Search results for: deterministic

Authors: Abd El-Aziz Khairy Abd El-Aal, Yuji Yagi, Heba Kamal

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In this study, an integrated multi-channel analysis of Surface Waves (MASW) technique is applied to explore the geotechnical parameters of subsurface layers at the Zafarana wind farm. Moreover, a seismic hazard procedure based on the extended deterministic technique is used to estimate the seismic hazard load for the investigated area. The study area includes many active fault systems along the Gulf of Suez that cause many moderate and large earthquakes. Overall, the seismic activity of the area has recently become better understood following the use of new waveform inversion methods and software to develop accurate focal mechanism solutions for recent recorded earthquakes around the studied area. These earthquakes resulted in major stress-drops in the Eastern desert and the Gulf of Suez area. These findings have helped to reshape the understanding of the seismotectonic environment of the Gulf of Suez area, which is a perplexing tectonic domain. Based on the collected new information and data, this study uses an extended deterministic approach to re-examine the seismic hazard for the Gulf of Suez region, particularly the wind turbine towers at Zafarana Wind Farm and its vicinity. Alternate seismic source and magnitude-frequency relationships were combined with various indigenous attenuation relationships, adapted within a logic tree formulation, to quantify and project the regional exposure on a set of hazard maps. We select two desired exceedance probabilities (10 and 20%) that any of the applied scenarios may exceed the largest median ground acceleration. The ground motion was calculated at 50th, 84th percentile levels.

Keywords: MASW, seismic hazard, wind turbine towers, Zafarana wind farm

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Authors: Meziane Belkacem

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We aim at converting the original 3D Lorenz-Haken equations, which describe laser dynamics –in terms of self-pulsing and chaos- into 2-second-order differential equations, out of which we extract the so far missing mathematics and corroborations with respect to nonlinear interactions. Leaning on basic trigonometry, we pull out important outcomes; a fundamental result attributes chaos to forbidden periodic solutions inside some precisely delimited region of the control parameter space that governs the bewildering dynamics.

Keywords: Physics, optics, nonlinear dynamics, chaos

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Authors: Migena Mana, Ahmed Khalid Syed, Abdul Malik, Nikhil Cherian

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In recent years, advancements in deep learning enabled researchers to tackle the problem of self-driving cars. Car companies use huge datasets to train their deep learning models to make autonomous cars a reality. However, this approach has certain drawbacks in that the state space of possible actions for a car is so huge that there cannot be a dataset for every possible road scenario. To overcome this problem, the concept of reinforcement learning (RL) is being investigated in this research. Since the problem of autonomous driving can be modeled in a simulation, it lends itself naturally to the domain of reinforcement learning. The advantage of this approach is that we can model different and complex road scenarios in a simulation without having to deploy in the real world. The autonomous agent can learn to drive by finding the optimal policy. This learned model can then be easily deployed in a real-world setting. In this project, we focus on three RL algorithms: Q-learning, Deep Deterministic Policy Gradient (DDPG), and Proximal Policy Optimization (PPO). To model the environment, we have used TORCS (The Open Racing Car Simulator), which provides us with a strong foundation to test our model. The inputs to the algorithms are the sensor data provided by the simulator such as velocity, distance from side pavement, etc. The outcome of this research project is a comparative analysis of these algorithms. Based on the comparison, the PPO algorithm gives the best results. When using PPO algorithm, the reward is greater, and the acceleration, steering angle and braking are more stable compared to the other algorithms, which means that the agent learns to drive in a better and more efficient way in this case. Additionally, we have come up with a dataset taken from the training of the agent with DDPG and PPO algorithms. It contains all the steps of the agent during one full training in the form: (all input values, acceleration, steering angle, break, loss, reward). This study can serve as a base for further complex road scenarios. Furthermore, it can be enlarged in the field of computer vision, using the images to find the best policy.

Keywords: autonomous driving, DDPG (deep deterministic policy gradient), PPO (proximal policy optimization), reinforcement learning

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Authors: A. Mohammadi, M. Moghimi, S. Mohammadi

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Engineers need computational methods which could provide solutions less sensitive to the environmental effects, so the techniques should be used which take the uncertainty to account to control and minimize the risk associated with design and operation. In order to consider uncertainty in engineering problem, the optimization problem should be solved for a suitable range of the each uncertain input variable instead of just one estimated point. Using deterministic optimization problem, a large computational burden is required to consider every possible and probable combination of uncertain input variables. Several methods have been reported in the literature to deal with problems under uncertainty. In this paper, different methods presented and analyzed.

