Search results for: Stochastic process.

Authors: Epaminondas G. Kyriakidis, Theodosis D. Dimitrakos, Constantinos C. Karamatsoukis

Abstract:

The vehicle routing problem (VRP) is a well-known problem in Operations Research and has been widely studied during the last fifty-five years. The context of the VRP is that of delivering or collecting products to or from customers who are scattered in a geographical area and have placed orders for these products. A vehicle or a fleet of vehicles start their routes from a depot and visit the customers in order to satisfy their demands. Special attention has been given to the capacitated VRP in which the vehicles have limited carrying capacity for the goods that are delivered or collected. In the present work, we present a specific capacitated stochastic vehicle routing problem which has many realistic applications. We develop and analyze a mathematical model for a specific vehicle routing problem in which a vehicle starts its route from a depot and visits N customers according to a particular sequence in order to collect from them two similar but not identical products. We name these products, product 1 and product 2. Each customer possesses items either of product 1 or product 2 with known probabilities. The number of the items of product 1 or product 2 that each customer possesses is a discrete random variable with known distribution. The actual quantity and the actual type of product that each customer possesses are revealed only when the vehicle arrives at the customer’s site. It is assumed that the vehicle has two compartments. We name these compartments, compartment 1 and compartment 2. It is assumed that compartment 1 is suitable for loading product 1 and compartment 2 is suitable for loading product 2. However, it is permitted to load items of product 1 into compartment 2 and items of product 2 into compartment 1. These actions cause costs that are due to extra labor. The vehicle is allowed during its route to return to the depot to unload the items of both products. The travel costs between consecutive customers and the travel costs between the customers and the depot are known. The objective is to find the optimal routing strategy, i.e. the routing strategy that minimizes the total expected cost among all possible strategies for servicing all customers. It is possible to develop a suitable dynamic programming algorithm for the determination of the optimal routing strategy. It is also possible to prove that the optimal routing strategy has a specific threshold-type strategy. Specifically, it is shown that for each customer the optimal actions are characterized by some critical integers. This structural result enables us to design a special-purpose dynamic programming algorithm that operates only over these strategies having this structural property. Extensive numerical results provide strong evidence that the special-purpose dynamic programming algorithm is considerably more efficient than the initial dynamic programming algorithm. Furthermore, if we consider the same problem without the assumption that the customers are ordered, numerical experiments indicate that the optimal routing strategy can be computed if N is smaller or equal to eight.

Keywords: dynamic programming, similar products, stochastic demands, stochastic preferences, vehicle routing problem

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Authors: Shabnam Najafi, Metin Turkay

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Network design problem (NDP) is used to determine the set of optimal values for certain pre-specified decision variables such as capacity expansion of nodes and links by optimizing various system performance measures including safety, congestion, and accessibility. The designed transportation network should improve objective functions defined for the system by considering the route choice behaviors of network users at the same time. The NDP studies mostly investigated the random demand and route selection constraints separately due to computational challenges. In this work, we consider both random demand and route selection constraints simultaneously. This work presents a nonlinear stochastic model for land use and road network design problem to address the development of different functional zones in urban areas by considering both cost function and air pollution. This model minimizes cost function and air pollution simultaneously with random demand and stochastic route selection constraint that aims to optimize network performance via road capacity expansion. The Bureau of Public Roads (BPR) link impedance function is used to determine the travel time function in each link. We consider a city with origin and destination nodes which can be residential or employment or both. There are set of existing paths between origin-destination (O-D) pairs. Case of increasing employed population is analyzed to determine amount of roads and origin zones simultaneously. Minimizing travel and expansion cost of routes and origin zones in one side and minimizing CO emission in the other side is considered in this analysis at the same time. In this work demand between O-D pairs is random and also the network flow pattern is subject to stochastic user equilibrium, specifically logit route choice model. Considering both demand and route choice, random is more applicable to design urban network programs. Epsilon-constraint is one of the methods to solve both linear and nonlinear multi-objective problems. In this work epsilon-constraint method is used to solve the problem. The problem was solved by keeping first objective (cost function) as the objective function of the problem and second objective as a constraint that should be less than an epsilon, where epsilon is an upper bound of the emission function. The value of epsilon should change from the worst to the best value of the emission function to generate the family of solutions representing Pareto set. A numerical example with 2 origin zones and 2 destination zones and 7 links is solved by GAMS and the set of Pareto points is obtained. There are 15 efficient solutions. According to these solutions as cost function value increases, emission function value decreases and vice versa.

