Search results for: fitness function

Authors: Sunantha Teyarachakul

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We consider the worker-learning Newsvendor Model, under the case of lost-sales for unmet demand, with the research objective of proposing the cost-minimization order policy and lot size, scheduled to arrive at the beginning of the selling-period. In general, the New Vendor Model is used to find the optimal order quantity for the perishable items such as fashionable products or those with seasonal demand or short-life cycles. Technically, it is used when the product demand is stochastic and available for the single selling-season, and when there is only a one time opportunity for the vendor to purchase, with possibly of long ordering lead-times. Our work differs from the classical Newsvendor Model in that we incorporate the human factor (specifically worker learning) and its influence over the costs of processing units into the model. We describe this by using the well-known Wright’s Learning Curve. Most of the assumptions of the classical New Vendor Model are still maintained in our work, such as the constant per-unit cost of leftover and shortage, the zero initial inventory, as well as the continuous time. Our problem is challenging in the way that the best order quantity in the classical model, which is balancing the over-stocking and under-stocking costs, is no longer optimal. Specifically, when adding the cost-saving from worker learning to such expected total cost, the convexity of the cost function will likely not be maintained. This has called for a new way in determining the optimal order policy. In response to such challenges, we found a number of characteristics related to the expected cost function and its derivatives, which we then used in formulating the optimal ordering policy. Examples of such characteristics are; the optimal order quantity exists and is unique if the demand follows a Uniform Distribution; if the demand follows the Beta Distribution with some specific properties of its parameters, the second derivative of the expected cost function has at most two roots; and there exists the specific level of lot size that satisfies the first order condition. Our research results could be helpful for analysis of supply chain coordination and of the periodic review system for similar problems.

Keywords: inventory management, Newsvendor model, order policy, worker learning

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Authors: Angga S. Fajar, Y. Takahashi, J. Kiyono, S. Sawada

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The structural system concept of RC pier accompanied with multi sliding friction damping mechanism was developed based on numerical analysis approach. However in the implementation, to make design for such kind of this structural system consumes a lot of effort in case high of complexity. During making design, the special behaviors of this structural system should be considered including flexible small deformation, sufficient elastic deformation capacity, sufficient lateral force resistance, and sufficient energy dissipation. The confinement distribution of friction devices has significant influence to its. Optimization and prediction with multi function regression of this structural system expected capable of providing easier and simpler design method. The confinement distribution of friction devices is optimized with SNOPT in Opensees, while some design variables of the structure are predicted using multi function regression of ANN. Based on the optimization and prediction this structural system is able to be designed easily and simply.

Keywords: RC Pier, multi sliding friction device, optimal design, flexible small deformation

Procedia PDF Downloads 348

Authors: Aysun Pınarbaşı, Béla Vizvári

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The countries are the units that procure the vaccines during the COVID-19 pandemic. The delivered quantities are huge. The countries must bear the inventory holding cost according to the variation of stock quantities. This cost depends on the speed of the vaccination in the country. This speed is time-dependent. The vaccinated portion of the population can be approximated by the cumulative distribution function of the Cauchy distribution. A model is provided for determining the minimal-cost inventory policy, and its optimality conditions are provided. The model is solved for 20 countries for different numbers of procurements. The results reveal the individual behavior of each country. We provide an inventory policy for the pandemic period for the countries. This paper presents a deterministic model for vaccines with a demand rate variable over time for the countries. It is aimed to provide an analytical model to deal with the minimization of holding cost and develop inventory policies regarding this aim to be used for a variety of perishable products such as vaccines. The saturation process is introduced, and an approximation of the vaccination curve of the countries has been discussed. According to this aspect, a deterministic model for inventory policy has been developed.

Keywords: covid-19, vaccination, inventory policy, bounded total demand, inventory holding cost, cauchy distribution, sigmoid function

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Authors: Hyeon-Kyo Lim, Tong-il Jang, Yong-Hee Lee

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As for any nuclear power plant, human error is one of the most dreaded factors that may result in unexpected accidents. Thus, for accident prevention, it is quite indispensable to analyze and to manage the influence of any factor which may raise the possibility of human errors. Among lots factors, stress has been reported to have significant influence on human performance. Stress level of a person may fluctuate over time. To handle the possibility over time, robust stress management program is required, especially in nuclear power plants. Therefore, to overcome the possibility of human errors, this study aimed to develop a stress management program as a part of Fitness-for-Duty (FFD) Program for the workers in nuclear power plants. The meaning of FFD might be somewhat different by research objectives, appropriate definition of FFD was accomplished in this study with special reference to human error prevention, and diverse stress factors were elicited for management of human error susceptibility. In addition, with consideration of conventional FFD management programs, appropriate tests and interventions were introduced over the whole employment cycle including selection and screening of workers, job allocation, job rotation, and disemployment as well as Employee-Assistance-Program (EAP). The results showed that most tools mainly concentrated their weights on common organizational factors such as Demands, Supports, and Relationships in sequence, which were referred as major stress factors.

