Search results for: mathematical programming problem

Authors: Sofia Ait Bouazza

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We consider the problem of finding a minimum identifying code in a graph. This problem was initially introduced in 1998 and has been since fundamentally connected to a wide range of applications (fault diagnosis, location detection …). Suppose we have a building into which we need to place fire alarms. Suppose each alarm is designed so that it can detect any fire that starts either in the room in which it is located or in any room that shares a doorway with the room. We want to detect any fire that may occur or use the alarms which are sounding to not only to not only detect any fire but be able to tell exactly where the fire is located in the building. For reasons of cost, we want to use as few alarms as necessary. The first problem involves finding a minimum domination set of a graph. If the alarms are three state alarms capable of distinguishing between a fire in the same room as the alarm and a fire in an adjacent room, we are trying to find a minimum locating domination set. If the alarms are two state alarms that can only sound if there is a fire somewhere nearby, we are looking for a differentiating domination set of a graph. These three areas are the subject of much active research; we primarily focus on the third problem. An identifying code of a graph G is a dominating set C such that every vertex x of G is distinguished from other vertices by the set of vertices in C that are at distance at most r≥1 from x. When only vertices out of the code are asked to be identified, we get the related concept of a locating dominating set. The problem of finding an identifying code (resp a locating dominating code) of minimum size is a NP-hard problem, even when the input graph belongs to a number of specific graph classes. Therefore, we study this problem in some restricted classes of undirected graphs like split graph, line graph and path in a directed graph. Then we present some results on the identifying code by giving an exact value of upper total locating domination and a total 2-identifying code in directed and undirected graph. Moreover we determine exact values of locating dominating code and edge identifying code of thin headless spider and locating dominating code of complete suns.

Keywords: identiying codes, locating dominating set, split graphs, thin headless spider

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Authors: Bhuyain Mobarok Hossain

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Image classification and localization research is currently an important strategy in the field of computer vision. The evolution and advancement of deep learning and convolutional neural networks (CNN) have greatly improved the capabilities of object detection and image-based classification. Target detection is important to research in the field of computer vision, especially in video surveillance systems. To solve this problem, we will be applying a convolutional neural network of multiple scales at multiple locations in the image in one sliding window. Most translation networks move away from the bounding box around the area of interest. In contrast to this architecture, we consider the problem to be a classification problem where each pixel of the image is a separate section. Image classification is the method of predicting an individual category or specifying by a shoal of data points. Image classification is a part of the classification problem, including any labels throughout the image. The image can be classified as a day or night shot. Or, likewise, images of cars and motorbikes will be automatically placed in their collection. The deep learning of image classification generally includes convolutional layers; the invention of it is referred to as a convolutional neural network (CNN).

Keywords: image classification, object detection, localization, particle filter

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Authors: Yuan-Jye Tseng, Yi-Shiuan Chen

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The paper presented a sustainable design model for integrated evaluation of the design and supply chain of a product for the sustainable objectives. To design a product, there can be alternative ways to assign the detailed specifications to fulfill the same design objectives. In the design alternative cases, different material and manufacturing processes with various supply chain activities may be required for the production. Therefore, it is required to evaluate the different design cases based on the sustainable objectives. In this research, a closed-loop design model is developed by integrating the forward design model and reverse design model. From the supply chain point of view, the decisions in the forward design model are connected with the forward supply chain. The decisions in the reverse design model are connected with the reverse supply chain considering the sustainable objectives. The purpose of this research is to develop a mathematical model for analyzing the design cases by integrated evaluating the criteria in the closed-loop design and the closed-loop supply chain. The decision variables are built to represent the design cases of the forward design and reverse design. The cost parameters in a forward design include the costs of material and manufacturing processes. The cost parameters in a reverse design include the costs of recycling, disassembly, reusing, remanufacturing, and disposing. The mathematical model is formulated to minimize the total cost under the design constraints. In practical applications, the decisions of the mathematical model can be used for selecting a design case for the purpose of sustainable design of a product. An example product is demonstrated in the paper. The test result shows that the sustainable design model is useful for integrated evaluation of the design and the supply chain to achieve the sustainable objectives.