Keywords: epsilon-constraint, multi-objective, network design, stochastic

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Authors: Sungho Kim, Dae Shik Kim, Jong Min Lee

Abstract:

Fluid catalytic cracking (FCC) process is one of the most important process in modern refinery indusrty. This paper focuses on the fluid catalytic cracking (FCC) process. As the FCC process is difficult to model well, due to its nonlinearities and various interactions between its process variables, rigorous process modeling of whole FCC plant is demanded for control and plant-wide optimization of the plant. In this study, a process design for the FCC plant includes riser reactor, main fractionator, and gas processing unit was developed. A reactor model was described based on four-lumped kinetic scheme. Main fractionator, gas processing unit and other process units are designed to simulate real plant data, using a process flowsheet simulator, Aspen PLUS. The custom reactor model was integrated with the process flowsheet simulator to develop an integrated process model.

Keywords: fluid catalytic cracking, simulation, plant data, process design

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Authors: Karim Hamidi Machekposhti, Hossein Sedghi, Abdolrasoul Telvari, Hossein Babazadeh

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Floods have huge environmental and economic impact. Therefore, flood prediction is given a lot of attention due to its importance. This study analysed the annual maximum streamflow (discharge) (AMS or AMD) of Karkheh River in Karkheh River Basin for flood predicting using ARIMA model. For this purpose, we use the Box-Jenkins approach, which contains four-stage method model identification, parameter estimation, diagnostic checking and forecasting (predicting). The main tool used in ARIMA modelling was the SAS and SPSS software. Model identification was done by visual inspection on the ACF and PACF. SAS software computed the model parameters using the ML, CLS and ULS methods. The diagnostic checking tests, AIC criterion, RACF graph and RPACF graphs, were used for selected model verification. In this study, the best ARIMA models for Annual Maximum Discharge (AMD) time series was (4,1,1) with their AIC value of 88.87. The RACF and RPACF showed residuals’ independence. To forecast AMD for 10 future years, this model showed the ability of the model to predict floods of the river under study in the Karkheh River Basin. Model accuracy was checked by comparing the predicted and observation series by using coefficient of determination (R²).

Keywords: time series modelling, stochastic processes, ARIMA model, Karkheh river

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Authors: Christelle Tchoupé Makougoum

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In the context of agriculture, differences across localities in term of climate change can create systematic variation among farmers technical efficiency. Failure to account for climate variability could lead to wrong conclusions about farmers’ technical efficiency and also it could bias the ranking of farmers according to their managerial performance. The literature on agricultural productivity has given little attention to this issue whereas it is necessary for establishing to what extent climate affects farmers efficiency. This article contributes to the preview literature by two ways. First, it proposed a new econometric model that accounting for the climate change influences on technical efficiency in the specific area of agriculture. Second it estimates the inefficiency due to climate change and the real managerial performance of Malian farmers. Using the Mali’s data from agricultural census and CRU TS3 climatic database we implemented an adjusted stochastic frontier methodology to account for the impact of environmental factors. The results yield three main findings. First, instability in temperatures and rainfall decreases technical efficiency on average. Second, the climate change modifies the classification of the farmers according to their efficiency scores. Thirdly it is noted that, although climate changes are partly responsible for the deviation from the border, the capacity of farmers to combine inputs into the optimal proportion is more to undermine. The study concluded that improving farmer efficiency should include fostering their resilience to climate change.

Keywords: agriculture, climate change, stochastic production function, technical efficiency

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Authors: Orhun Aydin, Mark V. Janikas, Rodrigo Alves, Renato Assuncao

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In this paper, a tree-based perturbation methodology for regionalization inference is presented. Regionalization is a constrained optimization problem that aims to create groups with similar attributes while satisfying spatial contiguity constraints. Similar to any constrained optimization problem, the spatial constraint may hinder convergence to some global minima, resulting in spatially contiguous members of a group with dissimilar attributes. This paper presents a general methodology for rigorously perturbing spatial constraints through the use of random spanning trees. The general framework presented can be used to quantify the effect of the spatial constraints in the overall regionalization result. We compare several types of stochastic spanning trees used in inference problems such as fuzzy regionalization and determining the number of regions. Performance of stochastic spanning trees is juxtaposed against the traditional permutation-based hypothesis testing frequently used in spatial statistics. Inference results for fuzzy regionalization and determining the number of regions is presented on the Local Area Personal Incomes for Texas Counties provided by the Bureau of Economic Analysis.