Keywords: human error, accident prevention, work performance, stress, fatigue

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Authors: Nicolae Pascu

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Aside from being a fundamental tool in Complex analysis, Schwarz Lemma-which was finalized in its most complete form at the beginning of the last century-generated an important area of research in various fields of mathematics, which continues to advance even today. We present some properties of analytic functions in the half-plane which satisfy the conditions of the classical Schwarz Lemma (Carathéodory functions) and obtain a generalization of the well-known Aleksandrov-Sobolev Lemma for analytic functions in the half-plane (the correspondent of Schwarz-Pick Lemma from the unit disk). Using this Schwarz-type lemma, we obtain a characterization for the entire class of Carathéodory functions, which might be of independent interest. We prove two monotonicity properties for Carathéodory functions that do not depend upon their normalization at infinity (the hydrodynamic normalization). The method is based on conformal mapping arguments for analytic functions in the half-plane satisfying appropriate conditions, in the spirit of Schwarz lemma. According to the research findings in this paper, our main results give estimates for the modulus and the argument for the entire class of Carathéodory functions. As applications, we give several extensions of Julia-Wolf-Carathéodory Lemma in a half-strip and show that our results are sharp.

Keywords: schwarz lemma, Julia-wolf-caratéodory lemma, analytic function, normalization condition, caratéodory function

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Authors: Gu Sihao

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The coordinated development of "ecology-production-life" in cities has been highly concerned by the country, and the transformation development and sustainable development of resource-based cities have become a hot research topic at present. As an important part of China's resource-based cities, coal resource-based cities have the characteristics of large number and wide distribution. However, due to the adjustment of national energy structure and the gradual exhaustion of urban coal resources, the development vitality of coal resource-based cities is gradually reduced. In many studies, the deterioration of ecological environment in coal resource-based cities has become the main problem restricting their urban transformation and sustainable development due to the "emphasis on economy and neglect of ecology". Since the 18th National Congress of the Communist Party of China (CPC), the Central Government has been deepening territorial space planning and development. On the premise of optimizing territorial space development pattern, it has completed the demarcation of ecological protection red lines, carried out ecological zoning and ecosystem evaluation, which have become an important basis and scientific guarantee for ecological modernization and ecological civilization construction. Grasp the regional multiple ecosystem services is the precondition of the ecosystem management, and the relationship between the multiple ecosystem services study, ecosystem services cluster can identify the interactions between multiple ecosystem services, and on the basis of the characteristics of the clusters on regional ecological function zoning, to better Social-Ecological system management. Based on this cognition, this study optimizes the spatial function zoning of Gujiao, a coal resource-based city, in order to provide a new theoretical basis for its sustainable development. This study is based on the detailed analysis of characteristics and utilization of Gujiao city land space, using SOFM neural networks to identify local ecosystem service clusters, according to the cluster scope and function of ecological function zoning of space partition balance and coordination between different ecosystem services strength, establish a relationship between clusters and land use, and adjust the functions of territorial space within each zone. Then, according to the characteristics of coal resources city and national spatial function zoning characteristics, as the driving factors of land change, by cellular automata simulation program, such as simulation under different restoration strategy situation of urban future development trend, and provides relevant theories and technical methods for the "third-line" demarcations of Gujiao's territorial space planning, optimizes territorial space functions, and puts forward targeted strategies for the promotion of regional ecosystem services, providing theoretical support for the improvement of human well-being and sustainable development of resource-based cities.

Keywords: coal resource-based city, territorial spatial planning, ecosystem service cluster, gmop model, geosos-FLUS model, functional zoning optimization and upgrading

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Authors: Jayprakash Yadav, Nivedita Patra

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Polyhydroxybutyrate (PHB) is an interesting material in the field of medical science, pharmaceutical industries, and tissue engineering because of its properties such as biodegradability, biocompatibility, hydrophobicity, and elasticity. PHB is naturally accumulated by several microbes in their cytoplasm during the metabolic process as energy reserve material. PHB can be extracted from cell biomass using halogenated hydrocarbons, chemicals, and enzymes. In this study, a cheaper and non-toxic solvent, acetone, was used for the extraction process. The different parameters like acetone percentage, and solvent pH, process temperature, and incubation periods were optimized using the Response Surface Methodology (RSM). RSM was performed and the determination coefficient (R2) value was found to be 0.8833 from the quadratic regression model with no significant lack of fit. The designed RSM model results indicated that the fitness of the response variable was significant (P-value < 0.0006) and satisfactory to denote the relationship between the responses in terms of PHB recovery and purity with respect to the values of independent variables. Optimum conditions for the maximum PHB recovery and purity were found to be solvent pH 7, extraction temperature - 43 °C, incubation time - 70 minutes, and percentage acetone – 30 % from this study. The maximum predicted PHB recovery was found to be 0.845 g/g biomass dry cell weight and the purity was found to be 97.23 % using the optimized conditions.

Keywords: acetone, PHB, RSM, halogenated hydrocarbons, extraction, bacillus subtilis.

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Authors: Yuko Hiramatsu, Fumihiro Sato, Atsushi Ito, Hiroyuki Hatano, Mie Sato, Yu Watanabe, Akira Sasaki

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This paper presents a mobile phone application developed for sightseeing in Nikko, one of the cultural world heritages in Japan, using the BLE (Bluetooth Low Energy) beacon. Based on our pre-research, we decided to design our application for young people who walk around the area actively, but know little about the tradition and culture of Nikko. One solution is to construct many information boards to explain; however, it is difficult to construct new guide plates in cultural world heritage sites. The smartphone is a good solution to send such information to such visitors. This application was designed using a combination of the smartphone and beacons, set in the area, so that when a tourist passes near a beacon, the application displays information about the area including a map, historical or cultural information about the temples and shrines, and local shops nearby as well as a bus timetable. It is useful for foreigners, too. In addition, we developed quizzes relating to the culture and tradition of Nikko to provide information based on the Zeigarnik effect, a psychological effect. According to the results of our trials, tourists positively evaluated the basic information and young people who used the quiz function were able to learn the historical and cultural points. This application helped young visitors at Nikko to understand the cultural elements of the site. In addition, this application has a function to send notifications. This function is designed to provide information about the local community such as shops, local transportation companies and information office. The application hopes to also encourage people living in the area, and such cooperation from the local people will make this application vivid and inspire young visitors to feel that the cultural heritage site is still alive today. This is a gateway for young people to learn about a traditional place and understand the gravity of preserving such areas.