Keywords: closed-loop design, closed-loop supply chain, design evaluation, supply chain management, sustainable design model

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Authors: Raed Alnajjar, Mohd Zakree, Ahmad Nazri

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In this study, we apply Discrete Group Search Optimizer (DGSO) for solving Traveling Salesman Problem (TSP). The DGSO is a nature inspired optimization algorithm that imitates the animal behavior, especially animal searching behavior. The proposed DGSO uses a vector representation and some discrete operators, such as destruction, construction, differential evolution, swap and insert. The TSP is a well-known hard combinatorial optimization problem, which seeks to find the shortest path among numbers of cities. The performance of the proposed DGSO is evaluated and tested on benchmark instances which listed in LIBTSP dataset. The experimental results show that the performance of the proposed DGSO is comparable with the other methods in the state of the art for some instances. The results show that DGSO outperform Ant Colony System (ACS) in some instances whilst outperform other metaheuristic in most instances. In addition to that, the new results obtained a number of optimal solutions and some best known results. DGSO was able to obtain feasible and good quality solution across all dataset.

Keywords: discrete group search optimizer (DGSO); Travelling salesman problem (TSP); Variable neighborhood search(VNS)

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Authors: Cristian Patrascioiu, Loredana Negoita

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This paper is focused on modeling and simulation of the tubular heaters. The paper is structured in four parts: the structure of the tubular convection section, the heat transfer model, the adaptation of the mathematical model and the solving model. The main hypothesis of the heat transfer modeling is that the heat exchanger of the convective tubular heater is a lumped system. In the same time, the model uses the heat balance relations, Newton’s law and criteria relations. The numerical program achieved allows for the estimation of the burn gases outlet temperature and the heated flow outlet temperature.

Keywords: heat exchanger, mathematical modelling, nonlinear equation system, Newton-Raphson algorithm

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Authors: Omar A. Abuobidalla, Mingyuan Chen, Satyaveer S. Chauhan

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Railroad transportation of hazardous materials freights is important to the North America economics that supports the national’s supply chain. This paper introduces various extensions of the dynamic hazardous materials trip plan problems. The problem captures most of the operational features of a real-world railroad transportations systems that dynamically initiates a set of blocks and assigns each shipment to a single block path or multiple block paths. The dynamic hazardous materials trip plan policies have distinguishing features that are integrating the blocking plan, and the block activation decisions. We also present a non-linear mixed integer programming formulation for each variant and present managerial insights based on a hypothetical railroad network. The computation results reveal that the dynamic car scheduling policies are not only able to take advantage of the capacity of the network but also capable of diminishing the population, and environment risks by rerouting the active blocks along the least risky train services without sacrificing the cost advantage of the railroad. The empirical results of this research illustrate that the issue of integrating the blocking plan, and the train makeup of the hazardous materials freights must receive closer attentions.

Keywords: dynamic car scheduling, planning and scheduling hazardous materials freights, airborne hazardous materials, gaussian plume model, integrated blocking and routing plans, box model

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Authors: Hao-Wei Fu, Chung-Feng Kao

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In the era of rapid technological advancement, information technology (IT) has become integral to modern life, exerting significant influence across diverse sectors and serving as a catalyst for development in various industries. Within agriculture, the integration of IT offers substantial benefits, notably enhancing operational efficiency. Real-time monitoring systems, for instance, have been widely embraced in agriculture, effectively improving crop management practices. This study specifically addresses the management of rice panicle fertilizer, presenting the development of a web application tailored to handle data associated with rice panicle fertilizer management. Leveraging the normalized difference red edge index, this application optimizes the quantity of rice panicle fertilizer used, providing recommendations to agricultural stakeholders and service providers in the agricultural information sector. The overarching objective is to minimize costs while maximizing yields. Furthermore, a robust database system has been established to store and manage relevant data for future reference in rice cultivation management. Additionally, the study utilizes the Representational State Transfer software architectural style to construct an application programming interface (API), facilitating data creation, retrieval, updating, and deletion for users via the HyperText Transfer Protocol methods. Future plans involve integrating this API with third-party services to incorporate it into larger frameworks, thus catering to the diverse requirements of various third-party services.