Keywords: regionalization, constrained clustering, probabilistic inference, fuzzy clustering

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Authors: Ahmed Al-Sultan

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

Keywords: airport terminal, integer programming, scheduling, simulation

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Authors: Issam Aouari, Abdelmalek Abdelhamid

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For seismologists, the characterization of seismic demand should include the amplitude and duration of strong shaking in the system. The duration of ground shaking is one of the key parameters in earthquake resistant design of structures. This paper proposes a nonlinear statistical model to estimate earthquake ground motion duration in soft soils using multiple seismicity indicators. Three definitions of ground motion duration proposed by literature have been applied. With a comparative study, we select the most significant definition to use for predict the duration. A stochastic model is presented for the McCann and Shah Method using nonlinear regression analysis based on a data set for moment magnitude, source to site distance and site conditions. The data set applied is taken from PEER strong motion databank and contains shallow earthquakes from different regions in the world; America, Turkey, London, China, Italy, Chili, Mexico...etc. Main emphasis is placed on soft site condition. The predictive relationship has been developed based on 600 records and three input indicators. Results have been compared with others published models. It has been found that the proposed model can predict earthquake ground motion duration in soft soils for different regions and sites conditions.

Keywords: duration, earthquake, prediction, regression, soft soil

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Authors: Sungho Kim, Dae Shik Kim, Jong Min Lee

Abstract:

Fluid catalytic cracking (FCC) process is one of the most important process in modern refinery industry. This paper focuses on the fluid catalytic cracking (FCC) process. As the FCC process is difficult to model well, due to its non linearities and various interactions between its process variables, rigorous process modeling of whole FCC plant is demanded for control and plant-wide optimization of the plant. In this study, a process design for the FCC plant includes riser reactor, main fractionator, and gas processing unit was developed. A reactor model was described based on four-lumped kinetic scheme. Main fractionator, gas processing unit and other process units are designed to simulate real plant data, using a process flow sheet simulator, Aspen PLUS. The custom reactor model was integrated with the process flow sheet simulator to develop an integrated process model.

Keywords: fluid catalytic cracking, simulation, plant data, process design

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Authors: Sai Hung Cheung, Zhe Shao

Abstract:

Recent earthquake-induced tsunamis in Padang, 2004 and Tohoku, 2011 brought huge losses of lives and properties. Maintaining vertical evacuation systems is the most crucial strategy to effectively reduce casualty during the tsunami event. Thus, it is of our great interest to quantify the risk to structural dynamic systems due to earthquake-induced tsunamis. Despite continuous advancement in computational simulation of the tsunami and wave-structure interaction modeling, it still remains computationally challenging to evaluate the reliability (or its complement failure probability) of a structural dynamic system when uncertainties related to the system and its modeling are taken into account. The failure of the structure in a tsunami-wave-structural system is defined as any response quantities of the system exceeding specified thresholds during the time when the structure is subjected to dynamic wave impact due to earthquake-induced tsunamis. In this paper, an approach based on a novel integration of the Subset Simulation algorithm and a recently proposed moving least squares response surface approach for stochastic sampling is proposed. The effectiveness of the proposed approach is discussed by comparing its results with those obtained from the Subset Simulation algorithm without using the response surface approach.

Keywords: response surface model, subset simulation, structural reliability, Tsunami risk

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Authors: Sujoy Das, M. M. Ghosh

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The thermal conductivity of a fluid can be significantly enhanced by dispersing nano-sized particles in it, and the resultant fluid is termed as "nanofluid". A theoretical model for estimating the thermal conductivity of a nanofluid has been proposed here. It is based on the mechanism that evenly dispersed nanoparticles within a nanofluid undergo Brownian motion in course of which the nanoparticles repeatedly collide with the heat source. During each collision a rapid heat transfer occurs owing to the solid-solid contact. Molecular dynamics (MD) simulation of the collision of nanoparticles with the heat source has shown that there is a pulse-like pick up of heat by the nanoparticles within 20-100 ps, the extent of which depends not only on thermal conductivity of the nanoparticles, but also on the elastic and other physical properties of the nanoparticle. After the collision the nanoparticles undergo Brownian motion in the base fluid and release the excess heat to the surrounding base fluid within 2-10 ms. The Brownian motion and associated temperature variation of the nanoparticles have been modeled by stochastic analysis. Repeated occurrence of these events by the suspended nanoparticles significantly contributes to the characteristic thermal conductivity of the nanofluids, which has been estimated by the present model for a ethylene glycol based nanofluid containing Cu-nanoparticles of size ranging from 8 to 20 nm, with Gaussian size distribution. The prediction of the present model has shown a reasonable agreement with the experimental data available in literature.

