Search results for: probabilistic and deterministic

Authors: Adnan A. Y. Mustafa

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In this paper we present a quick technique to measure the similarity between binary images. The technique is based on a probabilistic mapping approach and is fast because only a minute percentage of the image pixels need to be compared to measure the similarity, and not the whole image. We exploit the power of the Probabilistic Matching Model for Binary Images (PMMBI) to arrive at an estimate of the similarity. We show that the estimate is a good approximation of the actual value, and the quality of the estimate can be improved further with increased image mappings. Furthermore, the technique is image size invariant; the similarity between big images can be measured as fast as that for small images. Examples of trials conducted on real images are presented.

Keywords: big images, binary images, image matching, image similarity

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Authors: Hong-Ming Chen

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This work considers the resolution of the Hull and White interest rate model with the jump process. A deterministic process is adopted to model the random behavior of interest rate variation as deterministic perturbations, which is depending on the time t. The Brownian motion and jumps uncertainty are denoted as the integral functions piecewise constant function w(t) and point function θ(t). It shows that the interest rate function and the yield function of the Hull and White interest rate model with jump process can be obtained by solving a nonlinear semi-infinite programming problem. A relaxed cutting plane algorithm is then proposed for solving the resulting optimization problem. The method is calibrated for the U.S. treasury securities at 3-month data and is used to analyze several effects on interest rate prices, including interest rate variability, and the negative correlation between stock returns and interest rates. The numerical results illustrate that our approach essentially generates the yield functions with minimal fitting errors and small oscillation.

Keywords: optimization, interest rate model, jump process, deterministic

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Authors: Morteza Aien, Masoud Rashidinejad, Mahmud Fotuhi-Firuzabad

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Power systems are innately uncertain systems. To face with such uncertain systems, robust uncertainty assessment tools are appealed. This paper inspects the uncertainty assessment formulation of the load flow (LF) problem considering different kinds of uncertainties, developed in its companion paper through some case studies. The proposed methodology is based on the evidence theory and joint propagation of possibilistic and probabilistic uncertainties. The load and wind power generation are considered as probabilistic uncertain variables and the electric vehicles (EVs) and gas turbine distributed generation (DG) units are considered as possibilistic uncertain variables. The cumulative distribution function (CDF) of the system output parameters obtained by the pure probabilistic method lies within the belief and plausibility functions obtained by the joint propagation approach. Furthermore, the imprecision in the DG parameters is explicitly reflected by the gap between the belief and plausibility functions. This gap, due to the epistemic uncertainty on the DG resources parameters grows as the penetration level increases.

Keywords: electric vehicles, joint possibilistic- probabilistic uncertainty modeling, uncertain load flow, wind turbine generator

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Authors: Sergo Tsiramua, Sulkhan Sulkhanishvili, Elisabed Asabashvili, Lazare Kvirtia

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The paper presents logical-probabilistic methods, models and algorithms for reliability assessment of complex systems, based on which a web application for structural analysis and reliability assessment of systems was created. The reliability assessment process included the following stages, which were reflected in the application: 1) Construction of a graphical scheme of the structural reliability of the system; 2) Transformation of the graphic scheme into a logical representation and modeling of the shortest ways of successful functioning of the system; 3) Description of system operability condition with logical function in the form of disjunctive normal form (DNF); 4) Transformation of DNF into orthogonal disjunction normal form (ODNF) using the orthogonalization algorithm; 5) Replacing logical elements with probabilistic elements in ODNF, obtaining a reliability estimation polynomial and quantifying reliability; 6) Calculation of weights of elements. Using the logical-probabilistic methods, models and algorithms discussed in the paper, a special software was created, by means of which a quantitative assessment of the reliability of systems of a complex structure is produced. As a result, structural analysis of systems, research and designing of optimal structure systems are carried out.

Keywords: Complex systems, logical-probabilistic methods, orthogonalization algorithm, reliability, weight of element

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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: Arcady Ponosov

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Many well-known age-structured population models are derived from the celebrated McKendrick-von Foerster equation (MFE), also called the biological conservation law. A similar technique is suggested for the stochastically perturbed MFE. This technique is shown to produce stochastic versions of the deterministic population models, which appear to be very different from those one can construct by simply appending additive stochasticity to deterministic equations. In particular, it is shown that stochastic Nicholson’s blowflies model should contain both additive and multiplicative stochastic noises. The suggested transformation technique is similar to that used in the deterministic case. The difference is hidden in the formulas for the exact solutions of the simplified boundary value problem for the stochastically perturbed MFE. The analysis is also based on the theory of stochastic delay differential equations.