Keywords: BLE beacon, smartphone application, Zeigarnik effect, world heritage site, school trip

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Authors: Jurica Hižak

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Getting to know the agents, i.e., identifying the free riders in a population, can be considered one of the main challenges in establishing cooperation. An ordinary memory-one agent such as Tit-for-tat may learn “who is who” in the population through direct interactions. Past experiences serve them as a landmark to know with whom to cooperate and against whom to retaliate in the next encounter. However, this kind of learning is risky and expensive. A cheaper and less painful way to detect free riders may be achieved by gossiping. For this reason, as part of this research, a special type of Tit-for-tat agent was designed – a “Gossip-Tit-for-tat” agent that can share data with other agents of its kind. The performances of both strategies, ordinary Tit-for-tat and Gossip-Tit-for-tat, against Always-defect have been compared in the finite-game framework of the Iterated Prisoner’s Dilemma via the Moran process. Agents were able to move in a random-walk fashion, and they were programmed to play Prisoner’s Dilemma each time they met. Moreover, at each step, one randomly selected individual was eliminated, and one individual was reproduced in accordance with the Moran process of selection. In this way, the size of the population always remained the same. Agents were selected for reproduction via the roulette wheel rule, i.e., proportionally to the relative fitness of the strategy. The absorption probability was calculated after the population had been absorbed completely by cooperators, which means that all the states have been occupied and all of the transition probabilities have been determined. It was shown that gossip increases absorption probabilities and therefore enhances the evolution of cooperation in the population.

Keywords: cooperation, gossip, indirect reciprocity, Moran process, prisoner’s dilemma, tit-for-tat

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Authors: Christine Okello

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Physical Education (PE) curriculum provides school age students to explore issues that are likely to impact on health, safety, and well-being. The current curriculum includes the physical activity component, intended to improve physical fitness, social skills as well as building confidence. While this viewpoint is vital, there are challenges and stigma attached when specific issues are either ignored, inadequately addressed, or not seen to be important. The department stipulates that students attend a school that is closest to their home, to access available government transportation to and from school. Equivalently, parents of students with a disability decide where their children attend school. A choice between a regular classroom, mainstream Special Unit classroom, or a School for Specific Purposes (SSP). Parents who take their children to regular schools may be oblivious of the details of the curriculum. Physical Education outcomes does not stipulate the extent to which a student must perform or expected to perform. It is therefore due to the classroom teacher to adjust their teaching goals or outcomes to suit all students in their classroom. A student who can run a hundred meters race in 20 seconds may belong in the same classroom as a student in a wheelchair. While these students are challenged because of a lack of performance, teachers are challenged to effectively teach successful PE lessons, and on the other hand students without a disability may not be able to attain their optimum. This paper will identify areas of need, address the challenges, and explore a possible solution.

Keywords: special needs, disability, challenges, physical education

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Authors: Niya Chen, Jennifer Chan

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In the financial market, risk management helps to minimize potential loss and maximize profit. There are two ways to assess risks; the first way is to calculate the risk directly based on the volatility. The most common risk measurements are Value at Risk (VaR), sharp ratio, and beta. Alternatively, we could look at the quantile of the return to assess the risk. Popular return models such as GARCH and stochastic volatility (SV) focus on modeling the mean of the return distribution via capturing the volatility dynamics; however, the quantile/expectile method will give us an idea of the distribution with the extreme return value. It will allow us to forecast VaR using return which is direct information. The advantage of using these non-parametric methods is that it is not bounded by the distribution assumptions from the parametric method. But the difference between them is that expectile uses a second-order loss function while quantile regression uses a first-order loss function. We consider several quantile functions, different volatility measures, and estimates from some volatility models. To estimate the expectile of the model, we use Realized Conditional Autoregressive Expectile (CARE) model with the bayesian method to achieve this. We would like to see if our proposed models outperform existing models in cryptocurrency, and we will test it by using Bitcoin mainly as well as Ethereum.

Keywords: expectile, CARE Model, CARR Model, quantile, cryptocurrency, Value at Risk

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Authors: Afsaneh Mohammadnejad, Marianne Nygaard, Jan Baumbach, Shuxia Li, Weilong Li, Jesper Lund, Jacob v. B. Hjelmborg, Lene Christensen, Qihua Tan

