell differentiation hierarchies using CytoTRACE and predict cell lineage trajectories for acinar and ductal cells that we believe are pinpointing relevant information on PDAC progression. Collaborators (Angelo lab, Stanford University) has led the development of the Multiplexed Ion Beam Imaging (MIBI) platform for spatial proteomics. We will use in the very near future MIBI from tissue microarray of 40 PDAC samples to understand the spatial relationship between cancer cell lineage plasticity and stromal cells focused on infiltrating immune cells, using the relevant markers of PDAC plasticity identified from the RNA-seq analysis.

Keywords: deconvolution, imaging, microenvironment, PDAC

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Authors: Shubham Jaiswal

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In this study, the numerical solution of two-dimensional solute transport system in a homogeneous porous medium of finite-length is obtained. The considered transport system have the terms accounting for advection, dispersion and first-order decay with first-type boundary conditions. Initially, the aquifer is considered solute free and a constant input-concentration is considered at inlet boundary. The solution is describing the solute concentration in rectangular inflow-region of the homogeneous porous media. The numerical solution is derived using a powerful method viz., spectral collocation method. The numerical computation and graphical presentations exhibit that the method is effective and reliable during solution of the physical model with complicated boundary conditions even in the presence of reaction term.

Keywords: two-dimensional solute transport system, spectral collocation method, Chebyshev polynomials, Chebyshev differentiation matrix

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Authors: L. Le Priol, A. Nesterenko, K. El Kirat, K. Saleh

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Introduction and objectives: Polyunsaturated fatty acids (PUFAs) omega-3 and omega-6 are widely recognized as being beneficial to the health and normal growth. Unfortunately, due to their highly unsaturated nature, these molecules are sensitive to oxidation and thermic degradation leading to the production of toxic compounds and unpleasant flavors and smells. Hence, it is necessary to find out a suitable way to protect them. Microencapsulation by spray-drying is a low-cost encapsulation technology and most commonly used in the food industry. Many compounds can be used as wall materials, but there is a growing interest in the use of biopolymers, such as proteins and polysaccharides, over the last years. The objective of this study is to increase the oxidative stability of sunflower oil by microencapsulation in plant protein matrices using spray-drying technique. Material and methods: Sunflower oil was used as a model substance for oxidable food oils. Proteins from brown rice, hemp, pea, soy and sunflower seeds were used as emulsifiers and microencapsulation wall materials. First, the proteins were solubilized in distilled water. Then, the emulsions were pre-homogenized using a high-speed homogenizer (Ultra-Turrax) and stabilized by using a high-pressure homogenizer (HHP). Drying of the emulsion was performed in a Mini Spray Dryer. The oxidative stability of the encapsulated oil was determined by performing accelerated oxidation tests with a Rancimat. The size of the microparticles was measured using a laser diffraction analyzer. The morphology of the spray-dried microparticles was acquired using environmental scanning microscopy. Results: Pure sunflower oil was used as a reference material. Its induction time was 9.5 ± 0.1 h. The microencapsulation of sunflower oil in pea and soy protein matrices significantly improved its oxidative stability with induction times of 21.3 ± 0.4 h and 12.5 ± 0.4 h respectively. The encapsulation with hemp proteins did not significantly change the oxidative stability of the encapsulated oil. Sunflower and brown rice proteins were ineffective materials for this application, with induction times of 7.2 ± 0.2 h and 7.0 ± 0.1 h respectively. The volume mean diameter of the microparticles formulated with soy and pea proteins were 8.9 ± 0.1 µm and 16.3 ± 1.2 µm respectively. The values for hemp, sunflower and brown rice proteins could not be obtained due to the agglomeration of the microparticles. ESEM images showed smooth and round microparticles with soy and pea proteins. The surfaces of the microparticles obtained with sunflower and hemp proteins were porous. The surface was rough when brown rice proteins were used as the encapsulating agent. Conclusion: Soy and pea proteins appeared to be efficient wall materials for the microencapsulation of sunflower oil by spray drying. These results were partly explained by the higher solubility of soy and pea proteins in water compared to hemp, sunflower, and brown rice proteins. Acknowledgment: This work has been performed, in partnership with the SAS PIVERT, within the frame of the French Institute for the Energy Transition (Institut pour la Transition Energétique (ITE)) P.I.V.E.R.T. (www.institut-pivert.com) selected as an Investments for the Future (Investissements d’Avenir). This work was supported, as part of the Investments for the Future, by the French Government under the reference ANR-001-01.