Keywords: uncertainty, Monte Carlo simulated, stochastic programming, scenario method

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Authors: Rachid Ziteuni, Selt Omar

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In this paper, we propose a new polynomial metaheuristic elaboration (tabu search) for solving scheduling problems. This method allows us to solve the scheduling problem of n tasks on m identical parallel machines with unavailability periods. This problem is NP-complete in the strong sens and finding an optimal solution appears unlikely. Note that all data in this problem are integer and deterministic. The performance criterion to optimize in this problem which we denote Pm/N-c/summs of (wjCj) is the weighted sum of the end dates of tasks.

Keywords: scheduling, parallel identical machines, unavailability periods, metaheuristic, tabu search

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Authors: Juan C. Sanchez, Jose L. Endrino, Alejandro Toro, Hugo A. Estupinan, Glenn Leighton

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For years, the reduction of friction and wear has been a matter of interest in the engineering field. Several solutions have been proposed to address this issue, including the use of lubricants and coatings to reduce the frictional forces and to increase the surface wear resistance. Alternatively, texturing processes have been used in a wide variety of materials, in many cases inspired in natural surfaces. Nature has shown how species adapt to the environment and the engineers try to understand natural surfaces for particular applications by analyzing outstanding species such as gecko for high adhesion, lotus leaves for hydrophobicity, sharks for reduced flow resistance and snakes for optimized frictional response. Texturized surfaces have shown a superior performance in terms of the frictional response in many situations, and the control of its behavior greatly depends on the manufacturing process. The focus of this work is to evaluate the tribological behavior of AISI 52100 steel samples texturized by Photochemical Machining (PCM). The surface texture was inspired by several features of the snakeskin such as aspect ratio of fibrils and mean fibril spacing. Two coatings were applied on the texturized surface, namely Diamond-like Carbon (DLC) and Molybdenum Disulphide (MoS₂), and their tribological behavior after pin-on-disk tests were compared with that of the non-texturized and uncovered surfaces. The samples were characterised through Stereoscopic Microscope (SM), Scanning Electron Microscope (SEM), Optical Microscope (OM), Profilometer, Raman Spectrometer (RS) and X-Ray Diffractometer (XRD). The Coefficient of Friction (COF) measured in pin-on-disk tests showed correlations with the sliding direction (relative to the texture features) and the aspect ratio of the texture features. Regarding the coated surfaces, the DLC and MoS₂ coating had a good performance in terms of wear rate and coefficient of friction compared with the uncoated and non-texturized surfaces. On the other hand, for the uncoated surfaces, the texture showed an influence in the tribological performance with respect to the non-texturized surface.

Keywords: coating, coefficient of friction, deterministic surface, photochemical machining

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Authors: Arcady Ponosov., Ramazan Kadiev

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The work studies the global moment stability of solutions of systems of nonlinear differential Itô equations with delays. A modified regularization method (W-method) for the analysis of various types of stability of such systems, based on the choice of the auxiliaryequations and applications of the theory of positive invertible matrices, is proposed and justified. Development of this method for deterministic functional differential equations is due to N.V. Azbelev and his students. Sufficient conditions for the moment stability of solutions in terms of the coefficients for sufficiently general as well as specific classes of Itô equations are given.

Keywords: asymptotic stability, delay equations, operator methods, stochastic noise

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Authors: Asif Arshid, Ying Huang, Denver Tolliver