Keywords: application programming interface, HyperText Transfer Protocol, nitrogen fertilizer intelligent management, web-based application

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Authors: M. G. Mattos, J. E. Pécora Jr, T. A. Briso

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Today's challenging business environment, with unpredictable demand and volatility, requires a supply chain strategy that handles uncertainty and risks in the right way. Even though inventory models have been previously explored, this paper seeks to apply these concepts on a practical situation. This study involves the inventory replenishment problem, applying techniques that are mainly based on mathematical assumptions and modeling. The primary goal is to improve the retailer’s supply chain processes taking store differences when setting the various target stock levels. Through inventory review policy, picking piece implementation and minimum exposure definition, we were able not only to promote the inventory reduction as well as improve sales results. The inventory management theory from literature review was then tested on a single case study regarding a particular department in one of the largest Latam retail chains.

Keywords: inventory, distribution, retail, risk, safety stock, sales, uncertainty

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Authors: Gabriel Malgaresi, Sara Borazjani, Hadi Madani, Pavel Bedrikovetsky

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Suspension-Colloidal flow in porous media occurs in numerous engineering fields, such as industrial water treatment, the disposal of industrial wastes into aquifers with the propagation of contaminants and low salinity water injection into petroleum reservoirs. The main effects are particle mobilization and captured by the porous rock, which can cause pore plugging and permeability reduction which is known as formation damage. Various factors such as fluid salinity, pH, temperature, and rock properties affect particle detachment. Formation damage is unfavorable specifically near injection and production wells. One way to control formation damage is pre-treatment of the rock with nanoparticles. Adsorption of nanoparticles on fines and rock surfaces alters zeta-potential of the surfaces and enhances the attachment force between the rock and fine particles. The main objective of this study is to develop a two-stage mathematical model for (1) flow and adsorption of nanoparticles on the rock in the pre-treatment stage and (2) fines migration and permeability reduction during the water production after the pre-treatment. The model accounts for adsorption and desorption of nanoparticles, fines migration, and kinetics of particle capture. The system of equations allows for the exact solution. The non-self-similar wave-interaction problem was solved by the Method of Characteristics. The analytical model is new in two ways: First, it accounts for the specific boundary and initial condition describing the injection of nanoparticle and production from the pre-treated porous media; second, it contains the effect of nanoparticle sorption hysteresis. The derived analytical model contains explicit formulae for the concentration fronts along with pressure drop. The solution is used to determine the optimal injection concentration of nanoparticle to avoid formation damage. The mathematical model was validated via an innovative laboratory program. The laboratory study includes two sets of core-flood experiments: (1) production of water without nanoparticle pre-treatment; (2) pre-treatment of a similar core with nanoparticles followed by water production. Positively-charged Alumina nanoparticles with the average particle size of 100 nm were used for the rock pre-treatment. The core was saturated with the nanoparticles and then flushed with low salinity water; pressure drop across the core and the outlet fine concentration was monitored and used for model validation. The results of the analytical modeling showed a significant reduction in the fine outlet concentration and formation damage. This observation was in great agreement with the results of core-flood data. The exact solution accurately describes fines particle breakthroughs and evaluates the positive effect of nanoparticles in formation damage. We show that the adsorbed concentration of nanoparticle highly affects the permeability of the porous media. For the laboratory case presented, the reduction of permeability after 1 PVI production in the pre-treated scenario is 50% lower than the reference case. The main outcome of this study is to provide a validated mathematical model to evaluate the effect of nanoparticles on formation damage.

Keywords: nano-particles, formation damage, permeability, fines migration

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Authors: Loghman Ansarian, Teoh Mei Lin

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In an attempt to increase oral proficiency of Iranian EFL learners, the researchers compared the effect of problem-based mobile-assisted language learning with the conventional language learning approach (Communicative Language Teaching) in Iran. The experimental group (n=37) went through PBL instruction and the control group (n=33) went through conventional instruction. The results of quantitative data analysis after 26 sessions of treatment revealed that PBL could positively affect participants' knowledge of grammar, vocabulary, spoken fluency, and pronunciation; however, in terms of task achievement, no significant effect was found. This study can have pedagogical implications for language teachers, and material developers.

