Search results for: stochastic matrix

Authors: Clarinda V. Nhangumbe, Ercília Sousa

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Weather Derivatives are financial instruments used to cover non-catastrophic weather events and can be expressed in the form of standard or plain vanilla products, structured or exotics products. The underlying asset, in this case, is the weather index, such as temperature, rainfall, humidity, wind, and snowfall. The complexity of the Weather Derivatives structure shows the weakness of the Black Scholes framework. Therefore, under the risk-neutral probability measure, the option price of a weather contract can be given as a unique solution of a two-dimensional partial differential equation (parabolic in one direction and hyperbolic in other directions), with an initial condition and subjected to adequate boundary conditions. To calculate the price of the option, one can use numerical methods such as the Monte Carlo simulations and implicit finite difference schemes conjugated with Semi-Lagrangian methods. This paper is proposed two explicit methods, namely, first-order upwind in the hyperbolic direction combined with Lax-Wendroff in the parabolic direction and first-order upwind in the hyperbolic direction combined with second-order upwind in the parabolic direction. One of the advantages of these methods is the fact that they take into consideration the boundary conditions obtained from the financial interpretation and deal efficiently with the different choices of the convection coefficients.

Keywords: incomplete markets, numerical methods, partial differential equations, stochastic process, weather derivatives

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Authors: Eti Dwi Wiraningsih, Folashade Agusto, Lina Aryati, Syamsuddin Toaha, Suzanne Lenhart, Widodo, Willy Govaerts

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This paper considers a deterministic model for the transmission dynamics of rabies virus in the wild dogs-domestic dogs-human zoonotic cycle. The effect of vaccination and culling in dogs is considered on the model, then the stability was analysed to get basic reproduction number. We use the next generation matrix method and Routh-Hurwitz test to analyze the stability of the Disease-Free Equilibrium and Endemic Equilibrium of this model.

Keywords: stability analysis, rabies model, vaccination effect, culling in dogs

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Authors: Mohamed Mounir Tellache, Hiroyuki Kambara, Yasuharu Koike, Makoto Miyakoshi, Natsue Yoshimura

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This study explores the practicality of using electroencephalographic (EEG) independent components to predict eight-direction finger movements in pseudo-real-time. Six healthy participants with individual-head MRI images performed finger movements in eight directions with two different arm configurations. The analysis was performed in two stages. The first stage consisted of using independent component analysis (ICA) to separate the signals representing brain activity from non-brain activity signals and to obtain the unmixing matrix. The resulting independent components (ICs) were checked, and those reflecting brain-activity were selected. Finally, the time series of the selected ICs were used to predict eight finger-movement directions using Sparse Logistic Regression (SLR). The second stage consisted of using the previously obtained unmixing matrix, the selected ICs, and the model obtained by applying SLR to classify a different EEG dataset. This method was applied to two different settings, namely the single-participant level and the group-level. For the single-participant level, the EEG dataset used in the first stage and the EEG dataset used in the second stage originated from the same participant. For the group-level, the EEG datasets used in the first stage were constructed by temporally concatenating each combination without repetition of the EEG datasets of five participants out of six, whereas the EEG dataset used in the second stage originated from the remaining participants. The average test classification results across datasets (mean ± S.D.) were 38.62 ± 8.36% for the single-participant, which was significantly higher than the chance level (12.50 ± 0.01%), and 27.26 ± 4.39% for the group-level which was also significantly higher than the chance level (12.49% ± 0.01%). The classification accuracy within [–45°, 45°] of the true direction is 70.03 ± 8.14% for single-participant and 62.63 ± 6.07% for group-level which may be promising for some real-life applications. Clustering and contribution analyses further revealed the brain regions involved in finger movement and the temporal aspect of their contribution to the classification. These results showed the possibility of using the ICA-based method in combination with other methods to build a real-time system to control prostheses.

Keywords: brain-computer interface, electroencephalography, finger motion decoding, independent component analysis, pseudo real-time motion decoding

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Authors: Baba Mbaye

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In collaborative filtering recommendation systems, a user receives suggested items based on the opinions and evaluations of a community of users. This type of recommendation system uses only the information (notes in numerical values) contained in a usage matrix as input data. This matrix can be constructed based on users' behaviors or by offering users to declare their opinions on the items they know. The cold start problem leads to very poor performance for new users. It is a phenomenon that occurs at the beginning of use, in the situation where the system lacks data to make recommendations. There are three types of cold start problems: cold start for a new item, a new system, and a new user. We are interested in this article at the cold start for a new user. When the system welcomes a new user, the profile exists but does not have enough data, and its communities with other users profiles are still unknown. This leads to recommendations not adapted to the profile of the new user. In this paper, we propose an approach that improves cold start by using the notions of similarity and semantic proximity between users profiles during cold start. We will use the cold-metadata available (metadata extracted from the new user's data) useful in positioning the new user within a community. The aim is to look for similarities and semantic proximities with the old and current user profiles of the system. Proximity is represented by close concepts considered to belong to the same group, while similarity groups together elements that appear similar. Similarity and proximity are two close but not similar concepts. This similarity leads us to the construction of similarity which is based on: a) the concepts (properties, terms, instances) independent of ontology structure and, b) the simultaneous representation of the two concepts (relations, presence of terms in a document, simultaneous presence of the authorities). We propose an ontology, OIVCSRS (Ontology of Improvement Visitor Cold Start in Recommender Systems), in order to structure the terms and concepts representing the meaning of an information field, whether by the metadata of a namespace, or the elements of a knowledge domain. This approach allows us to automatically attach the new user to a user community, partially compensate for the data that was not initially provided and ultimately to associate a better first profile with the cold start. Thus, the aim of this paper is to propose an approach to improving cold start using semantic technologies.

