Search results for: stochastic frontier analysis

Authors: Abderrahim Elmoataz

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More and more contemporary applications involve data in the form of functions defined on irregular and topologically complicated domains (images, meshs, points clouds, networks, etc). Such data are not organized as familiar digital signals and images sampled on regular lattices. However, they can be conveniently represented as graphs where each vertex represents measured data and each edge represents a relationship (connectivity or certain affinities or interaction) between two vertices. Processing and analyzing these types of data is a major challenge for both image and machine learning communities. Hence, it is very important to transfer to graphs and networks many of the mathematical tools which were initially developed on usual Euclidean spaces and proven to be efficient for many inverse problems and applications dealing with usual image and signal domains. Historically, the main tools for the study of graphs or networks come from combinatorial and graph theory. In recent years there has been an increasing interest in the investigation of one of the major mathematical tools for signal and image analysis, which are Partial Differential Equations (PDEs) variational methods on graphs. The normalized p-laplacian operator has been recently introduced to model a stochastic game called tug-of-war-game with noise. Part interest of this class of operators arises from the fact that it includes, as particular case, the infinity Laplacian, the mean curvature operator and the traditionnal Laplacian operators which was extensiveley used to models and to solve problems in image processing. The purpose of this paper is to introduce and to study a new class of normalized p-Laplacian on graphs. The introduction is based on the extension of p-harmonious function introduced in as discrete approximation for both infinity Laplacian and p-Laplacian equations. Finally, we propose to use these operators as a framework for solving many inverse problems in image processing.

Keywords: normalized p-laplacian, image processing, stochastic game, inverse problems

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Authors: Sania Maghsodloo, Sirus Mohammadi

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Electric Vehicle (EV) technology is expected to take a major share in the light-vehicle market in the coming decades. Transportation electrification has become an important issue in recent decades and the large scale deployment of EVs has yet to be achieved. The smart coordination of EV demand addresses an improvement in the flexibility of power systems and reduces the costs of power system investment. The uncertainty in EV drivers’ behaviour is one of the main problems to solve to obtain an optimal integration of EVs into power systems Charging of EVs will put an extra burden on the distribution grid and in some cases adjustments will need to be made. The stochastic process of the driving pattern is done to make the outcome of the project more realistic. Based on the stochastic data, the optimization of charging plans is made.

Keywords: electric vehicles (PEVs), smart grid, Monticello, distribution system

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Authors: Babatunde Akeem Lawal

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In any organization, the primary aim is to maximize profit, but the major challenges facing them is the increase in cost of operation because of this there is increase in cost of production that could lead to inevitable cost control and cost reduction scheme which make it difficult for most organizations to operate at the cost efficient frontier. The study aims to critically examine and evaluate the application of cost control and cost reduction in organization performance and also to review budget as an effective tool of cost control and cost reduction. A descriptive survey research was adopted. A total number of 40 respondent retrieved were used for the study. The analysis of data collected was undertaken by applying appropriate statistical tools. Regression analysis was used to test the hypothesis with the use of SPSS. Based on the findings; it was evident that cost control has a positive impact on organizational performance and also the style of management has a positive impact on organizational performance.

Keywords: organization, cost reduction, cost control, performance, budget, profit

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Authors: Nikolaos Papadimas, Joanna Bennett, Amir Sakhaei, Timothy Dodwell