Keywords: problem-based learning, spoken intelligibility, Iranian EFL context, cognitive learning

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Authors: Reza Mohammadzadeh

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The major challenges in geotechnical engineering in underground spaces arise from uncertainties and different probabilities. The collection, collation, and collaboration of existing data to incorporate them in analysis and design for given prospect evaluation would be a reliable, practical problem solving method under uncertainty. Machine learning (ML) is a subfield of artificial intelligence in statistical science which applies different techniques (e.g., Regression, neural networks, support vector machines, decision trees, random forests, genetic programming, etc.) on data to automatically learn and improve from them without being explicitly programmed and make decisions and predictions. In this paper, a conceptual database schema of geotechnical risks in underground coal mining based on a cloud system architecture has been designed. A new approach of risk assessment using a three-dimensional risk matrix supported by the level of knowledge (LoK) has been proposed in this model. Subsequently, the model workflow methodology stages have been described. In order to train data and LoK models deployment, an ML platform has been implemented. IBM Watson Studio, as a leading data science tool and data-driven cloud integration ML platform, is employed in this study. As a Use case, a data set of geotechnical hazards and risk assessment in underground coal mining were prepared to demonstrate the performance of the model, and accordingly, the results have been outlined.

Keywords: data model, geotechnical risks, machine learning, underground coal mining

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Authors: Gurmeet Singh Cheema, Gurjinder Singh, Amardeep Singh Kang

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Aluminium alloy 6061 is a medium to high strength heat-treatable alloy which has very good corrosion resistance and very good weldability. Friction Stir Welding was developed and this technique has attracted considerable interest from the aerospace and automotive industries since it is able to produce defect free joints particularly for light metals i.e aluminum alloy and magnesium alloy. In the friction stir welding process, welding parameters such as tool rotational speed, welding speed and tool shoulder diameter play a major role in deciding the weld quality. In this research work, an attempt has been made to understand the effect of tool rotational speed, welding speed and tool shoulder diameter on friction stir welded AA6061 aluminium alloy joints. Statistical tool such as central composite design is used to develop the mathematical relationships. The mathematical model was developed to predict mechanical properties of friction stir welded aluminium alloy joints at the 95% confidence level.

Keywords: aluminium alloy, friction stir welding, central composite design, mathematical relationship

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Authors: Belete Abebaw, Mulugeta Atinafu, Awoke Shishigu

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The study aimed to examine students’ problem-solving skills through mixed instruction (variation theory based Geogerba assisted problem-solving instructional approaches). A total of 125 students divided into 4 intact groups participated in the study. The study employed a quasi-experimental research design. Three intact groups were randomly assigned as a treatment group, while one group was taken as a comparison group. Each of the groups took a specific instructional approach, while the comparison group proceeded as usual without any changes to the instructional process for all sessions. Both pre and post problem-solving tests were administered to all groups. To analyze the data and examine the differences (if any) in each group, ANCOVA and Paired samples t-tests were employed. There was a significant mean difference between students pre-test and post-test in their conceptual understanding of each treatment group. Furthermore, the mixed treatment had a large mean difference. It was recommended that teachers give attention to using variation theory-based geometry problem-solving approaches for students’ better understanding. Administrators should emphasize launching Geogebra software through IT labs in schools, and government officials should appreciate the implementation of technology in schools.

Keywords: conceptual understanding, Geogebra, learning geometry, problem solving approaches, variation theory

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Authors: Linyu Wang, Jiahui Ma, Jianhong Xiang, Hanyu Jiang

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For the pilot design of the sparse channel estimation model in Multiple Input Multiple Output Orthogonal Frequency Division Multiplexing (MIMO-OFDM) systems, the observation matrix constructed according to the matrix cross-correlation criterion, total correlation criterion and other optimization criteria are not optimal, resulting in inaccurate channel estimation and high bit error rate at the receiver. This paper proposes a pilot design method combining high-power sum and high-power variance criteria, which can more accurately estimate the channel. First, the pilot insertion position is designed according to the high-power variance criterion under the condition of equal power. Then, according to the high power sum criterion, the pilot power allocation is converted into a cone programming problem, and the power allocation is carried out. Finally, the optimal pilot is determined by calculating the weighted sum of the high power sum and the high power variance. Compared with the traditional pilot frequency, under the same conditions, the constructed MIMO-OFDM system uses the optimal pilot frequency for channel estimation, and the communication bit error rate performance obtains a gain of 6~7dB.