Keywords: visitor cold start, recommender systems, collaborative filtering, semantic filtering

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Authors: Christopher Okechukwu Ndukwe

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This paper investigates and categorizes the flexural damage mechanisms in composite materials caused by mesoscopic out-of-plane buckle defects that occur during the initial stage of the resin transfer molding (RTM) process. The findings of this study have significant practical implications for the manufacturing and use of composite materials, as they provide a deeper understanding of these damage mechanisms and their analysis. During the initial stage of shaping a preform, alterations, and distortions in the reinforcement sample can significantly lead to defects, such as buckling, especially when forming double-curvature geometries. These recurring mesoscopic defects have been investigated using a specialized laboratory bench designed to reproduce buckle defects like those found in complex geometric shapes, such as tetrahedrons. The study examined two sample configurations with buckle defects in the longitudinal and transverse directions alongside a reference sample for comparison. An acoustic emission (AE) system, a well-regarded non-contact method for monitoring structural health, was used to analyze the mechanical behavior of material samples in detail. An unsupervised K-means algorithm was employed to classify the damage mechanisms—such as matrix cracking, interface damage, and fiber breakage linked to the samples' failure. A standard was established based on three AE parameters: absolute energy, amplitude, and the number of AE events. This standard helped identify the origin and sequence of damage propagation. Initially, the results of the AE parameters were superimposed with the flexural loading curves to pinpoint the loading phases during which damage began and the specific points at which the samples ultimately failed. The normalized density of AE events related to different damage mechanisms was evaluated by analyzing the number of AE events within the amplitude domain of the AE signals. The ranges of the identified damage mechanisms in the amplitude plane illustrate the progression and order of load transfer among the elements of the composite material. In the reference sample, the AE event signals corresponding to the three classes of damage mechanisms partially overlap with adjacent signals. In contrast, the two defective sample configurations showed that the overlapping AE event signals for the respective damage mechanisms converged within the intermediate damage mode area at specific points, depending on the sample configuration. The convergence points in the samples with transverse defects were identified relatively earlier than in the other samples. Low and high amplitude ranges characterize the matrix cracking and fiber breakage damage mechanisms. The low amplitude damage occurred over a more extended length, while the high amplitude damage began much earlier. This results in the signals from both damage mechanisms converging at the center of the interface damage zone. This convergence suggests that all individual composite components fail concurrently at specific points in the defective samples, resulting in rapid fragmentation and ultimately contributing to failure. Overall, the results show that mesoscopic out-of-plane buckling in all directions affects the composite's flexural response, with more severe effects observed when the load is applied transversely.

Keywords: acoustic emission, composite reinforcement, damage mechanisms, mesoscopic buckle defects

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Authors: M. A. Meslem

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For precise geoid determination, we use a reference field to subtract long and medium wavelength of the gravity field from observations data when we use the remove-compute-restore technique. Therefore, a comparison study between considered models should be made in order to select the optimal reference gravity field to be used. In this context, two recent global geopotential models have been selected to perform this comparison study over Northern Algeria. The Earth Gravitational Model (EGM2008) and the Global Gravity Model (GECO) conceived with a combination of the first model with anomalous potential derived from a GOCE satellite-only global model. Free air gravity anomalies in the area under study have been used to compute residual data using both gravity field models and a Digital Terrain Model (DTM) to subtract the residual terrain effect from the gravity observations. Residual data were used to generate local empirical covariance functions and their fitting to the closed form in order to compare their statistical behaviors according to both cases. Finally, height anomalies were computed from both geopotential models and compared to a set of GPS levelled points on benchmarks using least squares adjustment. The result described in details in this paper regarding these two models has pointed out a slight advantage of GECO global model globally through error degree variances comparison and ground-truth evaluation.

Keywords: quasigeoid, gravity aomalies, covariance, GGM

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Authors: N. A. Mokhtar, A. G. Hussin, Y. Z. Zubairi

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This paper proposes a new simultaneous simple linear functional relationship model by assuming equal error variances. We derive the maximum likelihood estimate of the parameters in the simultaneous model and the covariance. We show by simulation study the small bias values of the parameters suggest the suitability of the estimation method. As an illustration, the proposed simultaneous model is applied to real data of the wind direction and wave direction measured by two different instruments.

Keywords: simultaneous linear functional relationship model, Fisher information matrix, parameter estimation, circular variables

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Authors: Sultan Mahmud, Qamar Zaman, Travis Esau, Young Chang