Keywords: brownian dynamics, molecular dynamics, nanofluid, thermal conductivity

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Authors: Marzieh Ahmadi, Ruhullah Alikhan Gorgani

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The usual methods of measuring regional inequalities can not reflect the internal changes of the country in terms of their displacement in different development groups, and the indicators of inequalities are not effective in demonstrating the dynamics of the distribution of inequality. For this purpose, this paper examines the dynamics of the urban inertial transport in the country during the period of 2006-2016 using the CIRD multidimensional index and stochastic kernel density method. it firstly selects 25 indicators in five dimensions including macroeconomic conditions, science and innovation, environmental sustainability, human capital and public facilities, and two-stage Principal Component Analysis methodology are developed to create a composite index of inequality. Then, in the second stage, using a nonparametric analytical approach to internal distribution dynamics and a stochastic kernel density method, the convergence hypothesis of the CIRD index of the Iranian provinces center is tested, and then, based on the ergodic density, long-run equilibrium is shown. Also, at this stage, for the purpose of adopting accurate regional policies, the distribution dynamics and process of convergence or divergence of the Iranian provinces for each of the five. According to the results of the first Stage, in 2006 & 2016, the highest level of development is related to Tehran and zahedan is at the lowest level of development. The results show that the central cities of the country are at the highest level of development due to the effects of Tehran's knowledge spillover and the country's lower cities are at the lowest level of development. The main reason for this may be the lack of access to markets in the border provinces. Based on the results of the second stage, which examines the dynamics of regional inequality transmission in the country during 2006-2016, the first year (2006) is not multifaceted and according to the kernel density graph, the CIRD index of about 70% of the cities. The value is between -1.1 and -0.1. The rest of the sequence on the right is distributed at a level higher than -0.1. In the kernel distribution, a convergence process is observed and the graph points to a single peak. Tends to be a small peak at about 3 but the main peak at about-0.6. According to the chart in the final year (2016), the multidimensional pattern remains and there is no mobility in the lower level groups, but at the higher level, the CIRD index accounts for about 45% of the provinces at about -0.4 Take it. That this year clearly faces the twin density pattern, which indicates that the cities tend to be closely related to each other in terms of development, so that the cities are low in terms of development. Also, according to the distribution dynamics results, the provinces of Iran follow the single-density density pattern in 2006 and the double-peak density pattern in 2016 at low and moderate inequality index levels and also in the development index. The country diverges during the years 2006 to 2016.

Keywords: Urban Disparity, CIRD Index, Convergence, Distribution Dynamics, Random Kernel Density

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Authors: Di Han, Lingfeng Li

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Selection of low-temperature separation dehydration and dehydrochlorination process applicable to skid design, using Hysys software to simulate the low-temperature separation dehydration and dehydrochlorination process under different refrigeration modes, focusing on comparing the refrigeration effect of different refrigeration modes, the condensation amount of hydrocarbon liquids and alcoholic wastewater, as well as the adaptability of the process, and determining the low-temperature separation process applicable to the natural gas dehydration and dehydrochlorination skid into the design of skid; and finally, to carry out the CNG recycling process calculations of the processed qualified natural gas and to determine the dehydration scheme and the key parameters of the compression process.

Keywords: skidding, dehydration and dehydrochlorination, cryogenic separation process, CNG recovery process calculations

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Authors: Amin Karimi, Lele Zhang, Mark Fackrell

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Rural-to-urban population migrations are a global phenomenon, with projections indicating that by 2050, 68% of the world's population will inhabit densely populated urban centers. Concurrently, the popularity of e-commerce shopping has surged, evidenced by a 51% increase in total e-commerce sales from 2017 to 2021. Consequently, distribution and logistics systems, integral to effective supply chain management, confront escalating hurdles in efficiently delivering and distributing products within bustling urban environments. Additionally, events like environmental challenges and the COVID-19 pandemic have indicated that decision-makers are facing numerous sources of uncertainty. Therefore, to design an efficient and reliable logistics system, uncertainty must be considered. In this study, it examine fleet sizing and routing while considering uncertainty in demand rate. Fleet sizing is typically a strategic-level decision, while routing is an operational-level one. In this study, a carrier must make two types of decisions: strategic-level decisions regarding the number and types of drones to be purchased, and operational-level decisions regarding planning routes based on available fleet and realized demand. If the available fleets are insufficient to serve some customers, the carrier must outsource that delivery at a relatively high cost, calculated per order. With this hierarchy of decisions, it can model the problem using two-stage stochastic programming. The first-stage decisions involve planning the number and type of drones to be purchased, while the second-stage decisions involve planning routes. To solve this model, it employ logic-based benders decomposition, which decomposes the problem into a master problem and a set of sub-problems. The master problem becomes a mixed integer programming model to find the best fleet sizing decisions, and the sub-problems become capacitated vehicle routing problems considering battery status. Additionally, it assume a heterogeneous fleet based on load and battery capacity, and it consider that battery health deteriorates over time as it plan for multiple periods.