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Finite Element (FE) method coupled with ever-increasing computational powers has substantially advanced the reliability of deterministic three dimensional structural analyses of a structure with uniform material properties. However, railways trackbed is made up of diverse group of materials including steel, wood, rock and soil, while each material has its own varying levels of heterogeneity and imperfections. It is observed that the application of probabilistic methods for trackbed structural analysis while incorporating the material and geometric variabilities is deeply underworked. The authors developed and validated a 3-dimensional FE based numerical trackbed model and in this study, they investigated the influence of variability in Young modulus and thicknesses of granular layers (Ballast and Subgrade) on the reliability index (-index) of the subgrade layer. The influence of these factors is accounted for by changing their Coefficients of Variance (COV) while keeping their means constant. These variations are formulated using Gaussian Normal distribution. Two failure mechanisms in subgrade namely Progressive Shear Failure and Excessive Plastic Deformation are examined. Preliminary results of risk-based probabilistic analysis for Progressive Shear Failure revealed that the variations in Ballast depth are the most influential factor for vertical stress at the top of subgrade surface. Whereas, in case of Excessive Plastic Deformations in subgrade layer, the variations in its own depth and Young modulus proved to be most important while ballast properties remained almost indifferent. For both these failure moods, it is also observed that the reliability index for subgrade failure increases with the increase in COV of ballast depth and subgrade Young modulus. The findings of this work is of particular significance in studying the combined effect of construction imperfections and variations in ground conditions on the structural performance of railroad trackbed and evaluating the associated risk involved. In addition, it also provides an additional tool to supplement the deterministic analysis procedures and decision making for railroad maintenance.

Keywords: finite element analysis, numerical modeling, probabilistic methods, risk and reliability analysis, subgrade

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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: Aya Al Masri, Stefaan Carpentier, Fabrice Leroy, Thibault Julien, Safoin Aktaou, Malorie Martin, Fouad Maaloul

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Introduction: During an 'Interventional Radiology (IR)' procedure, the patient's skin-dose may become very high for a burn, necrosis and ulceration to appear. In order to prevent these deterministic effects, an accurate calculation of the patient skin-dose mapping is essential. For most machines, the 'Dose Area Product (DAP)' and fluoroscopy time are the only information available for the operator. These two parameters are a very poor indicator of the peak skin dose. We developed a mathematical model that reconstructs the magnitude (delivered dose), shape, and localization of each irradiation field on the patient skin. In case of critical dose exceeding, the system generates warning alerts. We present the results of its comparison with clinical studies. Materials and methods: Two series of comparison of the skin-dose mapping of our mathematical model with clinical studies were performed: 1. At a first time, clinical tests were performed on patient phantoms. Gafchromic films were placed on the table of the IR machine under of PMMA plates (thickness = 20 cm) that simulate the patient. After irradiation, the film darkening is proportional to the radiation dose received by the patient's back and reflects the shape of the X-ray field. After film scanning and analysis, the exact dose value can be obtained at each point of the mapping. Four experimentation were performed, constituting a total of 34 acquisition incidences including all possible exposure configurations. 2. At a second time, clinical trials were launched on real patients during real 'Chronic Total Occlusion (CTO)' procedures for a total of 80 cases. Gafchromic films were placed at the back of patients. We performed comparisons on the dose values, as well as the distribution, and the shape of irradiation fields between the skin dose mapping of our mathematical model and Gafchromic films. Results: The comparison between the dose values shows a difference less than 15%. Moreover, our model shows a very good geometric accuracy: all fields have the same shape, size and location (uncertainty < 5%). Conclusion: This study shows that our model is a reliable tool to warn physicians when a high radiation dose is reached. Thus, deterministic effects can be avoided.

Keywords: clinical experimentation, interventional radiology, mathematical model, patient's skin-dose mapping.

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Authors: Arefeh Arabaninezhad, Ali Fakher

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Since the deterministic analysis methods fail to take system uncertainties into account, probabilistic and non-probabilistic methods are suggested. Geotechnical analyses are used to determine the stress and deformation caused by construction; accordingly, many input variables which depend on ground behavior are required for geotechnical analyses. The Random Set approach is an applicable reliability analysis method when comprehensive sources of information are not available. Using Random Set method, with relatively small number of simulations compared to fully probabilistic methods, smooth extremes on system responses are obtained. Therefore random set approach has been proposed for reliability analysis in geotechnical problems. In the present study, the application of random set method in reliability analysis of deep excavations is investigated through three deep excavation projects which were monitored during the excavating process. A finite element code is utilized for numerical modeling. Two expected ranges, from different sources of information, are established for each input variable, and a specific probability assignment is defined for each range. To determine the most influential input variables and subsequently reducing the number of required finite element calculations, sensitivity analysis is carried out. Input data for finite element model are obtained by combining the upper and lower bounds of the input variables. The relevant probability share of each finite element calculation is determined considering the probability assigned to input variables present in these combinations. Horizontal displacement of the top point of excavation is considered as the main response of the system. The result of reliability analysis for each intended deep excavation is presented by constructing the Belief and Plausibility distribution function (i.e. lower and upper bounds) of system response obtained from deterministic finite element calculations. To evaluate the quality of input variables as well as applied reliability analysis method, the range of displacements extracted from models has been compared to the in situ measurements and good agreement is observed. The comparison also showed that Random Set Finite Element Method applies to estimate the horizontal displacement of the top point of deep excavation. Finally, the probability of failure or unsatisfactory performance of the system is evaluated by comparing the threshold displacement with reliability analysis results.