Keywords: boundary value problems, population models, stochastic delay differential equations, stochastic partial differential equation

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Authors: Andrej Golowin, Viktor Denk, Axel Riepe

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Solid fan blades and discs in aero engines are subjected to high combined low and high cycle fatigue loads especially around the contact areas between blade and disc. Therefore, special coatings (e.g. dry film lubricant) and surface treatments (e.g. shot peening or laser shock peening) are applied to increase the strength with respect to combined cyclic fatigue and fretting fatigue, but also to improve damage tolerance capability. The traditional deterministic damage tolerance assessment based on fracture mechanics analysis, which treats service damage as an initial crack, often gives overly conservative results especially in the presence of vibratory stresses. A probabilistic damage tolerance methodology using crack initiation data has been developed for fan discs exposed to relatively high vibratory stresses in cross- and tail-wind conditions at certain resonance speeds for limited time periods. This Monte-Carlo based method uses a damage databank from similar designs, measured vibration levels at typical aircraft operations and wind conditions and experimental crack initiation data derived from testing of artificially damaged specimens with representative surface treatment under combined fatigue conditions. The proposed methodology leads to a more realistic prediction of the minimum damage tolerance life for the most critical locations applicable to modern fan disc designs.

Keywords: combined fatigue, damage tolerance, engine, surface treatment

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Authors: Schadrack Mwizerwa

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The characterization and prediction of landslides are crucial for assessing geological hazards and mitigating risks to infrastructure and communities. This research aims to develop a probabilistic framework for analyzing excavation-induced landslides, which is fundamental for assessing geological hazards and mitigating risks to infrastructure and communities. The study uses Hermite polynomial chaos, a non-stationary random process, to analyze the stability of a slope and characterize the failure probability of a real landslide induced by highway construction excavation. The correlation within the data is captured using the Karhunen-Loève (KL) expansion theory, and the finite element method is used to analyze the slope's stability. The research contributes to the field of landslide characterization by employing advanced random field approaches, providing valuable insights into the complex nature of landslide behavior and the effectiveness of advanced probabilistic models for risk assessment and management. The data collected from the Baiyuzui landslide, induced by highway construction, is used as an illustrative example. The findings highlight the importance of considering the probabilistic nature of landslides and provide valuable insights into the complex behavior of such hazards.

Keywords: Hermite polynomial chaos, Karhunen-Loeve, slope stability, probabilistic analysis

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Authors: M. Nekri, A. Khelladi

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The world wide web network is a network with a complex topology, the main properties of which are the distribution of degrees in power law, A low clustering coefficient and a weak average distance. Modeling the web as a graph allows locating the information in little time and consequently offering a help in the construction of the research engine. Here, we present a model based on the already existing probabilistic graphs with all the aforesaid characteristics. This work will consist in studying the web in order to know its structuring thus it will enable us to modelize it more easily and propose a possible algorithm for its exploration.

Keywords: clustering coefficient, preferential attachment, small world, web community

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Authors: Mustafa El-Halabi

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A general model of wiretap channel with states is considered, where the legitimate receiver and the wiretapper’s observations depend on three states S1, S2 and S3. State S1 is non-causally known to the encoder, S2 is known to the receiver, and S3 remains unknown. A secure coding scheme, based using structured-binning, is proposed, and it is shown to achieve the secrecy capacity when the signal at legitimate receiver is a deterministic function of the input.

Keywords: physical layer security, interference, side information, secrecy capacity

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Authors: Maryam Safrai, Tewfik Mahdi

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This article presents the stochastic modeling of the Richelieu River flood in Quebec, Canada, occurred in the spring of 2011. With the aid of the one-dimensional Watershed Modeling System (WMS (v.10.1) and HEC-RAS (v.4.1) as a flood simulator, the delineation of the probabilistic flooded areas was considered. Based on the Monte Carlo method, WMS (v.10.1) delineated the probabilistic flooded areas with corresponding occurrence percentages. Furthermore, results of this one-dimensional model were compared with the results of two-dimensional model (SRH-2D) for the evaluation of efficiency and precision of each applied model. Based on this comparison, computational process in two-dimensional model is longer and more complicated versus brief one-dimensional one. Although, two-dimensional models are more accurate than one-dimensional method, but according to existing modellers, delineation of probabilistic flooded areas based on Monte Carlo method is achievable via one-dimensional modeler. The applied software in this case study greatly responded to verify the research objectives. As a result, flood risk maps of the Richelieu River with the two applied models (1d, 2d) could elucidate the flood risk factors in hydrological, hydraulic, and managerial terms.