Keywords: drone-delivery, stochastic demand, VRP, fleet sizing

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Authors: K. Shoylekova, K. Grigorova

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The Petri nets are the first standard for business process modeling. Most probably, it is one of the core reasons why all new standards created afterwards have to be so reformed as to reach the stage of mapping the new standard onto Petri nets. The paper presents a Business process repository based on a universal database. The repository provides the possibility the data about a given process to be stored in three different ways. Business process repository is developed with regard to the reformation of a given model to a Petri net in order to be easily simulated two different techniques for business process simulation based on Petri nets - Yasper and Woflan are discussed. Their advantages and drawbacks are outlined. The way of simulating business process models, stored in the Business process repository is shown.

Keywords: business process repository, petri nets, simulation, Woflan, Yasper

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Authors: S. Bangphan, P. Bangphan, T.Boonkang

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Quality control helps industries in improvements of its product quality and productivity. Statistical Process Control (SPC) is one of the tools to control the quality of products that turning practice in bringing a department of industrial engineering process under control. In this research, the process control of a turning manufactured at workshops machines. The varying measurements have been recorded for a number of samples of a rice polished cylinder obtained from a number of trials with the turning practice. SPC technique has been adopted by the process is finally brought under control and process capability is improved.

Keywords: rice polished cylinder, statistical process control, control charts, process capability

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Authors: Pirom Thangchitpianpol, Suttipong Jumroonrut

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This research investigates the distribution of food demand for animal food and the optimum amount of that food production at minimum cost. The data consist of customer purchase orders for the food of laying hens, price of food for laying hens, cost per unit for the food inventory, cost related to food of laying hens in which the food is out of stock, such as fine, overtime, urgent purchase for material. They were collected from January, 1990 to December, 2013 from a factory in Nakhonratchasima province. The collected data are analyzed in order to explore the distribution of the monthly food demand for the laying hens and to see the rate of inventory per unit. The results are used in a stochastic linear programming model for aggregate planning in which the optimum production or minimum cost could be obtained. Programming algorithms in MATLAB and tools in Linprog software are used to get the solution. The distribution of the food demand for laying hens and the random numbers are used in the model. The study shows that the distribution of monthly food demand for laying has a normal distribution, the monthly average amount (unit: 30 kg) of production from January to December. The minimum total cost average for 12 months is Baht 62,329,181.77. Therefore, the production planning can reduce the cost by 14.64% from real cost.

Keywords: animal food, stochastic linear programming, aggregate planning, production planning, demand uncertainty

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Authors: Ibrahim Suliman Hanaish

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Disaggregation daily rainfall using stochastic models formulated based on multivariate approach (MuDRain) is discussed in this paper. Seven rain gauge stations are considered in this study for different distances from the referred station starting from 4 km to 160 km in Peninsular Malaysia. The hourly rainfall data used are covered the period from 1973 to 2008 and July and November months are considered as an example of dry and wet periods. The cross-correlation among the rain gauges is considered for the available hourly rainfall information at the neighboring stations or not. This paper discussed the applicability of the MuDRain model for disaggregation daily rainfall to hourly rainfall for both sources of cross-correlation. The goodness of fit of the model was based on the reproduction of fitting statistics like the means, variances, coefficients of skewness, lag zero cross-correlation of coefficients and the lag one auto correlation of coefficients. It is found the correlation coefficients based on extracted correlations that was based on daily are slightly higher than correlations based on available hourly rainfall especially for neighboring stations not more than 28 km. The results showed also the MuDRain model did not reproduce statistics very well. In addition, a bad reproduction of the actual hyetographs comparing to the synthetic hourly rainfall data. Mean while, it is showed a good fit between the distribution function of the historical and synthetic hourly rainfall. These discrepancies are unavoidable because of the lowest cross correlation of hourly rainfall. The overall performance indicated that the MuDRain model would not be appropriate choice for disaggregation daily rainfall.

Keywords: rainfall disaggregation, multivariate disaggregation rainfall model, correlation, stochastic model

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Authors: Ljubica Milanović Glavan

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Because of the increasing business pressures, companies must be adaptable and flexible in order to withstand them. Inadequate business processes and low level of business process orientation, that in its core accentuates business processes as opposed to business functions and focuses on process performance and customer satisfaction, hider the ability to adapt to changing environment. It has been shown in previous studies that the companies which have reached higher business process maturity level consistently outperform those that have not reached them. The aim of this paper is to provide a basic understanding of business process orientation concept and business process maturity model. Besides that the paper presents the state of business process orientation in Croatia that has been captured with a study conducted in 2013. Based on the results some practical implications and guidelines for managers are given.

