Search results for: stochastic perturbations

Authors: Amirhossein Chambari

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This article proposes a bi-objective model for the facility location problem subject to congestion (overcrowding). Motivated by implementations to locate servers in internet mirror sites, communication networks, one-server-systems, so on. This model consider for situations in which immobile (or fixed) service facilities are congested (or queued) by stochastic demand to behave as M/M/1/K queues. We consider for this problem two simultaneous perspectives; (1) Customers (desire to limit times of accessing and waiting for service) and (2) Service provider (desire to limit average facility idle-time). A bi-objective model is setup for facility location problem with two objective functions; (1) Minimizing sum of expected total traveling and waiting time (customers) and (2) Minimizing the average facility idle-time percentage (service provider). The proposed model belongs to the class of mixed-integer nonlinear programming models and the class of NP-hard problems. In addition, to solve the model, controlled elitist non-dominated sorting genetic algorithms (Controlled NSGA-II) and controlled elitist non-dominated ranking genetic algorithms (NRGA-I) are proposed. Furthermore, the two proposed metaheuristics algorithms are evaluated by establishing standard multiobjective metrics. Finally, the results are analyzed and some conclusions are given.

Keywords: bi-objective, facility location, queueing, controlled NSGA-II, NRGA-I

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Authors: Faisal Alsaaq

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Hydrographic surveys have traditionally relied on the availability of tide information for the reduction of sounding observations to a common datum. In most cases, tide information is obtained from tide gauge observations and/or tide predictions over space and time using local, regional or global tide models. While the latter often provides a rather crude approximation, the former relies on tide gauge stations that are spatially restricted, and often have sparse and limited distribution. A more recent method that is increasingly being used is Global Navigation Satellite System (GNSS) positioning which can be utilised to monitor height variations of a vessel or buoy, thus providing information on sea level variations during the time of a hydrographic survey. However, GNSS heights obtained under the dynamic environment of a survey vessel are affected by “non-tidal” processes such as wave activity and the attitude of the vessel (roll, pitch, heave and dynamic draft). This research seeks to examine techniques that separate the tide signal from other non-tidal signals that may be contained in GNSS heights. This requires an investigation of the processes involved and their temporal, spectral and stochastic properties in order to apply suitable recovery techniques of tide information. In addition, different post-mission and near real-time GNSS positioning techniques will be investigated with focus on estimation of height at ocean. Furthermore, the study will investigate the possibility to transfer the chart datums at the location of tide gauges.

Keywords: hydrography, GNSS, datum, tide gauge

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Authors: Zunaira Asif, Zhi Chen

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The sustainable measures on air quality management are recognized as one of the most serious environmental concerns in the mining region. The mining operations emit various types of pollutants which have significant impacts on the environment. This study presents a stochastic control strategy by developing the air pollution control model to achieve a cost-effective solution. The optimization method is formulated to predict the cost of treatment using linear programming with an objective function and multi-constraints. The constraints mainly focus on two factors which are: production of metal should not exceed the available resources, and air quality should meet the standard criteria of the pollutant. The applicability of this model is explored through a case study of an open pit metal mine, Utah, USA. This method simultaneously uses meteorological data as a dispersion transfer function to support the practical local conditions. The probabilistic analysis and the uncertainties in the meteorological conditions are accomplished by Monte Carlo simulation. Reasonable results have been obtained to select the optimized treatment technology for PM_2.5, PM₁₀, NO_x, and SO₂. Additional comparison analysis shows that baghouse is the least cost option as compared to electrostatic precipitator and wet scrubbers for particulate matter, whereas non-selective catalytical reduction and dry-flue gas desulfurization are suitable for NO_x and SO₂ reduction respectively. Thus, this model can aid planners to reduce these pollutants at a marginal cost by suggesting control pollution devices, while accounting for dynamic meteorological conditions and mining activities.

Keywords: air pollution, linear programming, mining, optimization, treatment technologies

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Authors: Y. Ghiassi-Farrokhfal

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The number of electric vehicles (EVs) is increasing worldwide. Replacing gas fueled cars with EVs reduces carbon emission. However, the extensive energy consumption of EVs stresses the energy systems, requiring non-green sources of energy (such as gas turbines) to compensate for the new energy demand caused by EVs in the energy systems. To make EVs even a greener solution for the future energy systems, new EV charging stations are equipped with solar PV panels and batteries. This will help serve the energy demand of EVs through the green energy of solar panels. To ensure energy availability, solar panels are combined with batteries. The energy surplus at any point is stored in batteries and is used when there is not enough solar energy to serve the demand. While EV charging stations equipped with solar panels and batteries are green and ecologically optimal, they might not be financially viable solutions, due to battery prices. To make the system viable, we should size the battery economically and operate the system optimally. This is, in general, a challenging problem because of the stochastic nature of the EV arrivals at the charging station, the available solar energy, and the battery operating system. In this work, we provide a mathematical model for this problem and we compute the return on investment (ROI) of such a system, which is designed to be ecologically and financially optimal. We also quantify the minimum required investment in terms of battery and solar panels along with the operating strategy to ensure that a charging station has enough energy to serve its EV demand at any time.