Keywords: deep excavation, random set finite element method, reliability analysis, uncertainty

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Authors: Muleya Nqobile, Winston Garira

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We presented a compartmental deterministic multi-scale model which encompass internal plant defensive mechanism and pathogen interaction, then we consider nesting the model into the epidemiological model. The objective was to improve our understanding of the transmission dynamics of within host and between host of Guignardia citricapa Kiely. The inflow of infected class was scaled down to individual level while the outflow was scaled up to average population level. Conceptual model and mathematical model were constructed to display a theoretical framework which can be used for predicting or identify disease pattern.

Keywords: epidemiological model, mathematical modelling, multi-scale modelling, immunological model

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Authors: Abdulmajid Mukhtar Afat

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This paper aims at introducing finite automata theory, the different ways to describe regular languages and create a program to implement the subset construction algorithms to convert nondeterministic finite automata (NFA) to deterministic finite automata (DFA). This program is written in c++ programming language. The program reads FA 5tuples from text file and then classifies it into either DFA or NFA. For DFA, the program will read the string w and decide whether it is acceptable or not. If accepted, the program will save the tracking path and point it out. On the other hand, when the automation is NFA, the program will change the Automation to DFA so that it is easy to track and it can decide whether the w exists in the regular language or not.

Keywords: finite automata, subset construction, DFA, NFA

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Authors: Sanam Haseen, Abdul Bari

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In this paper a three stage multivariate programming problem with random survey cost and variances as random variables has been formulated as a non-linear stochastic programming problem. The problem has been converted into an equivalent deterministic form using chance constraint programming and modified E-modeling. An empirical study of the problem has been done at the end of the paper using R-simulation.

Keywords: chance constraint programming, modified E-model, stochastic programming, stratified sample surveys, three stage sample surveys

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Authors: Marianna Bolla

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The aim of this paper is to compare spectral, discrepancy, and degree properties of expanding graph sequences. As we can prove equivalences and implications between them and the definition of the generalized (multiclass) quasirandomness of Lovasz–Sos (2008), they can be regarded as generalized quasirandom properties akin to the equivalent quasirandom properties of the seminal Chung-Graham-Wilson paper (1989) in the one-class scenario. Since these properties are valid for deterministic graph sequences, irrespective of stochastic models, the partial implications also justify for low-dimensional embedding of large-scale graphs and for discrepancy minimizing spectral clustering.

Keywords: generalized random graphs, multiway discrepancy, normalized modularity spectra, spectral clustering

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Authors: Sumit Roy, A. Uddin