Keywords: business process orientation, business process maturity, Croatia, maturity score

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Authors: Mohammad Ehson Rangiha, Bill Karakostas

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Social Business Process Management (SBPM) promises to overcome limitations of traditional BPM by allowing flexible process design and enactment through the involvement of users from a social community. This paper proposes a meta-model and architecture for socially driven business process management systems. It discusses the main facets of the architecture such as goal-based role assignment that combines social recommendations with user profile, and process recommendation, through a real example of a charity organization.

Keywords: business process management, goal-based modelling, process recommendation social collaboration, social BPM

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Authors: Septimia Sarbu

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The entropy rate of a stochastic process is a fundamental concept in information theory. It provides a limit to the amount of information that can be transmitted reliably over a communication channel, as stated by Shannon's coding theorems. Recently, researchers have focused on developing new measures of information that generalize Shannon's classical theory. The aim is to design more efficient information encoding and transmission schemes. This paper continues the study of generalized entropy rates, by deriving a closed-form solution to the Sharma-Mittal entropy rate for Gaussian processes. Using the squeeze theorem, we solve the limit in the definition of the entropy rate, for different values of alpha and beta, which are the parameters of the Sharma-Mittal entropy. In the end, we compare it with Shannon and Rényi's entropy rates for Gaussian processes.

Keywords: generalized entropies, Sharma-Mittal entropy rate, Gaussian processes, eigenvalues of the covariance matrix, squeeze theorem

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Authors: Alica Höpken, Hergen Pargmann

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The resource-efficient planning of the complex production planning processes in the meat industry and the reduction of food waste is a permanent challenge. The complexity of the production planning process occurs in every part of the supply chain, from agriculture to the end consumer. It arises from long and uncertain planning phases. Uncertainties such as stochastic yields, fluctuations in demand, and resource variability are part of this process. In the meat industry, waste mainly relates to incorrect storage, technical causes in production, or overproduction. The high amount of food waste along the complex supply chain in the meat industry could not be reduced by simple solutions until now. Therefore, resource-efficient production planning by conventional methods is currently only partially feasible. The realization of intelligent, automated production planning is basically possible through the application of machine learning algorithms, such as those of reinforcement learning. By applying the adapted design thinking method, machine learning methods (especially reinforcement learning algorithms) are used for the complex production planning process in the meat industry. This method represents a concretization to the application area. A resource-efficient production planning process is made available by adapting the design thinking method. In addition, the complex processes can be planned efficiently by using this method, since this standardized approach offers new possibilities in order to challenge the complexity and the high time consumption. It represents a tool to support the efficient production planning in the meat industry. This paper shows an elegant adaption of the design thinking method to apply the reinforcement learning method for a resource-efficient production planning process in the meat industry. Following, the steps that are necessary to introduce machine learning algorithms into the production planning of the food industry are determined. This is achieved based on a case study which is part of the research project ”REIF - Resource Efficient, Economic and Intelligent Food Chain” supported by the German Federal Ministry for Economic Affairs and Climate Action of Germany and the German Aerospace Center. Through this structured approach, significantly better planning results are achieved, which would be too complex or very time consuming using conventional methods.

Keywords: change management, design thinking method, machine learning, meat industry, reinforcement learning, resource-efficient production planning

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Authors: Saeed Poormoaied

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Perishability and developing an intelligent control policy for perishable items are the major concerns of marketing managers in a supply chain. In this study, we address a two-echelon supply chain problem for perishable items with a single vendor and a single buyer. The buyer adopts an aged-based continuous review policy which works by taking both the stock level and the aging process of items into account. The vendor works under the warehouse framework, where its lot size is determined with respect to the batch size of the buyer. The model holds for a positive and fixed lead time for the buyer, and zero lead time for the vendor. The demand follows a Poisson process and any unmet demand is lost. We provide exact analytic expressions for the operational characteristics of the system by using the renewal reward theorem. Items have a fixed lifetime after which they become unusable and are disposed of from the buyer's system. The age of items starts when they are unpacked and ready for the consumption at the buyer. When items are held by the vendor, there is no aging process which results in no perishing at the vendor's site. The model is developed under the centralized framework, which takes the expected profit of both vendor and buyer into consideration. The goal is to determine the optimal policy parameters under the service level constraint at the retailer's site. A sensitivity analysis is performed to investigate the effect of the key input parameters on the expected profit and order quantity in the supply chain. The efficiency of the proposed age-based policy is also evaluated through a numerical study. Our results show that when the unit perishing cost is negligible, a significant cost saving is achieved.