Keywords: flood modeling, HEC-RAS, model comparison, Monte Carlo simulation, probabilistic flooded area, SRH-2D, WMS

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Authors: Sergo Tsiramua, Sulkhan Sulkhanishvili, Elisabed Asabashvili, Lazare Kvirtia

Abstract:

The paper presents logical-probabilistic methods, models, and algorithms for reliability assessment of complex systems, based on which a web application for structural analysis and reliability assessment of systems was created. It is important to design systems based on structural analysis, research, and evaluation of efficiency indicators. One of the important efficiency criteria is the reliability of the system, which depends on the components of the structure. Quantifying the reliability of large-scale systems is a computationally complex process, and it is advisable to perform it with the help of a computer. Logical-probabilistic modeling is one of the effective means of describing the structure of a complex system and quantitatively evaluating its reliability, which was the basis of our application. The reliability assessment process included the following stages, which were reflected in the application: 1) Construction of a graphical scheme of the structural reliability of the system; 2) Transformation of the graphic scheme into a logical representation and modeling of the shortest ways of successful functioning of the system; 3) Description of system operability condition with logical function in the form of disjunctive normal form (DNF); 4) Transformation of DNF into orthogonal disjunction normal form (ODNF) using the orthogonalization algorithm; 5) Replacing logical elements with probabilistic elements in ODNF, obtaining a reliability estimation polynomial and quantifying reliability; 6) Calculation of “weights” of elements of system. Using the logical-probabilistic methods, models and algorithms discussed in the paper, a special software was created, by means of which a quantitative assessment of the reliability of systems of a complex structure is produced. As a result, structural analysis of systems, research, and designing of optimal structure systems are carried out.

Keywords: complex systems, logical-probabilistic methods, orthogonalization algorithm, reliability of systems, “weights” of elements

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Authors: Jian Xu, Xiaochun Yun, Yongzheng Zhang, Yafei Sang, Zhenyu Cheng

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Network attack prevention is a critical research area of information security. Network attack would be oppressed if attribution techniques are capable to trace back to the attackers after the hacking event. Therefore attributing these attacks to a particular identification becomes one of the important tasks when analysts attempt to differentiate and profile the attacker behind a piece of attack trace. To assist analysts in expose attackers behind the scenes, this paper researches on the connections between attribution traces and proposes probabilistic relevance based attribution patterns. This method facilitates the evaluation of the plausibility relevance between different traceable identifications. Furthermore, through analyzing the connections among traces, it could confirm the existence probability of a certain organization as well as discover its affinitive partners by the means of drawing relevance matrix from attribution traces.

Keywords: attribution trace, probabilistic relevance, network attack, attacker identification

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Authors: Sibongiseni Thabethe, Ian Korir

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The effective management of spent fuel pool (SFP) safety has been raised as one of the emerging issues to further enhance nuclear installation safety after the Fukushima accident on March 11, 2011. Before then, SFP safety-related issues have been mainly focused on (a) controlling the configuration of the fuel assemblies in the pool with no loss of pool coolants and (b) ensuring adequate pool storage space to prevent fuel criticality owing to chain reactions of the fission products and the ability for neutron absorption to keep the fuel cool. A probabilistic safety (PSA) assessment was performed using the systems analysis program for hands-on integrated reliability evaluations (SAPHIRE) computer code. Event and fault tree analysis was done to develop a PSA model for the Koeberg SFP. We present preliminary PSA results of events that lead to boiling and cause fuel uncovering, resulting in possible fuel damage in the Koeberg SFP.

