Search results for: simultaneous perturbation stochastic approximation

Authors: Marco Tulio C. Faria

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Fixed-geometry hydrodynamic journal bearings are one of the best supporting systems for several applications of rotating machinery. Cylindrical journal bearings present excellent load-carrying capacity and low manufacturing costs, but they are subjected to the oil-film instability at high speeds. An attempt of overcoming this instability problem has been the development of non-circular journal bearings. This work deals with an analysis of oil-lubricated elliptical journal bearings using the finite element method. Steady-state and dynamic performance characteristics of elliptical bearings are rendered by zeroth- and first-order lubrication equations obtained through a linearized perturbation method applied on the classical Reynolds equation. Four-node isoparametric rectangular finite elements are employed to model the bearing thin film flow. Curves of elliptical bearing load capacity and dynamic force coefficients are rendered at several operating conditions. The results presented in this work demonstrate the influence of the bearing ellipticity on its performance at different loading conditions.

Keywords: elliptical journal bearings, non-circular journal bearings, hydrodynamic bearings, finite element method

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Authors: Tatyana Rybitskaya, Alexandr Starostenko, Kseniya Ryabchenko

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Collector ring (CR) of FAIR project is a large acceptance storage ring and field quality plays a major role in the magnet design. The CR will use normal conducting dipole magnets. There will be 24 H-type sector magnets with a maximum field value of 1.6 T. The integrated over the length of the magnet field quality as a function of radius is ∆B.l/B.l = ±1x10⁻⁴. Below 1.6 T the value ∆B.l/B.l can be higher with a linear approximation up to ±2.5x10⁻⁴ at the field level of 0.8 T. An iron-dominated magnet with required field quality is produced with standard technology as the quality is dominated by the yoke geometry.

Keywords: conventional magnet, iron yoke dipole, harmonic terms, particle accelerators

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Authors: A. Zitouni, S. Bentata, B. Bouadjemi, T. Lantri, W. Benstaali, A. Zoubir, S. Cherid, A. Sefir

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The structural, electronic, and magnetic properties of transition metal Co and Mn doped zinc-blende semiconductor CdTe were calculated using the density functional theory (DFT) with both generalized gradient approximation (GGA). We have analyzed the structural parameters, charge and spin densities, total and partial densities of states. We find that the Co and Mn doped zinc blende CdTe show half-metallic behavior with a total magnetic moment of 6.0 and 10.0 µB, respectively.The results obtained, make the Co and Mn doped CdTe a promising candidate for application in spintronics.

Keywords: first-principles, half-metallic, diluted magnetic semiconductor, magnetic moment

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Authors: Ashwani Kumar, Jitender Kumar

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In this paper, an optimal power flow based approach has been applied for multi-transactions deregulated environment for ATC determination with SVC and STATCOM. The main contribution of the paper is (i) OPF based approach for evaluation of ATC with multi-transactions, (ii) ATC enhancement with FACTS devices viz. SVC and STATCOM for intact and line contingency cases, (iii) impact of ZIP load on ATC determination and comparison of ATC obtained with SVC and STATCOM. The results have been determined for intact and line contingency cases taking simultaneous as well as single transaction cases for IEEE 24 bus RTS.

Keywords: available transfer capability, FACTS devices, line contingency, multi-transactions, ZIP load model

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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: 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: Iftikhar U. Sikder

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This paper illustrates an application of granular computing approach, namely rough set theory in data mining. The paper outlines the formalism of granular computing and elucidates the mathematical underpinning of rough set theory, which has been widely used by the data mining and the machine learning community. A real-world application is illustrated, and the classification performance is compared with other contending machine learning algorithms. The predictive performance of the rough set rule induction model shows comparative success with respect to other contending algorithms.