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Strawberry powdery mildew (PM) is a serious disease that has a significant impact on strawberry production. Field scouting is still a major way to find PM disease, which is not only labor intensive but also almost impossible to monitor disease severity. To reduce the loss caused by PM disease and achieve faster automatic detection of the disease, this paper proposes an approach for detection of the disease, based on image texture and classified with support vector machines (SVMs) and k-nearest neighbors (kNNs). The methodology of the proposed study is based on image processing which is composed of five main steps including image acquisition, pre-processing, segmentation, features extraction and classification. Two strawberry fields were used in this study. Images of healthy leaves and leaves infected with PM (Sphaerotheca macularis) disease under artificial cloud lighting condition. Colour thresholding was utilized to segment all images before textural analysis. Colour co-occurrence matrix (CCM) was introduced for extraction of textural features. Forty textural features, related to a physiological parameter of leaves were extracted from CCM of National television system committee (NTSC) luminance, hue, saturation and intensity (HSI) images. The normalized feature data were utilized for training and validation, respectively, using developed classifiers. The classifiers have experimented with internal, external and cross-validations. The best classifier was selected based on their performance and accuracy. Experimental results suggested that SVMs classifier showed 98.33%, 85.33%, 87.33%, 93.33% and 95.0% of accuracy on internal, external-I, external-II, 4-fold cross and 5-fold cross-validation, respectively. Whereas, kNNs results represented 90.0%, 72.00%, 74.66%, 89.33% and 90.3% of classification accuracy, respectively. The outcome of this study demonstrated that SVMs classified PM disease with a highest overall accuracy of 91.86% and 1.1211 seconds of processing time. Therefore, overall results concluded that the proposed study can significantly support an accurate and automatic identification and recognition of strawberry PM disease with SVMs classifier.

Keywords: powdery mildew, image processing, textural analysis, color co-occurrence matrix, support vector machines, k-nearest neighbors

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Authors: Rawan Hakawati, Beatrice Smyth, David Rooney, Geoffrey McCullough

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Targets have been set in the EU to increase the share of renewable energy consumption to 20% by 2020, but developments have not occurred evenly across the member states. Northern Ireland is almost 90% dependent on imported fossil fuels. With such high energy dependency, Northern Ireland is particularly susceptible to the security of supply issues. Linked to fossil fuels are greenhouse gas emissions, and the EU plans to reduce emissions by 20% by 2020. The use of indigenously produced biomass could reduce both greenhouse gas emissions and external energy dependence. With a wide range of both crop and waste feedstock potentially available in Northern Ireland, anaerobic digestion has been put forward as a possible solution for renewable energy production, waste management, and greenhouse gas reduction. Not all feedstock, however, is the same, and an understanding of feedstock suitability is important for both plant operators and policy makers. The aim of this paper is to investigate biomass suitability for anaerobic digestion in Northern Ireland. It is also important that decisions are based on solid scientific evidence. For this reason, the methodology used is multi-criteria decision matrix analysis which takes multiple criteria into account simultaneously and ranks alternatives accordingly. The model uses the weighted sum method (which follows the Entropy Method to measure uncertainty using probability theory) to decide on weights. The Topsis method is utilized to carry out the mathematical analysis to provide the final scores. Feedstock that is currently available in Northern Ireland was classified into two categories: wastes (manure, sewage sludge and food waste) and energy crops, specifically grass silage. To select the most suitable feedstock, methane yield, feedstock availability, feedstock production cost, biogas production, calorific value, produced kilowatt-hours, dry matter content, and carbon to nitrogen ratio were assessed. The highest weight (0.249) corresponded to production cost reflecting a variation of £41 gate fee to 22£/tonne cost. The weights calculated found that grass silage was the most suitable feedstock. A sensitivity analysis was then conducted to investigate the impact of weights. The analysis used the Pugh Matrix Method which relies upon The Analytical Hierarchy Process and pairwise comparisons to determine a weighting for each criterion. The results showed that the highest weight (0.193) corresponded to biogas production indicating that grass silage and manure are the most suitable feedstock. Introducing co-digestion of two or more substrates can boost the biogas yield due to a synergistic effect induced by the feedstock to favor positive biological interactions. A further benefit of co-digesting manure is that the anaerobic digestion process also acts as a waste management strategy. From the research, it was concluded that energy from agricultural biomass is highly advantageous in Northern Ireland because it would increase the country's production of renewable energy, manage waste production, and would limit the production of greenhouse gases (current contribution from agriculture sector is 26%). Decision-making methods based on scientific evidence aid policy makers in classifying multiple criteria in a logical mathematical manner in order to reach a resolution.

Keywords: anaerobic digestion, biomass as feedstock, decision matrix, renewable energy

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Authors: Naragain Phumchusri, Kittitach Pongpairoj

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Overbooking is a very useful revenue management technique that could help reduce costs caused by either undersales or oversales. In this paper, we propose an overbooking model for two types of cars that can minimize the total cost for car rental service. With two types of cars, there is an upgrade possibility for lower type to upper type. This makes the model more complex than one type of cars scenario. We have found that convexity can be proved in this case. Sensitivity analysis of the parameters is conducted to observe the effects of relevant parameters on the optimal solution. Model simplification is proposed using multiple linear regression analysis, which can help estimate the optimal overbooking level using appropriate independent variables. The results show that the overbooking level from multiple linear regression model is relatively close to the optimal solution (with the adjusted R-squared value of at least 72.8%). To evaluate the performance of the proposed model, the total cost was compared with the case where the decision maker uses a naïve method for the overbooking level. It was found that the total cost from optimal solution is only 0.5 to 1 percent (on average) lower than the cost from regression model, while it is approximately 67% lower than the cost obtained by the naïve method. It indicates that our proposed simplification method using regression analysis can effectively perform in estimating the overbooking level.