Keywords: solar energy, battery storage, electric vehicle, charging stations

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Authors: Ran Etgar, Yuval Cohen, Erel Avineri

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One of the major challenges of transportation in medium sized inner-cities (such as Tel-Aviv) is the last-mile solution. Personal rapid transit (PRT) seems like an applicable candidate for this, as it combines the benefits of personal (car) travel with the operational benefits of transit. However, the investment required for large area PRT grid is significant and there is a need to economically justify such investment by correctly evaluating the grid capacity. PRT main elements are small automated vehicles (sometimes referred to as podcars) operating on a network of specially built guideways. The research is looking at a specific concept of elevated PRT system. Literature review has revealed the drawbacks PRT modelling and simulation approaches, mainly due to the lack of consideration of technical and operational features of the system (such as headways, acceleration, safety issues); the detailed design of infrastructure (guideways, stations, and docks); the stochastic and sessional characteristics of demand; and safety regulations – all of them have a strong effect on the system performance. A highly detailed model of the system, developed in this research, is applying a discrete event simulation combined with an agent-based approach, to represent the system elements and the podecars movement logic. Applying a case study approach, the simulation model is used to study the capacity of the system, the expected throughput of the system, the utilization, and the level of service (journey time, waiting time, etc.).

Keywords: capacity, productivity measurement, PRT, simulation, transportation

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Authors: Chen Bo, Wen Zengping

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Based on the results of previous studies, we focus on the research of real ground motion selection and scaling method for structural performance-based seismic evaluation using nonlinear dynamic analysis. The input of earthquake ground motion should be determined appropriately to make them compatible with the site-specific hazard level considered. Thus, an optimized selection and scaling method are established including the use of not only Monte Carlo simulation method to create the stochastic simulation spectrum considering the multivariate lognormal distribution of target spectrum, but also a spectral shape parameter. Its applications in structural fragility analysis are demonstrated through case studies. Compared to the previous scheme with no consideration of the uncertainty of target spectrum, the method shown here can make sure that the selected records are in good agreement with the median value, standard deviation and spectral correction of the target spectrum, and greatly reveal the uncertainty feature of site-specific hazard level. Meanwhile, it can help improve computational efficiency and matching accuracy. Given the important infection of target spectrum’s uncertainty on structural seismic fragility analysis, this work can provide the reasonable and reliable basis for structural seismic evaluation under scenario earthquake environment.

Keywords: ground motion selection, scaling method, seismic fragility analysis, spectral shape

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Authors: Noor Rizkiyah, Djoko Koestiono, Budi Setiawan, Nuhfil Hanani

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This research aims to identify the factors that affect the production of sugar cane, the level of technical efficiency of farming sugar cane ratooning and factors that affect technical inefficiency. Research carried out in Malang of East Java with sampling in a non random sampling stratified proportioned and obtained 172 household sugar cane farmers who are classified based on the level of ratooning i.e. ratooning I 3-4 times ratoning, ratooning II 5-10 times ratoning as well as ratooning III > 10 times ratoning. The method used is the Stochastic Production Frontier approach MLE (maximum likelihood estimation). From the results obtained by analysis of the factors affecting the production of sugar cane farming land, namely ratooning fertilizer use ZA petroganic, use of fertilizer and seeds of embroidery and labor. While the average level of sugar cane farmers ratooning efficiency of 0.78 and categorized yet efficient technically. For the factors that influence the technical inefficiency i.e. age, number of dependents and the frequency of family ratooning. Though not yet technically efficient but sugar cane farmers cultivate cultivation remains ratooning. But if it is done repeatedly ratooning will result in a decrease in the production of sugar cane. Whereas the results of the analysis of farming level of feasibility or RC ratooning sugar cane ratio of 1.15 so worth trying to accomplish. Thus with increased technology and combining the use of inputs is an attempt to let the technical efficiency can be achieved so that the more worthy to be organised.

Keywords: technical efficiency, production, sugarcane, frontier

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Authors: Ece Cigdem Mutlu, Burak Alakent

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Maintaining the quality of manufactured products at a desired level depends on the stability of process dispersion and location parameters and detection of perturbations in these parameters as promptly as possible. Shewhart control chart is the most widely used technique in statistical process monitoring to monitor the quality of products and control process mean and variability. In the application of Xbar control charts, sample standard deviation and sample mean are known to be the most efficient conventional estimators in determining process dispersion and location parameters, respectively, based on the assumption of independent and normally distributed datasets. On the other hand, there is no guarantee that the real-world data would be normally distributed. In the cases of estimated process parameters from Phase I data clouded with outliers, efficiency of traditional estimators is significantly reduced, and performance of Xbar charts are undesirably low, e.g. occasional outliers in the rational subgroups in Phase I data set may considerably affect the sample mean and standard deviation, resulting a serious delay in detection of inferior products in Phase II. For more efficient application of control charts, it is required to use robust estimators against contaminations, which may exist in Phase I. In the current study, we present a simple approach to construct robust Xbar control charts using average distance to the median, Qn-estimator of scale, M-estimator of scale with logistic psi-function in the estimation of process dispersion parameter, and Harrell-Davis qth quantile estimator, Hodge-Lehmann estimator and M-estimator of location with Huber psi-function and logistic psi-function in the estimation of process location parameter. Phase I efficiency of proposed estimators and Phase II performance of Xbar charts constructed from these estimators are compared with the conventional mean and standard deviation statistics both under normality and against diffuse-localized and symmetric-asymmetric contaminations using 50,000 Monte Carlo simulations on MATLAB. Consequently, it is found that robust estimators yield parameter estimates with higher efficiency against all types of contaminations, and Xbar charts constructed using robust estimators have higher power in detecting disturbances, compared to conventional methods. Additionally, utilizing individuals charts to screen outlier subgroups and employing different combination of dispersion and location estimators on subgroups and individual observations are found to improve the performance of Xbar charts.