Keywords: MIMO-OFDM, pilot optimization, compressed sensing, channel estimation

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Authors: Sevde D. Karayel, Ediz Atmaca

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Supplier selection subject is vital because of development competitiveness and performance of firms which have right, rapid and with low cost procurement. Considering the fact that competition between firms is no longer on their supply chains, hence it is very clear that performance of the firms’ not only depend on their own success but also success of all departments in supply chain. For this purpose, firms want to work with suppliers which are cost effective, flexible in terms of demand and high quality level for customer satisfaction. However, diversification and redundancy of their expectations from suppliers, supplier selection problems need to be solved as a hard problem. In this study, supplier selection problem is discussed for critical piece, which is using almost all production of products in and has troubles with lead time from supplier, in a firm that produces medical devices. Analyzing policy in the current situation of the firm in the supplier selection indicates that supplier selection is made based on the purchasing department experience and other authorized persons’ general judgments. Because selection do not make based on the analytical methods, it is caused disruptions in production, lateness and extra cost. To solve the problem, AHP and TOPSIS which are multi-criteria decision making techniques, which are effective, easy to implement and can analyze many criteria simultaneously, are used to make a selection among alternative suppliers.

Keywords: AHP-TOPSIS methods, multi-criteria decision making, supplier selection problem, supply chain management

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Authors: Jacob A. Braun

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This paper uses mathematical modeling to show the spread of Herpes Simplex type-2 with and without the usage of condoms in a college population. The model uses four differential equations to calculate the data for the simulation. The dt increment used is one week. It also runs based on a fixated period. The period chosen was five years to represent time spent in college. The average age of the individual is 21, once again to represent the age of someone in college. In the total population, there are almost two times as many women who have Herpes Simplex Type-2 as men. Additionally, Herpes Simplex Type-2 does not have a known cure. The goal of the model is to show how condom usage affects women’s chances of receiving the virus in the hope of being able to reduce the number of women infected. In the end, the model demonstrates that condoms offer significant protection to women from the virus. Since fewer women are infected with the virus when condoms are used, in turn, fewer males are infected. Since Herpes Simplex Type-2 affects the carrier for their whole life, a small decrease of infections could lead to large ramifications over time. Specifically, a small decrease of infections at a young age, such as college, could have a very big effect on the long-term number of people infected with the virus.

Keywords: college, condom, Herpes, mathematical modelling

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Authors: Ashkan Golgoon, Souhayl Sadik, Arash Yavari

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Eigenstrains in nonlinear solids are created due to anelastic effects such as non-uniform temperature distributions, growth, remodeling, and defects. Eigenstrains understanding is indispensable, as they can generate residual stresses and strongly affect the overall response of solids. Here, we study the residual stress and deformation fields of an incompressible isotropic infinite wedge with a circumferentially-symmetric distribution of finite eigenstrains. We construct a material manifold, whose Riemannian metric explicitly depends on the eigenstrain distribution, thereby we turn the problem into a classical nonlinear elasticity problem, where we find an embedding of the Riemannian material manifold into the ambient Euclidean space. In particular, we find exact solutions for the residual stress and deformation fields of a neo-Hookean wedge having a symmetric inclusion with finite radial and circumferential eigenstrains. Moreover, we numerically solve a similar problem when a symmetric Mooney-Rivlin inhomogeneity with finite eigenstrains is placed in a neo-Hookean wedge. Generalization of the eigenstrain problem to other geometries are also discussed.