Keywords: biopolymer, edible oil, microencapsulation, oxidative stability, release, spray-drying

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Authors: Tomáš Vyčítal

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In a simulation model of a railway system it is important, besides other crucial algorithms, to have correct behaviour of train overtaking in stochastic conditions. This problem is being addressed in many simulation tools focused on railway traffic, however these are not very human-realistic. The goal of this paper is to create a more human-realistic overtaking decision support system for the use in railway traffic simulations. A fuzzy system has been chosen for this task as fuzzy systems are well-suited for human-like decision making. The fuzzy system designed takes into account timetables, train positions, delays and buffer times as inputs and provides an instruction to overtake or not overtake.

Keywords: decision-making support, fuzzy systems, simulation, railway, transport

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Authors: Falek Kamel

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Free vibration analysis of beams, based on the assumptions of Bernoulli-Euler theory, has been extensively studied. Many research works have focused on the study of transverse vibrations under the application of different boundary conditions where different theories have been applied. The stiffness and mass matrices considered are those obtained by assembling those resulting from the use of the finite element method. The Jacobi method has been used to solve the eigenvalue problem. These well-known concepts have been applied to the study of beams with constant geometric and mechanical characteristics having one to two overhangs with variable lengths. Murphy studied, by an algebraic solution approach, a simply supported beam with two overhangs of arbitrary length, allowing for an experimental determination of the elastic modulus E. The advantage of our article is that it offers the possibility of extending this approach to many interesting problems formed by transversely vibrating beams with various end constraints.

Keywords: beam, finite element, transverse vibrations, end restreint, Bernoulli-Euler theory

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Authors: Olufunke Olufunmilayo Ilemobayo, Barakat. O Abdulazeez

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Profit making among poultry egg farmers has been a challenge to efficient distribution of scarce farm resources over the years, due majorly to low capital base, inefficient management, technical inefficiency, economic inefficiency, thus poultry egg production has moved into an underperformed situation, characterised by low profit margin. Though previous studies focus mainly on broiler production and efficiency of its production, however, paucity of information exist in the areas of profit efficiency in the study area. Hence, determinants of profit efficiency among poultry egg farmers in Ondo State, Nigeria were investigated. A purposive sampling technique was used to obtain primary data from poultry egg farmers in Owo and Akure local government area of Ondo State, through a well-structured questionnaire. socio-economic characteristics such as age, gender, educational level, marital status, household size, access to credit, extension contact, other variables were input and output data like flock size, cost of feeder and drinker, cost of feed, cost of labour, cost of drugs and medications, cost of energy, price of crate of table egg, price of spent layers were variables used in the study. Data were analysed using descriptive statistics, budgeting analysis, and stochastic profit function/inefficiency model. Result of the descriptive statistics shows that 52 per cent of the poultry farmers were between 31-40 years, 62 per cent were male, 90 per cent had tertiary education, 66 per cent were primarily poultry farmers, 78 per cent were original poultry farm owners and 55 per cent had more than 5 years’ work experience. Descriptive statistics on cost and returns indicated that 64 per cent of the return were from sales of egg, while the remaining 36 per cent was from sales of spent layers. The cost of feeding take the highest proportion of 69 per cent of cost of production and cost of medication the lowest (7 per cent). A positive gross margin of N5, 518,869.76, net farm income of ₦ 5, 500.446.82 and net return on investment of 0.28 indicated poultry egg production is profitable. Equipment’s cost (22.757), feeding cost (18.3437), labour cost (136.698), flock size (16.209), drug and medication cost (4.509) were factors that affecting profit efficiency, while education (-2.3143), household size (-18.4291), access to credit (-16.027), and experience (-7.277) were determinant of profit efficiency. Education, household size, access to credit and experience in poultry production were the main determinants of profit efficiency of poultry egg production in Ondo State. Other factors that affect profit efficiency were cost of feeding, cost of labour, flock size, cost of drug and medication, they positively and significantly influenced profit efficiency in Ondo State, Nigeria.