Keywords: concept approximation, granular computing, reducts, rough set theory, rule induction

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Authors: Andrea M. Rivas-Castillo, Marlenne Gómez-Ramirez, Isela Rodríguez-Pozos, Norma G. Rojas-Avelizapa

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Spent catalysts are considered as hazardous residues of major concern, mainly due to the simultaneous presence of several metals in elevated concentrations. Although hydrometallurgical, pyrometallurgical and chelating agent methods are available to remove and recover some metals contained in spent catalysts; these procedures generate potentially hazardous wastes and the emission of harmful gases. Thus, biotechnological treatments are currently gaining importance to avoid the negative impacts of chemical technologies. To this end, diverse microorganisms have been used to assess the removal of metals from spent catalysts, comprising bacteria, archaea and fungi, whose resistance and metal uptake capabilities differ depending on the microorganism tested. Acidophilic sulfur oxidizing bacteria have been used to investigate the biotreatment and extraction of valuable metals from spent catalysts, namely Acidithiobacillus thiooxidans and Acidithiobacillus ferroxidans, as they present the ability to produce leaching agents such as sulfuric acid and sulfur oxidation intermediates. In the present work, the ability of A. thiooxidans DSM 26636 for the bioleaching of metals contained in five different spent catalysts was assessed by growing the culture in modified Starkey mineral medium (with elemental sulfur at 1%, w/v), and 1% (w/v) pulp density of each residue for up to 21 days at 30 °C and 150 rpm. Sulfur-oxidizing activity was periodically evaluated by determining sulfate concentration in the supernatants according to the NMX-k-436-1977 method. The production of sulfuric acid was assessed in the supernatants as well, by a titration procedure using NaOH 0.5 M with bromothymol blue as acid-base indicator, and by measuring pH using a digital potentiometer. On the other hand, Inductively Coupled Plasma - Optical Emission Spectrometry was used to analyze metal removal from the five different spent catalysts by A. thiooxidans DSM 26636. Results obtained show that, as could be expected, sulfuric acid production is directly related to the diminish of pH, and also to highest metal removal efficiencies. It was observed that Al and Fe are recurrently removed from refinery spent catalysts regardless of their origin and previous usage, although these removals may vary from 9.5 ± 2.2 to 439 ± 3.9 mg/kg for Al, and from 7.13 ± 0.31 to 368.4 ± 47.8 mg/kg for Fe, depending on the spent catalyst proven. Besides, bioleaching of metals like Mg, Ni, and Si was also obtained from automotive spent catalysts, which removals were of up to 66 ± 2.2, 6.2±0.07, and 100±2.4, respectively. Hence, the data presented here exhibit the potential of A. thiooxidans DSM 26636 for the simultaneous bioleaching of metals contained in spent catalysts from diverse provenance.

Keywords: bioleaching, metal removal, spent catalysts, Acidithiobacillus thiooxidans

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Authors: Riccardo Loggia, Francesca Pizzimenti, Francesco Lelli, Luigi Martirano

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Recent air emission regulations point toward the complete electrification of road vehicles. An increasing number of users are beginning to prefer full electric or hybrid, plug-in vehicle solutions, incentivized by government subsidies and the lower cost of electricity compared to gasoline or diesel. However, it is necessary to optimize charging stations so that they can simultaneously satisfy as many users as possible. The purpose of this paper is to present optimization algorithms that enable simultaneous charging of multiple electric vehicles while ensuring maximum performance in relation to the type of charging station.

Keywords: electric vehicles, charging stations, sharing model, fast charging, car park, power profiles

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Authors: A. S. Mousa, F. Shoman

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We present a discrete game theoretical model with homogeneous individuals who make simultaneous decisions. In this model the strategy space of all individuals is a discrete and dichotomous set which consists of two strategies. We fully characterize the coherent, split and mixed strategies that form Nash equilibria and we determine the corresponding Nash domains for all individuals. We find all strategic thresholds in which individuals can change their mind if small perturbations in the parameters of the model occurs.

Keywords: coherent strategy, split strategy, pure strategy, mixed strategy, Nash equilibrium, game theory

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Authors: Rawinun Praserttaweelap, Somyot Kiatwanidvilai

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Obstacle avoidance is the one key for the robot system in unknown environment. The robots should be able to know their position and safety region. This research starts on the path planning which are SLAM and AMCL in ROS system. In addition, the best parameters of the obstacle avoidance function are required. In situation on Hard Disk Drive Manufacturing, the distance between robots and obstacles are very serious due to the manufacturing constraint. The simulations are accomplished by the SLAM and AMCL with adaptive velocity and safety region calculation.