Keywords: finite eigenstrains, geometric mechanics, inclusion, inhomogeneity, nonlinear elasticity

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Authors: Marlone D. Severo

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A pre- and post-test quasi-experimental design was used to test the intervention of Trachtenberg Speed Math on the mathematical competency of sixty (60) matched-paired students with a poor performing grade in Mathematics from one of the biggest public national high school at the South of Metro Manila. Both control and experimental group were administered with the Attitude Towards Mathematics Inventory (ATMI) before the pretest were given and both group showed high dislike for Mathematics. Pretest showed a 53 percent accuracy for the control group and 51 percent for the experimental group using a 15-item long multiplication test without any aid of a computing device. The experimental group were taught how to use the Trachtenberg number-keys and techniques in multiplication between October 2014 to March 2015. Post-test showed an improvement in the experimental group with 96 percent accuracy for the control group and a dismal 57 percent for the control group in long-multiplication. Post-test ATMI were administered. The control group showed a great dislike towards Mathematics, while the experimental group showed a positive attitude towards the subject.

Keywords: attitude towards mathematics, mathematical competency, number-keys, trachtenberg speed math

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Authors: Hiroshi Yamaguchi, Phillip C. Y. Sheu, Ryo Fujita, Shigeo Tsujii

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In this paper, the secure BioSemantic Scheme is presented to bridge biological/biomedical research problems and computational solutions via semantic computing. Due to the diversity of problems in various research fields, the semantic capability description language (SCDL) plays and important role as a common language and generic form for problem formalization. SCDL is expected the essential for future semantic and logical computing in Biosemantic field. We show several example to Biomedical problems in this paper. Moreover, in the coming age of cloud computing, the security problem is considered to be crucial issue and we presented a practical scheme to cope with this problem.

Keywords: biomedical applications, private information retrieval (PIR), semantic capability description language (SCDL), semantic computing

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Authors: Onur Kaya, Halit Bayer

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Global grocery and supermarket sales are among the largest markets in the world and perishable products such as fresh produce, dairy and meat constitute the biggest section of these markets. Due to their deterioration over time, the demand for these products depends highly on their freshness. They become totally obsolete after a certain amount of time causing a high amount of wastage and decreases in grocery profits. In addition, customers are asking for higher product variety in perishable product categories, leading to less predictable demand per product and to more out-dating. Effective management of these perishable products is an important issue since it is observed that billions of dollars’ worth of food is expired and wasted every month. We consider coordinated inventory and pricing decisions for perishable products with a time and price dependent random demand function. We use stochastic dynamic programming to model this system for both periodically-reviewed and continuously-reviewed inventory systems and prove certain structural characteristics of the optimal solution. We prove that the optimal ordering decision scenario has a monotone structure and the optimal price value decreases by time. However, the optimal price changes in a non-monotonic structure with respect to inventory size. We also analyze the effect of 1 different parameters on the optimal solution through numerical experiments. In addition, we analyze simple-to-implement heuristics, investigate their effectiveness and extract managerial insights. This study gives valuable insights about the management of perishable products in order to decrease wastage and increase profits.

Keywords: age-dependent demand, dynamic programming, perishable inventory, pricing

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Authors: Prawal Sinha, Peeyush Singh, Pravir Dutt

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Problems in elastohydrodynamic lubrication have attracted a lot of attention in the last few decades. Solving a two-dimensional problem has always been a big challenge. In this paper, a new discontinuous finite volume method (DVM) for two-dimensional point contact Elastohydrodynamic Lubrication (EHL) problem has been developed and analyzed. A complete algorithm has been presented for solving such a problem. The method presented is robust and easily parallelized in MPI architecture. GMRES technique is implemented to solve the matrix obtained after the formulation. A new approach is followed in which discontinuous piecewise polynomials are used for the trail functions. It is natural to assume that the advantages of using discontinuous functions in finite element methods should also apply to finite volume methods. The nature of the discontinuity of the trail function is such that the elements in the corresponding dual partition have the smallest support as compared with the Classical finite volume methods. Film thickness calculation is done using singular quadrature approach. Results obtained have been presented graphically and discussed. This method is well suited for solving EHL point contact problem and can probably be used as commercial software.