Keywords: cost and returns, economic inefficiency, profit margin, technical inefficiency

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Authors: Mazura Mokhtar, Adibah Shuib, Daud Mohamad

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Portfolio optimization problem has received a lot of attention from both researchers and practitioners over the last six decades. This paper provides an overview of the current state of research in portfolio optimization with the support of mathematical programming techniques. On top of that, this paper also surveys the solution algorithms for solving portfolio optimization models classifying them according to their nature in heuristic and exact methods. To serve these purposes, 40 related articles appearing in the international journal from 2003 to 2013 have been gathered and analyzed. Based on the literature review, it has been observed that stochastic programming and goal programming constitute the highest number of mathematical programming techniques employed to tackle the portfolio optimization problem. It is hoped that the paper can meet the needs of researchers and practitioners for easy references of portfolio optimization.

Keywords: portfolio optimization, mathematical programming, multi-objective programming, solution approaches

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Authors: Badis Kahouadji, Lakhdar Guerbous, Lyes Lamiri

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For many years, the luminescent materials were investigated principally in the infrared and visible areas, because the ultraviolet (UV) and especially in vacuum Ultraviolet (VUV) are technically more difficult to explore, especially absence of applications requiring of materials suitable to short wavelengths.Recent necessary, related to the development of certain technologies, encouraged research in these spectra domains. It is in this context that the 4Fn-4Fn-1 5d transitions of rare earth in insulating materials, lying in the UV and VUV, are the aim of large number of studies. These studies relate in particular to search for new scintillator materials used for spectroscopy and X-ray, ɤ, as well as medical imaging. The 4Fn- 4Fn-15d transitions of the rare earth dependent to the host-matrix, several matrices ions were used to study these transitions, in this work we are suggeting to study on a very specific class of inorganic scintillators that are orthophosphate doped with rare earth ions, this study focused on the Pr3+ concentration on the structural and optical properties of Pr3+ doped YPO4 (yttriumorthophosphate) with powder form prepared by the Sol Gel method.

Keywords: rare earth, scintillator, YPO4:Pr3+ nanophosphors, sol gel, 4Fn-4Fn-15d transitions

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Authors: Mike Tsionas

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The paper develops new indices of financial stability based on an explicit model of expected utility maximization by financial institutions subject to the classical technology restrictions of neoclassical production theory. The model can be estimated using standard econometric techniques, like GMM for dynamic panel data and latent factor analysis for the estimation of co-variance matrices. An explicit functional form for the utility function is not needed and we show how measures of risk aversion and prudence (downside risk aversion) can be derived and estimated from the model. The model is estimated using data for Eurozone countries and we focus particularly on (i) the use of the modeling approach as an “early warning mechanism”, (ii) the bank- and country-specific estimates of risk aversion and prudence (downside risk aversion), and (iii) the derivation of a generalized measure of risk that relies on loan-price uncertainty.

Keywords: financial stability, banking, expected utility maximization, sub-prime crisis, financial crisis, eurozone, PIIGS

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Authors: Alluri Swaroopa, L. V. N. Prasad

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Alone with fast urbanization in world, traffic control problem became a big issue in urban construction. Having an efficient and reliable traffic control system is crucial to macro-traffic control. Traffic signal is used to manage conflicting requirement by allocating different sets of mutually compatible traffic movement during distinct time interval. Many approaches have been made proposed to solve this discrete stochastic problem. Recognizing the need to minimize right-of-way impacts while efficiently handling the anticipated high traffic volumes, the proposed alternative system gives effective design. This model allows for increased traffic capacity and reduces delays by eliminating a step in maneuvering through the freeway interchange. The concept proposed in this paper involves construction of bridges and ramps at intersection of four roads to control the vehicular congestion and to prevent traffic breakdown.

Keywords: bridges, junctions, ramps, urban traffic control

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Authors: Ahmed Al-Sultan

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The check-in area of airport terminal is one of the busiest sections at airports at certain periods. The passengers are subjected to queues and delays during the check-in process. These delays and queues are due to constraints in the capacity of service facilities. In this project, the airport terminal is decomposed into several check-in areas. The airport check-in scheduling problem requires both a deterministic (integer programming) and stochastic (simulation) approach. Integer programming formulations are provided to minimize the total number of counters in each check-in area under the realistic constraint that counters for one and the same flight should be adjacent and the desired number of counters remaining in each area should be fixed during check-in operations. By using simulation, the airport system can be modeled to study the effects of various parameters such as number of passengers on a flight and check-in counter opening and closing time.