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Cognitive impairment in the elderly is a key issue affecting the quality of life. Despite a strong genetic background in cognition, only a limited number of single nucleotide polymorphisms (SNPs) have been found. These explain a small proportion of the genetic component of cognitive function, thus leaving a large proportion unaccounted for. We hypothesize that one reason for this missing heritability is the misspecified modeling in data analysis concerning phenotype distribution as well as the relationship between SNP dosage and the phenotype of interest. In an attempt to overcome these issues, we introduced a model-free method based on the generalized correlation coefficient (GCC) in a genome-wide association study (GWAS) of cognitive function in twin samples and compared its performance with two popular linear regression models. The GCC-based GWAS identified two genome-wide significant (P-value < 5e-8) SNPs; rs2904650 near ZDHHC2 on chromosome 8 and rs111256489 near CD6 on chromosome 11. The kinship model also detected two genome-wide significant SNPs, rs112169253 on chromosome 4 and rs17417920 on chromosome 7, whereas no genome-wide significant SNPs were found by the linear mixed model (LME). Compared to the linear models, more meaningful biological pathways like GABA receptor activation, ion channel transport, neuroactive ligand-receptor interaction, and the renin-angiotensin system were found to be enriched by SNPs from GCC. The GCC model outperformed the linear regression models by identifying more genome-wide significant genetic variants and more meaningful biological pathways related to cognitive function. Moreover, GCC-based GWAS was robust in handling genetically related twin samples, which is an important feature in handling genetic confounding in association studies.

Keywords: cognition, generalized correlation coefficient, GWAS, twins

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Authors: Natarajan Tirupattur Srinivasan

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Quantum mechanics( QM) and (special) relativity (SR) have indeed revolutionized the very thinking of physicists, and the spectacular successes achieved over a century due to these two theories are mind-boggling. However, there is still a strong disquiet among some physicists. While the mathematical structure of these two theories has been established beyond any doubt, their physical interpretations are still being contested by many. Even after a hundred years of their existence, we cannot answer a very simple question, “What is an electron”? Physicists are struggling even now to come to grips with the different interpretations of quantum mechanics with all their ramifications. However, it is indeed strange that the (special) relativity theory of Einstein enjoys many orders of magnitude of “acceptance”, though both theories have their own stocks of weirdness in the results, like time dilation, mass increase with velocity, the collapse of the wave function, quantum jump, tunnelling, etc. Here, in this paper, it would be shown that by postulating an intrinsic internal motion to these enigmatic electrons, one can build a fairly consistent picture of reality, revealing a very simple picture of nature. This is also evidenced by Schrodinger’s ‘Zitterbewegung’ motion, about which so much has been written. This leads to a helical trajectory of electrons when they move in a laboratory frame. It will be shown that the helix is a three-dimensional wave having all the characteristics of our familiar 2D wave. Again, the helix, being a geodesic on an imaginary cylinder, supports ‘quantization’, and its representation is just the complex exponentials matching with the wave function of quantum mechanics. By postulating the instantaneous velocity of the electrons to be always ‘c’, the velocity of light, the entire relativity comes alive, and we can interpret the ‘time dilation’, ‘mass increase with velocity’, etc., in a very simple way. Thus, this model unifies both QM and SR without the need for a counterintuitive postulate of Einstein about the constancy of the velocity of light for all inertial observers. After all, if the motion of an inertial frame cannot affect the velocity of light, the converse that this constant also cannot affect the events in the frame must be true. But entire relativity is about how ‘c’ affects time, length, mass, etc., in different frames.

Keywords: quantum reconstruction, special theory of relativity, quantum mechanics, zitterbewegung, complex wave function, helix, geodesic, Schrodinger’s wave equations

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Authors: Ranadhir Roy

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Inverse problems arise in medical (molecular) imaging. These problems are characterized by large in three dimensions, and by the diffusion equation which models the physical phenomena within the media. The inverse problems are posed as a nonlinear optimization where the unknown parameters are found by minimizing the difference between the predicted data and the measured data. To obtain a unique and stable solution to an ill-posed inverse problem, a priori information must be used. Mathematical conditions to obtain stable solutions are established in Tikhonov’s regularization method, where the a priori information is introduced via a stabilizing functional, which may be designed to incorporate some relevant information of an inverse problem. Effective determination of the Tikhonov regularization parameter requires knowledge of the true solution, or in the case of optical imaging, the true image. Yet, in, clinically-based imaging, true image is not known. To alleviate these difficulties we have applied the penalty/modified barrier function (PMBF) method instead of Tikhonov regularization technique to make the inverse problems well-posed. Unlike the Tikhonov regularization method, the constrained optimization technique, which is based on simple bounds of the optical parameter properties of the tissue, can easily be implemented in the PMBF method. Imposing the constraints on the optical properties of the tissue explicitly restricts solution sets and can restore uniqueness. Like the Tikhonov regularization method, the PMBF method limits the size of the condition number of the Hessian matrix of the given objective function. The accuracy and the rapid convergence of the PMBF method require a good initial guess of the Lagrange multipliers. To obtain the initial guess of the multipliers, we use a least square unconstrained minimization problem. Three-dimensional images of fluorescence absorption coefficients and lifetimes were reconstructed from contact and noncontact experimentally measured data.

Keywords: constrained minimization, ill-conditioned inverse problems, Tikhonov regularization method, penalty modified barrier function method

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Authors: Constanza A. Barriga, Rafael Bernardi, Amokrane Berdja, Christian D. Guzman

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Most image restoration methods in astronomy rely upon probabilistic tools that infer the best solution for a deconvolution problem. They achieve good performances when the point spread function (PSF) is spatially invariable in the image plane. However, this latter condition is not always satisfied with real optical systems. PSF angular variations cannot be evaluated directly from the observations, neither be corrected at a pixel resolution. We have developed a method for the restoration of images affected by static and anisotropic aberrations using deep neural networks that can be directly applied to sky images. The network is trained using simulated sky images corresponding to the T-80 telescope optical system, an 80 cm survey imager at Cerro Tololo (Chile), which are synthesized using a Zernike polynomial representation of the optical system. Once trained, the network can be used directly on sky images, outputting a corrected version of the image, which has a constant and known PSF across its field-of-view. The method was tested with the T-80 telescope, achieving better results than with PSF deconvolution techniques. We present the method and results on this telescope.