Keywords: computer code, fuel assemblies, probabilistic risk assessment, spent fuel pool

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Authors: Abderrahmane Soufi

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The building sector is the largest consumer of energy in France, accounting for 44% of French consumption. To reduce energy consumption and improve energy efficiency, France implemented an energy transition law targeting 40% energy savings by 2030 in the tertiary building sector. Building simulation tools are used to predict the energy performance of buildings but the reliability of these tools is hampered by discrepancies between the real and simulated energy performance of a building. This performance gap lies in the simplified assumptions of certain factors, such as the behavior of occupants on air conditioning and heating, which is considered deterministic when setting a fixed operating schedule and a fixed interior comfort temperature. However, the behavior of occupants on air conditioning and heating is stochastic, diverse, and complex because it can be affected by many factors. Probabilistic models are an alternative to deterministic models. These models are usually derived from statistical data and express occupant behavior by assuming a probabilistic relationship to one or more variables. In the literature, logistic regression has been used to model the behavior of occupants with regard to heating and air conditioning systems by considering univariate logistic models in residential buildings; however, few studies have developed multivariate models for higher education and vocational training buildings in a Mediterranean climate. Therefore, in this study, occupant behavior on heating and air conditioning systems was modeled using logistic regression. Occupant behavior related to the turn-on heating and air conditioning systems was studied through experimental measurements collected over a period of one year (June 2023–June 2024) in three classrooms occupied by several groups of students in engineering schools and professional training. Instrumentation was provided to collect indoor temperature and indoor relative humidity in 10-min intervals. Furthermore, the state of the heating/air conditioning system (off or on) and the set point were determined. The outdoor air temperature, relative humidity, and wind speed were collected as weather data. The number of occupants, age, and sex were also considered. Logistic regression was used for modeling an occupant turning on the heating and air conditioning systems. The results yielded a proposed model that can be used in building simulation tools to predict the energy performance of teaching buildings. Based on the first months (summer and early autumn) of the investigations, the results illustrate that the occupant behavior of the air conditioning systems is affected by the indoor relative humidity and temperature in June, July, and August and by the indoor relative humidity, temperature, and number of occupants in September and October. Occupant behavior was analyzed monthly, and univariate and multivariate models were developed.

Keywords: occupant behavior, logistic regression, behavior model, mediterranean climate, air conditioning, heating

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Authors: B.Shukir, H.Woo, P.Barzo, D.Kis

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Preoperative brain mapping in tumors involving the speech areas has an important role to reduce surgical risks. Functional magnetic resonance imaging (fMRI) is the gold standard method to localize cortical speech areas preoperatively, but its availability in clinical routine is difficult. Diffusion MRI based probabilistic tractography is available in head MRI. It’s used to segment cortical subregions by their structural connectivity. In our study, we used probabilistic tractography to localize the frontal and temporal cortical speech areas. 15 patients with left frontal tumor were enrolled to our study. Speech fMRI and diffusion MRI acquired preoperatively. The standard automated anatomical labelling atlas 3 (AAL3) cortical atlas used to define 76 left frontal and 118 left temporal potential speech areas. 4 types of tractography were run according to the structural connection of these regions to the left arcuate fascicle (FA) to localize those cortical areas which have speech functions: 1, frontal through FA; 2, frontal with FA; 3, temporal to FA; 4, temporal with FA connections were determined. Thresholds of 1%, 5%, 10% and 15% applied. At each level, the number of affected frontal and temporal regions by fMRI and tractography were defined, the sensitivity and specificity were calculated. At the level of 1% threshold showed the best results. Sensitivity was 61,631,4% and 67,1523,12%, specificity was 87,210,4% and 75,611,37% for frontal and temporal regions, respectively. From our study, we conclude that probabilistic tractography is a reliable preoperative technique to localize cortical speech areas. However, its results are not feasible that the neurosurgeon rely on during the operation.

Keywords: brain mapping, brain tumor, fMRI, probabilistic tractography

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Authors: David C. Ni

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In the previous efforts, we constructed N-Body Systems by an extended Blaschke product (EBP), which represents a non-temporal and nonlinear extension of Lorentz transformation. In this construction, we rely only on two parameters, nonlinear degree, and relative momentum to characterize the systems. We further explored root computation via iteration with an algorithm extended from Jenkins-Traub method. The solution sets demonstrate a form of σ+ i [-t, t], where σ and t are the real numbers, and the [-t, t] shows various canonical distributions. In this paper, we correlate the convergent sets in the original domain with solution sets, which demonstrating large-deviation distributions in the codomain. We proceed to compare our approach with the formula or principles, such as Donsker-Varadhan and Wentzell-Freidlin theories. The deterministic model based on this construction allows us to explore applications in the areas of finance and statistical mechanics.