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One of the significant reasons that increase the delay time in the intersections at heterogeneous traffic condition is a sudden reduction of the capacity of the roads. In this study, the delay for this sudden capacity reduction is estimated. Two intersections at Dhaka city were brought in to thestudy, i.e., Kakrail intersection, and SAARC Foara intersection. At Kakrail intersection, the sudden reduction of capacity in the roads is seen at three downstream legs of the intersection, which are because of slowing down or stopping of buses for loading and unloading of passengers. At SAARC Foara intersection, sudden reduction of capacity was seen at two downstream legs. At one leg, it was due to loading and unloading of buses, and at another leg, it was for both loading and unloading of buses and reduction of the number of lanes. With these considerations, the delay due to intentional stoppage or slowing down of buses and reduction of the number of lanes for these two intersections are estimated. Here the delay was calculated by two approaches. The first approach came from the concept of shock waves in traffic streams. Here the delay was calculated by determining the flow, density, and speed before and after the sudden capacity reduction. The second approach came from the deterministic analysis of queues. Here the delay is calculated by determining the volume, capacity and reduced capacity of the road. After determining the delay from these two approaches, the results were compared. For this study, the video of each of the two intersections was recorded for one hour at the evening peak. Necessary geometric data were also taken to determine speed, flow, and density, etc. parameters. The delay was calculated for one hour with one-hour data at both intersections. In case of Kakrail intersection, the per hour delay for Kakrail circle leg was 5.79, and 7.15 minutes, for Shantinagar cross intersection leg they were 13.02 and 15.65 minutes, and for Paltan T intersection leg, they were 3 and 1.3 minutes for 1st and 2nd approaches respectively. In the case of SAARC Foara intersection, the delay at Shahbag leg was only due to intentional stopping or slowing down of busses, which were 3.2 and 3 minutes respectively for both approaches. For the Karwan Bazar leg, the delays for buses by both approaches were 5 and 7.5 minutes respectively, and for reduction of the number of lanes, the delays for both approaches were 2 and 1.78 minutes respectively. Measuring the delay per hour for the Kakrail leg at Kakrail circle, it is seen that, with consideration of the first approach of delay estimation, the intentional stoppage and lowering of speed by buses contribute to 26.24% of total delay at Kakrail circle. If the loading and unloading of buses at intersection is made forbidden near intersection, and any other measures for loading and unloading of passengers are established far enough from the intersections, then the delay at intersections can be reduced at significant scale, and the performance of the intersections can be enhanced.

Keywords: delay, deterministic queue analysis, shock wave, passenger loading-unloading

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Authors: H. E. Keshta, A. A. Ali

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Three phase grid-tied inverters are widely employed in micro-grids (MGs) as interphase between DC and AC systems. These inverters are usually controlled through standard decoupled d–q vector control strategy based on proportional integral (PI) controllers. Recently, advanced meta-heuristic optimization techniques have been used instead of deterministic methods to obtain optimum PI controller parameters. This paper provides a comparative study between the performance of the global Porcellio Scaber algorithm (GPSA) based PI controller and Manta Ray foraging optimization (MRFO) based PI controller.

Keywords: micro-grids, optimization techniques, grid-tied inverter control, PI controller

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Authors: Huseyin Guler, Cigdem Kosar

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The aim of this study is to propose Bridge estimator for seasonal unit root tests. Seasonality is an important factor for many economic time series. Some variables may contain seasonal patterns and forecasts that ignore important seasonal patterns have a high variance. Therefore, it is very important to eliminate seasonality for seasonal macroeconomic data. There are some methods to eliminate the impacts of seasonality in time series. One of them is filtering the data. However, this method leads to undesired consequences in unit root tests, especially if the data is generated by a stochastic seasonal process. Another method to eliminate seasonality is using seasonal dummy variables. Some seasonal patterns may result from stationary seasonal processes, which are modelled using seasonal dummies but if there is a varying and changing seasonal pattern over time, so the seasonal process is non-stationary, deterministic seasonal dummies are inadequate to capture the seasonal process. It is not suitable to use seasonal dummies for modeling such seasonally nonstationary series. Instead of that, it is necessary to take seasonal difference if there are seasonal unit roots in the series. Different alternative methods are proposed in the literature to test seasonal unit roots, such as Dickey, Hazsa, Fuller (DHF) and Hylleberg, Engle, Granger, Yoo (HEGY) tests. HEGY test can be also used to test the seasonal unit root in different frequencies (monthly, quarterly, and semiannual). Another issue in unit root tests is the lag selection. Lagged dependent variables are added to the model in seasonal unit root tests as in the unit root tests to overcome the autocorrelation problem. In this case, it is necessary to choose the lag length and determine any deterministic components (i.e., a constant and trend) first, and then use the proper model to test for seasonal unit roots. However, this two-step procedure might lead size distortions and lack of power in seasonal unit root tests. Recent studies show that Bridge estimators are good in selecting optimal lag length while differentiating nonstationary versus stationary models for nonseasonal data. The advantage of this estimator is the elimination of the two-step nature of conventional unit root tests and this leads a gain in size and power. In this paper, the Bridge estimator is proposed to test seasonal unit roots in a HEGY model. A Monte-Carlo experiment is done to determine the efficiency of this approach and compare the size and power of this method with HEGY test. Since Bridge estimator performs well in model selection, our approach may lead to some gain in terms of size and power over HEGY test.