Keywords: overbooking, car rental industry, revenue management, stochastic model

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Authors: Dagmara Malina, Katarzyna Bialik-Wąs, Klaudia Pluta

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The growing significance of transdermal systems, in which skin is a route for systemic drug delivery, has generated a considerable amount of data which has resulted in a deeper understanding of the mechanisms of transport across the skin in the context of the controlled and prolonged release of active substances. One of such solutions may be the use of carrier systems based on intelligent polymers with different physicochemical properties. In these systems, active substances, e.g. drugs, can be conjugated (attached), immobilized, or encapsulated in a polymer matrix that is sensitive to specific environmental conditions (e.g. pH or temperature changes). Intelligent polymers can be divided according to their sensitivity to specific environmental stimuli such as temperature, pH, light, electric, magnetic, sound, or electromagnetic fields. Materials & methods—The first stage of the presented research concerned the synthesis of pH-sensitive polymeric carriers by a radical polymerization reaction. Then, the selected active substance (hydrocortisone) was introduced into polymeric carriers. In a further stage, bio-hybrid sodium alginate/poly(vinyl alcohol) – SA/PVA-based hydrogel matrices modified with various carrier-drug systems were prepared with the chemical cross-linking method. The conducted research included the assessment of physicochemical properties of obtained materials i.e. degree of hydrogel swelling and degradation studies as a function of pH in distilled water and phosphate-buffered saline (PBS) at 37°C in time. The gel fraction represents the insoluble gel fraction as a result of inter-molecule cross-linking formation was also measured. Additionally, the chemical structure of obtained hydrogels was confirmed using FT-IR spectroscopic technique. The dynamic light scattering (DLS) technique was used for the analysis of the average particle size of polymer-carriers and carrier-drug systems. The nanocarriers morphology was observed using SEM microscopy. Results & Discussion—The analysis of the encapsulated polymeric carriers showed that it was possible to obtain the time-stable empty pH-sensitive carrier with an average size 479 nm and the encapsulated system containing hydrocortisone with an average 543 nm, which was introduced into hydrogel structure. Bio-hybrid hydrogel matrices are stable materials, and the presence of an additional component: pH-sensitive carrier – hydrocortisone system, does not reduce the degree of cross-linking of the matrix nor its swelling ability. Moreover, the results of swelling tests indicate that systems containing higher concentrations of the drug have a slightly higher sorption capacity in each of the media used. All analyzed materials show stable and statically changing swelling values in simulated body fluids - there is no sudden fluid uptake and no rapid release from the material. The analysis of FT-IR spectra confirms the chemical structure of the obtained bio-hybrid hydrogel matrices. In the case of modifications with a pH-sensitive carrier, a much more intense band can be observed in the 3200-3500 cm⁻¹ range, which most likely originates from the strong hydrogen interactions that occur between individual components.

Keywords: hydrogels, polymer nanocarriers, sodium alginate/poly(vinyl alcohol) matrices, wound dressings.

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Authors: Keunock Lew, Seungryul Ma

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The paper analyzes risk and expected return of lenders who provide mortgage loans to households in the shared mortgage program of Korea. In 2013, the Korean government introduced the mortgage program to help low income householders to convert their renting into purchasing houses. The financial source for the mortgage program is the Urban Housing Fund set up by the Korean government. Through the program, low income households can borrow money from lenders to buy a house at a very low interest rate (e.g. 1 % per year) for a long time. The motivation of adopting this mortgage program by the Korean government is that the cost of renting houses has been rapidly increased especially in large urban areas during the past decade, which became financial difficulties to low income households who do not have their own houses. As the analysis methodology, the paper uses a spread sheet model for projecting cash flows of the mortgage product over the period of loan contract. It also employs Monte Carlo simulation method to analyze the risk and expected yield of the lenders with assumption that the future housing price and market rate of interest follow a stochastic process. The study results will give valuable implications to the Korean government and lenders who want to stabilize the mortgage program and innovate the related loan products.

Keywords: expected return, Monte Carlo simulation, risk, shared mortgage program

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Authors: Kushakov Kholmurodjon, Muhammadjonov Akbarshox

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This present paper is devoted to a system of second-order nonlinear differential equations with a special right-hand side, exactly, the linear part and a third-order polynomial of a special form. It is shown that for some relations between the parameters, there is a second-order curve in which trajectories leaving the points of this curve remain in the same place. Thus, the curve is invariant with respect to the given system. Moreover, this system is invariant under a non-degenerate linear transformation of variables. The form of this curve, depending on the relations between the parameters and the eigenvalues of the matrix, is proved. All solutions of this system of differential equations are shown analytically.

Keywords: dynamic system, ellipse, hyperbola, Hess system, polar coordinate system

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Authors: Jitendar Kumar Tiwari, Ajay Mandal, N. Sathish, A. K. Srivastava

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Since the last decade, graphene achieved great attention toward the progress of multifunction metal matrix composites, which are highly demanded in industries to develop energy-efficient systems. This study covers the two advanced aspects of the latest scientific endeavor, i.e., graphene as reinforcement in metallic materials and additive manufacturing (AM) as a processing technology. Herein, high-quality graphene and AlSi10Mg powder mechanically mixed by very low energy ball milling with 0.1 wt. % and 0.2 wt. % graphene. Mixed powder directly subjected to the powder bed fusion process, i.e., an AM technique to produce composite samples along with bare counterpart. The effects of graphene on porosity, microstructure, and mechanical properties were examined in this study. The volumetric distribution of pores was observed under X-ray computed tomography (CT). On the basis of relative density measurement by X-ray CT, it was observed that porosity increases after graphene addition, and pore morphology also transformed from spherical pores to enlarged flaky pores due to improper melting of composite powder. Furthermore, the microstructure suggests the grain refinement after graphene addition. The columnar grains were able to cross the melt pool boundaries in case of the bare sample, unlike composite samples. The smaller columnar grains were formed in composites due to heterogeneous nucleation by graphene platelets during solidification. The tensile properties get affected due to induced porosity irrespective of graphene reinforcement. The optimized tensile properties were achieved at 0.1 wt. % graphene. The increment in yield strength and ultimate tensile strength was 22% and 10%, respectively, for 0.1 wt. % graphene reinforced sample in comparison to bare counterpart while elongation decreases 20% for the same sample. The hardness indentations were taken mostly on the solid region in order to avoid the collapse of the pores. The hardness of the composite was increased progressively with graphene content. Around 30% of increment in hardness was achieved after the addition of 0.2 wt. % graphene. Therefore, it can be concluded that powder bed fusion can be adopted as a suitable technique to develop graphene reinforced AlSi10Mg composite. Though, some further process modification required to avoid the induced porosity after the addition of graphene, which can be addressed in future work.

