Search results for: stochastic matrices

Authors: Merve Ermis, Murat Yılmaz, Nihal Eratlı, Mehmet H. Omurtag

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The static and dynamic analyses of hyperboloidal helix having the closed and the open square box sections are investigated via the mixed finite element formulation based on Timoshenko beam theory. Frenet triad is considered as local coordinate systems for helix geometry. Helix domain is discretized with a two-noded curved element and linear shape functions are used. Each node of the curved element has 12 degrees of freedom, namely, three translations, three rotations, two shear forces, one axial force, two bending moments and one torque. Finite element matrices are derived by using exact nodal values of curvatures and arc length and it is interpolated linearly throughout the element axial length. The torsional moments of inertia for close and open square box sections are obtained by finite element solution of St. Venant torsion formulation. With the proposed method, the torsional rigidity of simply and multiply connected cross-sections can be also calculated in same manner. The influence of the close and the open square box cross-sections on the static and dynamic analyses of hyperboloidal helix is investigated. The benchmark problems are represented for the literature.

Keywords: hyperboloidal helix, squared cross section, thin walled cross section, torsional rigidity

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Authors: Niya Chen, Jennifer Chan

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In the financial market, risk management helps to minimize potential loss and maximize profit. There are two ways to assess risks; the first way is to calculate the risk directly based on the volatility. The most common risk measurements are Value at Risk (VaR), sharp ratio, and beta. Alternatively, we could look at the quantile of the return to assess the risk. Popular return models such as GARCH and stochastic volatility (SV) focus on modeling the mean of the return distribution via capturing the volatility dynamics; however, the quantile/expectile method will give us an idea of the distribution with the extreme return value. It will allow us to forecast VaR using return which is direct information. The advantage of using these non-parametric methods is that it is not bounded by the distribution assumptions from the parametric method. But the difference between them is that expectile uses a second-order loss function while quantile regression uses a first-order loss function. We consider several quantile functions, different volatility measures, and estimates from some volatility models. To estimate the expectile of the model, we use Realized Conditional Autoregressive Expectile (CARE) model with the bayesian method to achieve this. We would like to see if our proposed models outperform existing models in cryptocurrency, and we will test it by using Bitcoin mainly as well as Ethereum.

Keywords: expectile, CARE Model, CARR Model, quantile, cryptocurrency, Value at Risk

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Authors: C. E. Ogbanje, S. A. N. D. Chidebelu, N. J. Nweze

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The study evaluated off-farm work and cost efficiency in staple food production among small-scale farmers in North Central Nigeria. Multistage sampling technique was used to select 360 respondents (participants and non-participants in off-farm work). Primary data obtained were analysed using stochastic cost frontier and test of means’ difference. Capital input was lower for participants (N2,596.58) than non-participants (N11,099.14). Gamma (γ) was statistically significant. Farm size significantly (p<0.01) increased cost outlay for participants and non-participants. Average input prices of enterprises one and two significantly (p<0.01) increased cost. Sex, household size, credit obtained, formal education, farming experience, and farm income significantly (p<0.05) reduced cost inefficiency for non-participants. Average cost efficiency was 11%. Farm capital was wasted. Participants’ substitution of capital for labour did not put them at a disadvantage. Extension agents should encourage farmers to obtain financial relief from off-farm work but not to the extent of endangering farm cost efficiency.

Keywords: cost efficiency, mean difference, North Central Nigeria, off-farm work, participants and non-participants, small-scale farmers

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Authors: Kun Li, Yuzheng Liu, Xiuqi Fan

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High-security standard and high efficiency of screening seem to be contradictory to each other in the airport security check process. Improving the efficiency as far as possible while maintaining the same security standard is significantly meaningful. This paper utilizes the knowledge of Operation Research and Stochastic Process to establish mathematical models to explore this problem. We analyze the current process of airport security check and use the M/G/1 and M/G/k models in queuing theory to describe the process. Then we find the least efficient part is the pre-check lane, the bottleneck of the queuing system. To improve passenger throughput and reduce the variance of passengers’ waiting time, we adjust our models and use Monte Carlo method, then put forward three modifications: adjust the ratio of Pre-Check lane to regular lane flexibly, determine the optimal number of security check screening lines based on cost analysis and adjust the distribution of arrival and service time based on Monte Carlo simulation results. We also analyze the impact of cultural differences as the sensitivity analysis. Finally, we give the recommendations for the current process of airport security check process.

Keywords: queue theory, security check, stochatic process, Monte Carlo simulation

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Authors: Paffrath Meinhard, Zhou Yayun, Guo Yiqing, Ertl Harald

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Winding geometry design is an important part of power transformer electrical design. Conventionally, the winding geometry is designed manually, which is a time-consuming job because it involves many iteration steps in order to meet all cost, manufacturing and electrical requirements. Here a method is presented which automatically generates the winding geometry for given user parameters and allows the user to interactively set and change parameters. To achieve this goal, the winding problem is transferred to a mixed integer nonlinear optimization problem. The relevant geometrical design parameters are defined as optimization variables. The cost and other requirements are modeled as constraints. For the solution, a stochastic ant colony optimization algorithm is applied. It is well-known, that an optimizer can get stuck in a local minimum. For the winding problem, we present efficient strategies to come out of local minima, furthermore a reduced variable search range helps to accelerate the solution process. Numerical examples show that the optimization result is delivered within seconds such that the user can interactively change the variable search area and constraints to improve the design.