Keywords: bridge estimators, HEGY test, model selection, seasonal unit root

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Authors: Iulia E. Falcan

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The transition of the European power sector towards a clean, renewable energy (RE) system faces the challenge of meeting power demand in times of low wind speed and low solar radiation, at a reasonable cost. This is likely to be achieved through a combination of 1) energy storage technologies, 2) development of the cross-border power grid, 3) installed overcapacity of RE and 4) dispatchable power sources – such as biomass. This paper uses NASA; derived hourly data on weather patterns of sixteen European countries for the past twenty-five years, and load data from the European Network of Transmission System Operators-Electricity (ENTSO-E), to develop a stochastic optimization model. This model aims to understand the synergies between the four classes of technologies mentioned above and to determine the optimal configuration of the energy technologies portfolio. While this issue has been addressed before, it was done so using deterministic models that extrapolated historic data on weather patterns and power demand, as well as ignoring the risk of an unbalanced grid-risk stemming from both the supply and the demand side. This paper aims to explicitly account for the inherent uncertainty in the energy system transition. It articulates two levels of uncertainty: a) the inherent uncertainty in future weather patterns and b) the uncertainty of fully meeting power demand. The first level of uncertainty is addressed by developing probability distributions for future weather data and thus expected power output from RE technologies, rather than known future power output. The latter level of uncertainty is operationalized by introducing a Conditional Value at Risk (CVaR) constraint in the portfolio optimization problem. By setting the risk threshold at different levels – 1%, 5% and 10%, important insights are revealed regarding the synergies of the different energy technologies, i.e., the circumstances under which they behave as either complements or substitutes to each other. The paper concludes that allowing for uncertainty in expected power output - rather than extrapolating historic data - paints a more realistic picture and reveals important departures from results of deterministic models. In addition, explicitly acknowledging the risk of an unbalanced grid - and assigning it different thresholds - reveals non-linearity in the cost functions of different technology portfolio configurations. This finding has significant implications for the design of the European energy mix.

Keywords: cross-border grid extension, energy storage technologies, energy system transition, stochastic portfolio optimization

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Authors: Hassan Manouzi, Taous-Meriem Laleg-Kirati

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In this paper we study mathematically the eigenvalue problem for stochastic elliptic partial differential equation of Wick type. Using the Wick-product and the Wiener-Ito chaos expansion, the stochastic eigenvalue problem is reformulated as a system of an eigenvalue problem for a deterministic partial differential equation and elliptic partial differential equations by using the Fredholm alternative. To reduce the computational complexity of this system, we shall use a decomposition-coordination method. Once this approximation is performed, the statistics of the numerical solution can be easily evaluated.

Keywords: eigenvalue problem, Wick product, SPDEs, finite element, Wiener-Ito chaos expansion

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Authors: Taylan Kabbani, Ekrem Duman

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The design of adaptive systems that take advantage of financial markets while reducing the risk can bring more stagnant wealth into the global market. However, most efforts made to generate successful deals in trading financial assets rely on Supervised Learning (SL), which suffered from various limitations. Deep Reinforcement Learning (DRL) offers to solve these drawbacks of SL approaches by combining the financial assets price "prediction" step and the "allocation" step of the portfolio in one unified process to produce fully autonomous systems capable of interacting with its environment to make optimal decisions through trial and error. In this paper, a continuous action space approach is adopted to give the trading agent the ability to gradually adjust the portfolio's positions with each time step (dynamically re-allocate investments), resulting in better agent-environment interaction and faster convergence of the learning process. In addition, the approach supports the managing of a portfolio with several assets instead of a single one. This work represents a novel DRL model to generate profitable trades in the stock market, effectively overcoming the limitations of supervised learning approaches. We formulate the trading problem, or what is referred to as The Agent Environment as Partially observed Markov Decision Process (POMDP) model, considering the constraints imposed by the stock market, such as liquidity and transaction costs. More specifically, we design an environment that simulates the real-world trading process by augmenting the state representation with ten different technical indicators and sentiment analysis of news articles for each stock. We then solve the formulated POMDP problem using the Twin Delayed Deep Deterministic Policy Gradient (TD3) algorithm, which can learn policies in high-dimensional and continuous action spaces like those typically found in the stock market environment. From the point of view of stock market forecasting and the intelligent decision-making mechanism, this paper demonstrates the superiority of deep reinforcement learning in financial markets over other types of machine learning such as supervised learning and proves its credibility and advantages of strategic decision-making.