Keywords: obstacle avoidance, OA, Simultaneous Localization and Mapping, SLAM, Adaptive Monte Carlo Localization, AMCL, KLD sampling, KLD

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Authors: Monty Vacura

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Hamilton’s Rule is a universal law of biology expressed in protists, plants and animals. When applied to human populations, this model explains: 1) Origin of religion in society as a biopsychological need selected to increase population size; 2) Instincts of racism expressed through intergroup competition; 3) Simultaneous selection for human cooperation and conflict, love and hate; 4) Connection between sporting events and instinctive social messaging for stimulating offensive and defensive responses; 5) Pathway to reduce human sacrifice. This chapter discusses the deep psychological influences of Hamilton’s Rule. Suggestions are provided to reduce human deaths via our instinctive sacrificial behavior, by consciously monitoring Hamilton’s Rule variables highlighted throughout our media outlets.

Keywords: psychology, Hamilton’s rule, evolution, human instincts

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Authors: Babak H. Tabrizi, Seyed Farid Ghaderi

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Concurrent planning of project scheduling and material ordering has been increasingly addressed within last decades as an approach to improve the project execution costs. Therefore, we have taken the problem into consideration in this paper, aiming to maximize schedules quality robustness, in addition to minimize the relevant costs. In this regard, a bi-objective mathematical model is developed to formulate the problem. Moreover, it is possible to utilize the all-unit discount for materials purchasing. The problem is then solved by the constraint method, and the Pareto front is obtained for a variety of robustness values. The applicability and efficiency of the proposed model is tested by different numerical instances, finally.

Keywords: e-constraint method, material ordering, project management, project scheduling

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Authors: Takuya Suzuki, Atsushi Shirai, Takashi Seki

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Acupuncture therapy is one of the treatments in traditional Chinese medicine. Recently, some reports have shown the effectiveness of acupuncture. However, its full acceptance has been hindered by the lack of understanding on mechanism of the therapy. Acupuncture applied to Zusanli (ST-36) enhances blood flow volume in superior mesenteric artery (SMA), yielding peripheral vascular resistance – regulated blood flow of SMA dominated by the parasympathetic system and inhibition of sympathetic system. In this study, a lumped-parameter approximation model of blood flow in the systemic arteries was developed. This model was extremely simple, consisting of the aorta, carotid arteries, arteries of the four limbs and SMA, and their peripheral vascular resistances. Here, the individual artery was simplified to a tapered tube and the resistances were modelled by a linear resistance. We numerically investigated contribution of the peripheral vascular resistance of SMA to the systemic blood distribution using this model. In addition to the upstream end of the model, which correlates with the left ventricle, two types of boundary condition were applied; mean left ventricular pressure which correlates with blood pressure (BP) and mean cardiac output which corresponds to cardiac index (CI). We examined it to reproduce the experimentally obtained hemodynamic change, in terms of the ratio of the aforementioned hemodynamic parameters from their initial values before the acupuncture, by regulating the peripheral vascular resistances and the upstream boundary condition. First, only the peripheral vascular resistance of SMA was changed to show contribution of the resistance to the change in blood flow volume in SMA, expecting reproduction of the experimentally obtained change. It was found, however, this was not enough to reproduce the experimental result. Then, we also changed the resistances of the other arteries together with the value given at upstream boundary. Here, the resistances of the other arteries were changed simultaneously in the same amount. Consequently, we successfully reproduced the hemodynamic change to find that regulation of the upstream boundary condition to the value experimentally obtained after the stimulation is necessary for the reproduction, though statistically significant changes in BP and CI were not observed in the experiment. It is generally known that sympathetic and parasympathetic tones take part in regulation of whole the systemic circulation including the cardiac function. The present result indicates that stimulation to ST-36 could induce vasodilation of peripheral circulation of SMA and vasoconstriction of that of other arteries. In addition, it implies that experimentally obtained small changes in BP and CI induced by the acupuncture may be involved in the therapeutic response.