Keywords: ant colony optimization, mixed integer nonlinear programming, power transformer, winding design

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Authors: Manuel I. Capel, Antonio Tomeu, Alberto Salguero

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Tumor growth from a transformed cancer-cell up to a clinically apparent mass spans through a range of spatial and temporal magnitudes. Through computer simulations, Cellular Automata (CA) can accurately describe the complexity of the development of tumors. Tumor development prognosis can now be made -without making patients undergo through annoying medical examinations or painful invasive procedures- if we develop appropriate CA-based software tools. In silico testing mainly refers to Computational Biology research studies of application to clinical actions in Medicine. To establish sound computer-based models of cellular behavior, certainly reduces costs and saves precious time with respect to carrying out experiments in vitro at labs or in vivo with living cells and organisms. These aim to produce scientifically relevant results compared to traditional in vitro testing, which is slow, expensive, and does not generally have acceptable reproducibility under the same conditions. For speeding up computer simulations of cellular models, specific literature shows recent proposals based on the CA approach that include advanced techniques, such the clever use of supporting efficient data structures when modeling with deterministic stochastic cellular automata. Multiparadigm and multiscale simulation of tumor dynamics is just beginning to be developed by the concerned research community. The use of stochastic cellular automata (SCA), whose parallel programming implementations are open to yield a high computational performance, are of much interest to be explored up to their computational limits. There have been some approaches based on optimizations to advance in multiparadigm models of tumor growth, which mainly pursuit to improve performance of these models through efficient memory accesses guarantee, or considering the dynamic evolution of the memory space (grids, trees,…) that holds crucial data in simulations. In our opinion, the different optimizations mentioned above are not decisive enough to achieve the high performance computing power that cell-behavior simulation programs actually need. The possibility of using multicore and GPU parallelism as a promising multiplatform and framework to develop new programming techniques to speed-up the computation time of simulations is just starting to be explored in the few last years. This paper presents a model that incorporates parallel processing, identifying the synchronization necessary for speeding up tumor growth simulations implemented in Java and C++ programming environments. The speed up improvement that specific parallel syntactic constructs, such as executors (thread pools) in Java, are studied. The new tumor growth parallel model is proved using implementations with Java and C++ languages on two different platforms: chipset Intel core i-X and a HPC cluster of processors at our university. The parallelization of Polesczuk and Enderling model (normally used by researchers in mathematical oncology) proposed here is analyzed with respect to performance gain. We intend to apply the model and overall parallelization technique presented here to solid tumors of specific affiliation such as prostate, breast, or colon. Our final objective is to set up a multiparadigm model capable of modelling angiogenesis, or the growth inhibition induced by chemotaxis, as well as the effect of therapies based on the presence of cytotoxic/cytostatic drugs.

Keywords: cellular automaton, tumor growth model, simulation, multicore and manycore programming, parallel programming, high performance computing, speed up

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Authors: Mohsen Akhlaghi, Tahereh Ebrahimi

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Considering the increasing demand for water and limited resources, there is a possibility of a water crisis in the not-so-distant future. Therefore, to prevent this crisis, other options for drinking water supply should be examined. In this regard, the application of multi-criteria decision-making methods in various aspects of water resource management and planning has always been of great interest to researchers. In this report, six options for supplying drinking water to Tehran City were considered. Then, experts' opinions were collected through matrices and questionnaires, and using the TOPSIS method, which is one of the types of multi-criteria decision-making methods, they were calculated and analyzed. In the TOPSIS method, the options were ranked by calculating their proximity to the ideal (Ci). The closer the numerical value of Ci is to one, the more desirable the option is. Based on this, the option with the optimization pattern of water consumption, with Ci = 0.9787, is the best option among the proposed options for supplying drinking water to Tehran City. The other options, in order of priority, are rainwater harvesting, wastewater reuse, increasing current water supply sources, desalination and its transfer, and transferring water from freshwater sources between basins. In conclusion, the findings of this study highlight the importance of exploring alternative drinking water supply options and utilizing multi-criteria decision-making approaches to address the potential water crisis.

Keywords: multi-criteria decision, sustainable development, topsis, water supply

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Authors: J. J. Vargas, N. Prieto, L. A. Toro

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Control charts are commonly used to monitor processes involving either variable or attribute of quality characteristics and determining the control limits as a critical task for quality engineers to improve the processes. Nonetheless, in some applications it is necessary to include an estimation of efficiency. In this paper, the ability to define the efficiency of an industrial process was added to a control chart by means of incorporating a data envelopment analysis (DEA) approach. In depth, a Bayesian estimation was performed to calculate the posterior probability distribution of parameters as means and variance and covariance matrix. This technique allows to analyse the data set without the need of using the hypothetical large sample implied in the problem and to be treated as an approximation to the finite sample distribution. A rejection simulation method was carried out to generate random variables from the parameter functions. Each resulting vector was used by stochastic DEA model during several cycles for establishing the distribution of each efficiency measures for each DMU (decision making units). A control limit was calculated with model obtained and if a condition of a low level efficiency of DMU is presented, system efficiency is out of control. In the efficiency calculated a global optimum was reached, which ensures model reliability.