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Composite modeling of consolidation processes is playing an important role in the process and part design by indicating the formation of possible unwanted prior to expensive experimental iterative trial and development programs. Composite materials in their uncured state display complex constitutive behavior, which has received much academic interest, and this with different models proposed. Errors from modeling and statistical which arise from this fitting will propagate through any simulation in which the material model is used. A general hyperelastic polynomial representation was proposed, which can be readily implemented in various nonlinear finite element packages. In our case, FEniCS was chosen. The coefficients are assumed uncertain, and therefore the distribution of parameters learned using Markov Chain Monte Carlo (MCMC) methods. In engineering, the approach often followed is to select a single set of model parameters, which on average, best fits a set of experiments. There are good statistical reasons why this is not a rigorous approach to take. To overcome these challenges, A hierarchical Bayesian framework was proposed in which population distribution of model parameters is inferred from an ensemble of experiments tests. The resulting sampled distribution of hyperparameters is approximated using Maximum Entropy methods so that the distribution of samples can be readily sampled when embedded within a stochastic finite element simulation. The methodology is validated and demonstrated on a set of consolidation experiments of AS4/8852 with various stacking sequences. The resulting distributions are then applied to stochastic finite element simulations of the consolidation of curved parts, leading to a distribution of possible model outputs. With this, the paper, as far as the authors are aware, represents the first stochastic finite element implementation in composite process modelling.

Keywords: data-driven , material consolidation, stochastic finite elements, surrogate models

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Authors: H. D. Ibrahim, H. C. Chinwenyi, T. Danjuma

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An option is defined as a financial contract that provides the holder the right but not the obligation to buy or sell a specified quantity of an underlying asset in the future at a fixed price (called a strike price) on or before the expiration date of the option. This paper examined two approaches for derivation of Partial Differential Equation (PDE) options price valuation formula for the Heston stochastic volatility model. We obtained various PDE option price valuation formulas using the riskless portfolio method and the application of Feynman-Kac theorem respectively. From the results obtained, we see that the two derived PDEs for Heston model are distinct and non-unique. This establishes the fact of incompleteness in the model for option price valuation.

Keywords: Black-Scholes partial differential equations, Ito process, option price valuation, partial differential equations

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Authors: Fabianna Bacil, Zenathan Hasannundin, Clovis Freire

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The green transition opens green windows of opportunity – temporary moments in which there are lower barriers and shorter learning periods for developing countries to enter emerging technologies and catch-up. However, taking advantage of these windows requires capabilities in national sectoral systems to adopt and develop technologies linked to green sectors as well as strong responses to build the required knowledge, skills, and infrastructure and foster the growth of targeted sectors. This paper uses UNCTAD’s frontier technology readiness index to analyse the current position of Latin America and the Caribbean to use, adopt, and adapt frontier technologies, examining the preconditions in the region to take up windows of opportunity that arise with the green transition. The index highlights the inequality across countries in the region, as well as gaps in capabilities dimensions, especially in terms of R&D. Moving to responses, it highlights industrial policies implemented to foster the growth of green technologies, emphasising the essential role played by the state to build and strengthen capabilities and provide infant industry protection that enables the growth of these sectors. Overall, while there are exceptions, especially in the Brazilian case, countries in Latin America and the Caribbean should focus on strengthening their capabilities to be better positioned, especially in terms of knowledge creation, infrastructure, and financing availability.

Keywords: Green technologies, Industrial policy, Latin America, windows of opportunity

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Authors: Ketseas Dimitris

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In this work, we investigate the effect of noise on a classical two-degree-of-freedom pitch-plunge aeroelastic system. The inlet velocity of the flow is modelled as a stochastically varying parameter by the Ornstein-Uhlenbeck (OU) stochastic process. The system is a 2D airfoil, and the elastic problem is simulated using linear springs. We study the manifestation of Limit Cycle Oscillations (LCO) that correspond to the varying fluid velocity under the dynamic stall regime. We aim to delve into the unexplored facets of the classical pitch-plunge aeroelastic system, seeking a comprehensive understanding of how parametric noise influences the occurrence of LCO and expands the boundaries of its known behavior.