Keywords: aberrations, deep neural networks, image restoration, variable point spread function, wide field images

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Authors: Jéssica Ferreira Rodrigues, Júlio Silvio De Sousa Bueno Filho, Vanessa Rios De Souza, Ana Carla Marques Pinheiro

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This study aimed to evaluate the implications of the block size and testing order on efficiency and precision of preference estimation for Dulce de leche samples. Efficiency was defined as the inverse of the average variance of pairwise comparisons among treatments. Precision was defined as the inverse of the variance of treatment means (or effects) estimates. The experiment was originally designed to test 16 treatments as a series of 8 Sudoku 16x16 designs being 4 randomized independently and 4 others in the reverse order, to yield balance in testing order. Linear mixed models were assigned to the whole experiment with 112 testers and all their grades, as well as their partially balanced subgroups, namely: a) experiment with the four initial EU; b) experiment with EU 5 to 8; c) experiment with EU 9 to 12; and b) experiment with EU 13 to 16. To record responses we used a nine-point hedonic scale, it was assumed a mixed linear model analysis with random tester and treatments effects and with fixed test order effect. Analysis of a cumulative random effects probit link model was very similar, with essentially no different conclusions and for simplicity, we present the results using Gaussian assumption. R-CRAN library lme4 and its function lmer (Fit Linear Mixed-Effects Models) was used for the mixed models and libraries Bayesthresh (default Gaussian threshold function) and ordinal with the function clmm (Cumulative Link Mixed Model) was used to check Bayesian analysis of threshold models and cumulative link probit models. It was noted that the number of samples tested in the same session can influence the acceptance level, underestimating the acceptance. However, proving a large number of samples can help to improve the samples discrimination.

Keywords: acceptance, block size, mixed linear model, testing order, testing order

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Authors: Nicholas Pearce, Eun-jin Kim

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Pathologies of the cardiovascular (CV) system remain a serious and deadly health problem for human society. Computational modelling provides a relatively accessible tool for diagnosis, treatment, and research into CV disorders. However, numerical models of the CV system have largely focused on the function of the ventricles, frequently overlooking the behaviour of the atria. Furthermore, in the study of the pressure-volume relationship of the heart, which is a key diagnosis of cardiac vascular pathologies, previous works often evoke popular yet questionable time-varying elastance (TVE) method that imposes the pressure-volume relationship instead of calculating it consistently. Despite the convenience of the TVE method, there have been various indications of its limitations and the need for checking its validity in different scenarios. A model of the combined left ventricle (LV) and left atrium (LA) is presented, which consistently considers various feedback mechanisms in the heart without having to use the TVE method. Specifically, a synergistic model of the left ventricle is extended and modified to include the function of the LA. The synergy of the original model is preserved by modelling the electro-mechanical and chemical functions of the micro-scale myofiber for the LA and integrating it with the microscale and macro-organ-scale heart dynamics of the left ventricle and CV circulation. The atrioventricular node function is included and forms the conduction pathway for electrical signals between the atria and ventricle. The model reproduces the essential features of LA behaviour, such as the two-phase pressure-volume relationship and the classic figure of eight pressure-volume loops. Using this model, disorders in the internal cardiac electrical signalling are investigated by recreating the mechano-electric feedback (MEF), which is impossible where the time-varying elastance method is used. The effects of AV node block and slow conduction are then investigated in the presence of an atrial arrhythmia. It is found that electrical disorders and arrhythmia in the LA degrade the CV system by reducing the cardiac output, power, and heart rate.

Keywords: cardiovascular system, left atrium, numerical model, MEF

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Authors: Yuyang Cheng, Marcos Escobar-Anel

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This paper introduces a multivariate 4/2 stochastic covariance process generalizing the one-dimensional counterparts presented in Grasselli (2017). Our construction permits stochastic correlation not only among stocks but also among volatilities, also known as co-volatility movements, both driven by more convenient 4/2 stochastic structures. The parametrization is flexible enough to separate these types of correlation, permitting their individual study. Conditions for proper changes of measure and closed-form characteristic functions under risk-neutral and historical measures are provided, allowing for applications of the model to risk management and derivative pricing. We apply the model to an expected utility theory problem in incomplete markets. Our analysis leads to closed-form solutions for the optimal allocation and value function. Conditions are provided for well-defined solutions together with a verification theorem. Our numerical analysis highlights and separates the impact of key statistics on equity portfolio decisions, in particular, volatility, correlation, and co-volatility movements, with the latter being the least important in an incomplete market.