Keywords: acupuncture, hemodynamics, lumped-parameter approximation, modeling, systemic vascular resistance

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Authors: R. Ouafi, F. Ouafi

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We study the problem of cutting a rectangular material entity into smaller sub-entities of trapezoidal forms with minimum waste of the material. This problem will be denoted TCP (Trapezoidal Cutting Problem). The TCP has many applications in manufacturing processes of various industries: pipe line design (petro chemistry), the design of airfoil (aeronautical) or cuts of the components of textile products. We introduce an orthogonal build to provide the optimal horizontal and vertical homogeneous strips. In this paper we develop a general heuristic search based upon orthogonal build. By solving two one-dimensional knapsack problems, we combine the horizontal and vertical homogeneous strips to give a non orthogonal cutting pattern.

Keywords: combinatorial optimization, cutting problem, heuristic

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Authors: Jing Zhang, Daniel Nikovski

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We propose an approximation algorithm called LINKUMP to compute the Pan Matrix Profile (PMP) under the unnormalized l∞ distance (useful for value-based similarity search) using double-ended queue and linear interpolation. The algorithm has comparable time/space complexities as the state-of-the-art algorithm for typical PMP computation under the normalized l₂ distance (useful for shape-based similarity search). We validate its efficiency and effectiveness through extensive numerical experiments and a real-world anomaly detection application.

Keywords: pan matrix profile, unnormalized euclidean distance, double-ended queue, discord discovery, anomaly detection

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Authors: Jennifer Leach, Umashanger Thayasivam

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The use of technology has benefited society in more ways than one ever thought possible. Unfortunately, though, as society’s knowledge of technology has advanced, so has its knowledge of ways to use technology to manipulate people. This has led to a simultaneous advancement in the world of fraud. Machine learning techniques can offer a possible solution to help decrease this advancement. This research explores how the use of various machine learning techniques can aid in detecting fraudulent activity across two different types of fraudulent data, and the accuracy, precision, recall, and F1 were recorded for each method. Each machine learning model was also tested across five different training and testing splits in order to discover which testing split and technique would lead to the most optimal results.

Keywords: data science, fraud detection, machine learning, supervised learning

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Authors: Francis O. Nwawuru

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The convergence analysis of split monotone inclusion problems and fixed point problems of certain nonlinear mappings are investigated in the setting of real Hilbert spaces. Inertial extrapolation term in the spirit of Polyak is incorporated to speed up the rate of convergence. Under standard assumptions, a strong convergence of the proposed algorithm is established without computing the resolvent operator or involving Yosida approximation method. The stepsize involved in the algorithm does not depend on the spectral radius of the linear operator. Furthermore, applications of the proposed algorithm in solving some related optimization problems are also considered. Our result complements and extends numerous results in the literature.

Keywords: fixedpoint, hilbertspace, monotonemapping, resolventoperators

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Authors: Bruno Cossu, Elio Carlo

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The invention (patent pending) relates to the field of devices aimed to harness wave energy (WEC) especially for artificial upwelling, forced downwelling, production of compressed air. In its basic form, the pump consists of a hydro-pneumatic machine, driven by wave energy, characterised by the fact that it has no moving mechanical parts, and is made up of only two structural components: an hollow body, which is open at the bottom to the sea and partially immersed in sea water, and a tube, both joined together to form a single body. The shape of the hollow body is like a mushroom whose cap and stem are hollow; the stem is open at both ends and the lower part of its surface is crossed by holes; the tube is external and coaxial to the stem and is joined to it so as to form a single body. This shape of the hollow body and the type of connection to the tube allows the pump to operate simultaneously as an air compressor (OWC) on the cap side, and as an airlift on the stem side. The pump can be implemented in four versions, each of which provides different variants and methods of implementation: 1) firstly, for the artificial upwelling of cold, deep ocean water; 2) secondly, for the lifting and transfer of these waters to the place of use (above all, fish farming plants), even if kilometres away; 3) thirdly, for the forced downwelling of surface sea water; 4) fourthly, for the forced downwelling of surface water, its oxygenation, and the simultaneous production of compressed air. The transfer of the deep water or the downwelling of the raised surface water (as for pump versions indicated in points 2 and 3 above), is obtained by making the water raised by the airlift flow into the upper inlet of another pipe, internal or adjoined to the airlift; the downwelling of raised surface water, oxygenation, and the simultaneous production of compressed air (as for the pump version indicated in point 4), is obtained by installing a venturi tube on the upper end of the pipe, whose restricted section is connected to the external atmosphere, so that it also operates like a hydraulic air compressor (trompe). Furthermore, by combining one or more pumps for the upwelling of cold, deep water, with one or more pumps for the downwelling of the warm surface water, the system can be used in an Ocean Thermal Energy Conversion plant to supply the cold and the warm water required for the operation of the same, thus allowing to use, without increased costs, in addition to the mechanical energy of the waves, for the purposes indicated in points 1 to 4, the thermal one of the marine water treated in the process.