Keywords: aerodynamics, aeroelasticity, computational fluid mechanics, stall flutter, stochastical processes, limit cycle oscillation

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Authors: Soofiyan Atar, Adil Shaikh, Sahil Rajpurkar, Pragnesh Bhalala, Aniket Desai, Irfan Siddavatam

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Deep reinforcement learning (deep RL) algorithms leverage the symbolic power of complex controllers by automating it by mapping sensory inputs to low-level actions. Deep RL eliminates the complex robot dynamics with minimal engineering. Deep RL provides high-risk involvement by directly implementing it in real-world scenarios and also high sensitivity towards hyperparameters. Tuning of hyperparameters on a pneumatic quadruped robot becomes very expensive through trial-and-error learning. This paper presents an automated learning control for a pneumatic quadruped robot using sample efficient deep Q learning, enabling minimal tuning and very few trials to learn the neural network. Long training hours may degrade the pneumatic cylinder due to jerk actions originated through stochastic weights. We applied this method to the pneumatic quadruped robot, which resulted in a hopping gait. In our process, we eliminated the use of a simulator and acquired a stable gait. This approach evolves so that the resultant gait matures more sturdy towards any stochastic changes in the environment. We further show that our algorithm performed very well as compared to programmed gait using robot dynamics.

Keywords: model-based reinforcement learning, gait stability, supervised learning, pneumatic quadruped

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Authors: Lukumba Phiri, Simon Tembo, Kumbuso Joshua Nyoni

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In Zambia recent initiatives by various power operators like ZESCO, CEC, and consumers like the mines to upgrade power systems into smart grids target an even tighter integration with information technologies to enable the integration of renewable energy sources, local and bulk generation, and demand response. Thus, for the reliable operation of smart grids, its information infrastructure must be secure and reliable in the face of both failures and cyberattacks. Due to the nature of the systems, ICS/SCADA cybersecurity and governance face additional challenges compared to the corporate networks, and critical systems may be left exposed. There exist control frameworks internationally such as the NIST framework, however, there are generic and do not meet the domain-specific needs of the SCADA systems. Zambia is also lagging in cybersecurity awareness and adoption, therefore there is a concern about securing ICS controlling key infrastructure critical to the Zambian economy as there are few known facts about the true posture. In this paper, we introduce a stochastic Edged-based Anomaly Detection for SCADA systems (SEADS) framework for threat modeling and risk assessment. SEADS enables the calculation of steady-steady probabilities that are further applied to establish metrics like system availability, maintainability, and reliability.

Keywords: anomaly, availability, detection, edge, maintainability, reliability, stochastic

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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: Ardalan Sabamehr, Ashutosh Bagchi

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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: André Luís Brasil Cavalcante, Juan Felix Rodriguez Rebolledo, Lucas Parreira de Faria Borges

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A methodology for the probabilistic analysis of active earth pressure on retaining wall for c-Φ soil backfill is described in this paper. The Rosenblueth point estimate method is used to measure the failure probability of a gravity retaining wall. The basic principle of this methodology is to use two point estimates, i.e., the standard deviation and the mean value, to examine a variable in the safety analysis. The simplicity of this framework assures to its wide application. For the calculation is required 2ⁿ repetitions during the analysis, since the system is governed by n variables. In this study, a probabilistic model based on the Rosenblueth approach for the computation of the overturning probability of failure of a retaining wall is presented. The obtained results have shown the advantages of this kind of models in comparison with the deterministic solution. In a relatively easy way, the uncertainty on the wall and fill parameters are taken into account, and some practical results can be obtained for the retaining structure design.

Keywords: retaining wall, active earth pressure, backfill, probabilistic analysis

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Authors: Ali Vaezi, Jyotirmoy Dalal, Manish Verma

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The railroad is one of the primary transportation modes for hazardous materials (hazmat) shipments in North America. Installing an emergency response network capable of providing a commensurate response is one of the primary levers to contain (or mitigate) the adverse consequences from rail hazmat incidents. To this end, we propose a two-stage stochastic program to determine the location of and equipment packages to be stockpiled at each response facility. The raw input data collected from publicly available reports were processed, fed into the proposed optimization program, and then tested on a realistic railroad network in Ontario (Canada). From the resulting analyses, we conclude that the decisions based only on empirical datasets would undermine the effectiveness of the resulting network; coverage can be improved by redistributing equipment in the network, purchasing equipment with higher containment capacity, and making use of a disutility multiplier factor.

