Search results for: stochastic matrices

Authors: Kondwani Magamba

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In the idealized Kish-Sethuraman (KS) protocol,messages are sent between Alice and Bob each using a secret personal key. This protocol is said to be perfectly secure because both Bob and Alice keep their keys undisclosed so that at all times the message is encrypted by at least one key, thus no information is leaked or shared. In this paper, we propose a realization of the KS protocol through the use of the Hill Cipher.

Keywords: Kish-Sethuraman Protocol, Hill Cipher, MDS Matrices, encryption

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Authors: Jin-Qu Chen, Jie Liu, Yong Yin, Zi-Qi Ju, Yu-Yao Wu

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Increase in travel fare and station’s failure will have huge impact on passengers’ travel. The Urban Rail Transit (URT) station’s accessibility reliability under increasing travel fare and station failure are analyzed in this paper. Firstly, the passenger’s travel path is resumed based on stochastic user equilibrium and Automatic Fare Collection (AFC) data. Secondly, calculating station’s importance by combining LeaderRank algorithm and Ratio of Station Affected Passenger Volume (RSAPV), and then the station’s accessibility evaluation indicators are proposed based on the analysis of passenger’s travel characteristic. Thirdly, station’s accessibility under different scenarios are measured and rate of accessibility change is proposed as station’s accessibility reliability indicator. Finally, the accessibility of Hangzhou metro stations is analyzed by the formulated models. The result shows that Jinjiang station and Liangzhu station are the most important and convenient station in the Hangzhou metro, respectively. Station failure and increase in travel fare and station failure have huge impact on station’s accessibility, except for increase in travel fare. Stations in Hangzhou metro Line 1 have relatively worse accessibility reliability and Fengqi Road station’s accessibility reliability is weakest. For Hangzhou metro operational department, constructing new metro line around Line 1 and protecting Line 1’s station preferentially can effective improve the accessibility reliability of Hangzhou metro.

Keywords: automatic fare collection data, AFC, station’s accessibility reliability, stochastic user equilibrium, urban rail transit, URT

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Authors: N. R. Badurally Adam, S. R. Monebhurrun, M. Z. Dauhoo, A. Khoodaruth

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Transport energy demand is vital for the economic growth of any country. Globalisation and better standard of living plays an important role in transport energy demand. Recently, transport energy demand in Mauritius has increased significantly, thus leading to an abuse of natural resources and thereby contributing to global warming. Forecasting the transport energy demand is therefore important for controlling and managing the demand. In this paper, we develop a model to predict the transport energy demand. The model developed is based on a system of five stochastic differential equations (SDEs) consisting of five endogenous variables: fuel price, population, gross domestic product (GDP), number of vehicles and transport energy demand and three exogenous parameters: crude birth rate, crude death rate and labour force. An interval of seven years is used to avoid any falsification of result since Mauritius is a developing country. Data available for Mauritius from year 2003 up to 2009 are used to obtain the values of design variables by applying genetic algorithm. The model is verified and validated for 2010 to 2012 by substituting the values of coefficients obtained by GA in the model and using particle swarm optimisation (PSO) to predict the values of the exogenous parameters. This model will help to control the transport energy demand in Mauritius which will in turn foster Mauritius towards a pollution-free country and decrease our dependence on fossil fuels.

Keywords: genetic algorithm, modeling, particle swarm optimization, stochastic differential equations, transport energy demand

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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: Iulia E. Falcan

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

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

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Authors: Suheyla Kocaman, Gulnare Ahmetli, Alaaddin Cerit, Alize Yucel, Merve Gozukucuk

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Shell wastes represent a considerable quantity of byproducts in the shellfish aquaculture. From the viewpoint of ecofriendly and economical disposal, it is highly desirable to convert these residues into high value-added products for industrial applications. So far, the utilization of shell wastes was confined at relatively lower levels, e.g. wastewater decontaminant, soil conditioner, fertilizer constituent, feed additive and liming agent. Shell wastes consist of calcium carbonate and organic matrices, with the former accounting for 95-99% by weight. Being the richest source of biogenic CaCO₃, shell wastes are suitable to prepare high purity CaCO₃ powders, which have been extensively applied in various industrial products, such as paper, rubber, paints and pharmaceuticals. Furthermore, the shell waste could be further processed to be the filler of polymer composites. This paper presents a study on the potential use of mussel shell waste as biofiller to produce the composite materials with different epoxy matrices, such as bisphenol-A type, CTBN modified and polyurethane modified epoxy resins. Morphology and mechanical properties of shell particles reinforced epoxy composites were evaluated to assess the possibility of using it as a new material. The effects of shell particle content on the mechanical properties of the composites were investigated. It was shown that in all composites, the tensile strength and Young’s modulus values increase with the increase of mussel shell particles content from 10 wt% to 50 wt%, while the elongation at break decreased, compared to pure epoxy resin. The highest Young’s modulus values were determined for bisphenol-A type epoxy composites.