Keywords: air lifted upwelling, fish farming plant, hydraulic air compressor, wave energy converter

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Authors: Khosrow Maleknejad, Asyieh Ebrahimzadeh

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In this paper, the numerical solution of optimal control problem (OCP) for systems governed by Volterra integro-differential (VID) equation is considered. The method is developed by means of the Legendre wavelet approximation and collocation method. The properties of Legendre wavelet accompany with Gaussian integration method are utilized to reduce the problem to the solution of nonlinear programming one. Some numerical examples are given to confirm the accuracy and ease of implementation of the method.

Keywords: collocation method, Legendre wavelet, optimal control, Volterra integro-differential equation

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Authors: Bahram Fathi, Mahdi Khodaparast Mashhadi, Masuod Homayounifar

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According to 1404 forecasting documentation, among the most fundamental ways of Iran’s success in competition with other regional countries are innovations, efficiency enhancements and domestic productivity. Therefore, in this study, the energy consumption efficiency of Iran and the neighbor countries has been measured in the period between 2007-2012 considering the simultaneous economic activities, CO2 emission, and consumption of energy through data envelopment analysis of undesirable output. The results of the study indicated that the energy efficiency changes in both Iran and the average neighbor countries has been on a descending trend and Iran’s energy efficiency status is not desirable compared to the other countries in the region.

Keywords: energy efficiency, environmental, undesirable output, data envelopment analysis

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Authors: R. Daïra, V. Chalvidan

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We present the speckle interferometry method to determine the deformation of a piece. This method of holographic imaging using a CCD camera for simultaneous digital recording of two states object and reference. The reconstruction is obtained numerically. This latest method has the advantage of being simpler than the methods currently available, and it does not suffer the holographic configuration faults online. Furthermore, it is entirely digital and avoids heavy analysis after recording the hologram. This work was carried out in the laboratory HOLO 3 (optical metrology laboratory in Saint Louis, France) and it consists in controlling qualitatively and quantitatively the deformation of object by using a camera CCD connected to a computer equipped with software of Fringe Analysis.

Keywords: speckle, nondestructive testing, interferometry, image processing

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Authors: Adnan A. Y. Mustafa

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In this paper we present a quick technique to measure the similarity between binary images. The technique is based on a probabilistic mapping approach and is fast because only a minute percentage of the image pixels need to be compared to measure the similarity, and not the whole image. We exploit the power of the Probabilistic Matching Model for Binary Images (PMMBI) to arrive at an estimate of the similarity. We show that the estimate is a good approximation of the actual value, and the quality of the estimate can be improved further with increased image mappings. Furthermore, the technique is image size invariant; the similarity between big images can be measured as fast as that for small images. Examples of trials conducted on real images are presented.

Keywords: big images, binary images, image matching, image similarity

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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, artificial intelligence, pdens, yakam matrix

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Authors: Ali Azam Talukder, Jamsheda Ferdous Tuli, Tanzina Islam Reba, Shuvra Kanti Dey, Mamoru Yamada