Keywords: stochastic covariance process, 4/2 stochastic volatility model, stochastic co-volatility movements, characteristic function, expected utility theory, verication theorem

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Authors: Balamurali Gunji, B. B. V. L. Deepak, B. B. Biswal, Amrutha Rout, Golak Bihari Mohanta

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Robots play an important role in the operations like pick and place, assembly, spot welding and much more in manufacturing industries. Out of those, assembly is a very important process in manufacturing, where 20% of manufacturing cost is wholly occupied by the assembly process. To do the assembly task effectively, Assembly Sequences Planning (ASP) is required. ASP is one of the multi-objective non-deterministic optimization problems, achieving the optimal assembly sequence involves huge search space and highly complex in nature. Many researchers have followed different algorithms to solve ASP problem, which they have several limitations like the local optimal solution, huge search space, and execution time is more, complexity in applying the algorithm, etc. By keeping the above limitations in mind, in this paper, a new automated optimal robotic assembly sequence planning using Artificial Bee Colony (ABC) Algorithm is proposed. In this algorithm, automatic extraction of assembly predicates is done using Computer Aided Design (CAD) interface instead of extracting the assembly predicates manually. Due to this, the time of extraction of assembly predicates to obtain the feasible assembly sequence is reduced. The fitness evaluation of the obtained feasible sequence is carried out using ABC algorithm to generate the optimal assembly sequence. The proposed methodology is applied to different industrial products and compared the results with past literature.

Keywords: assembly sequence planning, CAD, artificial Bee colony algorithm, assembly predicates

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Authors: Adineh Tajmousavilangerudi, Ali Zein Alabiden Tlais, Raffaella Di Cagno

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The SARS-Cov-2 pandemic has exposed our vulnerability to new illnesses and novel viruses that attack our immune systems, particularly in the elderly. The vaccine is being gradually introduced over the world, but new strains of the virus and COVID-19 will emerge and continue to cause illness. Aging is associated with significant changes in intestinal physiology, which increases the production of inflammatory products, alters the gut microbiota, and consequently establish inadequate immune response to minimize symptoms and disease development. In this context, older people who followed a Mediterranean-style diet, rich in polyphenols and dietary fiber, performed better physically and mentally (1,2). This demonstrates the importance of the human gut microbiome in transforming complex dietary macromolecules into the most biologically available and active nutrients, which in turn help to regulate metabolism and both intestinal and systemic immune function (3,4). The role of lactic acid fermentation is prominent also as a powerful tool for improving the nutritional quality of the human diet by releasing nutrients and boosting the complex bioactive compounds and vitamin content. the PhD project aims to design fermented and functional foods/beverages capable of modulating human immune function via the gut microbiome.

Keywords: functional bevarage, fermented beverage, gut microbiota functionality, immun system

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Authors: Jiahui You, Kyung Jae Lee

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Hydraulic fracturing fluid (HFF) is widely used in shale reservoir productions. HFF contains diverse chemical additives, which result in the dissolution and precipitation of minerals through multiple chemical reactions. In this study, a new pore-scale Darcy–Brinkman–Stokes (DBS) model coupled with Level Set Method (LSM) is developed to address the microscopic phenomena occurring during the iron–HFF interaction, by numerically describing mass transport, chemical reactions, and pore structure evolution. The new model is developed based on OpenFOAM, which is an open-source platform for computational fluid dynamics. Here, the DBS momentum equation is used to solve for velocity by accounting for the fluid-solid mass transfer; an advection-diffusion equation is used to compute the distribution of injected HFF and iron. The reaction–induced pore evolution is captured by applying the LSM, where the solid-liquid interface is updated by solving the level set distance function and reinitialized to a signed distance function. Then, a smoothened Heaviside function gives a smoothed solid-liquid interface over a narrow band with a fixed thickness. The stated equations are discretized by the finite volume method, while the re-initialized equation is discretized by the central difference method. Gauss linear upwind scheme is used to solve the level set distance function, and the Pressure–Implicit with Splitting of Operators (PISO) method is used to solve the momentum equation. The numerical result is compared with 1–D analytical solution of fluid-solid interface for reaction-diffusion problems. Sensitivity analysis is conducted with various Damkohler number (DaII) and Peclet number (Pe). We categorize the Fe (III) precipitation into three patterns as a function of DaII and Pe: symmetrical smoothed growth, unsymmetrical growth, and dendritic growth. Pe and DaII significantly affect the location of precipitation, which is critical in determining the injection parameters of hydraulic fracturing. When DaII<1, the precipitation uniformly occurs on the solid surface both in upstream and downstream directions. When DaII>1, the precipitation mainly occurs on the solid surface in an upstream direction. When Pe>1, Fe (II) transported deeply into and precipitated inside the pores. When Pe<1, the precipitation of Fe (III) occurs mainly on the solid surface in an upstream direction, and they are easily precipitated inside the small pore structures. The porosity–permeability relationship is subsequently presented. This pore-scale model allows high confidence in the description of Fe (II) dissolution, transport, and Fe (III) precipitation. The model shows fast convergence and requires a low computational load. The results can provide reliable guidance for injecting HFF in shale reservoirs to avoid clogging and wellbore pollution. Understanding Fe (III) precipitation, and Fe (II) release and transport behaviors give rise to a highly efficient hydraulic fracture project.

Keywords: reactive-transport , Shale, Kerogen, precipitation

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Authors: Mohammad Mohammadzadeh, Alireza Ghasempour

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In this paper, a new design of monopole antenna has been proposed that increases the contrast of intravascular magnetic resonance images through increasing the homogeneity of the intrinsic signal-to-noise ratio (ISNR) distribution around the antenna. The antenna is made of a coaxial cable with three parasitic elements. Lengths and positions of the elements are optimized by the improved genetic algorithm (IGA) for 1.5, 3, 4.7, and 7Tesla MRI systems based on a defined cost function. Simulations were also conducted to verify the performance of the designed antenna. Our simulation results show that each time IGA is executed different values for the parasitic elements are obtained so that the cost functions of those antennas are high. According to the obtained results, IGA can also find the best values for the parasitic elements (regarding cost function) in the next executions. Additionally, two dimensional and one-dimensional maps of ISNR were drawn for the proposed antenna and compared to the previously published monopole antenna with one parasitic element at the frequency of 64MHz inside a saline phantom. Results verified that in spite of ISNR decreasing, there is a considerable improvement in the homogeneity of ISNR distribution of the proposed antenna so that their multiplication increases.