Keywords: biocomposite, epoxy resin, mussel shell, mechanical properties

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Authors: Timir Baran Roy, Luis Guerreiro, Ashutosh Bagchi

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Dynamic study is important in order to design, repair and rehabilitation of structures. It has played an important role in the behavior characterization of structures; such as bridges, dams, high-rise buildings etc. There had been a substantial development in this area over the last few decades, especially in the field of dynamic identification techniques of structural systems. Frequency Domain Decomposition (FDD) and Time Domain Decomposition are most commonly used methods to identify modal parameters; such as natural frequency, modal damping, and mode shape. The focus of the present research is to study the dynamic characteristics of typical timber masonry walls commonly used in Portugal. For that purpose, a multi-storey structural prototypes of such walls have been tested on a seismic shake table at the National Laboratory for Civil Engineering, Portugal (LNEC). Signal processing has been performed of the output response, which is collected from the shaking table experiment of the prototype using accelerometers. In the present work signal processing of the output response, based on the input response has been done in two ways: FDD and Stochastic Subspace Identification (SSI). In order to estimate the values of the modal parameters, algorithms for FDD are formulated, and parametric functions for the SSI are computed. Finally, estimated values from both the methods are compared to measure the accuracy of both the techniques.

Keywords: frequency domain decomposition (fdd), modal parameters, signal processing, stochastic subspace identification (ssi), time domain decomposition

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Authors: Ladda Leungratanamart, Seree Chadcham

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Fluid intelligence declines along with age, but it can be developed. For this reason, increasing fluid intelligence in young adults can be possible. This study examined the effects of a two-month treadmill exercise program on fluid intelligence. The researcher designed a treadmill exercise program to promote cardiorespiratory fitness. Thirty-eight healthy voluntary students from the Boromarajonani College of Nursing, Chon Buri were assigned randomly to an exercise group (n=18) and a control group (n=20). The experiment consisted of three sessions: The baseline session consisted of measuring the VO₂max, electroencephalogram and behavioral response during performed the Raven Progressive Matrices (RPM) test, a measure of fluid intelligence. For the exercise session, an experimental group exercises using treadmill training at 60 % to 80 % maximum heart rate for 30 mins, three times per week, whereas the control group did not exercise. For the following two sessions, each participant was measured the same as baseline testing. The data were analyzed using the t-test to examine whether there is significant difference between the means of the two groups. The results showed that the mean VO₂ max in the experimental group were significantly more than the control group (p<.05), suggesting a two-month treadmill exercise program can improve fluid intelligence. When comparing the behavioral data, it was found that experimental group performed RPM test more accurately and faster than the control group. Neuroelectric data indicated a significant increase in percentages of alpha band ERD (%ERD) at P3 and Pz compared to the pre-exercise condition and the control group. These data suggest that a two-month treadmill exercise program can contribute to the development of cardiorespiratory fitness which influences an increase fluid intelligence. Exercise involved in cortical activation in difference brain areas.

Keywords: treadmill exercise, fluid intelligence, raven progressive matrices test, alpha band

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Authors: G. Shahzadi, A. Soulaimani

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This research work aims to identify the physical parameters of the constitutive soil model in the design of a rockfill dam by inverse analysis. The best parameters of the constitutive soil model, are those that minimize the objective function, defined as the difference between the measured and numerical results. The Finite Element code (Plaxis) has been utilized for numerical simulation. Polynomial and neural network-based response surfaces have been generated to analyze the relationship between soil parameters and displacements. The performance of surrogate models has been analyzed and compared by evaluating the root mean square error. A comparative study has been done based on objective functions and optimization techniques. Objective functions are categorized by considering measured data with and without uncertainty in instruments, defined by the least square method, which estimates the norm between the predicted displacements and the measured values. Hydro Quebec provided data sets for the measured values of the Romaine-2 dam. Stochastic optimization, an approach that can overcome local minima, and solve non-convex and non-differentiable problems with ease, is used to obtain an optimum value. Genetic Algorithm (GA), Particle Swarm Optimization (PSO) and Differential Evolution (DE) are compared for the minimization problem, although all these techniques take time to converge to an optimum value; however, PSO provided the better convergence and best soil parameters. Overall, parameter identification analysis could be effectively used for the rockfill dam application and has the potential to become a valuable tool for geotechnical engineers for assessing dam performance and dam safety.