Keywords: the stock market, deep reinforcement learning, MDP, twin delayed deep deterministic policy gradient, sentiment analysis, technical indicators, autonomous agent

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Authors: Hasik Lee, Seung-Young Kho

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Nowadays, automatic fare collection (AFC) system is widely used in many countries. However, smart card data from many of cities does not contain alighting information which is necessary to build OD matrices. Therefore, in order to utilize smart card data, destinations of passengers should be estimated. In this paper, kernel density estimation was used to forecast probabilities of alighting stations of bus passengers and applied to smart card data in Seoul, Korea which contains boarding and alighting information. This method was also validated with actual data. In some cases, stochastic method was more accurate than deterministic method. Therefore, it is sufficiently accurate to be used to build OD matrices.

Keywords: destination estimation, Kernel density estimation, smart card data, validation

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Authors: Shoji Katagiri

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This paper is to clarify the relationship between ICT and income inequality. To do so, we develop the general equilibrium model with ICT investment, obtain the equilibrium solutions, and then simulate the model with these solutions for some OECD countries. As a result, generally, during the corresponding periods we confirm that the relationship between ICT investment and income inequality is positive. In this mode, the increment of the ratio of ICT investment to the aggregated investment in stock enhances the capital’s share of income, and finally leads to income inequality such as the increase of the share of the top decile income. Although we confirm the positive relationship between ICT investment and income inequality, the upward trend for that relationship depends on the values of parameters for the making use of the simulations and these parameters are not deterministic in the magnitudes on the calculated results for the simulations.

Keywords: ICT, inequality, capital accumulation, technology

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Authors: H. R. Kamali, A. Sadegheih, M. A. Vahdat-Zad, H. Khademi-Zare

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In this paper, a single product, multi-echelon, multi-period closed loop supply chain is surveyed, including a variety of costs, time conditions, and capacities, to plan and determine the values and time of the components procurement, production, distribution, recycling and disposal specially for high-tech products that undergo a decreasing production cost and sale price over time. For this purpose, the mathematic model of the problem that is a kind of mixed integer linear programming is presented, and it is finally proved that the problem belongs to the category of NP-hard problems.

Keywords: closed loop supply chain, continuous price decrease, NP-hard, planning

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Authors: Martins Onyekwelu Onuorah, Jnr Dahiru Usman

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Introduction: In the realm of public health, the threat posed by Monkeypox continues to elicit concern, prompting rigorous studies to understand its dynamics and devise effective containment strategies. Particularly significant is its recurrence in variable populations, such as the observed outbreak in Nigeria in 2022. In light of this, our study undertakes a meticulous analysis, employing a data-driven approach to explore, validate, and propose optimized intervention strategies tailored to the distinct dynamics of Monkeypox within varying demographic structures. Utilizing a deterministic mathematical model, we delved into the intricate dynamics of Monkeypox, with a particular focus on a variable population context. Our qualitative analysis provided insights into the disease-free equilibrium, revealing its stability when R0 is less than one and discounting the possibility of backward bifurcation, as substantiated by the presence of a single stable endemic equilibrium. The model was rigorously validated using real-time data from the Nigerian 2022 recorded cases for Epi weeks 1 – 52. Transitioning from qualitative to quantitative, we augmented our deterministic model with optimal control, introducing three time-dependent interventions to scrutinize their efficacy and influence on the epidemic's trajectory. Numerical simulations unveiled a pronounced impact of the interventions, offering a data-supported blueprint for informed decision-making in containing the disease. A comprehensive cost-effectiveness analysis employing the Infection Averted Ratio (IAR), Average Cost-Effectiveness Ratio (ACER), and Incremental Cost-Effectiveness Ratio (ICER) facilitated a balanced evaluation of the interventions’ economic and health impacts. In essence, our study epitomizes a holistic approach to understanding and mitigating Monkeypox, intertwining rigorous mathematical modeling, empirical validation, and economic evaluation. The insights derived not only bolster our comprehension of Monkeypox's intricate dynamics but also unveil optimized, cost-effective interventions. This integration of methodologies and findings underscores a pivotal stride towards aligning public health imperatives with economic sustainability, marking a significant contribution to global efforts in combating infectious diseases.