Keywords: data envelopment analysis, DEA, Multivariate control chart, rejection simulation method

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Authors: Vijay Meena, Arup Kumar Sarma, Chandan Mahanta

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The environment has been getting contaminated by anthropogenic processes including those that discharge heavy metals to air, soil and water. The present work emphasizes the spatial distribution and vertical profile of six heavy metals (Cu, Zn, Mn, Ni, Fe, Cr) in three layers of mid sand bars (bed surface layer, 50 cm and 100 cm depth) at 42 sampling stations covering around 600 km stretch of the Brahmaputra River, India. Heavy metal analysis was conducted on the sample collected from mid-sand bars in the river stretch to examine the impact of dredging for various hydrological operations in the future. Sediment quality was assessed by calculating six different indices viz., EF, CF, CD, PLI, Igeo, and PERI. In all sediment layers, heavy metal concentrations have been observed to be the same as listed, Fe > Mn > Zn > Ni > Cr > Cu in μg/g. The average concentration of Cu, Mn, and Fe was found in the middle layer while Zn, Ni, and Cr were in the Surface layer. EF indicates higher enrichment in reach 2 which is likely to be due to anthropogenic sources of industrial and urbanized effluents. The sediment of the mid-sand bar was generally found moderately polluted possessing low risk to aquatic lives and the environment. Suggesting, Dredging can be possible in the future. An examination of correlation matrices, principal components analysis, and cluster analyses indicated that these heavy metals possess similar anthropogenic origins for their enrichment.

Keywords: heavy metal contamination, risk assessment, anthropogenic impacts, sediment

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Authors: Nicolas Haber

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The study addresses the conceptual design of Product-Service Systems (PSSs) as a means of innovating solutions with the aim of reducing the environmental load of conventional product based solutions. Functional approaches targeting PSS solutions are developed in instinctive methods within the constraints of the setting in which they are conceived. Adopting morphological matrices in designing PSS concepts allows a thorough understanding of the settings, stakeholders, and functional requirements. Additionally, such a methodology is robust and adaptable to product-oriented, use-oriented and result-oriented systems. The research is based on a functional decomposition of the task in a similar way as in product design; while extended to include service components, providers, and receivers, while assessing the adaptability and homogeneity of the selected components and actors. A use-oriented concept is presented via a practical case study at an agricultural boom-sprayer manufacturer to demonstrate the effectiveness of the morphological approach to justify its viability. Additionally, a life cycle analysis is carried out in order to evaluate the environmental advantages inherited in a PSS solution versus a conventional solution. In light of the applications presented, the morphological approach appears to be a valid and generic tactic to conceiving integrated solutions whilst capturing the interrelations between the actors and elements of an integrated product-service system.

Keywords: conceptual design, design for sustainability, functional decomposition, product-service systems

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Authors: Joseph Mouallem, Seyed Reza Amini Niaki, Norman Chavez-Cussy, Christian Costa Milioli, Fernando Eduardo Milioli

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Sub-grid closures for filtered two-fluid models (fTFM) useful in large scale simulations (LSS) of riser flows can be derived from highly resolved simulations (HRS) with microscopic two-fluid modeling (mTFM). Accurate sub-grid closures require accurate mTFM formulations as well as accurate correlation of relevant filtered parameters to suitable independent variables. This article deals with both of those issues. The accuracy of mTFM is touched by assessing the impact of gas sub-grid turbulence over HRS filtered predictions. A gas turbulence alike effect is artificially inserted by means of a stochastic forcing procedure implemented in the physical space over the momentum conservation equation of the gas phase. The correlation issue is touched by introducing a three-filtered variable correlation analysis (three-marker analysis) performed under a variety of different macro-scale conditions typical or risers. While the more elaborated correlation procedure clearly improved accuracy, accounting for gas sub-grid turbulence had no significant impact over predictions.

Keywords: fluidization, gas-particle flow, two-fluid model, sub-grid models, filtered closures

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Authors: E. R. Swart, S. J. Gismondi, N. R. Swart, C. E. Bell