Keywords: airport terminal, integer programming, scheduling, simulation

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Authors: Jiri Dufek

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The national model of the Czech Republic has been modified in a detailed way to get detailed travel demand in the municipality level (cities, villages over 300 inhabitants). As a technique for this detailed modelling, three-dimensional procedure for calibrating gravity models, was used. Besides of zone production and attraction, which is usual in gravity models, the next additional parameter for trip distribution was introduced. Usually it is called by “third dimension”. In the model, this parameter is a demand between regions. The distribution procedure involved calculation of appropriate skim matrices and its multiplication by three coefficients obtained by iterative balancing of production, attraction and third dimension. This type of trip distribution was processed in R-project and the results were used in the Czech Republic transport model, created in PTV Vision. This process generated more precise results in local level od the model (towns, villages)

Keywords: trip distribution, three dimension, transport model, municipalities

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Authors: Siti Rafeah Md Rafei, Karen Wang Yanping, Park Mi Kyoung

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Tissue samples are precious supply for molecular studies or disease identification diagnosed using molecular assays, namely real-time PCR (qPCR). It is critical to establish the most favorable nucleic acid extraction that gives the PCR-amplifiable genomic DNA. Furthermore, automated nucleic acid extraction is an appealing alternative to labor-intensive manual methods. Operational complexity, defined as the number of steps required to obtain an extracted sample, is one of the criteria in the comparison. Here we are comparing the One BioMed’s automated X8 platform with the commercially available manual-operated kits from QIAGEN Mini Kit and Roche. We extracted DNA from rat fresh-frozen tissue (from different type of organs) in the matrices. After tissue pre-treatment, it is added to the One BioMed’s X8 pre-filled cartridge, and the QIAGEN QIAmp column respectively. We found that the results after subjecting the eluates to the Real Time PCR using BIORAD CFX are comparable.

Keywords: DNA extraction, frozen tissue, PCR, qPCR, rat

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Authors: F. Erdal, E. Dogan, F. E. Uz

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In this study, firefly optimization based optimum design algorithm is presented for the grillage systems. Naming of the algorithm is derived from the fireflies, whose sense of movement is taken as a model in the development of the algorithm. Fireflies’ being unisex and attraction between each other constitute the basis of the algorithm. The design algorithm considers the displacement and strength constraints which are implemented from LRFD-AISC (Load and Resistance Factor Design-American Institute of Steel Construction). It selects the appropriate W (Wide Flange)-sections for the transverse and longitudinal beams of the grillage system among 272 discrete W-section designations given in LRFD-AISC so that the design limitations described in LRFD are satisfied and the weight of the system is confined to be minimal. Number of design examples is considered to demonstrate the efficiency of the algorithm presented.

Keywords: firefly algorithm, steel grillage systems, optimum design, stochastic search techniques

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Authors: Oulad Naoui Noureddine, Cherif ELAmine, Djehiche Abdelkader

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Water resources management includes several disciplines; the modeling of rainfall-runoff relationship is the most important discipline to prevent natural risks. There are several models to study rainfall-runoff relationship in watersheds. However, the majority of these models are not applicable in all basins of the world.  In this study, a new stochastic method called The Only Corresponding Competitor method (OCC) was used for the hydrological modeling of M’ZAB   Watershed (South East of Algeria) to adapt a few empirical models for any hydrological regime.  The results obtained allow to authorize a certain number of visions, in which it would be interesting to experiment with hydrological models that improve collectively or separately the data of a catchment by the OCC method.

Keywords: modelling, optimization, rainfall-runoff relationship, empirical model, OCC

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Authors: M. J. Shofa, A. Hidayatno, O. M. Armand

Abstract:

MRP as a production control system is appropriate for the deterministic environment. Unfortunately, most production systems such as customer demands are stochastic. Demand-Driven MRP (DDMRP) is a new approach for inventory control system, and it deals with demand uncertainty. The objective of this paper is to compare the MRP and DDMRP work for a long lead time and uncertain demand in terms of on-hand inventory levels. The evaluation is conducted through a discrete event simulation using purchased part data from an automotive company. The result is MRP gives 50,759 pcs / day while DDMRP gives 34,835 pcs / day (reduce 32%), it means DDMRP is more effective inventory control than MRP in terms of on-hand inventory levels.

Keywords: Demand-Driven MRP, long lead time, MRP, uncertain demand

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