Keywords: monkeypox, equilibrium states, stability, bifurcation, optimal control, cost-effectiveness

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Authors: Abdulmajid Mukhtar Afat

Abstract:

This paper aims at introducing nondeterministic finite automata with ε value which is used to perform some operations on languages. a program is created to implement the algorithm that converts nondeterministic finite automata with ε value (ε-NFA) to deterministic finite automata (DFA).The program is written in c++ programming language. The program inputs are FA 5-tuples from text file and then classifies it into either DFA/NFA or ε -NFA. For DFA, the program will get the string w and decide whether it is accepted or rejected. The tracking path for an accepted string is saved by the program. In case of NFA or ε-NFA automation, the program changes the automation to DFA to enable tracking and to decide if the string w exists in the regular language or not.

Keywords: DFA, NFA, ε-NFA, eclose, finite automata, operations on languages

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Authors: Kiyoumars Roushangar, Saeid Sadaghian

Abstract:

Although accurate sediment load prediction is very important in planning, designing, operating and maintenance of water resources structures, the transport mechanism is complex, and the deterministic transport models are based on simplifying assumptions often lead to large prediction errors. In this research, firstly, two intelligent ANN methods, Radial Basis and General Regression Neural Networks, are adopted to model of total sediment load transport into Madani Dam reservoir (north of Iran) using the measured data and then applicability of the sediment transport methods developed by Engelund and Hansen, Ackers and White, Yang, and Toffaleti for predicting of sediment load discharge are evaluated. Based on comparison of the results, it is found that the GRNN model gives better estimates than the sediment rating curve and mentioned classic methods.

Keywords: sediment transport, dam reservoir, RBF, GRNN, prediction

Procedia PDF Downloads 465

Authors: Syed Auon Raza, Tahir Mahmood, Syed Basit Ali Bukhari

Abstract:

In power system properly coordinated protection scheme is designed to make sure that only the faulty part of the system will be isolated when abnormal operating condition of the system will reach. The complexity of the system as well as the increased user demand and the deregulated environment enforce the utilities to improve system reliability by using a properly coordinated protection scheme. This paper presents overview of over current relay coordination techniques. Different techniques such as Deterministic Techniques, Meta Heuristic Optimization techniques, Hybrid Optimization Techniques, and Trial and Error Optimization Techniques have been reviewed in terms of method of their implementation, operation modes, nature of distribution system, and finally their advantages as well as the disadvantages.

Keywords: distribution system, relay coordination, optimization, Plug Setting Multiplier (PSM)

Procedia PDF Downloads 351

Authors: A. Bentabet, A. Aydin, N. Fenineche

Abstract:

In this work, we try to determine the best analytical approximation of differential cross sections, used generally in Monte Carlo simulation, to study the electron/positron slowing down in solid targets in the energy range up to 10 keV. Actually, our comparative study was carried out on the angular distribution of the scattering angle, the elastic total and the first transport cross sections which are the essential quantities used generally in the electron/positron transport study by using both stochastic and deterministic methods. Indeed, the obtained results using the relativistic partial wave expansion method and the backscattering coefficient experimental data are used as criteria to evaluate the used model.

Keywords: differential cross-section, backscattering coefficient, Rutherford cross-section, Vicanek and Urbassek theory

Procedia PDF Downloads 532

Authors: Ali Allahverdi, Harun Aydilek, Asiye Aydilek

Abstract:

Minimizing the number of tardy jobs is an important factor to consider while making scheduling decisions. This is because on-time shipments are vital for lowering cost and increasing customers’ satisfaction. This paper addresses the single machine scheduling problem with the objective of minimizing the number of tardy jobs. The only known information is the lower and upper bounds for processing times, and deterministic job due dates. A dominance relation is established, and an algorithm is proposed. Several heuristics are generated from the proposed algorithm. Computational analysis indicates that the performance of one of the heuristics is very close to the optimal solution, i.e., on average, less than 1.5 % from the optimal solution.

Keywords: single machine scheduling, number of tardy jobs, heuristi, lower and upper bounds

Procedia PDF Downloads 531