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We present an heuristic algorithm that decides graph non-Hamiltonicity. All graphs are directed, each undirected edge regarded as a pair of counter directed arcs. Each of the n! Hamilton cycles in a complete graph on n+1 vertices is mapped to an n-permutation matrix P where p(u,i)=1 if and only if the ith arc in a cycle enters vertex u, starting and ending at vertex n+1. We first create exclusion set E by noting all arcs (u, v) not in G, sufficient to code precisely all cycles excluded from G i.e. cycles not in G use at least one arc not in G. Members are pairs of components of P, {p(u,i),p(v,i+1)}, i=1, n-1. A doubly stochastic-like relaxed LP formulation of the Hamilton cycle decision problem is constructed. Each {p(u,i),p(v,i+1)} in E is coded as variable q(u,i,v,i+1)=0 i.e. shrinks the feasible region. We then implement the Weak Closure Algorithm (WCA) that tests necessary conditions of a matching, together with Boolean closure to decide 0/1 variable assignments. Each {p(u,i),p(v,j)} not in E is tested for membership in E, and if possible, added to E (q(u,i,v,j)=0) to iteratively maximize |E|. If the WCA constructs E to be maximal, the set of all {p(u,i),p(v,j)}, then G is decided non-Hamiltonian. Only non-Hamiltonian G share this maximal property. Ten non-Hamiltonian graphs (10 through 104 vertices) and 2000 randomized 31 vertex non-Hamiltonian graphs are tested and correctly decided non-Hamiltonian. For Hamiltonian G, the complement of E covers a matching, perhaps useful in searching for cycles. We also present an example where the WCA fails.

Keywords: Hamilton cycle decision problem, computational complexity theory, graph theory, theoretical computer science

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Authors: Rafal Michalski, Jakub Zygadlo

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We present the concept and scientific methods and algorithms of our computation system called ATOMIC MATTERS. This is the first presentation of the new computer package, that allows its user to describe physical properties of atomic localized electron systems subject to electromagnetic interactions. Our solution applies to situations where an unclosed electron 2p/3p/3d/4d/5d/4f/5f subshell interacts with an electrostatic potential of definable symmetry and external magnetic field. Our methods are based on Crystal Electric Field (CEF) approach, which takes into consideration the electrostatic ligands field as well as the magnetic Zeeman effect. The application allowed us to predict macroscopic properties of materials such as: Magnetic, spectral and calorimetric as a result of physical properties of their fine electronic structure. We emphasize the importance of symmetry of charge surroundings of atom/ion, spin-orbit interactions (spin-orbit coupling) and the use of complex number matrices in the definition of the Hamiltonian. Calculation methods, algorithms and convention recalculation tools collected in ATOMIC MATTERS were chosen to permit the prediction of magnetic and spectral properties of materials in isostructural series.

Keywords: atomic matters, crystal electric field (CEF) spin-orbit coupling, localized states, electron subshell, fine electronic structure

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Authors: Nino Kupatadze, Tamar Memanishvili, Natia Ochkhikidze, David Tugushi, Zaal Kokaia, Ramaz Katsarava

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Amino acid-based Biodegradable poly(ester-amide)s (PEAs) have gained considerable interest as a promising materials for numerous biomedical applications. These polymers reveal a high biocompatibility and easily form small particles suitable for delivery various biological, as well as elastic bio-erodible films serving as matrices for constructing antibacterial coatings. In the present work we have demonstrated a potential of the PEAs for two applications: 1. cell therapy for stroke as vehicles for delivery and sustained release of growth factors, 2. bactericidal coating as prevention biofilm and applicable in infected wound management. Stroke remains the main cause of adult disability with limited treatment options. Although stem cell therapy is a promising strategy, it still requires improvement of cell survival, differentiation and tissue modulation. .Recently, microspheres (MPs) made of biodegradable polymers have gained significant attention for providing necessary support of transplanted cells. To investigate this strategy in the cell therapy of stroke, MPs loaded with transcription factors Wnt3A/BMP4 were prepared. These proteins have been shown to mediate the maturation of the cortical neurons. We have suggested that implantation of these materials could create a suitable microenvironment for implanted cells. Particles with spherical shape, porous surface, and 5-40 m in size (monitored by scanning electron microscopy) were made on the basis of the original PEA composed of adipic acid, L-phenylalanine and 1,4-butanediol. After 4 months transplantation of MPs in rodent brain, no inflammation was observed. Additionally, factors were successfully released from MPs and affected neuronal cell differentiation in in vitro. The in vivo study using loaded MPs is in progress. Another severe problem in biomedicine is prevention of surgical devices from biofilm formation. Antimicrobial polymeric coatings are most effective “shields” to protect surfaces/devices from biofilm formation. Among matrices for constructing the coatings preference should be given to bio-erodible polymers. Such types of coatings will play a role of “unstable seating” that will not allow bacteria to occupy the surface. In other words, bio-erodible coatings would be discomfort shelter for bacteria that along with releasing “killers of bacteria” should prevent the formation of biofilm. For this purpose, we selected an original biodegradable PEA composed of L-leucine, 1,6-hexanediol and sebacic acid as a bio-erodible matrix, and nanosilver (AgNPs) as a bactericidal agent (“killer of bacteria”). Such nanocomposite material is also promising in treatment of superficial wound and ulcer. The solubility of the PEA in ethanol allows to reduce AgNO3 to NPs directly in the solution, where the solvent served as a reductive agent, and the PEA served as NPs stabilizer. The photochemical reduction was selected as a basic method to form NPs. The obtained AgNPs were characterized by UV-spectroscopy, transmission electron microscope (TEM), and dynamic light scattering (DLS). According to the UV-data and TEM data the photochemical reduction resulted in spherical AgNPs with wide particle size distribution with a high contribution of the particles below 10 nm that are known as responsible for bactericidal activity of AgNPs. DLS study showed that average size of nanoparticles formed after photo-reduction in ethanol solution ranged within ca. 50 nm.