Keywords: average run length, M-estimators, quality control, robust estimators

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Authors: Jiahui Yang, John Quigley, Lesley Walls

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In this paper, the authors develop a stochastic model regarding the investment in supplier delivery performance development from a buyer’s perspective. The authors propose a multivariate model through a Multinomial-Dirichlet distribution within an Empirical Bayesian inference framework, representing both the epistemic and aleatory uncertainties in deliveries. A closed form solution is obtained and the lower and upper bound for both optimal investment level and expected profit under uncertainty are derived. The theoretical properties provide decision makers with useful insights regarding supplier delivery performance improvement problems where multiple delivery statuses are involved. The authors also extend the model from a single supplier investment into a supplier portfolio, using a Lagrangian method to obtain a theoretical expression for an optimal investment level and overall expected profit. The model enables a buyer to know how the marginal expected profit/investment level of each supplier changes with respect to the budget and which supplier should be invested in when additional budget is available. An application of this model is illustrated in a simulation study. Overall, the main contribution of this study is to provide an optimal investment decision making framework for supplier development, taking into account multiple delivery statuses as well as multiple projects.

Keywords: decision making, empirical bayesian, portfolio optimization, supplier development, supply chain management

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Authors: D. Kabeya Nahum, L. Y. Kabeya Mukeba

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In this work, the design of surface defects some support of the anchor rod ball joint. The future adhesion contact was rocking in manufacture machining, for giving by the numerical analysis of a short simple solution of thermo-mechanical coupled problem in process engineering. The analysis of geometrical evaluation and the quasi-static and dynamic states are discussed in kinematic dimensional tolerances onto surfaces of part. Geometric modeling using the finite element method (FEM) in rough part of such phase provides an opportunity to solve the nonlinearity behavior observed by empirical data to improve the discrete functional surfaces. The open question here is to obtain spherical geometry of drain wear with the operation of rolling. The formulation with (1 ± 0.01) mm thickness near the drain wear semi-finishing tool for studying different angles, do not help the professional factor in design cutting metal related vibration, friction and interface solid-solid of part and tool during this physical complex process, with multi-parameters no-defined in Sobolev Spaces. The stochastic approach of cracking, wear and fretting due to the cutting forces face boundary layers small dimensions thickness of the workpiece and the tool in the machining position is predicted neighbor to ‘Yakam Matrix’.

Keywords: FEM, geometry, part, simulation, spherical surface engineering, tool, workpiece

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Authors: Behnaz Moradijamei, Michael Higgins

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Identifying community structure is a critical task in analyzing social media data sets often modeled by networks. Statistical models such as the stochastic block model have proven to explain the structure of communities in real-world network data. In this work, we develop a goodness-of-fit test to examine community structure's existence by using a distinguishing property in networks: cyclic structures are more prevalent within communities than across them. To better understand how communities are shaped by the cyclic structure of the network rather than just the number of edges, we introduce a novel method for deciding on the existence of communities. We utilize these structures by using renewal non-backtracking random walk (RNBRW) to the existing goodness-of-fit test. RNBRW is an important variant of random walk in which the walk is prohibited from returning back to a node in exactly two steps and terminates and restarts once it completes a cycle. We investigate the use of RNBRW to improve the performance of existing goodness-of-fit tests for community detection algorithms based on the spectral properties of the adjacency matrix. Our proposed test on community structure is based on the probability distribution of eigenvalues of the normalized retracing probability matrix derived by RNBRW. We attempt to make the best use of asymptotic results on such a distribution when there is no community structure, i.e., asymptotic distribution under the null hypothesis. Moreover, we provide a theoretical foundation for our statistic by obtaining the true mean and a tight lower bound for RNBRW edge weights variance.

Keywords: hypothesis testing, RNBRW, network inference, community structure

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Authors: S. Bouhouche, R. Drai, J. Bast

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This paper is concerned with a method for uncertainty evaluation of steel sample content using X-Ray Fluorescence method. The considered method of analysis is a comparative technique based on the X-Ray Fluorescence; the calibration step assumes the adequate chemical composition of metallic analyzed sample. It is proposed in this work a new combined approach using the Kalman Filter and Markov Chain Monte Carlo (MCMC) for uncertainty estimation of steel content analysis. The Kalman filter algorithm is extended to the model identification of the chemical analysis process using the main factors affecting the analysis results; in this case, the estimated states are reduced to the model parameters. The MCMC is a stochastic method that computes the statistical properties of the considered states such as the probability distribution function (PDF) according to the initial state and the target distribution using Monte Carlo simulation algorithm. Conventional approach is based on the linear correlation, the uncertainty budget is established for steel Mn(wt%), Cr(wt%), Ni(wt%) and Mo(wt%) content respectively. A comparative study between the conventional procedure and the proposed method is given. This kind of approaches is applied for constructing an accurate computing procedure of uncertainty measurement.

Keywords: Kalman filter, Markov chain Monte Carlo, x-ray fluorescence calibration and testing, steel content measurement, uncertainty measurement

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Authors: Chia-li Wang

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The surge of service and commerce platforms, such as e-commerce and internet-of-things, have rapidly changed our lives. How to avoid the congestion and get the job done in the platform is now a common problem that many people encounter every day. This requires platform users to make decisions about when to enter the platform. To that end, we investigate the strategic entering time of a simple platform containing random numbers of buyers and sellers of some item. Upon a trade, the buyer and the seller gain respective profits, yet they pay the cost of waiting in the platform. To maximize their expected payoffs from trading, both buyers and sellers can choose their entering times. This creates an interesting and practical framework of a game that is played among buyers, among sellers, and between them. That is, a strategy employed by a player is not only against players of its type but also a response to those of the other type, and, thus, a strategy profile is composed of strategies of buyers and sellers. The players' best response, the Nash equilibrium (NE) strategy profile, is derived by a pair of differential equations, which, in turn, are used to establish its existence and uniqueness. More importantly, its structure sheds valuable insights of how the entering strategy of one side (buyers or sellers) is affected by the entering behavior of the other side. These results provide a base for the study of dynamic pricing for stochastic demand-supply imbalances. Finally, comparisons between the social welfares (the sum of the payoffs incurred by individual participants) obtained by the optimal strategy and by the NE strategy are conducted for showing the efficiency loss relative to the socially optimal solution. That should help to manage the platform better.