Keywords: hazmat, rail network, stochastic programming, emergency response

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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: Diep Thanh Tung

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This study aims to measure technical efficiency and examine productivity performance of livestock production in regions of Vietnam based on a panel data of 2008–2012. After four years, although there are improvements in efficiency of some regions, low technical efficiency, poor performance of productivity and its compositions are dominant features in almost regions. Households which much depend on livestock income in agricultural income or agricultural income in total income are more vulnerable than the others in term of livestock production.

Keywords: data envelopment analysis, meta-frontier, Malmquist, technical efficiency, livestock production

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Authors: Sai Hung Cheung, Zhe Shao

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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: Y. de Smet, J. Hubinont

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PROMETHEE and GAIA are well-known Multiple Criteria Decision Aid methods. Given an evaluation table and preference parameters they allow to rank the alternatives, to visualize the problem, to perform sensitivity and robustness analysis, etc. Unfortunately, it is often hard for the Decision Maker (DM) to estimate the precise values of these parameters. Therefore an alternative option is to give ranges of potential values in order to apply Stochastic Multicriteria Acceptability Analysis. This has been recently studied in the context of the SMAA-PROMETHEE method. The aim of this contribution is to propose an SMAA extension of GAIA. We show how this tool can be useful and provide complementary information to SMAA-PROMETHEE. This is illustrated on a pedagogical example.

Keywords: multiple criteria decision making, PROMETHEE, GAIA, SMAA

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Authors: Edvard Kokanyan, Narine Babajanyan, Ninel Kokanyan, Marco Bazzan

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Lithium niobate (LN) crystals, renowned for their exceptional nonlinear optical, electro-optical, piezoelectric, and photorefractive properties, stand as foundational materials in diverse fields of study and application. While they have long been utilized in frequency converters of laser radiation, electro-optical modulators, and holographic information recording media, LN crystals doped with rare earth ions represent a compelling frontier for modern compact devices. These materials exhibit immense potential as key components in infrared lasers, optical sensors, self-cooling systems, and radiation-balanced laser setups. In this study, we present the successful synthesis of Ho-doped lithium niobate (LN:Ho) thin films on sapphire substrates employing the Sol-Gel technique. The films exhibit a strong crystallographic orientation along the perpendicular direction to the substrate surface, with X-ray diffraction analysis confirming the predominant alignment of the film's "c" axis, notably evidenced by the intense (006) reflection peak. Further characterization through Raman spectroscopy, employing a confocal Raman microscope (LabRAM HR Evolution) with exciting wavelengths of 532 nm and 785 nm, unraveled intriguing insights. Under excitation with a 785 nm laser, Raman scattering obeyed selection rules, while employing a 532 nm laser unveiled additional forbidden lines, reminiscent of behaviors observed in bulk LN:Ho crystals. These supplementary lines were attributed to luminescence induced by excitation at 532 nm. Leveraging data from anti-Stokes Raman lines facilitated the disentanglement of luminescence spectra from the investigated samples. Surface scanning affirmed the uniformity of both structure and luminescence across the thin films. Notably, despite the robust orientation of the "c" axis perpendicular to the substrate surface, Raman signals indicated a stochastic distribution of "a" and "b" axes, validating the mosaic structure of the films along the mentioned axis. This study offers valuable insights into the structural properties of Ho-doped lithium niobate thin films, with the observed luminescence behavior holding significant promise for potential applications in optoelectronic devices.

Keywords: lithium niobate, Sol-Gel, luminescence, Raman spectroscopy.

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Authors: S. Rozhkova, O. Rozhkova, A. Harlova, V. Lasukov

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For optimal unbiased filter as mean-square and in the case of functioning anomalous noises in the observation memory channel, we have proved insensitivity of filter to inaccurate knowledge of the anomalous noise intensity matrix and its equivalence to truncated filter plotted only by non anomalous components of an observation vector.