Keywords: Rockfill dam, parameter identification, stochastic analysis, regression, PLAXIS

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Authors: Dagmara Malina, Katarzyna Bialik-Wąs, Klaudia Pluta

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The growing significance of transdermal systems, in which skin is a route for systemic drug delivery, has generated a considerable amount of data which has resulted in a deeper understanding of the mechanisms of transport across the skin in the context of the controlled and prolonged release of active substances. One of such solutions may be the use of carrier systems based on intelligent polymers with different physicochemical properties. In these systems, active substances, e.g. drugs, can be conjugated (attached), immobilized, or encapsulated in a polymer matrix that is sensitive to specific environmental conditions (e.g. pH or temperature changes). Intelligent polymers can be divided according to their sensitivity to specific environmental stimuli such as temperature, pH, light, electric, magnetic, sound, or electromagnetic fields. Materials & methods—The first stage of the presented research concerned the synthesis of pH-sensitive polymeric carriers by a radical polymerization reaction. Then, the selected active substance (hydrocortisone) was introduced into polymeric carriers. In a further stage, bio-hybrid sodium alginate/poly(vinyl alcohol) – SA/PVA-based hydrogel matrices modified with various carrier-drug systems were prepared with the chemical cross-linking method. The conducted research included the assessment of physicochemical properties of obtained materials i.e. degree of hydrogel swelling and degradation studies as a function of pH in distilled water and phosphate-buffered saline (PBS) at 37°C in time. The gel fraction represents the insoluble gel fraction as a result of inter-molecule cross-linking formation was also measured. Additionally, the chemical structure of obtained hydrogels was confirmed using FT-IR spectroscopic technique. The dynamic light scattering (DLS) technique was used for the analysis of the average particle size of polymer-carriers and carrier-drug systems. The nanocarriers morphology was observed using SEM microscopy. Results & Discussion—The analysis of the encapsulated polymeric carriers showed that it was possible to obtain the time-stable empty pH-sensitive carrier with an average size 479 nm and the encapsulated system containing hydrocortisone with an average 543 nm, which was introduced into hydrogel structure. Bio-hybrid hydrogel matrices are stable materials, and the presence of an additional component: pH-sensitive carrier – hydrocortisone system, does not reduce the degree of cross-linking of the matrix nor its swelling ability. Moreover, the results of swelling tests indicate that systems containing higher concentrations of the drug have a slightly higher sorption capacity in each of the media used. All analyzed materials show stable and statically changing swelling values in simulated body fluids - there is no sudden fluid uptake and no rapid release from the material. The analysis of FT-IR spectra confirms the chemical structure of the obtained bio-hybrid hydrogel matrices. In the case of modifications with a pH-sensitive carrier, a much more intense band can be observed in the 3200-3500 cm⁻¹ range, which most likely originates from the strong hydrogen interactions that occur between individual components.

Keywords: hydrogels, polymer nanocarriers, sodium alginate/poly(vinyl alcohol) matrices, wound dressings.

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Authors: Abubakar Sadiq Mensah

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The Knowledge of the population growth of a nation is paramount to national planning. The population of a place is studied and a model developed over a period of time, Matrices is used to form model for population growth. The eigenvalue ƛ of the matrix A and its corresponding eigenvector X is such that AX = ƛX is calculated. The stable age distribution of the population is obtained using the eigenvalue and the characteristic polynomial. Hence, estimation could be made using eigenvalues and eigenvectors.

Keywords: eigenvalues, eigenvectors, population, growth/stability

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Authors: Y. Wang, S. Zhang, X. Chen

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The longitudinal compressive strength of fibre reinforced plastic (FRP) possess a large stochastic variability, which limits efficient application of composite structures. This study aims to address how the random fibre packing affects the uncertainty of FRP compressive strength. An novel approach is proposed to generate random fibre packing status by a combination of Latin hypercube sampling and random sequential expansion. 3D nonlinear finite element model is built which incorporates both the matrix plasticity and fibre geometrical instability. The matrix is modeled by isotropic ideal elasto-plastic solid elements, and the fibres are modeled by linear-elastic rebar elements. Composite with a series of different nominal fibre volume fractions are studied. Premature fibre waviness at different magnitude and direction is introduced in the finite element model. Compressive tests on uni-directional CFRP (carbon fibre reinforced plastic) are conducted following the ASTM D6641. By a comparison of 3D FE models and compressive tests, it is clearly shown that the stochastic variation of compressive strength is partly caused by the random fibre packing, and normal or lognormal distribution tends to be a good fit the probabilistic compressive strength. Furthermore, it is also observed that different random fibre packing could trigger two different fibre micro-buckling modes while subjected to longitudinal compression: out-of-plane buckling and twisted buckling. The out-of-plane buckling mode results much larger compressive strength, and this is the major reason why the random fibre packing results a large uncertainty in the FRP compressive strength. This study would contribute to new approaches to the quality control of FRP considering higher compressive strength or lower uncertainty.