Keywords: double-sided queue, non-cooperative game, nash equilibrium, price of anarchy

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Authors: Giovanni Masala, Stefania Marica

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Forecasting electricity load plays a crucial role regards decision making and planning for economical purposes. Besides, in the light of the recent privatization and deregulation of the power industry, the forecasting of future electricity load turned out to be a very challenging problem. Empirical data about electricity load highlights a clear seasonal behavior (higher load during the winter season), which is partly due to climatic effects. We also emphasize the presence of load periodicity at a weekly basis (electricity load is usually lower on weekends or holidays) and at daily basis (electricity load is clearly influenced by the hour). Finally, a long-term trend may depend on the general economic situation (for example, industrial production affects electricity load). All these features must be captured by the model. The purpose of this paper is then to build an hourly electricity load model. The deterministic component of the model requires non-linear regression and Fourier series while we will investigate the stochastic component through econometrical tools. The calibration of the parameters’ model will be performed by using data coming from the Italian market in a 6 year period (2007- 2012). Then, we will perform a Monte Carlo simulation in order to compare the simulated data respect to the real data (both in-sample and out-of-sample inspection). The reliability of the model will be deduced thanks to standard tests which highlight a good fitting of the simulated values.

Keywords: ARMA-GARCH process, electricity load, fitting tests, Fourier series, Monte Carlo simulation, non-linear regression

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Authors: B. Elshafei, X. Mao

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The demand for renewable energy is significantly increasing, major investments are being supplied to the wind power generation industry as a leading source of clean energy. The wind energy sector is entirely dependable and driven by the prediction of wind speed, which by the nature of wind is very stochastic and widely random. This s0tudy employs deep multi-fidelity Gaussian process regression, used to predict wind speeds for medium term time horizons. Data of the RUNE experiment in the west coast of Denmark were provided by the Technical University of Denmark, which represent the wind speed across the study area from the period between December 2015 and March 2016. The study aims to investigate the effect of pre-processing the data by denoising the signal using empirical wavelet transform (EWT) and engaging the vector components of wind speed to increase the number of input data layers for data fusion using deep multi-fidelity Gaussian process regression (GPR). The outcomes were compared using root mean square error (RMSE) and the results demonstrated a significant increase in the accuracy of predictions which demonstrated that using vector components of the wind speed as additional predictors exhibits more accurate predictions than strategies that ignore them, reflecting the importance of the inclusion of all sub data and pre-processing signals for wind speed forecasting models.

Keywords: data fusion, Gaussian process regression, signal denoise, temporal extrapolation

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Authors: Ewa M. Laskowska, Jorn Vatn

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Industry 4.0 focuses on digital optimization of industrial processes. The idea is to use extracted data in order to build a decision support model enabling use of those data for real time decision making. In terms of predictive maintenance, the desired decision support tool would be a model enabling prognostics of system's health based on the current condition of considered equipment. Within area of system prognostics and health management, a commonly used health indicator is Remaining Useful Lifetime (RUL) of a system. Because the RUL is a random variable, it has to be estimated based on available health indicators. Health indicators can be of different types and come from different sources. They can be process variables, equipment performance variables, data related to number of experienced failures, etc. The aim of this study is the analysis of performance variables of emergency shutdown valves (ESV) used in oil and gas industry. ESV is inspected periodically, and at each inspection torque and time of valve operation are registered. The data will be analyzed by means of machine learning or statistical analysis. The purpose is to investigate whether the available data could be used as a health indicator for a prognostic purpose. The second objective is to examine what is the most efficient way to incorporate the data into predictive model. The idea is to check whether the data can be applied in form of explanatory variables in Markov process or whether other stochastic processes would be a more convenient to build an RUL model based on the information coming from registered data.

Keywords: emergency shutdown valves, health indicator, prognostics, remaining useful lifetime, RUL

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Authors: Jian Li

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The uncertainty quantification and inversion problems of subsurface oil-water phase flow usually require extensive repeated forward calculations for new runs with changed conditions. To reduce the computational time, various forms of surrogate models have been built. Related research shows that deep learning has emerged as an effective surrogate model, while most surrogate models with deep learning are purely data-driven, which always leads to poor robustness and abnormal results. To guarantee the model more consistent with the physical laws, a coupled theory-guided convolutional neural network (TgCNN) based surrogate model is built to facilitate computation efficiency under the premise of satisfactory accuracy. The model is a convolutional neural network based on multi-well reservoir simulation. The core notion of this proposed method is to bridge two separate blocks on top of an overall network. They underlie the TgCNN model in a coupled form, which reflects the coupling nature of pressure and water saturation in the two-phase flow equation. The model is driven by not only labeled data but also scientific theories, including governing equations, stochastic parameterization, boundary, and initial conditions, well conditions, and expert knowledge. The results show that the TgCNN-based surrogate model exhibits satisfactory accuracy and efficiency in subsurface oil-water phase flow under multi-well conditions.