Keywords: graphene, hardness, porosity, powder bed fusion, tensile properties

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Authors: Benga Ebouele, Thomas Tengen

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Implementing either periodic or continuous inventory review model within most manufacturing-companies-supply chains as a management tool may incur higher costs. These high costs affect the system flexibility which in turn affects the level of service required to satisfy customers. However, these effects are not clearly understood because the parameters of both inventory review policies (protection demand interval, order quantity, etc.) are not designed to be fully utilized under different and uncertain conditions such as poor manufacturing, supplies and delivery performance. Coming up with a hybrid model which may combine in some sense the feature of both continuous and a periodic inventory review models should be useful. Therefore, there is a need to build and evaluate such hybrid model on the annual total cost, stock out probability and system’s flexibility in order to search for the most cost effective inventory review model. This work also seeks to find the optimal sets of parameters of inventory management under stochastic condition so as to optimise each policy independently. The results reveal that a continuous inventory system always incurs lesser cost than a periodic (R, S) inventory system, but this difference tends to decrease as time goes by. Although the hybrid inventory is the only one that can yield lesser cost over time, it is not always desirable but also natural to use it in order to help the system to meet high performance specification.

Keywords: demand and lead time randomness, hybrid Inventory model, optimization, supply chain

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Authors: A. Mimaroglu, H. Unal

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In this study, the mechanical properties of nano filled epoxy composites were evaluated. The matrix material is epoxy. nano fillers are Al2O3, TiO2 and clay added in 2.5- 10 wt% by weight ratio. Test samples were prepared using an open mould type die. Mechanical tests were carried out. The tensile strength, elastic modulus, elongation at break and the hardness of the composite materials were obtained and evaluated. It was seen from the results that the filler content had a high influence on the level of the mechanical properties of the epoxy composites.

Keywords: nano, epoxy, composite, fillers, clay

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Authors: Michael Tupý, Alice Tesaříková-Svobodová, Dagmar Měřínská, Vít Petránek

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Polyethylene (PE), Polypropylene (PP), Polyethylene (vinyl acetate) (EVA) and Surlyn (modif-PE) nano composite samples were prepared with montmorillonite fillers Cloisite 93A and Dellite 67G. The amount of modified Na+ montmorillonite (MMT) was fixed to 5 % (w/w). For the compounding of polymer matrix and chosen nano fillers twin-screw kneader was used. The level of MMT intercalation or exfoliation in the nano composite systems was studied by transmission electron microscopy (TEM) observations. The properties of samples were evaluated by dynamical mechanical analysis (E* modulus at 30 °C) and by the measurement of tensile properties (stress and strain at break).

Keywords: polyethylene, polypropylene, polyethylene(vinyl acetate), clay, nanocomposite, montmorillonite

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Authors: Nileshkumar Vaishnav, Aditya Tatu

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An algebraic framework for processing graph signals axiomatically designates the graph adjacency matrix as the shift operator. In this setup, we often encounter a problem wherein we know the filtered output and the filter coefficients, and need to find out the input graph signal. Solution to this problem using direct approach requires O(N3) operations, where N is the number of vertices in graph. In this paper, we adapt the spectral graph partitioning method for partitioning of graphs and use it to reduce the computational cost of the filtering problem. We use the example of denoising of the temperature data to illustrate the efficacy of the approach.

Keywords: graph signal processing, graph partitioning, inverse filtering on graphs, algebraic signal processing

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Authors: Samra Isadounene, Amar Boukerrou, Dalila Hammiche

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In this work, the composites were prepared with poly(lactic acid) (PLA) and olive husk flour (OHF) with different percentages (10, 20 and 30%) using extrusion method followed by injection molding. The morphological, mechanical properties and thermal behavior of composites were investigated. Tensile strength and elongation at break of composites showed a decreasing trend with increasing fiber content. On the other hand, Young modulus and storage modulus were increased. The addition of OHF resulted in a decrease in thermal stability of composites. The presence of OHF led to an increase in percentage of crystallinity (Xc) of PLA matrix.

Keywords: biopolymers, composites, mechanical properties, poly(lactic acid)

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Authors: Niklas Panten, Eberhard Abele

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This paper presents a novel approach for real-time and near-optimal control of industrial smart grids by deep reinforcement learning (DRL). To achieve highly energy-efficient factory systems, the energetic linkage of machines, technical building equipment and the building itself is desirable. However, the increased complexity of the interacting sub-systems, multiple time-variant target values and stochastic influences by the production environment, weather and energy markets make it difficult to efficiently control the energy production, storage and consumption in the hybrid industrial smart grids. The studied deep reinforcement learning approach allows to explore the solution space for proper control policies which minimize a cost function. The deep neural network of the DRL agent is based on a multilayer perceptron (MLP), Long Short-Term Memory (LSTM) and convolutional layers. The agent is trained within multiple Modelica-based factory simulation environments by the Advantage Actor Critic algorithm (A2C). The DRL controller is evaluated by means of the simulation and then compared to a conventional, rule-based approach. Finally, the results indicate that the DRL approach is able to improve the control performance and significantly reduce energy respectively operating costs of industrial smart grids.