Keywords: two-echelon supply chain, perishable items, age-based policy, renewal reward theorem

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Authors: A. Rahaf, S. Liyakathunsia

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In today’s world, unprecedented operational pressure is faced by banks that test the efficiency, effectiveness, and agility of their business processes. In a typical banking process, a person’s authorization is usually based on his signature on most all of the transactions. Signature verification is considered as one of the highly significant information needed for any bank document processing. Banks usually use Signature Verification to authenticate the identity of individuals. In this paper, a business process model has been proposed in order to increase the quality of the verification process and to reduce time and needed resources. In order to understand the current process, a survey has been conducted and distributed among bank employees. After analyzing the survey, a process model has been created using Bizagi modeler which helps in simulating the process after assigning time and cost of it. The outcomes show that the automation of signature verification process is highly recommended for a banking business process.

Keywords: business process management, process modeling, quality, Signature Verification

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Authors: Masoud Rabbani, Majede Smizadeh, Hamed Farrokhi-Asl

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We study jointly determining prices and production in a multiple period horizon under a general non-stationary stochastic demand with continuous prices. In some periods we need to increase capacity of production to satisfy demand. This paper presents a model to aid multi-period production capacity planning by quantifying the trade-off between product quality and production cost. The product quality is estimated as the statistical variation from the target performances obtained from the output tolerances of the production machines that manufacture the components. We consider different tolerance for different machines that use to increase capacity. The production cost is estimated as the total cost of owning and operating a production facility during the planning horizon.so capacity planning has cost that impact on price. Pricing products often turns out to be difficult to measure them because customers have a reservation price to pay that impact on price and demand. We decide to determine prices and production for periods after enhance capacity and consider reservation price to determine price. First we use an algorithm base on fuzzy set of the optimal objective function values to determine capacity planning by determine maximize interval from upper bound in minimum objectives and define weight for objectives. Then we try to determine inventory and pricing policies. We can use a lemma to solve a problem in MATLAB and find exact answer.

Keywords: price policy, inventory policy, capacity planning, product quality, epsilon -constraint

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Authors: Soumya Bhattacharjya, Avinandan Sahoo, Gaurav Datta

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Wind fragility analysis of chimney is often carried out disregarding temperature effect. However, the combined effect of wind and temperature is the most critical limit state for chimney design. Hence, in the present paper, an efficient fragility analysis for concrete chimney is explored under combined wind and temperature effect. Wind time histories are generated by Davenports Power Spectral Density Function and using Weighed Amplitude Wave Superposition Technique. Fragility analysis is often carried out in full Monte Carlo Simulation framework, which requires extensive computational time. Thus, in the present paper, an efficient adaptive metamodelling technique is adopted to judiciously approximate limit state function, which will be subsequently used in the simulation framework. This will save substantial computational time and make the approach computationally efficient. Uncertainty in wind speed, wind load related parameters, and resistance-related parameters is considered. The results by the full simulation approach, conventional metamodelling approach and proposed adaptive metamodelling approach will be compared. Effect of disregarding temperature in wind fragility analysis will be highlighted.

Keywords: adaptive metamodelling technique, concrete chimney, fragility analysis, stochastic extreme wind load, temperature effect

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Authors: Sun Zhe, Ruggero Micheletto

Abstract:

As discussed extensively in many studies, noise in neural networks have an important role in the functioning and time evolution of the system. The mechanism by which noise induce stochastic resonance enhancing and influencing certain operations is not clarified nor is the mechanism of information storage and coding. With the present research we want to study the role of noise, especially focusing on the frequency peaks in a three variable Hindmarsh−Rose Small−World network. We investigated the behaviour of the network to external noises. We demonstrate that a variation of signal to noise ratio of about 10 dB induces an increase in membrane potential signal of about 15%, averaged over the whole network. We also considered the integral of the whole membrane potential as a paradigm of internal noise, the one generated by the brain network. We showed that this internal noise is attenuated with the size of the network or with the number of random connections. By means of Fourier analysis we found that it has distinct peaks of frequencies, moreover, we showed that increasing the size of the network introducing more neurons, reduced the maximum frequencies generated by the network, whereas the increase in the number of random connections (determined by the small-world probability p) led to a trend toward higher frequencies. This study may give clues on how networks utilize noise to alter the collective behaviour of the system in their operations.

Keywords: neural networks, stochastic processes, small-world networks, discrete Fourier analysis

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Authors: D. Kabeya Nahum, L. Y. Kabeya Mukeba

Abstract:

In this work, the design of surface defects some support of the anchor rod ball joint. The future adhesion contact was rocking in manufacture machining, for giving by the numerical analysis of a short simple solution of thermo-mechanical coupled problem in process engineering. The analysis of geometrical evaluation and the quasi-static and dynamic states are discussed in kinematic dimensional tolerances onto surfaces of part. Geometric modeling using the finite element method (FEM) in rough part of such phase provides an opportunity to solve the nonlinearity behavior observed by empirical data to improve the discrete functional surfaces. The open question here is to obtain spherical geometry of drain wear with the operation of rolling. The formulation with (1 ± 0.01) mm thickness near the drain wear semi-finishing tool for studying different angles, do not help the professional factor in design cutting metal related vibration, friction and interface solid-solid of part and tool during this physical complex process, with multi-parameters no-defined in Sobolev Spaces. The stochastic approach of cracking, wear and fretting due to the cutting forces face boundary layers small dimensions thickness of the workpiece and the tool in the machining position is predicted neighbor to ‘Yakam Matrix’.