Keywords: coupled theory-guided convolutional neural network, multi-well conditions, surrogate model, subsurface oil-water phase

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Authors: Bita Payami-Shabestari, Dariush Eslami

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The purpose of this paper is to develop a multi-product economic production quantity model under vendor management inventory policy and restrictions including limited warehouse space, budget, and number of orders, average shortage time and maximum permissible shortage. Since the “costs” cannot be predicted with certainty, it is assumed that data behave under uncertain environment. The problem is first formulated into the framework of a bi-objective of multi-product economic production quantity model. Then, the problem is solved with three multi-objective decision-making (MODM) methods. Then following this, three methods had been compared on information on the optimal value of the two objective functions and the central processing unit (CPU) time with the statistical analysis method and the multi-attribute decision-making (MADM). The results are compared with statistical analysis method and the MADM. The results of the study demonstrate that augmented-constraint in terms of optimal value of the two objective functions and the CPU time perform better than global criteria, and goal programming. Sensitivity analysis is done to illustrate the effect of parameter variations on the optimal solution. The contribution of this research is the use of random costs data in developing a multi-product economic production quantity model under vendor management inventory policy with several constraints.

Keywords: economic production quantity, random cost, supply chain management, vendor-managed inventory

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Authors: Emery A. Coppola Jr., Suna Cinar, Ferenc Szidarovszky

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Over-pumping of groundwater resources is a serious problem world-wide. In addition to depleting this valuable resource, hydraulically connected sensitive ecological resources like wetlands and surface water bodies are often impacted and even destroyed by over-pumping. Effectively managing groundwater in a way that satisfy human demand while preserving natural resources is a daunting challenge that will only worsen with growing human populations and climate change. As presented in this paper, a numerical flow model developed for a hypothetical but realistic groundwater/surface water system was combined with formal optimization. Response coefficients were used in an optimization management model to maximize groundwater pumping in a complex, multi-layered aquifer system while protecting against groundwater over-draft, streamflow depletion, and wetland impacts. Pumping optimization was performed for different constraint sets that reflect different resource protection preferences, yielding significantly different optimal pumping solutions. A sensitivity analysis on the optimal solutions was performed on select response coefficients to identify differences between wet and dry periods. Stochastic optimization was also performed, where uncertainty associated with changing irrigation demand due to changing weather conditions are accounted for. One of the strengths of this optimization approach is that it can efficiently and accurately identify superior management strategies that minimize risk and adverse environmental impacts associated with groundwater pumping under different hydrologic conditions.

Keywords: numerical groundwater flow modeling, water management optimization, groundwater overdraft, streamflow depletion

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Authors: Wlodzimierz Ogryczak, Michal Przyluski, Tomasz Sliwinski

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In problems of portfolio selection, the reward-risk ratio criterion is optimized to search for a risky portfolio with the maximum increase of the mean return in proportion to the risk measure increase when compared to the risk-free investments. In the classical model, following Markowitz, the risk is measured by the variance thus representing the Sharpe ratio optimization and leading to the quadratic optimization problems. Several Linear Programming (LP) computable risk measures have been introduced and applied in portfolio optimization. In particular, the Mean Absolute Deviation (MAD) measure has been widely recognized. The reward-risk ratio optimization with the MAD measure can be transformed into the LP formulation with the number of constraints proportional to the number of scenarios and the number of variables proportional to the total of the number of scenarios and the number of instruments. This may lead to the LP models with huge number of variables and constraints in the case of real-life financial decisions based on several thousands scenarios, thus decreasing their computational efficiency and making them hardly solvable by general LP tools. We show that the computational efficiency can be then dramatically improved by an alternative model based on the inverse risk-reward ratio minimization and by taking advantages of the LP duality. In the introduced LP model the number of structural constraints is proportional to the number of instruments thus not affecting seriously the simplex method efficiency by the number of scenarios and therefore guaranteeing easy solvability. Moreover, we show that under natural restriction on the target value the MAD risk-reward ratio optimization is consistent with the second order stochastic dominance rules.

Keywords: portfolio optimization, reward-risk ratio, mean absolute deviation, linear programming

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Authors: Gyaltsen Dakpa, K. J. Senthil Kumar, Nai-Wen Tsao, Sheng-Yang Wang

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Context: Coronavirus disease 2019 (COVID-19) is a severe respiratory illness caused by the SARS-CoV-2 virus. One of the hallmarks of COVID-19 is a change in metabolism, which can lead to increased severity and mortality. The mechanism of SARS-CoV-2-mediated perturbations of metabolic pathways has yet to be fully understood. Research Aim: This study aimed to investigate the metabolic alteration caused by SARS-CoV-2 spike protein in Phorbol 12-myristate 13-acetate (PMA)-induced human monocytes (THP-1) and to examine the regulatory effect of natural compounds like Antcins A on SARS-CoV-2 spike protein-induced metabolic alteration. Methodology: The study used a combination of proton nuclear magnetic resonance (1H-NMR) and MetaboAnalyst 5.0 software. THP-1 cells were treated with SARS-CoV-2 spike protein or control, and the metabolomic profiles of the cells were compared. Antcin A was also added to the cells to assess its regulatory effect on SARS-CoV-2 spike protein-induced metabolic alteration. Findings: The study results showed that treatment with SARS-CoV-2 spike protein significantly altered the metabolomic profiles of THP-1 cells. Eight metabolites, including glycerol-phosphocholine, glycine, canadine, sarcosine, phosphoenolpyruvic acid, glutamine, glutamate, and N, N-dimethylglycine, were significantly different between control and spike-protein treatment groups. Antcin A significantly reversed the changes in these metabolites. In addition, treatment with antacid A significantly inhibited SARS-CoV-2 spike protein-mediated up-regulation of TLR-4 and ACE2 receptors. Theoretical Importance The findings of this study suggest that SARS-CoV-2 spike protein can cause significant metabolic alterations in THP-1 cells. Antcin A, a natural compound, has the potential to reverse these metabolic alterations and may be a potential candidate for developing preventive or therapeutic agents for COVID-19. Data Collection: The data for this study was collected from THP-1 cells that were treated with SARS-CoV-2 spike protein or a control. The metabolomic profiles of the cells were then compared using 1H-NMR and MetaboAnalyst 5.0 software. Analysis Procedures: The metabolomic profiles of the THP-1 cells were analyzed using 1H-NMR and MetaboAnalyst 5.0 software. The software was used to identify and quantify the cells' metabolites and compare the control and spike-protein treatment groups. Questions Addressed: The question addressed by this study was whether SARS-CoV-2 spike protein could cause metabolic alterations in THP-1 cells and whether Antcin A can reverse these alterations. Conclusion: The findings of this study suggest that SARS-CoV-2 spike protein can cause significant metabolic alterations in THP-1 cells. Antcin A, a natural compound, has the potential to reverse these metabolic alterations and may be a potential candidate for developing preventive or therapeutic agents for COVID-19.