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Recent global warming created by various pollutants prompted us to find new energy sources instead of fossil fuels. Fossil fuels are one of the key factors to emit various toxic gases in this planet. To solve this problem, along with the scarcity of the worldwide energy crisis, scientists are looking for various alternative options to mitigate the necessity of required future fuels. In this context, bioethanol can be one of the most suitable alternative energy sources. Bioethanol is a renewable, environment-friendly and carbon-neutral sustainable energy. In our previous study, we identified several bioethanol-producing microbes from the natural fermented sources of Bangladesh. Among them, the strain 4C encoded Saccharomyces cerevisiae produced maximum bioethanol when the fermentation temperature was 25˚C. In this study, we have established high-temperature simultaneous saccharification and fermentation process (HTSSF) by co-culturing of thermally adapted thermosensitive 4C as a fermenting agent and Bacillus amyloliquefaciens (C7), as a saccharifying agent under various physiological conditions or treatments. Conventional methods were applied for cell culture, media preparation and other experimental purposes. High-temperature adaptation of strain 4C was made from 30-42ᵒC, using either YPD or YPS media. In brief, for thermal adaptation, the temperature was periodically increased by 2ᵒC, 1ᵒC and 0.5ᵒC when medium growth temperatures were 30-36ᵒC, 36-40ᵒC, and 40-42ᵒC, respectively, where applicable. Amylase activity and bioethanol content were measured by DNS (3, 5-dinitrosalicylic acid) and solvent extraction and dichromate oxidation method, respectively. Among the various growth parameters like temperatures (30˚C, 37˚C and 42˚C), pHs (5.0, 6.0 and 7.0), carbon sources (5.0-10.0%) and ethanol stress tolerance (0.0-12.0%) etc. were tested, maximum Amylase activity (4.0 IU/ml/min) was recorded for Bacillus amyloliquefaciens (C7) at 42˚C, pH 6.0 and 10% starch. On the other hand, 4.10% bioethanol content was recorded when the thermally adapted strain 4C was co-cultured with C7 at 37ᵒC, pH 6.0 and 10.0% starch for 72 hours at HTSSF process. On the other hand, thermally non-adapted strains gave only 0.5-2.0% bioethanol content under the same physiological conditions. The thermally adapted strain 4C and strain C7, both can tolerate ethanol stress up to 12%. Altogether, a comparative study revealed that our established HTSSF process may be suitable for pilot scale and subsequently at industrial level bioethanol production.

Keywords: bioethanol, co-culture, fermentation, saccharification

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Authors: Achsania Hendratmi, Puji Sucia Sukmaningrum, Fatin Fadhilah Hasib, Nisful Laila

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The research aimed to know the influence of Capital Adequacy Ratio (CAR), Return on Assets (ROA) and Size of the Financing to Deposit Ratio (FDR) Islamic Banks in Malaysia by using eleven Islamic Banks in Indonesia and fifteen Islamic Banks in Malaysia in the period 2012 to 2016 as samples. The research used a quantitative approach method, and the analysis technique used multiple linear regression. Based on the result of t-test (partial), CAR, ROA and size significantly affect of FDR. While the results of f-test (simultaneous) showed that CAR, ROA and Size significant effect on FDR.

Keywords: capital adequacy ratio, financing to deposit ratio, return on assets, size

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Authors: Amir T. Payandeh Najafabadi

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This article considers the problem of evaluating infinite-time (or finite-time) ruin probability under a given compound Poisson surplus process by approximating the claim size distribution by a finite mixture exponential, say Hyperexponential, distribution. It restates the infinite-time (or finite-time) ruin probability as a solvable ordinary differential equation (or a partial differential equation). Application of our findings has been given through a simulation study.

Keywords: ruin probability, compound poisson processes, mixture exponential (hyperexponential) distribution, heavy-tailed distributions

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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: H. Chassaigne, S. Gioria, J. Lobo Vicente, D. Carpi, P. Barboro, G. Tomasi, A. Kinsner-Ovaskainen, F. Rossi

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Emerging approaches in the area of exposure to nanomaterials and assessment of human health effects combine the use of in vitro systems and analytical techniques to study the perturbation of the proteome and/or the metabolome. We investigated the modification in the cytoplasmic compartment of the Balb/3T3 cell line exposed to gold nanoparticles. On one hand, the proteomic approach is quite standardized even if it requires precautions when dealing with in vitro systems. On the other hand, metabolomic analysis is challenging due to the chemical diversity of cellular metabolites that complicate data elaboration and interpretation. Differentially expressed proteins were found to cover a range of functions including stress response, cell metabolism, cell growth and cytoskeleton organization. In addition, de-regulated metabolites were annotated using the HMDB database. The "omics" fields hold huge promises in the interaction of nanoparticles with biological systems. The combination of proteomics and metabolomics data is possible however challenging.

Keywords: data processing, gold nanoparticles, in vitro systems, metabolomics, proteomics

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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

Procedia PDF Downloads 135