Keywords: nonlinear Lorentz transformation, Blaschke equation, iteration solutions, root computation, large deviation distribution, deterministic model

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Authors: Sameer Jung Karki, Gokhan Saygili

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The allowable bearing capacity of foundation systems is determined by applying a factor of safety to the ultimate bearing capacity. Conventional ultimate bearing capacity calculations routines are based on deterministic input parameters where the nonuniformity and inhomogeneity of soil and site properties are not accounted for. Hence, the laws of mathematics like probability calculus and statistical analysis cannot be directly applied to foundation engineering. It’s assumed that the Factor of Safety, typically as high as 3.0, incorporates the uncertainty of the input parameters. This factor of safety is estimated based on subjective judgement rather than objective facts. It is an ambiguous term. Hence, a probabilistic analysis of the bearing capacity of an isolated footing on a clayey soil is carried out by using the Monte Carlo Simulation method. This simulated model was compared with the traditional discrete model. It was found out that the bearing capacity of soil was found higher for the simulated model compared with the discrete model. This was verified by doing the sensitivity analysis. As the number of simulations was increased, there was a significant % increase of the bearing capacity compared with discrete bearing capacity. The bearing capacity values obtained by simulation was found to follow a normal distribution. While using the traditional value of Factor of safety 3, the allowable bearing capacity had lower probability (0.03717) of occurring in the field compared to a higher probability (0.15866), while using the simulation derived factor of safety of 1.5. This means the traditional factor of safety is giving us bearing capacity that is less likely occurring/available in the field. This shows the subjective nature of factor of safety, and hence probability method is suggested to address the variability of the input parameters in bearing capacity equations.

Keywords: bearing capacity, factor of safety, isolated footing, montecarlo simulation

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Authors: Hafdaoui Hichem, Mehadjebia Cherifa, Benatia Djamel

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In this paper, we propose a new method for Bulk detection of an acoustic microwave signal during the propagation of acoustic microwaves in a piezoelectric substrate (Lithium Niobate LiNbO3). We have used the classification by probabilistic neural network (PNN) as a means of numerical analysis in which we classify all the values of the real part and the imaginary part of the coefficient attenuation with the acoustic velocity in order to build a model from which we note the Bulk waves easily. These singularities inform us of presence of Bulk waves in piezoelectric materials. By which we obtain accurate values for each of the coefficient attenuation and acoustic velocity for Bulk waves. This study will be very interesting in modeling and realization of acoustic microwaves devices (ultrasound) based on the propagation of acoustic microwaves.

Keywords: piezoelectric material, probabilistic neural network (PNN), classification, acoustic microwaves, bulk waves, the attenuation coefficient

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Authors: Abdel-Aziz M. Mohamed

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This paper presents a state-of-the-art survey of the operations research models developed for internal audit planning. Two alternative approaches have been followed in the literature for audit planning: (1) identifying the optimal audit frequency; and (2) determining the optimal audit resource allocation. The first approach identifies the elapsed time between two successive audits, which can be presented as the optimal number of audits in a given planning horizon, or the optimal number of transactions after which an audit should be performed. It also includes the optimal audit schedule. The second approach determines the optimal allocation of audit frequency among all auditable units in the firm. In our review, we discuss both the deterministic and probabilistic models developed for audit planning. In addition, game theory models are reviewed to find the optimal auditing strategy based on the interactions between the auditors and the clients.

Keywords: operations research applications, audit frequency, audit-staff scheduling, audit planning

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Authors: Pavan K. Rallabandi, Kailash C. Patidar

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In this paper, we present an optimization technique or a learning algorithm using the hybrid architecture by combining the most popular sequence recognition models such as Recurrent Neural Networks (RNNs) and Hidden Markov models (HMMs). In order to improve the sequence or pattern recognition/ classification performance by applying a hybrid/neural symbolic approach, a gradient descent learning algorithm is developed using the Real Time Recurrent Learning of Recurrent Neural Network for processing the knowledge represented in trained Hidden Markov Models. The developed hybrid algorithm is implemented on automata theory as a sample test beds and the performance of the designed algorithm is demonstrated and evaluated on learning the deterministic finite state automata.