Keywords: biodegradable polymers, microparticles, nanocomposites, stem cell therapy, stroke

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Authors: José M Martín-Moreno, Rafaela Pérez, Jesús Ruiz

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In this paper we use a small open economy Dynamic Stochastic General Equilibrium Model (DSGE) for the Spanish economy to search for a deeper characterization of the determinants of Spain’s macroeconomic fluctuations throughout the period 1970-2008. In order to do this, we distinguish between tradable and non-tradable goods to take into account the fact that the presence of non-tradable goods in this economy is one of the largest in the world. We estimate a DSGE model with supply and demand shocks (sectorial productivity, public spending, international real interest rate and preferences) using Kalman Filter techniques. We find the following results. First of all, our variance decomposition analysis suggests that 1) the preference shock basically accounts for private consumption volatility, 2) the idiosyncratic productivity shock accounts for non-tradable output volatility, and 3) the sectorial productivity shock along with the international interest rate both greatly account for tradable output. Secondly, the model closely replicates the time path observed in the data for the Spanish economy and finally, the model captures the main cyclical qualitative features of this economy reasonably well.

Keywords: business cycle, DSGE models, Kalman filter estimation, small open economy

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Authors: Héctor Rivera-Gómez, Eva Selene Hernández-Gress, Oscar Montaño-Arango, Jose Ramon Corona-Armenta

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This research studies the joint production, maintenance and subcontracting control policy for an unreliable deteriorating manufacturing system. Production activities are controlled by a derivation of the Hedging Point Policy, and given that the system is subject to deterioration, it reduces progressively its capacity to satisfy product demand. Multiple deterioration effects are considered, reflected mainly in the quality of the parts produced and the reliability of the machine. Subcontracting is available as support to satisfy product demand; also overhaul maintenance can be conducted to reduce the effects of deterioration. The main objective of the research is to determine simultaneously the production, maintenance and subcontracting rate which minimize the total incurred cost. A stochastic dynamic programming model is developed and solved through a simulation-based approach composed of statistical analysis and optimization with the response surface methodology. The obtained results highlight the strong interactions between production, deterioration and quality which justify the development of an integrated model. A numerical example and a sensitivity analysis are presented to validate our results.

Keywords: subcontracting, optimal control, deterioration, simulation, production planning

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Authors: Rana Sawaya, Jalal Halwani, Isam Bashour, Nada Nehme

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Mismanagement of municipal solid wastes in Lebanon might lead to serious environmental problems, especially that a big portion of mixed wastes including putrescible is transferred to Naameh landfill. One of the consequences of municipal solid waste deposition is the production of landfill leachate, which if unproperly treated will threaten the main crucial matrices such as soil, water, and air. The main aim of this one of a kind study is to assess the risk posed to groundwater as a result of leachate infiltration on off-site wells especially after stoppage of Naameh landfill's operation end of the year 2016 and initiation of the capping process which is still ongoing and will be finalized in December 2019. For this purpose, nine representative points around the landfill were selected to undergo physicochemical and microbial analysis on a seasonal basis (every three months). The study extended from the year 2014 until the end of the year 2016 (closure of Naameh landfill). The preliminary data obtained are statistically analyzed using the Statistical Package for Social Sciences (SPSS) and was found in conformity with international and Lebanese norms. Thus, the study will be extended an additional year, especially after the finalization of capping and the results obtained, will enable us to propose new techniques and tools (treatment systems) in water resources management depending on the direction of its usage (domestic, irrigation, drinking).

Keywords: contamination, groundwater, leachate, Lebanon, solid waste

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Authors: Ilias A. Makris

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In this work, we attempt to associate firm characteristics with innovative activity. We collect microdata from listed firms of selected Eurozone Country-members, after the beginning of 2007 financial crisis. The following literature, several indicators of growth and performance were selected and tested for their ability to interpret innovative activity. The main scope is to examine the possible differences in performance and growth between innovative and non-innovative firms, during a severe recession. Additionally to that, a special focus will be held on whether macroeconomic performance and national innovation system, determines the extent of innovators' performance. Preliminary findings, through correlation matrices and non-parametric tests, strongly indicate the positive relation between innovative activity and most of the measures used (profitability, size, employment), confirming that even during a recessionary period, innovative firms not only survive but also seem to succeed better economic results in almost all indexes relative to non-innovative. However, even though innovators seem to perform better in all economies examined, the extent of that performance seems to be strongly affected by the supportive mechanisms (financial and structural) that their country provides. Thus, it is clear, that the technologically intensive 'gap' between European South and North, during the economic crisis, became chaotic, due to the harsh austerity measures and reduced budgets in those countries, even in sectors with high potentials in economic activity and employment, impairing the effects of crisis and enhancing the vicious circle of recession.