Keywords: intravascular MR antenna, monopole antenna, parasitic elements, signal-to-noise ratio (SNR), genetic algorithm

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Authors: Shweda Mohan, J. L. Nandagopal, S. Amritha

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This paper focuses on the dynamic modelling of unicycle robot. Two main concepts used for balancing unicycle robot are: reaction wheel pendulum and inverted pendulum. The pitch axis is modelled as inverted pendulum and roll axis is modelled as reaction wheel pendulum. The unicycle yaw dynamics is not considered which makes the derivation of dynamics relatively simple. For the roll controller, sliding-mode controller has been adopted and optimal methods are used to minimize switching-function chattering. For pitch controller, an LQR controller has been implemented to drive the unicycle robot to follow the desired velocity trajectory. The pitching and rolling balance could be achieved by two DC motors. Unicycle robot is a non-holonomic, non-linear, static unbalance system that has the minimal number of point contact to the ground, therefore, it is a perfect platform for researchers to study motion and balance control. These real-time solutions will be a viable solution for advanced robotic systems and controls.

Keywords: decoupled dynamics, linear quadratic regulator (LQR) control, Lyapunov function sliding mode control, unicycle robot, velocity and trajectory control

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Authors: Cosmas Pandit Pagwiwoko, Ammar Khaled Abdelaziz Abdelsamia

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Flutter as a phenomenon of flow-induced and self-excited vibration has to be recognized considering its harmful effect on the structure especially in a stage of aircraft design. This phenomenon is also important for a wind energy harvester based on the fluttering surface due to its effective operational velocity range. This multi-physics occurrence can be presented by two governing equations in both fluid and structure simultaneously in respecting certain boundary conditions on the surface of the body. In this work, the equations are resolved separately by two distinct solvers, one-time step of each domain. The modelling and simulation of this flow-structure interaction in ANSYS show the effectiveness of this loosely coupled method in representing flutter phenomenon however the process is time-consuming for design purposes. Therefore, another technique using the same weak coupled aero-structure is proposed by using system dynamics approach. In this technique, the aerodynamic forces were calculated using singularity function for a range of frequencies and certain natural mode shapes are transformed into time domain by employing an approximation model of fraction rational function in Laplace variable. The representation of structure in a multi-degree-of-freedom coupled with a transfer function of aerodynamic forces can then be simulated in time domain on a block-diagram platform such as Simulink MATLAB. The dynamic response of flutter at certain velocity can be evaluated with another established flutter calculation in frequency domain k-method. In this method, a parameter of artificial structural damping is inserted in the equation of motion to assure the energy balance of flow and vibrating structure. The simulation in time domain is particularly interested as it enables to apply the structural non-linear factors accurately. Experimental tests on a fluttering airfoil in the wind tunnel are also conducted to validate the method.

Keywords: flutter, flow-induced vibration, flow-structure interaction, non-linear structure

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Authors: Loredana Elena Nita, Maria Bercea, Aurica P. Chiriac, Iordana Neamtu

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The paper is devoted to the behavior of gels based on poly(itaconic anhydride-co-3, 9-divinyl-2, 4, 8, 10-tetraoxaspiro (5.5) undecane) copolymers, with different ratio between the comonomers, and hyaluronic acid (HA). The gel formation was investigated by small-amplitude oscillatory shear measurements following the viscoelastic behavior as a function of gel composition, temperature and shear conditions. Hyaluronic acid was investigated in the same conditions and its rheological behavior is typical to viscous fluids. In the case of the copolymers, the ratio between the two comonomers influences the viscoelastic behavior, a higher content of itaconic anhydride favoring the gel formation. Also, the sol-gel transition was evaluated according to Winter-Chambon criterion that identifies the gelation point when the viscoelastic moduli (G’ and G”) behave similarly as a function of oscillation frequency. From rheological measurements, an optimum composition was evidenced for which the system presents a typical gel-like behavior at 37 °C: the elastic modulus is higher than the viscous modulus and they are not dependent on the oscillation frequency. The formation of the 3D macroporous network was also evidenced by FTIR spectra, SEM microscopy and chemical imaging. These hydrogels present a high potential as drug delivery systems.

Keywords: copolymer, viscoelasticity, gelation, 3D network

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Authors: Apoorva Vinod, Archana Mathur, Snehanshu Saha

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Though there exists a plethora of Activation Functions (AFs) used in single and multiple hidden layer Neural Networks (NN), their behavior always raised curiosity, whether used in combination or singly. The popular AFs –Sigmoid, ReLU, and Tanh–have performed prominently well for shallow and deep architectures. Most of the time, AFs are used singly in multi-layered NN, and, to the best of our knowledge, their performance is never studied and analyzed deeply when used in combination. In this manuscript, we experiment with multi-layered NN architecture (both on shallow and deep architectures; Convolutional NN and VGG16) and investigate how well the network responds to using two different AFs (Sigmoid-Tanh, Tanh-ReLU, ReLU-Sigmoid) used alternately against a traditional, single (Sigmoid-Sigmoid, Tanh-Tanh, ReLUReLU) combination. Our results show that using two different AFs, the network achieves better accuracy, substantially lower loss, and faster convergence on 4 computer vision (CV) and 15 Non-CV (NCV) datasets. When using different AFs, not only was the accuracy greater by 6-7%, but we also accomplished convergence twice as fast. We present a case study to investigate the probability of networks suffering vanishing and exploding gradients when using two different AFs. Additionally, we theoretically showed that a composition of two or more AFs satisfies Universal Approximation Theorem (UAT).