Keywords: SARS-CoV-2-spike, ¹H-NMR, metabolomics, antcin-A, taiwanofungus camphoratus

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Authors: Habtamu Tkubet Ebuy

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Purpose Conventional dynamic energy simulation tools go beyond the static dimension of simplified methods by providing better and more accurate prediction of building performance. However, their ability to forecast actual performance is undermined by a low representation of human interactions. The purpose of this study is to examine the potential benefits of incorporating information on occupant diversity into occupant behavior models used to simulate building performance. The co-simulation of the stochastic behavior of the occupants substantially increases the accuracy of the simulation. Design/methodology/approach In this article, probabilistic models of the "opening and closing" behavior of the window of inhabitants have been developed in a separate multi-agent platform, SimOcc, and implemented in the building simulation, TRNSYS, in such a way that the behavior of the window with the interconnectivity can be reflected in the simulation analysis of the building. Findings The results of the study prove that the application of complex behaviors is important to research in predicting actual building performance. The results aid in the identification of the gap between reality and existing simulation methods. We hope this study and its results will serve as a guide for researchers interested in investigating occupant behavior in the future. Research limitations/implications Further case studies involving multi-user behavior for complex commercial buildings need to more understand the impact of the occupant behavior on building performance. Originality/value This study is considered as a good opportunity to achieve the national strategy by showing a suitable tool to help stakeholders in the design phase of new or retrofitted buildings to improve the performance of office buildings.

Keywords: occupant behavior, co-simulation, energy consumption, thermal comfort

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Authors: Teng lin, Li Yuxing, Han Hui, Zhao Pengfei, Zhang Datong

Abstract:

With the development of carbon capture and storage (CCS), the flow assurance of CO2 transportation becomes more important, particularly for supercritical CO2 pipelines. The relieving system using the choke valve is applied to control the pressure in CO2 pipeline. However, the temperature of fluid would drop rapidly because of Joule-Thomson cooling (JTC), which may cause solid CO2 form and block the pipe. In this paper, a Computational Fluid Dynamic (CFD) model, using the modified Lagrangian method, Reynold's Stress Transport model (RSM) for turbulence and stochastic tracking model (STM) for particle trajectory, was developed to predict the deposition characteristic of solid carbon dioxide. The model predictions were in good agreement with the experiment data published in the literature. It can be observed that the particle distribution affected the deposition behavior. In the region of the sudden expansion, the smaller particles accumulated tightly on the wall were dominant for pipe blockage. On the contrary, the size of solid CO2 particles deposited near the outlet usually was bigger and the stacked structure was looser. According to the calculation results, the movement of the particles can be regarded as the main four types: turbulent motion close to the sudden expansion structure, balanced motion at sudden expansion-middle region, inertial motion near the outlet and the escape. Furthermore the particle deposits accumulated primarily in the sudden expansion region, reattachment region and outlet region because of the four type of motion. Also the Stokes number had an effect on the deposition ratio and it is recommended for Stokes number to avoid 3-8St.

Keywords: carbon capture and storage, carbon dioxide pipeline, gas-particle flow, deposition

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Authors: Chun-Qing Li, Guoyang Fu, Wei Yang

Abstract:

A significant portion of current water networks is made of cast iron pipes. Due to aging and deterioration with corrosion being the most predominant mechanism, the failure rate of cast iron pipes is very high. Although considerable research has been carried out in the past few decades, most are on the effect of corrosion on the structural capacity of pipes using strength theory as the failure criterion. This paper presents a reliability-based methodology for the assessment of corrosion affected cast iron pipe cracking failures. A nonlinear limit state function taking into account all three fracture modes is proposed for brittle metal pipes with mixed mode fracture. A stochastic model of the load effect is developed, and time-dependent reliability method is employed to quantify the probability of failure and predict the remaining service life. A case study is carried out using the proposed methodology, followed by sensitivity analysis to investigate the effects of the random variables on the probability of failure. It has been found that the larger the inclination angle or the Mode I fracture toughness is, the smaller the probability of pipe failure is. It has also been found that the multiplying and exponential coefficients k and n in the power law corrosion model and the internal pressure have the most influence on the probability of failure for cast iron pipes. The methodology presented in this paper can assist pipe engineers and asset managers in developing a risk-informed and cost-effective strategy for better management of corrosion-affected pipelines.