Keywords: industrial smart grids, energy efficiency, deep reinforcement learning, optimal control

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Authors: Birute Bugelyte, Ingrida Jurkute, Vida Vickackaite

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The most complicated step of the determination of volatile compounds in complex matrices is the separation of analytes from the matrix. Traditional analyte separation methods (liquid extraction, Soxhlet extraction) require a lot of time and labour; moreover, there is a risk to lose the volatile analytes. In recent years, headspace gas chromatography has been used to determine volatile compounds. To date, traditional extraction solvents have been used in headspace gas chromatography. As a rule, such solvents are rather volatile; therefore, a large amount of solvent vapour enters into the headspace together with the analyte. Because of that, the determination sensitivity of the analyte is reduced, a huge solvent peak in the chromatogram can overlap with the peaks of the analyts. The sensitivity is also limited by the fact that the sample can’t be heated at a higher temperature than the solvent boiling point. In 2018 it was suggested to replace traditional headspace gas chromatographic solvents with non-volatile, eco-friendly, biodegradable, inexpensive, and easy to prepare deep eutectic solvents (DESs). Generally, deep eutectic solvents have low vapour pressure, a relatively wide liquid range, much lower melting point than that of any of their individual components. Those features make DESs very attractive as matrix media for application in headspace gas chromatography. Also, DESs are polar compounds, so they can be applied for microwave assisted extraction. The aim of this work was to investigate the possibility of applying deep eutectic solvents for microwave assisted extraction and headspace gas chromatographic determination of hexanal in fat-rich food. Hexanal is considered one of the most suitable indicators of lipid oxidation degree as it is the main secondary oxidation product of linoleic acid, which is one of the principal fatty acids of many edible oils. Eight hydrophilic and hydrophobic deep eutectic solvents have been synthesized, and the influence of the temperature and microwaves on their headspace gas chromatographic behaviour has been investigated. Using the most suitable DES, microwave assisted extraction conditions and headspace gas chromatographic conditions have been optimized for the determination of hexanal in potato chips. Under optimized conditions, the quality parameters of the prepared technique have been determined. The suggested technique was applied for the determination of hexanal in potato chips and other fat-rich food.

Keywords: deep eutectic solvents, headspace gas chromatography, hexanal, microwave assisted extraction

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Authors: Kirill M. Dubovikov, Ekaterina S. Marchenko, Gulsharat A. Baigonakova

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NiTi alloys are widely used as implants in medicine due to their unique properties such as superelasticity, shape memory effect and biocompatibility. However, despite these properties, one of the major problems is the release of nickel after prolonged use in the human body under dynamic stress. This occurs due to oxidation and cracking of NiTi implants, which provokes nickel segregation from the matrix to the surface and release into living tissues. As we know, nickel is a toxic element and can cause cancer, allergies, etc. One of the most popular ways to solve this problem is to create a corrosion resistant coating on NiTi. There are many coatings of this type, but not all of them have good biocompatibility, which is very important for medical implants. Coatings based on calcium phosphate phases have excellent biocompatibility because Ca and P are the main constituents of the mineral part of human bone. This fact suggests that a Ca-P coating on NiTi can enhance osteogenesis and accelerate the healing process. Therefore, the aim of this study is to investigate the structure of Ca-P coating on NiTi substrate. Plasma assisted radio frequency (RF) sputtering was used to obtain this film. This method was chosen because it allows the crystallinity and morphology of the Ca-P coating to be controlled by the sputtering parameters. It allows us to obtain three different NiTi samples with Ca-P coating. XRD, AFM, SEM and EDS were used to study the composition, structure and morphology of the coating phase. Scratch tests were carried out to evaluate the adhesion of the coating to the substrate. Wettability tests were used to investigate the hydrophilicity of the different coatings and to suggest which of them had better biocompatibility. XRD showed that the coatings of all samples were hydroxyapatite, but the matrix was represented by TiNi intermetallic compounds such as B2, Ti2Ni and Ni3Ti. The SEM shows that the densest and defect-free coating has only one sample after three hours of sputtering. Wettability tests show that the sample with the densest coating has the lowest contact angle of 40.2° and the largest free surface area of 57.17 mJ/m2, which is mostly disperse. A scratch test was carried out to investigate the adhesion of the coating to the surface and it was shown that all coatings were removed by a cohesive mechanism. However, at a load of 30N, the indenter reached the substrate in two out of three samples, except for the sample with the densest coating. It was concluded that the most promising sputtering mode was the third, which consisted of three hours of deposition. This mode produced a defect-free Ca-P coating with good wettability and adhesion.

Keywords: biocompatibility, calcium phosphate coating, NiTi alloy, radio frequency sputtering.

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Authors: Max Filipe Goncalves, Alessandra Concilio, Rodrigo Shimada

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The waste frying oil is highly pollutant when disposed incorrectly in the environment. Is necessary search of the Reverse Logistics to identify how can be structure to return the waste like this to productive chain and to be used in the new process. In this context, the objective of this paper is to analyze the perspective of the waste frying oil in São Paulo, and its dimensions in the production of biodiesel. Subjacent factors such as the agents, motivators and legal aspects were analyzed to demonstrate it. Then, the SWOT matrix was built with the aspects observed and the forces, weaknesses, opportunities and threats of the reverse logistic chain in São Paulo.