Keywords: hybrid systems, hidden markov models, recurrent neural networks, deterministic finite state automata

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Authors: F. Sangiorgio, J. Silfwerbrand, G. Mancini

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Geometric and mechanical properties all influence the resistance of RC structures and may, in certain combination of property values, increase the risk of a brittle failure of the whole system. This paper presents a statistical and probabilistic investigation on the resistance of RC beams designed according to Eurocodes 2 and 8, and subjected to multiple failure modes, under both the natural variation of material properties and the uncertainty associated with cross-section and transverse reinforcement geometry. A full probabilistic model based on JCSS Probabilistic Model Code is derived. Different beams are studied through material nonlinear analysis via Monte Carlo simulations. The resistance model is consistent with Eurocode 2. Both a multivariate statistical evaluation and the data clustering analysis of outcomes are then performed. Results show that the ultimate load behaviour of RC beams subjected to flexural and shear failure modes seems to be mainly influenced by the combination of the mechanical properties of both longitudinal reinforcement and stirrups, and the tensile strength of concrete, of which the latter appears to affect the overall response of the system in a nonlinear way. The model uncertainty of the resistance model used in the analysis plays undoubtedly an important role in interpreting results.

Keywords: modelling, Monte Carlo simulations, probabilistic models, data clustering, reinforced concrete members, structural design

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Authors: Yen-Po Wang, Ming-Chih Huang, Ming-Lian Chang

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A scheme integrated with deterministic–stochastic subspace system identification and the method of damage localization vector is proposed in this study for damage detection of structures based on seismic response data. A series of shaking table tests using a five-storey steel frame has been conducted in National Center for Research on Earthquake Engineering (NCREE), Taiwan. Damage condition is simulated by reducing the cross-sectional area of some of the columns at the bottom. Both single and combinations of multiple damage conditions at various locations have been considered. In the system identification analysis, either full or partial observation conditions have been taken into account. It has been shown that the damaged stories can be identified from global responses of the structure to earthquakes if sufficiently observed. In addition to detecting damage(s) with respect to the intact structure, identification of new or extended damages of the as-damaged (ill-conditioned) counterpart has also been studied. The proposed scheme proves to be effective.

Keywords: damage locating vectors, deterministic-stochastic subspace system, shaking table tests, system identification

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Authors: Schehrazad Selmane

Abstract:

We present a deterministic model which describes the dynamics of tuberculosis in Algerian population where the vaccination program with BCG is in place since 1969 and where the WHO recommendations regarding the DOTS (directly observed treatment, short course) strategy are in application. The impact of an intervention program, targeting recently infected people among all close contacts of active cases and their treatment to prevent endogenous reactivation, on the incidence of tuberculosis, is investigated. We showed that a widespread treatment of latently infected individuals for some years is recommended to shift from higher to lower equilibrium state and thereafter relaxation is recommended.

Keywords: deterministic model, reproduction number, stability, tuberculosis

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Authors: Seon Soon Choi

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The principal purpose of this paper is to find the influence of maximum fatigue load on the probabilistic aspect of fatigue crack propagation life at a specified grown crack in magnesium alloys. The experiments of fatigue crack propagation are carried out in laboratory air under different conditions of the maximum fatigue loads to obtain the fatigue crack propagation data for the statistical analysis. In order to analyze the probabilistic aspect of fatigue crack propagation life, the goodness-of fit test for probability distribution of the fatigue crack propagation life at a specified grown crack is implemented through Anderson-Darling test. The good probability distribution of the fatigue crack propagation life is also verified under the conditions of the maximum fatigue loads.

Keywords: fatigue crack propagation life, magnesium alloys, maximum fatigue load, probability

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Authors: Yuzuru Mitsui, Takashi Ikegami

Abstract:

The exponents of Taylor’s law in deterministic chaotic systems are computed, and their meanings are intensively discussed. Taylor’s law is the scaling relationship between the mean and variance (in both space and time) of population abundance, and this law is known to hold in a variety of ecological time series. The exponents found in the temporal Taylor’s law are different from those of the spatial Taylor’s law. The temporal Taylor’s law is calculated on the time series from the same locations (or the same initial states) of different temporal phases. However, with the spatial Taylor’s law, the mean and variance are calculated from the same temporal phase sampled from different places. Most previous studies were done with stochastic models, but we computed the temporal and spatial Taylor’s law in deterministic systems. The temporal Taylor’s law evaluated using the same initial state, and the spatial Taylor’s law was evaluated using the ensemble average and variance. There were two main discoveries from this work. First, it is often stated that deterministic systems tend to have the value two for Taylor’s exponent. However, most of the calculated exponents here were not two. Second, we investigated the relationships between chaotic features measured by the Lyapunov exponent, the correlation dimension, and other indexes with Taylor’s exponents. No strong correlations were found; however, there is some relationship in the same model, but with different parameter values, and we will discuss the meaning of those results at the end of this paper.