Keywords: compressive strength, FRP, micro-buckling, random fibre packing

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Authors: Hossein Jafari, Xiangfang Li, Lijun Qian, Alexander Aved, Timothy Kroecker

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Traditionally in sensor networks and recently in the Internet of Things, numerous heterogeneous sensors are deployed in distributed manner to monitor a phenomenon that often can be model by an underlying stochastic process. The big time-series data collected by the sensors must be analyzed to detect change in the stochastic process as quickly as possible with tolerable false alarm rate. However, sensors may have different accuracy and sensitivity range, and they decay along time. As a result, the big time-series data collected by the sensors will contain uncertainties and sometimes they are conflicting. In this study, we present a framework to take advantage of Evidence Theory (a.k.a. Dempster-Shafer and Dezert-Smarandache Theories) capabilities of representing and managing uncertainty and conflict to fast change detection and effectively deal with complementary hypotheses. Specifically, Kullback-Leibler divergence is used as the similarity metric to calculate the distances between the estimated current distribution with the pre- and post-change distributions. Then mass functions are calculated and related combination rules are applied to combine the mass values among all sensors. Furthermore, we applied the method to estimate the minimum number of sensors needed to combine, so computational efficiency could be improved. Cumulative sum test is then applied on the ratio of pignistic probability to detect and declare the change for decision making purpose. Simulation results using both synthetic data and real data from experimental setup demonstrate the effectiveness of the presented schemes.

Keywords: CUSUM, evidence theory, kl divergence, quickest change detection, time series data

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Authors: Iacopo Carnacina, Mohammad Keshtpoor, Richard Yablonsky

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Non-structural protection measures against flooding are becoming increasingly popular flood risk mitigation strategies. In particular, coastal flood insurance impacts not only private citizens but also insurance and reinsurance companies, who may require it to retain solvency and better understand the risks they face from a catastrophic coastal flood event. In this context, a framework is presented here to assess the risk for coastal flooding across the UK. The area has a long history of catastrophic flood events, including the Great Flood of 1953 and the 2013 Cyclone Xaver storm, both of which led to significant loss of life and property. The current framework will leverage a technology based on a hydrodynamic model (Delft3D Flexible Mesh). This flexible mesh technology, coupled with a calibration technique, allows for better utilisation of computational resources, leading to higher resolution and more detailed results. The generation of a stochastic set of extra tropical cyclone (ETC) events supports the evaluation of the financial losses for the whole area, also accounting for correlations between different locations in different scenarios. Finally, the solution shows a detailed analysis for the Thames River, leveraging the information available on flood barriers and levees. Two realistic disaster scenarios for the Greater London area are simulated: In the first scenario, the storm surge intensity is not high enough to fail London’s flood defences, but in the second scenario, London’s flood defences fail, highlighting the potential losses from a catastrophic coastal flood event.

Keywords: storm surge, stochastic model, levee failure, Thames River

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Authors: Nithya Venkataraman

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The creative journey in design often starts with a spark of inspiration, the source of which can be from myriad stimuli- nature, poetry, personal experiences or even fleeting thoughts and images. While it is indeed an important source of creative exploration, interpretation of this inspiration may often times be influenced by demographic and psychographic variables of the creator - Age, gender, lifecycle stage, personal experiences and individual personality traits being some of these factors. Common sources of inspiration can thus be interpreted differently, translating to different elements of design, and using varied principles in their execution. Do such variables in the creator influence the nature of the creative output? If yes, what are the visible matrices in the output which can be differentiated? An observational study with two groups of Design students, studying in the same design institute, under the guidance of the same design mentor, was conducted to map this influence. Both the groups were unaware of each other but worked with a common source of inspiration as provided by the instructor. In order to maintain congruence, both the groups were provided with lyrical compositions from well-known ballads and poetry as the source of their inspiration. The outputs were abstract renditions using lines, colors and shapes; and these were analyzed under matrices for the elements and principles used to create the compositions. The study indicated that there was a demarcation in terms of the choice of lines, colors and shapes chosen to create the composition, between both groups. The groups also tended to use repetition, proportion and emphasis differently; giving rise to varied uses of the Design principles. The study threw interesting observations on how Design interpretation can vary for the same source of inspiration, based on demographic and psychographic variances. The implications can be traced not just to the process of creative design, but also to the deep social roots that bind creative thinking and Design ideation; which can provide an interesting commentary between different cohorts on what constitutes ‘Good Design’.