Keywords: biodiesel, perspective, reverse logistic, WFO

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Authors: Imen Boudali, Marwa Ragmoun

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The Vehicle Routing Problem with Hard Time Windows (VRPHTW) is a basic distribution management problem that models many real-world problems. The objective of the problem is to deliver a set of customers with known demands on minimum-cost vehicle routes while satisfying vehicle capacity and hard time windows for customers. In this paper, we propose to deal with our optimization problem by using a new hybrid stochastic algorithm based on two metaheuristics: Chemical Reaction Optimization (CRO) and Greedy Randomized Adaptive Search Procedure (GRASP). The first method is inspired by the natural process of chemical reactions enabling the transformation of unstable substances with excessive energy to stable ones. During this process, the molecules interact with each other through a series of elementary reactions to reach minimum energy for their existence. This property is embedded in CRO to solve the VRPHTW. In order to enhance the population diversity throughout the search process, we integrated the GRASP in our method. Simulation results on the base of Solomon’s benchmark instances show the very satisfactory performances of the proposed approach.

Keywords: Benchmark Problems, Combinatorial Optimization, Vehicle Routing Problem with Hard Time Windows, Meta-heuristics, Hybridization, GRASP, CRO

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Authors: P. W. Tsai, J. W. Chen, C. W. Chen, C. Y. Chen

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In recent years, many researchers are involved in the field of fuzzy theory. However, there are still a lot of issues to be resolved. Especially on topics related to controller design such as the field of robot, artificial intelligence, and nonlinear systems etc. Besides fuzzy theory, algorithms in swarm intelligence are also a popular field for the researchers. In this paper, a concept of utilizing one of the swarm intelligence method, which is called Bacterial-GA Foraging, to find the stabilized common P matrix for the fuzzy controller system is proposed. An example is given in in the paper, as well.

Keywords: half-circle fuzzy numbers, predictions, swarm intelligence, Lyapunov method

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Authors: Mona Ghafouri-Azar, Sara Diamond, Jeremy Bowes, Grace Yuan, Aimee Burnett, Michelle Wyndham-West, Sara Wagner, Anand Pariyarath

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Transportation is the fastest growing source of greenhouse gas emissions worldwide. In Canada, it is responsible for 23% of total CO2emissions from fuel combustion, and emissions from the transportation sector are the second largest source of emissions after the oil and gas sector. Currently, most Canadian public transportation systems rely on buses that operateon fossil fuels.Canada is currently investing billions of dollars to replacediesel buses with electric busesas this isperceived to have a significant impact on climate mitigation. This paper focuses on the possible impacts of zero emission buses (ZEB) on sustainable development, considering three dimensions of sustainability; environmental quality, economic growth, and social development.A sustainable transportation system is one that is safe, affordable, accessible, efficient, and resilient and that contributes minimal emissions of carbon and other pollutants.To enable implementation of these goals, relevant indicators were selected and defined that measure progress towards a sustainable transportation system. These were drawn from Canadian and international examples. Studies compare different European cities in terms of development, sustainability, and infrastructures, by using transport performance indicators. A Normalized Transport Sustainability index measures and compares policies in different urban areas and allows fine-tuning of policies. Analysts use a number ofmethods for sustainable analysis, like cost-benefit analysis (CBA) toassess economic benefit, life-cycle assessment (LCA) to assess social, economic, and environment factors and goals, and multi-criteria decision making (MCDM) analysis which can comparediffering stakeholder preferences.A multi criteria decision making approach is an appropriate methodology to plan and evaluate sustainable transit development and to provide insights and meaningful information for decision makers and transit agencies. It is essential to develop a system thataggregates specific discrete indices to assess the sustainability of transportation systems.Theseprioritize indicators appropriate for the differentCanadian transit system agencies and theirpreferences and requirements. This studywill develop an integrating index that alliesexistingdiscrete indexes to supporta reliable comparison between the current transportation system (diesel buses) and the new ZEB system emerging in Canada. As a first step, theindexes for each category are selected, and the index matrix constructed. Second, the selected indicators arenormalized to remove anyinconsistency between them. Next, the normalized matrix isweighted based on the relative importance of each index to the main domains of sustainability using the analytical hierarchy process (AHP) method. This is accomplished through expert judgement around the relative importance of different attributes with respect to the goals through apairwise comparison matrix. The considerationof multiple environmental, economic, and social factors (including equity and health) is integrated intoa sustainable transit planning index (STPI) which supportsrealistic ZEB implementation in Canada and beyond and is useful to different stakeholders, agencies, and ministries.