Keywords: chaos, density effect, population dynamics, Taylor’s law

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Authors: Phuong Nguyen

Abstract:

Along with the ongoing energy transition, the electrical power system is getting more vulnerable with the increasing penetration of renewable energy sources (RES). By replacing a large amount of fossil fuel-based power plants with RES, the rotating mass of the power grid is decreasing drastically, which has been reported by a number of system operators. This leads to a huge challenge for operators to secure the operation of their grids in all-time horizon ranges, from sub-seconds to minutes and even hours. There is a need to revise the grid capabilities in dealing with transient (angle) stability and voltage dynamics. While the traditional approaches relied on deterministic scenarios (worst-case scenarios), there is also a need to cover a whole range of probabilities regarding a wide range of uncertainties coming from massive RES units. To contribute to handle these issues, this paper aims to focus on developing a new analytical approach for transient stability.

Keywords: transient stability, uncertainties, renewable energy sources, analytical approach

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Authors: Daniel Kostrzewa, Henryk Josiński

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The expanded Invasive Weed Optimization algorithm (exIWO) is an optimization metaheuristic modelled on the original IWO version created by the researchers from the University of Tehran. The authors of the present paper have extended the exIWO algorithm introducing a set of both deterministic and non-deterministic strategies of individuals’ selection. The goal of the project was to evaluate the exIWO by testing its usefulness for solving some test instances of the traveling salesman problem (TSP) taken from the TSPLIB collection which allows comparing the experimental results with optimal values.

Keywords: expanded invasive weed optimization algorithm (exIWO), traveling salesman problem (TSP), heuristic approach, inversion operator

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Authors: A. T. Siacara, A. T. Beck, M. M. Futai

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This paper shows how accurately and efficiently reliability analyses of geotechnical installations can be performed by directly coupling geotechnical software with a reliability solver. An earth slope is used as the study object. The limit equilibrium method of Morgenstern-Price is used to calculate factors of safety and find the critical slip surface. The deterministic software package Seep/W and Slope/W is coupled with the StRAnD reliability software. Reliability indexes of critical probabilistic surfaces are evaluated by the first-order reliability methods (FORM). By means of sensitivity analysis, the effective cohesion (c') is found to be the most relevant uncertain geotechnical parameter for slope equilibrium. The slope was tested using different geometries, taking into account unsaturated soil properties. Finally, a critical slip surface, identified in terms of minimum factor of safety, is shown here not to be the critical surface in terms of reliability index.

Keywords: slope, unsaturated, reliability, safety, seepage

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Authors: P. Byrnes, F. A. DiazDelaO

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The Support Vector Machine (SVM) has become widely recognised as one of the leading algorithms in machine learning for both regression and binary classification. It expresses predictions in terms of a linear combination of kernel functions, referred to as support vectors. Despite its popularity amongst practitioners, SVM has some limitations, with the most significant being the generation of point prediction as opposed to predictive distributions. Stemming from this issue, a probabilistic model namely, Probabilistic Classification Vector Machines (PCVM), has been proposed which respects the original functional form of SVM whilst also providing a predictive distribution. As physical system designs become more complex, an increasing number of classification tasks involving industrial applications consist of more than two classes. Consequently, this research proposes a framework which allows for the extension of PCVM to a multi class setting. Additionally, the original PCVM framework relies on the use of type II maximum likelihood to provide estimates for both the kernel hyperparameters and model evidence. In a high dimensional multi class setting, however, this approach has been shown to be ineffective due to bad scaling as the number of classes increases. Accordingly, we propose the application of Markov Chain Monte Carlo (MCMC) based methods to provide a posterior distribution over both parameters and hyperparameters. The proposed framework will be validated against current multi class classifiers through synthetic and real life implementations.

Keywords: probabilistic classification vector machines, multi class classification, MCMC, support vector machines

Procedia PDF Downloads 205