Keywords: eurozone, innovative activity, development, firm performance, non-parametric tests

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Authors: Violeta Damjanovic-Behrendt

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This paper presents an approach for optimal cyber security decisions to protect instances of a federated Internet of Things (IoT) platform in the cloud. The presented solution implements the repeated Stackelberg Security Game (SSG) and a model called Stochastic Human behaviour model with AttRactiveness and Probability weighting (SHARP). SHARP employs the Subjective Utility Quantal Response (SUQR) for formulating a subjective utility function, which is based on the evaluations of alternative solutions during decision-making. We augment the repeated SSG (including SHARP and SUQR) with a reinforced learning algorithm called Naïve Q-Learning. Naïve Q-Learning belongs to the category of active and model-free Machine Learning (ML) techniques in which the agent (either the defender or the attacker) attempts to find an optimal security solution. In this way, we combine GT and ML algorithms for discovering optimal cyber security policies. The proposed security optimization components will be validated in a collaborative cloud platform that is based on the Industrial Internet Reference Architecture (IIRA) and its recently published security model.

Keywords: security, internet of things, cloud computing, stackelberg game, machine learning, naive q-learning

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Authors: Jannika Dombrowski, Sabine Ambros, Ulrich Kulozik

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Due to the increasing popularity of healthy products, probiotics are still of rising importance in food manufacturing. With the aim to amplify the field of probiotic application to non-chilled products, the cultures have to be preserved by drying. Microwave drying has proved to be a suitable technique to achieve relatively high survival rates, resulting from drying at gentle temperatures, among others. However, diffusion limitation due to compaction of cell suspension during drying can prolong drying times as well as deteriorate product properties (grindability, rehydration performance). Therefore, we aimed to embed probiotics in an aerated matrix of whey proteins (surfactants) and di-/polysaccharides (foam stabilization, probiotic protection) during drying. As a result of the manifold increased inner surface of the cell suspension, drying performance was enhanced significantly as compared to non-foamed suspensions. This work comprises investigations on suitable foam matrices, being stable under vacuum (variation of protein concentration, type and concentration of di-/polysaccharide) as well as development of an applicable microwave drying process in terms of microwave power, chamber pressure and maximum product temperatures. Performed analyses included foam characteristics (overrun, drainage, firmness, bubble sizes), and properties of the dried cultures (survival, activity). In addition, efficiency of the drying process was evaluated.

Keywords: foam structure, microwave drying, polysaccharides, probiotics

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Authors: Bahar Basturk, Secil Celik Erbas, Sevket Can Sarikaya

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Composites combining the particulates and polymer components have attracted great interest in various application areas such as packaging, furniture, electronics and automotive industries. For strengthening the plastic matrices, the utilization of natural fillers instead of traditional reinforcement materials has received increased attention. The properties of natural filler based polymer composites (NFPC) may be improved by applying proper surface modification techniques to the powder phase of the structures. In this study, acorn powder-epoxy and pine corn powder-epoxy composites containing up to 45% weight percent particulates were prepared by casting method. Alkali treatment and acetylation techniques were carried out to the natural particulates for investigating their influences under mechanical forces. The effects of filler type and content on the tensile properties of the composites were compared with neat epoxy. According to the quasi-static tensile tests, the pine cone based composites showed slightly higher rigidity and strength properties compared to the acorn reinforced samples. Furthermore, the structures independent of powder type and surface modification technique, showed higher tensile properties with increasing the particle content.

Keywords: natural fillers, polymer composites, surface modifications, tensile properties

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Authors: Sai Sudarshan, Harsh Vyas, Riddhiman Sherlekar

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The oil and gas industry has been unwilling to adopt stochastic definition of reserves. Nevertheless, Monte Carlo simulation methods have gained acceptance by engineers, geoscientists and other professionals who want to evaluate prospects or otherwise analyze problems that involve uncertainty. One of the common applications of Monte Carlo simulation is the estimation of recoverable hydrocarbon from a reservoir.Monte Carlo Simulation makes use of random samples of parameters or inputs to explore the behavior of a complex system or process. It finds application whenever one needs to make an estimate, forecast or decision where there is significant uncertainty. First, the project focuses on performing Monte-Carlo Simulation on a given data set using U. S Department of Energy’s MonteCarlo Software, which is a freeware e&p tool. Further, an algorithm for simulation has been developed for MATLAB and program performs simulation by prompting user for input distributions and parameters associated with each distribution (i.e. mean, st.dev, min., max., most likely, etc.). It also prompts user for desired probability for which reserves are to be calculated. The algorithm so developed and tested in MATLAB further finds implementation in Python where existing libraries on statistics and graph plotting have been imported to generate better outcome. With PyQt designer, codes for a simple graphical user interface have also been written. The graph so plotted is then validated with already available results from U.S DOE MonteCarlo Software.