Keywords: corrosion, inclined surface cracks, pressurized cast iron pipes, stress intensity

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Authors: I. M. Salama, R. N. Miftahof

Abstract:

A functional element of the myenteric nervous plexus is a morphologically distinct ganglion. Composed of sensory, inter- and motor neurons and arranged via synapses in neuronal circuits, their task is to decipher and integrate spike coded information within the plexus into regulatory output signals. The stability of signal processing in response to a wide range of internal/external perturbations depends on the plasticity of individual neurons. Any aberrations in this inherent property may lead to instability with the development of a dynamics chaos and can be manifested as pathological conditions, such as intestinal dysrhythmia, irritable bowel syndrome. The aim of this study is to investigate patterns of signal transduction within a two-neuronal chain - a ganglion - under normal physiological and structurally altered states. The ganglion contains the primary sensory (AH-type) and motor (S-type) neurons linked through a cholinergic dendro somatic synapse. The neurons have distinguished electrophysiological characteristics including levels of the resting and threshold membrane potentials and spiking activity. These are results of ionic channel dynamics namely: Na+, K+, Ca++- activated K+, Ca++ and Cl-. Mechanical stretches of various intensities and frequencies are applied at the receptive field of the AH-neuron generate a cascade of electrochemical events along the chain. At low frequencies, ν < 0.3 Hz, neurons demonstrate strong connectivity and coherent firing. The AH-neuron shows phasic bursting with spike frequency adaptation while the S-neuron responds with tonic bursts. At high frequency, ν > 0.5 Hz, the pattern of electrical activity changes to rebound and mixed mode bursting, respectively, indicating ganglionic loss of plasticity and adaptability. A simultaneous increase in neuronal conductivity for Na+, K+ and Ca++ ions results in tonic mixed spiking of the sensory neuron and class 2 excitability of the motor neuron. Although the signal transduction along the chain remains stable the synchrony in firing pattern is not maintained and the number of discharges of the S-type neuron is significantly reduced. A concomitant increase in Ca++- activated K+ and a decrease in K+ in conductivities re-establishes weak connectivity between the two neurons and converts their firing pattern to a bistable mode. It is thus demonstrated that neuronal plasticity and adaptability have a stabilizing effect on the dynamics of signal processing in the ganglion. Functional modulations of neuronal ion channel permeability, achieved in vivo and in vitro pharmacologically, can improve connectivity between neurons. These findings are consistent with experimental electrophysiological recordings from myenteric ganglia in intestinal dysrhythmia and suggest possible pathophysiological mechanisms.

Keywords: neuronal chain, signal transduction, plasticity, stability

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Authors: Onur Kaya, Halit Bayer

Abstract:

Global grocery and supermarket sales are among the largest markets in the world and perishable products such as fresh produce, dairy and meat constitute the biggest section of these markets. Due to their deterioration over time, the demand for these products depends highly on their freshness. They become totally obsolete after a certain amount of time causing a high amount of wastage and decreases in grocery profits. In addition, customers are asking for higher product variety in perishable product categories, leading to less predictable demand per product and to more out-dating. Effective management of these perishable products is an important issue since it is observed that billions of dollars’ worth of food is expired and wasted every month. We consider coordinated inventory and pricing decisions for perishable products with a time and price dependent random demand function. We use stochastic dynamic programming to model this system for both periodically-reviewed and continuously-reviewed inventory systems and prove certain structural characteristics of the optimal solution. We prove that the optimal ordering decision scenario has a monotone structure and the optimal price value decreases by time. However, the optimal price changes in a non-monotonic structure with respect to inventory size. We also analyze the effect of 1 different parameters on the optimal solution through numerical experiments. In addition, we analyze simple-to-implement heuristics, investigate their effectiveness and extract managerial insights. This study gives valuable insights about the management of perishable products in order to decrease wastage and increase profits.

Keywords: age-dependent demand, dynamic programming, perishable inventory, pricing

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Authors: S. Agheb, G. Ledwich, G.Walker, Z.Tong

Abstract:

Frequency control has become more of concern for reliable operation of interconnected power systems due to the integration of low inertia renewable energy sources to the grid and their volatility. Also, in case of a sudden fault, the system has less time to recover before widespread blackouts. Electric Vehicles (EV)s have the potential to cooperate in the Emergency Frequency Regulation (EFR) by a nonlinear control of the power system in case of large disturbances. The time is not adequate to communicate with each individual EV on emergency cases, and thus, an aggregate model is necessary for a quick response to prevent from much frequency deviation and the occurrence of any blackout. In this work, an aggregate of EVs is modelled as a big virtual battery in each area considering various aspects of uncertainty such as the number of connected EVs and their initial State of Charge (SOC) as stochastic variables. A control law was proposed and applied to the aggregate model using Lyapunov energy function to maximize the rate of reduction of total kinetic energy in a two-area network after the occurrence of a fault. The control methods are primarily based on the charging/ discharging control of available EVs as shunt capacity in the distribution system. Three different cases were studied considering the locational aspect of the model with the virtual EV either in the center of the two areas or in the corners. The simulation results showed that EVs could help the generator lose its kinetic energy in a short time after a contingency. Earlier estimation of possible contributions of EVs can help the supervisory control level to transmit a prompt control signal to the subsystems such as the aggregator agents and the grid. Thus, the percentage of EVs contribution for EFR will be characterized in the future as the goal of this study.

Keywords: emergency frequency regulation, electric vehicle, EV, aggregation, Lyapunov energy function

Procedia PDF Downloads 71

Authors: Jurriaan Gillissen

Abstract:

This work is concerned with stabilizing the numerical integration of the Navier-Stokes equation (NSE), backwards in time. Applications involve the detection of sources of, e.g., sound, heat, and pollutants. Stable reverse numerical integration of parabolic differential equations is also relevant for image de-blurring. While the literature addresses the reverse integration problem of the advection-diffusion equation, the problem of numerical reverse integration of the NSE has, to our knowledge, not yet been addressed. Owing to the presence of viscosity, the NSE is irreversible, i.e., when going backwards in time, the fluid behaves, as if it had a negative viscosity. As an effect, perturbations from the perfect solution, due to round off errors or discretization errors, grow exponentially in time, and reverse integration of the NSE is inherently unstable, regardless of using an implicit time integration scheme. Consequently, some sort of filtering is required, in order to achieve a stable, numerical, reversed integration. The challenge is to find a filter with a minimal adverse affect on the accuracy of the reversed integration. In the present work, we explore an adjoint gradient method (AGM) to achieve this goal, and we apply this technique to two-dimensional (2D), decaying turbulence. The AGM solves for the initial velocity field u0 at t = 0, that, when integrated forward in time, produces a final velocity field u1 at t = 1, that is as close as is feasibly possible to some specified target field v1. The initial field u0 defines a minimum of a cost-functional J, that measures the distance between u1 and v1. In the minimization procedure, the u0 is updated iteratively along the gradient of J w.r.t. u0, where the gradient is obtained by transporting J backwards in time from t = 1 to t = 0, using the adjoint NSE. The AGM thus effectively replaces the backward integration by multiple forward and backward adjoint integrations. Since the viscosity is negative in the adjoint NSE, each step of the AGM is numerically stable. Nevertheless, when applied to turbulence, the AGM develops instabilities, which limit the backward integration to small times. This is due to the exponential divergence of phase space trajectories in turbulent flow, which produces a multitude of local minima in J, when the integration time is large. As an effect, the AGM may select unphysical, noisy initial conditions. In order to improve this situation, we propose two remedies. First, we replace the integration by a sequence of smaller integrations, i.e., we divide the integration time into segments, where in each segment the target field v1 is taken as the initial field u0 from the previous segment. Second, we add an additional term (regularizer) to J, which is proportional to a high-order Laplacian of u0, and which dampens the gradients of u0. We show that suitable values for the segment size and for the regularizer, allow a stable reverse integration of 2D decaying turbulence, with accurate results for more then O(10) turbulent, integral time scales.

Keywords: time reversed integration, parabolic differential equations, adjoint gradient method, two dimensional turbulence

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Authors: Rong Yuan, Zhao Tao

Abstract:

Only a handful of literature have used to non-linear model to investigate the influencing factors of greenhouse gas (GHG) emissions in China’s manufacturing sectors. And there is a limit in investigating quantitatively and systematically the mechanism of correlation between economic development and GHG emissions considering inherent differences among manufacturing sub-sectors. Considering the sectorial characteristics, the manufacturing sub-sectors with various impacts of output on GHG emissions may be explained by different development modes in each manufacturing sub-sector, such as investment scale, technology level and the level of international competition. In order to assess the environmental impact associated with any specific level of economic development and explore the factors that affect GHG emissions in China’s manufacturing industry during the process of economic growth, using the threshold Stochastic Impacts by Regression on Population, Affluence and Technology (STIRPAT) model, this paper investigated the influence impacts of GHG emissions for China’s manufacturing sectors of different stages of economic development. A data set from 28 manufacturing sectors covering an 18-year period was used. Results demonstrate that output per capita and investment scale contribute to increasing GHG emissions while energy efficiency, R&D intensity and FDI mitigate GHG emissions. Results also verify the nonlinear effect of output per capita on emissions as: (1) the Environmental Kuznets Curve (EKC) hypothesis is supported when threshold point RMB 31.19 million is surpassed; (2) the driving strength of output per capita on GHG emissions becomes stronger as increasing investment scale; (3) the threshold exists for energy efficiency with the positive coefficient first and negative coefficient later; (4) the coefficient of output per capita on GHG emissions decreases as R&D intensity increases. (5) FDI shows a reduction in elasticity when the threshold is compassed.

Keywords: China, GHG emissions, manufacturing industry, threshold STIRPAT model

Procedia PDF Downloads 390

Authors: Emma S. Bowers

Abstract:

Perturbations in global environments and temperatures have heightened the urgency of creating cost-efficient, energy-neutral building techniques. Structural responses to this thermal crisis have included designs (including those of the building standard PassivHaus) with airtightness, window placement, insulation, solar orientation, shading, and heat-exchange ventilators as potential solutions or interventions. Limitations in the predictability of the circulation of cooled air through the ambient temperature gradients throughout a structure are one of the major obstacles facing these enhanced building methods. A diverse range of air-cooling devices utilizing varying technologies is implemented around the world. Many of them worsen the problem of climate change by consuming energy. Using natural ventilation principles of air buoyancy and density to circulate fresh air throughout a building with no energy input can combat these obstacles. A unique prototype of an energy-neutral air-circulation system was constructed in order to investigate potential temperature and pressure gradients related to the stack effect (updraft of air through a building due to changes in air pressure). The stack effect principle maintains that since warmer air rises, it will leave an area of low pressure that cooler air will rush in to fill. The result is that warmer air will be expelled from the top of the building as cooler air is directed through the bottom, creating an updraft. Stack effect can be amplified by cooling the air near the bottom of a building and heating the air near the top. Using readily available, mostly recyclable or biodegradable materials, an insulated building module was constructed. A tri-part construction model was utilized: a subterranean earth-tube heat exchanger constructed of PVC pipe and placed in a horizontally oriented trench, an insulated, airtight cube aboveground to represent a building, and a solar chimney (painted black to increase heat in the out-going air). Pressure and temperature sensors were placed at four different heights within the module as well as outside, and data was collected for a period of 21 days. The air pressures and temperatures over the course of the experiment were compared and averaged. The promise of this design is that it represents a novel approach which directly addresses the obstacles of air flow and expense, using the physical principle of stack effect to draw a continuous supply of fresh air through the structure, using low-cost and readily available materials (and zero manufactured energy). This design serves as a model for novel approaches to creating temperature controlled buildings using zero energy and opens the door for future research into the effects of increasing module scale, increasing length and depth of the earth tube, and shading the building. (Model can be provided).

Keywords: air circulation, PassivHaus, stack effect, thermal gradient

Procedia PDF Downloads 129