Keywords: activation function, universal approximation function, neural networks, convergence

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Authors: Apisaraporn Baicharoen, Prapasiri Pongprayoon

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Betaine aldehyde dehydrogenase 2 (BADH2) is an enzyme that inhibits the accumulation of 2-acetyl-1-pyrroline (2AP), a potent flavor compound in rice fragrance. BADH2 contains three domains (NAD-binding, substrate-binding, and oligomerization domains). It catalyzes the oxidation of amino aldehydes. The lack of BADH2 results in the formation of 2AP and consequently an increase in rice fragrance. To date, inadequate data on BADH2 structure and function are available. An insight into the nature of BADH2 can serve as one of key starting points for the production of high quality fragrant rice. In this study, we therefore constructed the homology model of BADH2 and employed 500-ns Molecular Dynamics simulations (MD) to primarily understand the structural and dynamic properties of BADH2. Initially, Ramachandran plot confirms the good quality of modeled protein structure. Principle Component Analysis (PCA) was also calculated to capture the protein dynamics. Among 3 domains, the results show that NAD binding site is found to be more flexible. Moreover, interactions from key amino acids (N162, E260, C294, and Y419) that are crucial for function are investigated.

Keywords: betaine aldehyde dehydrogenase 2, fragrant rice, homology modeling, molecular dynamics simulations

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Authors: Yomna Ibrahim El-Gazzar, Hussien Ibrahim El-Subbagh, Hanan Hanaa Georgey, Ghada S. Hassan Hassan

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Dihydrofolate reductase (DHFR) is an enzyme that has pivotal importance in biochemistry and medicinal chemistry. It catalyzes the reduction of dihydrofolate to tetrahydrofolate and intimately couples with thymidylate synthase. Thymidylate synthase is a crucial enzyme that catalyzes the reductive methylation of (dUMP) to (dTMP) utilizing N5, N10-methylenetetrahydrofolate as a cofactor. A new series of 2-substituted thio-quinazolin-4-one analogs was designed that possessed electron withdrawing or donating functional groups (Cl or OCH3) at position 6- or 7-, 4-methoxyphenyl function at position 3-.The thiol function is used to connect to either 1,2,4-triazole, or 1,3,4-thiadiazole via a methylene bridge. Most of the functional groups designed to be accommodated on the quinazoline ring such as thioether, alkyl to increase lipid solubility of polar compounds, a character very much needed in the nonclassical DHFR inhibitors. The target compounds were verified with spectral data and elemental analysis. DHFR inhibitions, as well as antitumor activity, were applied on three cell lines (MCF-7, CACO-2, HEPG-2).

Keywords: nonclassical antifolates, DHFR Inhibitors, antitumor activity, quinazoline ring

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Authors: Victoria Goodall, Paul Fatti, Norman Owen-Smith

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Hidden Markov Models have become popular for the analysis of animal tracking data. These models are being used to model the movements of a variety of species in many areas around the world. A common assumption of the model is that the observations need to have regular time steps. In many ecological studies, this will not be the case. The objective of the research is to modify the movement model to allow for irregularly spaced locations and investigate the effect on the inferences which can be made about the latent states. A modification of the likelihood function to allow for these irregular spaced locations is investigated, without using interpolation or averaging the movement rate. The suitability of the modification is investigated using GPS tracking data for lion (Panthera leo) in South Africa, with many observations obtained during the night, and few observations during the day. Many nocturnal predator tracking studies are set up in this way, to obtain many locations at night when the animal is most active and is difficult to observe. Few observations are obtained during the day, when the animal is expected to rest and is potentially easier to observe. Modifying the likelihood function allows the popular Hidden Markov Model framework to be used to model these irregular spaced locations, making use of all the observed data.

Keywords: hidden Markov Models, irregular observations, animal movement modelling, nocturnal predator

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Authors: Hueiwang Anna Jeng, Norou Diawara, Nancy Welch, Cynthia Jackson, Rekha Singh, Kyle Curtis, Raul Gonzalez, David Jurgens, Sasanka Adikari

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Modeling effort is needed to predict the COVID-19 trends for developing management strategies and adaptation measures. The objective of this study was to assess whether SARS-CoV-2 viral load in wastewater could serve as a predictor for forecasting COVID-19 cases, hospitalization cases, and death cases using copula-based time series modeling. SARS-CoV-2 RNA load in raw wastewater in Chesapeake VA was measured using the RT-qPCR method. Gaussian copula time series marginal regression model, incorporating an autoregressive moving average model and the copula function, served as a forecasting model. COVID-19 cases were correlated with wastewater viral load, hospitalization cases, and death cases. The forecasted trend of COVID-19 cases closely paralleled one of the reported cases, with over 90% of the forecasted COVID-19 cases falling within the 99% confidence interval of the reported cases. Wastewater SARS-CoV-2 viral load could serve as a predictor for COVID-19 cases and hospitalization cases.

Keywords: COVID-19, modeling, time series, copula function

Procedia PDF Downloads 55