Keywords: mathematical expectation, filtration, anomalous noise, memory

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Authors: Joelle Fong

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Older persons are at greatest risk of becoming frail. As survival to the age of 80 and beyond continues to increase, the health and frailty of older Americans has garnered much recent attention among policy makers and healthcare administrators. This paper examines patterns in old-age frailty within a multistate actuarial model that characterizes the stochastic process of biological ageing. Using aggregate population-level U.S. mortality data, we implement a stochastic aging model to examine cohort trends and gender differences in frailty distributions for older Americans born 1865 – 1894. The stochastic ageing model, which draws from the fields of actuarial science and gerontology, is well-established in the literature. The implications for public health insurance programs are also discussed. Our results suggest that, on average, women tend to be frailer than men at older ages and reveal useful insights about the magnitude of the male-female differential at critical age points. Specifically, we note that the frailty statuses of males and females are actually quite comparable from ages 65 to 80. Beyond age 80, however, the frailty levels start to diverge considerably implying that women are moving quicker into worse states of health than men. Tracking average frailty by gender over 30 successive birth cohorts, we also find that frailty levels for both genders follow a distinct peak-and-trough pattern. For instance, frailty among 85-year old American survivors increased in years 1954-1963, decreased in years 1964-1971, and again started to increase in years 1972-1979. A number of factors may have accounted for these cohort differences including differences in cohort life histories, differences in disease prevalence, differences in lifestyle and behavior, differential access to medical advances, as well as changes in environmental risk factors over time. We conclude with a discussion on the implications of our findings on spending for long-term care programs within the broader health insurance system.

Keywords: actuarial modeling, cohort analysis, frail elderly, health

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Authors: Nozar Kishi, Babak Kamrani, Filmon Habte

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Natural hazards such as earthquakes and tropical storms, are very frequent and highly destructive in Japan. Japan experiences, every year on average, more than 10 tropical cyclones that come within damaging reach, and earthquakes of moment magnitude 6 or greater. We have developed stochastic catastrophe models to address the risk associated with the entire suite of damaging events in Japan, for use by insurance, reinsurance, NGOs and governmental institutions. KCC’s (Karen Clark and Company) catastrophe models are procedures constituted of four modular segments: 1) stochastic events sets that would represent the statistics of the past events, hazard attenuation functions that could model the local intensity, vulnerability functions that would address the repair need for local buildings exposed to the hazard, and financial module addressing policy conditions that could estimates the losses incurring as result of. The events module is comprised of events (faults or tracks) with different intensities with corresponding probabilities. They are based on the same statistics as observed through the historical catalog. The hazard module delivers the hazard intensity (ground motion or wind speed) at location of each building. The vulnerability module provides library of damage functions that would relate the hazard intensity to repair need as percentage of the replacement value. The financial module reports the expected loss, given the payoff policies and regulations. We have divided Japan into regions with similar typhoon climatology, and earthquake micro-zones, within each the characteristics of events are similar enough for stochastic modeling. For each region, then, a set of stochastic events is developed that results in events with intensities corresponding to annual occurrence probabilities that are of interest to financial communities; such as 0.01, 0.004, etc. The intensities, corresponding to these probabilities (called CE, Characteristics Events) are selected through a superstratified sampling approach that is based on the primary uncertainty. Region specific hazard intensity attenuation functions followed by vulnerability models leads to estimation of repair costs. Extensive economic exposure model addresses all local construction and occupancy types, such as post-linter Shinand Okabe wood, as well as concrete confined in steel, SRC (Steel-Reinforced Concrete), high-rise.

Keywords: typhoon, earthquake, Japan, catastrophe modelling, stochastic modeling, stratified sampling, loss model, ERM

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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: M. Naderi, N. Iyyer, K. Goel, N. Phan

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A micromechanical analysis of the influence of fiber-matrix interface fracture properties on the transverse tensile response of fiber-reinforced composite is investigated. Augmented finite element method (AFEM) is used to provide high-fidelity damage initiation and propagation along the micromechanical analysis. Effects of fiber volume fraction and fiber shapes are also studies in representative volume elements (RVE) to capture the stochastic behavior of the composite under loading. In addition, defects and voids influence on the composite response are investigated in micromechanical analysis. The results reveal that the response of RVE with constant interface properties overestimates the composite transverse strength. It is also seen that the damage initiation and propagation locations are controlled by the distributions of fracture properties, fibers’ shapes, and defects.