Keywords: design compositions, inspiration, interpretation, psychographic factors, social factors

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Authors: Ana Clara Santos, Maria Manuela Portela, Bettina Schaefli

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This work assesses the performance of an analytical model framework to generate daily flow duration curves, FDCs, based on climatic characteristics of the catchments and on their streamflow recession coefficients. According to the analytical model framework, precipitation is considered to be a stochastic process, modeled as a marked Poisson process, and recession is considered to be deterministic, with parameters that can be computed based on different models. The analytical model framework was tested for three case studies with different hydrological regimes located in Switzerland: pluvial, snow-dominated and glacier. For that purpose, five time intervals were analyzed (the four meteorological seasons and the civil year) and two developments of the model were tested: one considering a linear recession model and the other adopting a nonlinear recession model. Those developments were combined with recession coefficients obtained from two different approaches: forward and inverse estimation. The performance of the analytical framework when considering forward parameter estimation is poor in comparison with the inverse estimation for both, linear and nonlinear models. For the pluvial catchment, the inverse estimation shows exceptional good results, especially for the nonlinear model, clearing suggesting that the model has the ability to describe FDCs. For the snow-dominated and glacier catchments the seasonal results are better than the annual ones suggesting that the model can describe streamflows in those conditions and that future efforts should focus on improving and combining seasonal curves instead of considering single annual ones.

Keywords: analytical streamflow distribution, stochastic process, linear and non-linear recession, hydrological modelling, daily discharges

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Authors: M. Mulumpwa, W. W. L. Jere, M. Lazaro, A. H. N. Mtethiwa

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The study considered Seasonal Autoregressive Integrated Moving Average (SARIMA) processes to select an appropriate stochastic model to forecast the monthly data from the Lake Malawi water levels for the period 1986 through 2015. The appropriate model was chosen based on SARIMA (p, d, q) (P, D, Q)S. The Autocorrelation function (ACF), Partial autocorrelation (PACF), Akaike Information Criteria (AIC), Bayesian Information Criterion (BIC), Box–Ljung statistics, correlogram and distribution of residual errors were estimated. The SARIMA (1, 1, 0) (1, 1, 1)12 was selected to forecast the monthly data of the Lake Malawi water levels from August, 2015 to December, 2021. The plotted time series showed that the Lake Malawi water levels are decreasing since 2010 to date but not as much as was the case in 1995 through 1997. The future forecast of the Lake Malawi water levels until 2021 showed a mean of 474.47 m ranging from 473.93 to 475.02 meters with a confidence interval of 80% and 90% against registered mean of 473.398 m in 1997 and 475.475 m in 1989 which was the lowest and highest water levels in the lake respectively since 1986. The forecast also showed that the water levels of Lake Malawi will drop by 0.57 meters as compared to the mean water levels recorded in the previous years. These results suggest that the Lake Malawi water level may not likely go lower than that recorded in 1997. Therefore, utilisation and management of water-related activities and programs among others on the lake should provide room for such scenarios. The findings suggest a need to manage the Lake Malawi jointly and prudently with other stakeholders starting from the catchment area. This will reduce impacts of anthropogenic activities on the lake’s water quality, water level, aquatic and adjacent terrestrial ecosystems thereby ensuring its resilience to climate change impacts.

Keywords: forecasting, Lake Malawi, water levels, water level fluctuation, climate change, anthropogenic activities

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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: Olga Biedova, Victoria Steblovskaya, Kai Wallbaum

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In the current capital market environment, investors constantly face the challenge of finding a successful and stable investment mechanism. Highly volatile equity markets and extremely low bond returns bring about the demand for sophisticated yet reliable risk management strategies. Investors are looking for risk management solutions to efficiently protect their investments. This study compares a classic Constant Proportion Portfolio Insurance (CPPI) strategy to a Volatility Target portfolio insurance (VTPI). VTPI is an extension of the well-known Option Based Portfolio Insurance (OBPI) to the case where an embedded option is linked not to a pure risky asset such as e.g., S&P 500, but to a Volatility Target (VolTarget) portfolio. VolTarget strategy is a recently emerged rule-based dynamic asset allocation mechanism where the portfolio’s volatility is kept under control. As a result, a typical VTPI strategy allows higher participation rates in the market due to reduced embedded option prices. In addition, controlled volatility levels eliminate the volatility spread in option pricing, one of the frequently cited reasons for OBPI strategy fall behind CPPI. The strategies are compared within the framework of the stochastic dominance theory based on numerical simulations, rather than on the restrictive assumption of the Black-Scholes type dynamics of the underlying asset. An extended comparative quantitative analysis of performances of the above investment strategies in various market scenarios and within a range of input parameter values is presented.