Keywords: elastohydrodynamic, lubrication, discontinuous finite volume method, GMRES technique

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Authors: Beata Jackowska-Zduniak

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We formulate and analyze a mathematical model describing dynamics of the hypothalamus-pituitary-thyroid homoeostatic mechanism in endocrine system. We introduce to this system two types of couplings and delay. In our model, feedback controls the secretion of thyroid hormones and delay reflects time lags required for transportation of the hormones. The influence of delayed feedback on the stability behaviour of the system is discussed. Analytical results are illustrated by numerical examples of the model dynamics. This system of equations describes normal activity of the thyroid and also a couple of types of malfunctions (e.g. hyperthyroidism).

Keywords: mathematical modeling, ordinary differential equations, endocrine system, delay differential equation

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Authors: Abraham Castellanos, Christophe Durville, Sophie Echenim

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In this article, a portfolio optimization problem is performed in a Solvency II context: it illustrates how advanced optimization techniques can help to tackle complex operational pain points around the monitoring, control, and stability of Solvency Capital Requirement (SCR). The market SCR of a portfolio is calculated as a combination of SCR sub-modules. These sub-modules are the results of stress-tests on interest rate, equity, property, credit and FX factors, as well as concentration on counter-parties. The market SCR is non convex and non differentiable, which does not make it a natural optimization criteria candidate. In the SCR formulation, correlations between sub-modules are fixed, whereas risk-driven portfolio allocation is usually driven by the dynamics of the actual correlations. Implementing a portfolio construction approach that is efficient on both a regulatory and economic standpoint is not straightforward. Moreover, the challenge for insurance portfolio managers is not only to achieve a minimal SCR to reduce non-invested capital but also to ensure stability of the SCR. Some optimizations have already been performed in the literature, simplifying the standard formula into a quadratic function. But to our knowledge, it is the first time that the standard formula of the market SCR is used in an optimization problem. Two solvers are combined: a bundle algorithm for convex non- differentiable problems, and a BFGS (Broyden-Fletcher-Goldfarb- Shanno)-SQP (Sequential Quadratic Programming) algorithm, to cope with non-convex cases. A market SCR minimization is then performed with historical data. This approach results in significant reduction of the capital requirement, compared to a classical Markowitz approach based on the historical volatility. A comparative analysis of different optimization models (equi-risk-contribution portfolio, minimizing volatility portfolio and minimizing value-at-risk portfolio) is performed and the impact of these strategies on risk measures including market SCR and its sub-modules is evaluated. A lack of diversification of market SCR is observed, specially for equities. This was expected since the market SCR strongly penalizes this type of financial instrument. It was shown that this direct effect of the regulation can be attenuated by implementing constraints in the optimization process or minimizing the market SCR together with the historical volatility, proving the interest of having a portfolio construction approach that can incorporate such features. The present results are further explained by the Market SCR modelling.

Keywords: financial risk, numerical optimization, portfolio management, solvency capital requirement

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Authors: Ofosuhene O. Apenteng, Noor Azina Ismail

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Recently tourism is a major foreign exchange earner in the World. In this paper, we propose the mathematical model to study the impact of tourists on the spread of HIV incidences using compartmental differential equation models. Simulation studies of reproduction number are used to demonstrate new insights on the spread of HIV disease. The periodogram analysis of a time series was used to determine the speed at which the disease is spread. The results indicate that with the persistent flow of tourism into a country, the disease status has increased the epidemic rate. The result suggests that the government must put more control on illegal prostitution, unprotected sexual activity as well as to emphasis on prevention policies that include the safe sexual activity through the campaign by the tourism board.

Keywords: HIV/AIDS, mathematical transmission modeling, tourists, stability, simulation

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Authors: Abdallah Benaissa

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In this paper, we consider the problem of asymptotics of double oscillatory integrals in the case of critical points of the second kind, the order of contact between the boundary and a level curve of the phase being even, the situation when the order of contact is odd will be studied in other occasions. Complete asymptotic expansions will be derived and the coefficient of the leading term will be computed in terms of the original data of the problem. A multitude of people have studied this problem using a variety of methods, but only in a special case when the order of contact is minimal: the more cited papers are a paper of Jones and Kline and an other one of Chako. These integrals are encountered in many areas of science, especially in problems of diffraction of optics.