Keywords: FEM, geometry, part, simulation, spherical surface engineering, tool, workpiece

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Authors: Ardalan Sabamehr, Ashutosh Bagchi

Abstract:

Recently, Structural Health Monitoring (SHM) based on the vibration of structures has attracted the attention of researchers in different fields such as: civil, aeronautical and mechanical engineering. Operational Modal Analysis (OMA) have been developed to identify modal properties of infrastructure such as bridge, building and so on. Frequency Domain Decomposition (FDD), Stochastic Subspace Identification (SSI) and Continuous Wavelet Transform (CWT) are the three most common methods in output only modal identification. FDD, SSI, and CWT operate based on the frequency domain, time domain, and time-frequency plane respectively. So, FDD and SSI are not able to display time and frequency at the same time. By the way, FDD and SSI have some difficulties in a noisy environment and finding the closed modes. CWT technique which is currently developed works on time-frequency plane and a reasonable performance in such condition. The other advantage of wavelet transform rather than other current techniques is that it can be applied for the non-stationary signal as well. The aim of this paper is to compare three most common modal identification techniques to find modal properties (such as natural frequency, mode shape, and damping ratio) of three story steel frame which was built in Concordia University Lab by use of ambient vibration. The frame has made of Galvanized steel with 60 cm length, 27 cm width and 133 cm height with no brace along the long span and short space. Three uniaxial wired accelerations (MicroStarin with 100mv/g accuracy) have been attached to the middle of each floor and gateway receives the data and send to the PC by use of Node Commander Software. The real-time monitoring has been performed for 20 seconds with 512 Hz sampling rate. The test is repeated for 5 times in each direction by hand shaking and impact hammer. CWT is able to detect instantaneous frequency by used of ridge detection method. In this paper, partial derivative ridge detection technique has been applied to the local maxima of time-frequency plane to detect the instantaneous frequency. The extracted result from all three methods have been compared, and it demonstrated that CWT has the better performance in term of its accuracy in noisy environment. The modal parameters such as natural frequency, damping ratio and mode shapes are identified from all three methods.

Keywords: ambient vibration, frequency domain decomposition, stochastic subspace identification, continuous wavelet transform

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Authors: Alexander E. Hramov, Vadim V. Grubov, Alexey A. Koronovskii, Maria K. Kurovskaуa, Anastasija E. Runnova

Abstract:

The perception of visual signals in the brain was among the first issues discussed in terms of multistability which has been introduced to provide mechanisms for information processing in biological neural systems. In this work the influence of the cognitive noise on the visual perception of multistable pictures has been investigated. The study includes an experiment with the bistable Necker cube illusion and the theoretical background explaining the obtained experimental results. In our experiments Necker cubes with different wireframe contrast were demonstrated repeatedly to different people and the probability of the choice of one of the cubes projection was calculated for each picture. The Necker cube was placed at the middle of a computer screen as black lines on a white background. The contrast of the three middle lines centered in the left middle corner was used as one of the control parameter. Between two successive demonstrations of Necker cubes another picture was shown to distract attention and to make a perception of next Necker cube more independent from the previous one. Eleven subjects, male and female, of the ages 20 through 45 were studied. The choice of the Necker cube projection was detected with the Electroencephalograph-recorder Encephalan-EEGR-19/26, Medicom MTD. To treat the experimental results we carried out theoretical consideration using the simplest double-well potential model with the presence of noise that led to the Fokker-Planck equation for the probability density of the stochastic process. At the first time an analytical solution for the probability of the selection of one of the Necker cube projection for different values of wireframe contrast have been obtained. Furthermore, having used the results of the experimental measurements with the help of the method of least squares we have calculated the value of the parameter corresponding to the cognitive noise of the person being studied. The range of cognitive noise parameter values for studied subjects turned to be [0.08; 0.55]. It should be noted, that experimental results have a good reproducibility, the same person being studied repeatedly another day produces very similar data with very close levels of cognitive noise. We found an excellent agreement between analytically deduced probability and the results obtained in the experiment. A good qualitative agreement between theoretical and experimental results indicates that even such a simple model allows simulating brain cognitive dynamics and estimating important cognitive characteristic of the brain, such as brain noise.

Keywords: bistability, brain, noise, perception, stochastic processes

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