Keywords: simulation, probability, confidence interval, sensitivity analysis

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Authors: Najib Belhadj Messaoud, Slim Souissi

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The non-linear dynamic behavior of a single stage spur gear reducer is studied in this paper in transient regime. Driving and driver rotors are, respectively, powered by a motor torque Cm and loaded by a resistive torque Cr. They are supported by two identical Active Magnetic Bearings (AMBs). Gear excitation is induced by the motor torque and load variation in addition to the fluctuation of meshing stiff-ness due to the variation of input rotational speed. Three models of AMBs were used with four, six and eight magnets. They are operated by P.D controller and powered by control and bias currents. The dynamic parameters of the AMBs are modeled by stiffness and damping matrices computed by the derivation of the electromagnetic forces. The equations of motion are solved iteratively using Newmark time integration method. In the first part of the study, the model is powered by an electric motor and by a four strokes four cylinders diesel engine in the second part. The numerical results of the dynamic responses of the system come to confirm the significant effect of the transient regime on the dynamic behavior of a gear set, particularly in the case of engine acyclism condition. Results also confirm the influence of the magnet number by AMBs on the dynamic behavior of the system. Indeed, vibrations were more important in the case of gear reducer supported by AMBs with four magnets.

Keywords: motor, stiffness, gear, acyclism, fluctuation, torque

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Authors: David Guillermo Piedrahita Marquez, Hector Suarez Mahecha, Jairo Humberto Lopez

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It was necessary to establish which formulation is suitable for the preservation of aquaculture products, that why edible films were made. These were to a characterization in order to meet their morphology physicochemical and mechanical properties, optical. Six Formulations of chitosan and propolis ethanolic extract encapsulated were developed because of their activity against pathogens and due to their properties, which allows the creation waterproof polymer networks against gasses, vapor, and physical damage. In the six Formulations, the concentration of comparison material (1% w/v, 2% pv) and the bioactive concentrations (0.5% w/v, 1% w/v, 1.5% pv) were changed and the results obtained were compared with statistical and multivariate analysis methods. It was observed that the matrices showed a mayor impermeability and thickness control samples and the samples reported in the literature. Also, these films showed a notorious uniformity of the films and a bigger resistance to the physical damage compared with other edible films made of other biopolymers. However the action of some compounds had a negative effect on the mechanical properties and changed drastically the optical properties, the bioactive has an effect on Polymer Matrix and it was determined that the films with 2% w / v of chitosan and 1.5% w/v encapsulated, exhibited the best properties and suffered to a lesser extent the negative impact of immiscible substances.

Keywords: chitosan, edible films, ethanolic extract of propolis, mechanical properties, optical properties, physical characterization, scanning electron microscopy (SEM)

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Authors: Nino Kupatadze, Shorena Tskhadadze, Mzevinar Bedinashvili, David Tugushi, Ramaz Katsarava

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Surgical device-associated infection and biofilm formation are some of the major problems in biomedicine for today. The losing protection ability of conventional antimicrobial-drugs leads to the challenges in the current antibiotic therapy, the most serious of which is antibiotic resistance. Our strategy to overcome the biofilm formation consists in coating devices with polymeric film containing nanosilver(AgNPs) as a bactericidal agent. Such bionanocomposites are also promising as wound dressing materials. For this purpose, we have developed a new generation of AgNPs containing polymeric composites in which amino acid based biodegradable poly(ester amide)s (PEAs) were served as both matrices and AgNPs stabilizers. The AgNPs were formed by photochemical (daylight) reduction of AgNO3 in ethanol solution. The formation of AgNPs was monitored by coloring the solution in brownish-red and appearance of the absorption maximum at 420-430 nm in UV spectrum. Comparative studies of PEAs with polyvinylpyrrolidone (PVP) as particle stabilizers were carried out. It was found that PVP is better stabilizer in terms of particles yield and stability. Therefore, in subsequent experiments blends of PEAs and PVP were used as stabilizers for fabricating AgNPs. As expected, PVP increased the stabilizing effect and this apparently observed in the UV spectrum of the samples after 7 h daylight irradiation: for pure PVP λmax = 430 nm, D = 2.03, for pure PEA λmax= 420 nm, D = 0.65, and for the blend of PVP and PEA λmax = 435 nm, D = 1.88. Further study of the obtained nanobiocomposites is in progress now.

Keywords: biodegradation, bionanocompositions, polymer, nanosilver

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Authors: Mst Shapna Akter, Hossain Shahriar

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Neural network approaches are machine learning methods used in many domains, such as healthcare and cyber security. Neural networks are mostly known for dealing with image datasets. While training with the images, several fundamental mathematical operations are carried out in the Neural Network. The operation includes a number of algebraic and mathematical functions, including derivative, convolution, and matrix inversion and transposition. Such operations require higher processing power than is typically needed for computer usage. Central Processing Unit (CPU) is not appropriate for a large image size of the dataset as it is built with serial processing. While Graphics Processing Unit (GPU) has parallel processing capabilities and, therefore, has higher speed. This paper uses advanced Neural Network techniques such as VGG16, Resnet50, Densenet, Inceptionv3, Xception, Mobilenet, XGBOOST-VGG16, and our proposed models to compare CPU and GPU resources. A system for classifying autism disease using face images of an autistic and non-autistic child was used to compare performance during testing. We used evaluation matrices such as Accuracy, F1 score, Precision, Recall, and Execution time. It has been observed that GPU runs faster than the CPU in all tests performed. Moreover, the performance of the Neural Network models in terms of accuracy increases on GPU compared to CPU.