Keywords: asymptotic expansion, double oscillatory integral, critical point of the second kind, optics diffraction

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Authors: Aydin Azizi, Aburrahman Tanira

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The main source of energy used in this modern age is fossil fuels. There is a myriad of problems that come with the use of fossil fuels, out of which the issues with the greatest impact are its scarcity and the cost it imposes on the planet. Fossil fuels are the only plausible option for many vital functions and processes; the most important of these is transportation. Thus, using this source of energy wisely and as efficiently as possible is a must. The aim of this work was to explore utilising mathematical modelling and artificial intelligence techniques to enhance fuel consumption in passenger cars by focusing on the speed at which cars are driven. An artificial neural network with an error less than 0.05 was developed to be applied practically as to predict the rate of fuel consumption in vehicles.

Keywords: mathematical modeling, neural networks, fuel consumption, fossil fuel

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Authors: Artem Sedov, Aigerim Uyzbayeva, Valeriya Tyo

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The presented article is showing results of dynamic modeling with Mathlab software of optimal automatic room climate control system for two experimental houses in Astana, one of which has circle plan and the other one has square plan. These results are showing that building geometry doesn't influence on climate system PID-controls configuring. This confirms theoretical implication that optimal automatic climate control system parameters configuring should depend on building's internal space volume, envelope heat transfer, number of people inside, supply ventilation air flow and outdoor temperature.

Keywords: climate control system, climate physics, dome-like building, mathematical modeling

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Authors: Khaled Yahia

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This paper deals with the problem of stator faults diagnosis in induction motors. Using the discrete wavelet transform (DWT) for the current Park’s vector modulus (CPVM) analysis, the inter-turn short-circuit faults diagnosis can be achieved. This method is based on the decomposition of the CPVM signal, where wavelet approximation and detail coefficients of this signal have been extracted. The energy evaluation of a known bandwidth detail permits to define a fault severity factor (FSF). This method has been tested through the simulation of an induction motor using a mathematical model based on the winding-function approach. Simulation, as well as experimental, results show the effectiveness of the used method.

Keywords: induction motors (IMs), inter-turn short-circuits diagnosis, discrete wavelet transform (DWT), current park’s vector modulus (CPVM)

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Authors: Alireza Alizadeh, Hossein Ghadimi, Oveis Abedinia, Noradin Ghadimi

Abstract:

A Particle Swarm Optimization with Time Varying Acceleration Coefficients (PSO-TVAC) is proposed to determine optimal economic load dispatch (ELD) problem in this paper. The proposed methodology easily takes care of solving non-convex economic load dispatch problems along with different constraints like transmission losses, dynamic operation constraints and prohibited operating zones. The proposed approach has been implemented on the 3-machines 6-bus, IEEE 5-machines 14-bus, IEEE 6-machines 30-bus systems and 13 thermal units power system. The proposed technique is compared to solve the ELD problem with hybrid approach by using the valve-point effect. The comparison results prove the capability of the proposed method giving significant improvements in the generation cost for the economic load dispatch problem.

Keywords: PSO-TVAC, economic load dispatch, non-convex cost function, prohibited operating zone, transmission losses

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Authors: Sergey M. Karabanov, Dmitry V. Suvorov, Dmitry Yu. Tarabrin

Abstract:

The operating principle of magnetically controlled microelectromechanical system (MEMS) switches is based on controlling the beam movement under the influence of a magnetic field. Currently, there is a MEMS switch design with a flexible ferromagnetic electrode in the form of a fixed-terminal beam, with an electrode fastened on a straight or cranked anchor. The basic performance characteristics of magnetically controlled MEMS switches (service life, sensitivity, contact resistance, fast response) are largely determined by the flexible electrode design. To ensure the stable and controlled motion of the flexible electrode, it is necessary to provide the optimal design of a flexible electrode.

Keywords: flexible electrode, magnetically controlled MEMS, mathematical modeling, mechanical stress

Procedia PDF Downloads 180