Keywords: cohesive model, fracture, computational mechanics, micromechanics

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Authors: Yaping Zhao

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In the present study, the exact solutions for the steady response of quasi-linear systems under non-white wide-band random excitation are considered by means of the stochastic averaging method. The non linearity of the systems contains the power-law damping and the cross-product term of the power-law damping and displacement. The drift and diffusion coefficients of the Fokker-Planck-Kolmogorov (FPK) equation after averaging are obtained by a succinct approach. After solving the averaged FPK equation, the joint probability density function and the marginal probability density function in steady state are attained. In the process of resolving, the eigenvalue problem of ordinary differential equation is handled by integral equation method. Some new results are acquired and the novel method to deal with the problems in nonlinear random vibration is proposed.

Keywords: random vibration, stochastic averaging method, FPK equation, transition probability density

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Authors: Amer Ait Sidhoum

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Interest in sustainability has gained ground among practitioners, academics and policy-makers due to growing stakeholders’ awareness of environmental and social concerns. This is particularly true for agriculture. However, relatively little research has been conducted on the quantification of social sustainability and the contribution of social issues to the agricultural production efficiency. This research's main objective is to propose a method for evaluating prices of social outputs, more precisely shadow prices, by allowing for the stochastic nature of agricultural production that is to say for production uncertainty. In this article, the assessment of social outputs’ shadow prices is conducted within the methodological framework of nonparametric Data Envelopment Analysis (DEA). An output-oriented directional distance function (DDF) is implemented to represent the technology of a sample of Catalan arable crop farms and derive the efficiency scores the overall production technology of our sample is assumed to be the intersection of two different sub-technologies. The first sub-technology models the production of random desirable agricultural outputs, while the second sub-technology reflects the social outcomes from agricultural activities. Once a nonparametric production technology has been represented, the DDF primal approach can be used for efficiency measurement, while shadow prices are drawn from the dual representation of the DDF. Computing shadow prices is a method to assign an economic value to non-marketed social outcomes. Our research uses cross sectional, farm-level data collected in 2015 from a sample of 180 Catalan arable crop farms specialized in the production of cereals, oilseeds and protein (COP) crops. Our results suggest that our sample farms show high performance scores, from 85% for the bad state of nature to 88% for the normal and ideal crop growing conditions. This suggests that farm performance is increasing with an improvement in crop growth conditions. Results also show that average shadow prices of desirable state-contingent output and social outcomes for efficient and inefficient farms are positive, suggesting that the production of desirable marketable outputs and of non-marketable outputs makes a positive contribution to the farm production efficiency. Results also indicate that social outputs’ shadow prices are contingent upon the growing conditions. The shadow prices follow an upward trend as crop-growing conditions improve. This finding suggests that these efficient farms prefer to allocate more resources in the production of desirable outputs than of social outcomes. To our knowledge, this study represents the first attempt to compute shadow prices of social outcomes while accounting for the stochastic nature of the production technology. Our findings suggest that the decision-making process of the efficient farms in dealing with social issues are stochastic and strongly dependent on the growth conditions. This implies that policy-makers should adjust their instruments according to the stochastic environmental conditions. An optimal redistribution of rural development support, by increasing the public payment with the improvement in crop growth conditions, would likely enhance the effectiveness of public policies.

Keywords: data envelopment analysis, shadow prices, social sustainability, sustainable farming

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Authors: Amit Ghosh, Chanchal Kundu

Abstract:

Recently, the notion of past cumulative inaccuracy (CPI) measure has been proposed in the literature as a generalization of cumulative past entropy (CPE) in univariate as well as bivariate setup. In this paper, we introduce the notion of CPI of order α (alpha) and study the proposed measure for conditionally specified models of two components failed at different time instants called generalized conditional CPI (GCCPI). We provide some bounds using usual stochastic order and investigate several properties of GCCPI. The effect of monotone transformation on this proposed measure has also been examined. Furthermore, we characterize some bivariate distributions under the assumption of conditional proportional reversed hazard rate model. Moreover, the role of GCCPI in reliability modeling has also been investigated for a real-life problem.