Keywords: autism disease, neural network, CPU, GPU, transfer learning

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Authors: T. Pedersen, A. Lindfeldt

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The minimum dwell time is an important part of railway timetable planning. Due to its stochastic behaviour, the minimum dwell time should be considered to create resilient timetables. While there has been significant focus on how to determine and estimate dwell times, to our knowledge, little research has been carried out regarding temporal and running direction variations of these. In this paper, we examine how the minimum dwell time varies depending on temporal factors such as the time of day, day of the week and time of the year. We also examine how it is affected by running direction and station type. The minimum dwell time is estimated by means of track occupation data. A method is proposed to ensure that only minimum dwell times and not planned dwell times are acquired from the track occupation data. The results show that on an aggregated level, the average minimum dwell times in both running directions at a station are similar. However, when temporal factors are considered, there are significant variations. The minimum dwell time varies throughout the day with peak hours having the longest dwell times. It is also found that the minimum dwell times are influenced by weekday, and in particular, weekends are found to have lower minimum dwell times than most other days. The findings show that there is a potential to significantly improve timetable planning by taking minimum dwell time variations into account.

Keywords: minimum dwell time, operations quality, timetable planning, track occupation data

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Authors: Urvee B. Trivedi, U. D. Dalal

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As wireless communication services grow quickly; the seriousness of spectrum utilization has been on the rise gradually. An emerging technology, cognitive radio has come out to solve today’s spectrum scarcity problem. To support the spectrum reuse functionality, secondary users are required to sense the radio frequency environment, and once the primary users are found to be active, the secondary users are required to vacate the channel within a certain amount of time. Therefore, spectrum sensing is of significant importance. Once sensing is done, different prediction rules apply to classify the traffic pattern of primary user. Primary user follows two types of traffic patterns: periodic and stochastic ON-OFF patterns. A cognitive radio can learn the patterns in different channels over time. Two types of classification methods are discussed in this paper, by considering edge detection and by using autocorrelation function. Edge detection method has a high accuracy but it cannot tolerate sensing errors. Autocorrelation-based classification is applicable in the real environment as it can tolerate some amount of sensing errors.

Keywords: cognitive radio (CR), probability of detection (PD), probability of false alarm (PF), primary user (PU), secondary user (SU), fast Fourier transform (FFT), signal to noise ratio (SNR)

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Authors: Mario Sergio de Andrade Zago, Javier Mazariegos Pablos, Eduvaldo Paulo Sichieri

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This research project accomplished a study on the technical feasibility of recycling industrial solid waste generated by the discharge of casting sand agglomeration with clay, blast furnace slag and sugar cane bagasse ash. For this, the plan proposed a methodology that initially establishes a process of solid waste encapsulation, by using solidification/stabilization technique on Portland cement matrices, in which the residuals act as small and large aggregates on the composition of concrete, and later it presents the possibility of using this concrete in the manufacture of concrete pieces (concrete blocks) for paving. The results obtained in this research achieved the objective set with great success, regarding the manufacturing of concrete pieces (blocks) for paving urban roads, whenever there is special vehicle traffic or demands capable of producing accentuated abrasion effects (surpassing the 50 MPa required by the regulation), which probes the technical practicability of using waste from sand casting agglomeration with clay and blast furnace slag used in this study, unlocking usage possibilities for construction.

Keywords: industrial solid waste, solidification/stabilization, Portland cement, reuse, bagasse ash in the sugar cane, concrete

Procedia PDF Downloads 279

Authors: Josef Voracek, Jan Sima

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The main purpose of our study is to state the basic types of fitness customers. This paper aims to create a specific customer typology in today’s fitness centres in the region of Prague. Our suggested typology of Prague fitness centres customers is based on answers to the questions: What are the customers like, what are their preferences, and what kinds of services do they use more often in Prague fitness centres? These are the main aspects of the presented typology. A survey was conducted on a sample of 1004 respondents from 48 fitness centres, which ran during May 2012. We used questionnaires and latent class analysis for the assessment and interpretation of data. Gender was especially the main filter criterion. In the population, there were 522 males and 482 females. Data were analysed using the LCA method. We identified 6 segments of typical customers, of which three are male and three are female. Each segment is influenced primarily by the age of customers, from which we can develop further characteristics, such as education, income, marital status, etc. Male segments use the main workout area above all, whilst female segments use a much wider range of services offered, for example, group exercises, personal training, and cardio theatres. LCA method was found to be the most suitable tool, because cluster analysis is very limited in the forms and numbers of variables and indicators. Models of 3 latent classes for each gender are optimal, as it is demonstrated by entropy indices and matrices of the likelihood of the membership to the classes. A probable weak point of the survey is the selection of fitness centres, because of the market in Prague is really specific.

Keywords: customer, fitness, latent class analysis, typology

Procedia PDF Downloads 194