Keywords: CPPI, portfolio insurance, stochastic dominance, volatility target

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Authors: Vanessa Morgado, Ricardo Bettencourt da Silva, Carla Palma

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The environmental pollution by microplastics is well recognized. Microplastics were already detected in various matrices from distinct environmental compartments worldwide, some from remote areas. Various methodologies and techniques have been used to determine microplastic in such matrices, for instance, sediment samples from the ocean bottom. In order to determine microplastics in a sediment matrix, the sample is typically sieved through a 5 mm mesh, digested to remove the organic matter, and density separated to isolate microplastics from the denser part of the sediment. The physical analysis of microplastic consists of visual analysis under a stereomicroscope to determine particle size, colour, and shape. The chemical analysis is performed by an infrared spectrometer coupled to a microscope (micro-FTIR), allowing to the identification of the chemical composition of microplastic, i.e., the type of polymer. Creating legislation and policies to control and manage (micro)plastic pollution is essential to protect the environment, namely the coastal areas. The regulation is defined from the known relevance and trends of the pollution type. This work discusses the assessment of contamination trends of a 700 km² oceanic area affected by contamination heterogeneity, sampling representativeness, and the uncertainty of the analysis of collected samples. The methodology developed consists of objectively identifying meaningful variations of microplastic contamination by the Monte Carlo simulation of all uncertainty sources. This work allowed us to unequivocally conclude that the contamination level of the studied area did not vary significantly between two consecutive years (2018 and 2019) and that PET microplastics are the major type of polymer. The comparison of contamination levels was performed for a 99% confidence level. The developed know-how is crucial for the objective and binding determination of microplastic contamination in relevant environmental compartments.

Keywords: measurement uncertainty, micro-ATR-FTIR, microplastics, ocean contamination, sampling uncertainty

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Authors: M. Bahari Mehrabani, Hua-Peng Chen

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Management and maintenance of coastal defence structures during the expected life cycle have become a real challenge for decision makers and engineers. Accurate evaluation of the current condition and future performance of flood defence structures is essential for effective practical maintenance strategies on the basis of available field inspection data. Moreover, as coastal defence structures age, it becomes more challenging to implement maintenance and management plans to avoid structural failure. Therefore, condition inspection data are essential for assessing damage and forecasting deterioration of ageing flood defence structures in order to keep the structures in an acceptable condition. The inspection data for flood defence structures are often collected using discrete visual condition rating schemes. In order to evaluate future condition of the structure, a probabilistic deterioration model needs to be utilised. However, existing deterioration models may not provide a reliable prediction of performance deterioration for a long period due to uncertainties. To tackle the limitation, a time-dependent condition-based model associated with a transition probability needs to be developed on the basis of condition grade scheme for flood defences. This paper presents a probabilistic method for predicting future performance deterioration of coastal flood defence structures based on condition grading inspection data and deterioration curves estimated by expert judgement. In condition-based deterioration modelling, the main task is to estimate transition probability matrices. The deterioration process of the structure related to the transition states is modelled according to Markov chain process, and a reliability-based approach is used to estimate the probability of structural failure. Visual inspection data according to the United Kingdom Condition Assessment Manual are used to obtain the initial condition grade curve of the coastal flood defences. The initial curves then modified in order to develop transition probabilities through non-linear regression based optimisation algorithms. The Monte Carlo simulations are then used to evaluate the future performance of the structure on the basis of the estimated transition probabilities. Finally, a case study is given to demonstrate the applicability of the proposed method under no-maintenance and medium-maintenance scenarios. Results show that the proposed method can provide an effective predictive model for various situations in terms of available condition grading data. The proposed model also provides useful information on time-dependent probability of failure in coastal flood defences.

Keywords: condition grading, flood defense, performance assessment, stochastic deterioration modelling

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Authors: Mouhamadou Dosso

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This paper presents methods of spectral dichotomy of a matrix which compute spectral projectors on the subspace associated with the eigenvalues external to the parabolas described by a general equation. These methods are modifications of the one proposed in [A. N. Malyshev and M. Sadkane, SIAM J. MATRIX ANAL. APPL. 18 (2), 265-278, 1997] which uses the spectral dichotomy method of a matrix with respect to the imaginary axis. Theoretical and algorithmic aspects of the methods are developed. Numerical results obtained by applying methods presented on matrices are reported.