Keywords: cumulative past inaccuracy, marginal and conditional past lifetimes, conditional proportional reversed hazard rate model, usual stochastic order

Procedia PDF Downloads 221

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 products located at a central depot to 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 the 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 of the goods that must be delivered. In the present work, we present a specific capacitated stochastic vehicle routing problem which has realistic applications to distributions of materials to shops or to healthcare facilities or to military units. A vehicle starts its route from a depot loaded with items of two similar but not identical products. We name these products, product 1 and product 2. The vehicle must deliver the products to N customers according to a predefined sequence. This means that first customer 1 must be serviced, then customer 2 must be serviced, then customer 3 must be serviced and so on. The vehicle has a finite capacity and after servicing all customers it returns to the depot. It is assumed that each customer prefers either product 1 or product 2 with known probabilities. The actual preference of each customer becomes known when the vehicle visits the customer. It is also assumed that the quantity that each customer demands is a random variable with known distribution. The actual demand is revealed upon the vehicle’s arrival at customer’s site. The demand of each customer cannot exceed the vehicle capacity and the vehicle is allowed during its route to return to the depot to restock with quantities of both products. The travel costs between consecutive customers and the travel costs between the customers and the depot are known. If there is shortage for the desired product, it is permitted to deliver the other product at a reduced price. The objective is to find the optimal routing strategy, i.e. the routing strategy that minimizes the expected total cost among all possible strategies. It is possible to find the optimal routing strategy using a suitable stochastic dynamic programming algorithm. It is also possible to prove that the optimal routing strategy has a specific threshold-type structure, i.e. it is characterized by critical numbers. This structural result enables us to construct an efficient special-purpose dynamic programming algorithm that operates only over those routing strategies having this structure. The findings of the present study lead us to the conclusion that the dynamic programming method may be a very useful tool for the solution of specific vehicle routing problems. A problem for future research could be the study of a similar stochastic vehicle routing problem in which the vehicle instead of delivering, it collects products from ordered customers.

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

Procedia PDF Downloads 235

Authors: Josip Vasilj, Petar Sarajcev, Damir Jakus

Abstract:

One of the major difficulties introduced with wind power penetration is the inherent uncertainty in production originating from uncertain wind conditions. This uncertainty impacts many different aspects of power system operation, especially the balancing power requirements. For this reason, in power system development planing, it is necessary to evaluate the potential uncertainty in future wind power generation. For this purpose, simulation models are required, reproducing the performance of wind power forecasts. This paper presents a wind power forecast error simulation models which are based on the stochastic process simulation. Proposed models capture the most important statistical parameters recognized in wind power forecast error time series. Furthermore, two distinct models are presented based on data availability. First model uses wind speed measurements on potential or existing wind power plant locations, while the seconds model uses statistical distribution of wind speeds.

Keywords: wind power, uncertainty, stochastic process, Monte Carlo simulation

Procedia PDF Downloads 447

Authors: Jihad S. Daba, J. P. Dubois

Abstract:

Understanding the statistics of non-isotropic scattering multipath channels that fade randomly with respect to time, frequency, and space in a mobile environment is very crucial for the accurate detection of received signals in wireless and cellular communication systems. In this paper, we derive stochastic models for the probability density function (PDF) of the shift in the carrier frequency caused by the Doppler Effect on the received illuminating signal in the presence of a dominant line of sight. Our derivation is based on a generalized Clarke’s and a two-wave partially developed scattering models, where the statistical distribution of the frequency shift is shown to be consistent with the power spectral density of the Doppler shifted signal.

Keywords: Doppler shift, filtered Poisson process, generalized Clark’s model, non-isotropic scattering, partially developed scattering, Rician distribution

Procedia PDF Downloads 340