Keywords: zero emission buses, sustainability, sustainable transit, transportation, analytical hierarchy process, environment, economy, social

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Authors: Nikolai N. Bogolubov, Andrey V. Soldatov

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Terahertz radiation occupies a range of frequencies somewhere from 100 GHz to approximately 10 THz, just between microwaves and infrared waves. This range of frequencies holds promise for many useful applications in experimental applied physics and technology. At the same time, reliable, simple techniques for generation, amplification, and modulation of electromagnetic radiation in this range are far from been developed enough to meet the requirements of its practical usage, especially in comparison to the level of technological abilities already achieved for other domains of the electromagnetic spectrum. This situation of relative underdevelopment of this potentially very important range of electromagnetic spectrum is known under the name of the 'terahertz gap.' Among other things, technological progress in the terahertz area has been impeded by the lack of compact, low energy consumption, easily controlled and continuously radiating terahertz radiation sources. Therefore, development of new techniques serving this purpose as well as various devices based on them is of obvious necessity. No doubt, it would be highly advantageous to employ the simplest of suitable physical systems as major critical components in these techniques and devices. The purpose of the present research was to show by means of conventional methods of non-equilibrium statistical mechanics and the theory of open quantum systems, that a thoroughly studied two-level quantum system, also known as an one-electron two-level 'atom', being driven by external classical monochromatic high-frequency (e.g. laser) field, can radiate continuously at much lower (e.g. terahertz) frequency in the fluorescent regime if the transition dipole moment operator of this 'atom' possesses permanent non-equal diagonal matrix elements. This assumption contradicts conventional assumption routinely made in quantum optics that only the non-diagonal matrix elements persist. The conventional assumption is pertinent to natural atoms and molecules and stems from the property of spatial inversion symmetry of their eigenstates. At the same time, such an assumption is justified no more in regard to artificially manufactured quantum systems of reduced dimensionality, such as, for example, quantum dots, which are often nicknamed 'artificial atoms' due to striking similarity of their optical properties to those ones of the real atoms. Possible ways to experimental observation and practical implementation of the predicted effect are discussed too.

Keywords: terahertz gap, two-level atom, resonant fluorescence, quantum dot, resonant fluorescence, two-level atom

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Authors: I. Ioannou, I. M. Gitman

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This study focused on the contribution of micro-mechanical parameters on the macro-mechanical response of short fiber composites, namely polypropylene matrix reinforced by glass fibers. In the framework of this paper, an attention has been given to the glass fibers length, as micromechanical parameter influences the overall macroscopic material’s behavior. Three dimensional numerical models were developed and analyzed through the concept of a Representative Volume Element (RVE). Results of the RVE-based approach were compared with analytical Halpin-Tsai’s model.

Keywords: effective properties, homogenization, representative volume element, short fiber reinforced composites

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Authors: Jung Lee

Abstract:

This study identifies how the cultivation capabilities of social capital influence the overall attitudes of social media users and how these influences differ across user groups. First, the cultivation capabilities of social capital are identified from three aspects, namely, social capital accessibility, potentiality and sensitivity. These three types of social capital acquisition capabilities collectively represent how the social media users perceive the social media environment in terms of possibilities for social capital creation. These three capabilities are hypothesized to influence social media satisfaction and continuing use intention. Next, two essential activities in social media are identified, namely, posting and replying, to categorise social media users based on behavioral patterns. Various social media activities consist of the combinations of these two basic activities. Posting represents the broadcasting aspect of social media, whereas replying represents the communicative aspect of social media. We categorize users into four from communicators to observers by using these two behaviors to develop usage pattern matrix. By applying the usage pattern matrix to the capability model, we argue that posting behavior generally has a positive moderating effect on the attitudes of social media users, whereas replying behavior occasionally exhibits the negative moderating effect. These different moderating effects of posting and replying behavior are explained based on the different levels of social capital sensitivity and expectation of individuals. When a person is highly expecting social capital from social media, he or she would post actively. However, when one is highly sensitive to social capital, he or she would actively respond and reply to postings of other people because such an act would create a longer and more interactive relationship. A total of 512 social media users are invited to answer the survey. They were asked about their attitudes toward the social media and how they expect social capital through this practice. They were asked to check their general social media usage pattern for user categorization. Result confirmed that most of the hypotheses were supported. Three types of social capital cultivation capabilities are significant determinants of social media attitudes, and two social media activities (i.e., posting and replying) exhibited different moderating effects on attitudes. This study provides following discussions. First, three types of social capital cultivation capabilities were identified. Despite the numerous concerns about social media, such as whether it is a decent and real environment that produces social capital, this study confirms that people explicitly expect and experience social capital values from social media. Second, posting and replying activities are two building blocks of social media activities. These two activities are useful in explaining different the attitudes of social media users and predict future usage.

Keywords: social media, social capital, social media satisfaction, social media use intention

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Authors: Tehreem Fatima, Enjun Xia

Abstract:

The research investigates the relationship between total oil consumption and transport oil consumption, GDP, oil price, and oil reserve in order to forecast future oil demand in China. Annual time series data is used over the period of 1980 to 2015, and for this purpose, an oil demand function is estimated by applying structural time series model (STSM). The technique also uncovers the Underline energy demand trend (UEDT) for China oil demand and GDP, oil reserve, oil price and UEDT are considering important drivers of China oil demand. The long-run elasticity of total oil consumption with respect to GDP and price are (0.5, -0.04) respectively while GDP, oil reserve, and price remain (0.17; 0.23; -0.05) respectively. Moreover, the Estimated results of long-run elasticity of transport oil consumption with respect to GDP and price are (0.5, -0.00) respectively long-run estimates remain (0.28; 37.76;-37.8) for GDP, oil reserve, and price respectively. For both model estimated underline energy demand trend (UEDT) remains nonlinear and stochastic and with an increasing trend of (UEDT) and based on estimated equations, it is predicted that China total oil demand somewhere will be 9.9 thousand barrel per day by 2025 as compare to 9.4 thousand barrel per day in 2015, while transport oil demand predicting value is 9.0 thousand barrel per day by 2020 as compare to 8.8 thousand barrel per day in 2015.

Keywords: china, forecasting, oil, structural time series model (STSM), underline energy demand trend (UEDT)

Procedia PDF Downloads 287