Keywords: spectral dichotomy method, spectral projector, eigensubspaces, eigenvalue

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Authors: M. T. Alodat

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In this paper, we propose a mechanism for skewing any symmetric distribution. The new distribution is called the deflation-inflation distribution (DID). We discuss some statistical properties of the DID such moments, stochastic representation, log-concavity. Also we fit the distribution to real data and we compare it to normal distribution and Azzlaini's skew normal distribution. Numerical results show that the DID fits the the tree ring data better than the other two distributions.

Keywords: normal distribution, moments, Fisher information, symmetric distributions

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Authors: Alan C. Lin, Tzu-Kuan Lin, Tsong Der Lin

Abstract:

This paper proposes a new method to find the equations of transformation matrix for the rotation angles of the two rotational axes and the coordinates of the three linear axes of an orthogonal multi-axis milling machine. This approach provides intuitive physical meanings for rotation angles of multi-axis machines, which can be used to evaluate the accuracy of the conversion from CL data to NC data.

Keywords: CAM, multi-axis milling machining, transformation matrix, rotation angles

Procedia PDF Downloads 453

Authors: Paul Rowley, Adam Thirkill, Nick Doylend, Philip Leicester, Becky Gough

Abstract:

The dynamic performance of all energy generation technologies is impacted to varying degrees by the stochastic properties of the wider system within which the generation technology is located. This stochasticity can include the varying nature of ambient renewable energy resources such as wind or solar radiation, or unpredicted changes in energy demand which impact upon the operational behaviour of thermal generation technologies. An understanding of these stochastic impacts are especially important in contexts such as highly distributed (or embedded) generation, where an understanding of issues affecting the individual or aggregated performance of high numbers of relatively small generators is especially important, such as in ESCO projects. Probabilistic evaluation of monitored or simulated performance data is one technique which can provide an insight into the dynamic performance characteristics of generating systems, both in a prognostic sense (such as the prediction of future performance at the project’s design stage) as well as in a diagnostic sense (such as in the real-time analysis of underperforming systems). In this work, we describe the development, application and outcomes of a new approach to the acquisition of datasets suitable for use in the subsequent performance and impact analysis (including the use of Bayesian approaches) for a number of distributed generation technologies. The application of the approach is illustrated using a number of case studies involving domestic and small commercial scale photovoltaic, solar thermal and natural gas boiler installations, and the results as presented show that the methodology offers significant advantages in terms of plant efficiency prediction or diagnosis, along with allied environmental and social impacts such as greenhouse gas emission reduction or fuel affordability.

Keywords: renewable energy, dynamic performance simulation, Bayesian analysis, distributed generation

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Authors: Usoro Anthony E., Udoh Emediong

Abstract:

Diagonal Vector Autoregressive Models are special classes of the general vector autoregressive models identified under certain conditions, where parameters are restricted to the diagonal elements in the coefficient matrices. Variance, autocovariance, and autocorrelation properties of the upper and lower diagonal VAR models are derived. The new set of VAR models is verified with empirical data and is found to perform favourably with the general VAR models. The advantage of the diagonal models over the existing models is that the new models are parsimonious, given the reduction in the interactive coefficients of the general VAR models.

Keywords: VAR models, diagonal VAR models, variance, autocovariance, autocorrelations

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Authors: Hideaki Endo, Mika Goto

Abstract:

The global outbreak of the COVID-19 pandemic has seriously affected railway businesses. The number of railway passengers decreased due to the decline in the number of commuters and business travelers to avoid crowded trains and a sharp drop in inbound tourists visiting Japan. This has affected not only railway businesses but also related businesses, including hotels, leisure businesses, and retail businesses at station buildings. In 2021, the companies were divided into profitable and loss-making companies. This division suggests that railway companies, particularly loss-making companies, needed to decrease operational inefficiency. To measure the impact of COVID-19 and discuss the sustainable management strategies of railway companies, we examine the cost inefficiency of Japanese listed railway companies by applying stochastic frontier analysis (SFA) to their operational and financial data. First, we employ the stochastic frontier cost function approach to measure inefficiency. The cost frontier function is formulated as a Cobb–Douglas type, and we estimated parameters and variables for inefficiency. This study uses panel data comprising 26 Japanese-listed railway companies from 2005 to 2020. This period includes several events deteriorating the business environment, such as the financial crisis from 2007 to 2008 and the Great East Japan Earthquake of 2011, and we compare those impacts with those of the COVID-19 pandemic after 2020. Second, we identify the characteristics of the best-practice railway companies and examine the drivers of cost inefficiencies. Third, we analyze the factors influencing cost inefficiency by comparing the profiles of the top 10 railway companies and others before and during the pandemic. Finally, we examine the relationship between cost inefficiency and the implementation of efficiency measures for each railway company. We obtained the following four findings. First, most Japanese railway companies showed the lowest cost inefficiency (most efficient) in 2014 and the highest in 2020 (least efficient) during the COVID-19 pandemic. The second worst occurred in 2009 when it was affected by the financial crisis. However, we did not observe a significant impact of the 2011 Great East Japan Earthquake. This is because no railway company was influenced by the earthquake in this operating area, except for JR-EAST. Second, the best-practice railway companies are KEIO and TOKYU. The main reason for their good performance is that both operate in and near the Tokyo metropolitan area, which is densely populated. Third, we found that non-best-practice companies had a larger decrease in passenger kilometers than best-practice companies. This indicates that passengers made fewer long-distance trips because they refrained from inter-prefectural travel during the pandemic. Finally, we found that companies that implement more efficiency improvement measures had higher cost efficiency and they effectively used their customer databases through proactive DX investments in marketing and asset management.

Keywords: COVID-19 pandemic, stochastic frontier analysis, railway sector, cost efficiency

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Authors: P. Selyshchev

Abstract:

We consider fluctuations of defects density taking into account their interaction. Stochastic field of displacement generation rate gives random defect distribution. We determinate statistical characteristics (mean and dispersion) of random field of point defect distribution as function of defect generation parameters, temperature and properties of irradiated crystal.

Keywords: irradiation, primary defects, interaction, fluctuations

Procedia PDF Downloads 299

Authors: Simone F. Medeiros, Jessica M. Fonseca, Gizelda M. Alves, Danilo M. Santos, Sérgio P. Campana-Filho, Amilton M. Santos

Abstract:

Stimuli responsive and biocompatible hydrogel nanoparticles have gained special attention as systems for potential applications in controlled release of drugs to improve their therapeutic efficacy while minimizing side effects. In this work, novel solid dispersions based on thermo- and pH-responsive poly(N-vinylcaprolactam-co-itaconic acid-co-ethylene- glycol dimethacrylate) hydrogel nanoparticles embedded in chitosan matrices were prepared via spray drying for controlled release of ketoprofen. Firstly, the hydrogel nanoparticles containing ketoprofen were prepared via precipitation polymerization and their stimuli-responsive behavior, thermal properties, chemical composition, encapsulation efficiency and morphology were characterized. Then, hydrogel nanoparticles with different particles size were embedded into chitosan matrices via spray-drying. Scanning electron microscopy (SEM) analyses were performed to investigate the particles size, dispersity and morphology. Finally, ketoprofen release profiles were studied as a function of pH and temperature. Chitosan/poly(NVCL-co-IA-co-EGDMA)-ketoprofen microparticles presented spherical shape, rough surface and pronounced agglomeration, indicating that hydrogels nanoparticles loaded with ketoprofen modified the surface of chitosan matrix. The maximum encapsulation efficiency of ketoprofen into hydrogel nanoparticles was 57.8% and the electrostatic interactions between amino groups from chitosan and carboxylic groups from hydrogel nanoparticles were able to control ketoprofen release. The hydrogel nanoparticles themselves were capable to retard the release of ketoprofen-loaded until 48h of in vitro release tests, while their incorporation into chitosan matrix achieved a maximum percentage of drug release of 45%, using a mass ratio of chitosan: poly(NVCL-co-IA-co-EGDMA equal to 10:7, and 69%, using a mass ratio of chitosan: poly(NVCL-co-IA-co-EGDMA equal to 5:2.

Keywords: hydrogel nanoparticles, poly(N-vinylcaprolactam-co-itaconic acid-co-ethylene- glycol dimethacrylate), chitosan, ketoprofen, spray-drying

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Authors: Konstantinos Liagkouras, Konstantinos Metaxiotis

Abstract:

In this paper we present a classification of the various technologies applied for the solution of the portfolio selection problem according to the discipline and the methodological framework followed. We provide a concise presentation of the emerged categories and we are trying to identify which methods considered obsolete and which lie at the heart of the debate. On top of that, we provide a comparative study of the different technologies applied for efficient portfolio construction and we suggest potential paths for future work that lie at the intersection of the presented techniques.

Keywords: portfolio selection, optimization techniques, financial models, stochastic, heuristics

Procedia PDF Downloads 402