Search results for: stochastic perturbations

Authors: Amin Karimi, Lele Zhang, Mark Fackrell

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Rural-to-urban population migrations are a global phenomenon, with projections indicating that by 2050, 68% of the world's population will inhabit densely populated urban centers. Concurrently, the popularity of e-commerce shopping has surged, evidenced by a 51% increase in total e-commerce sales from 2017 to 2021. Consequently, distribution and logistics systems, integral to effective supply chain management, confront escalating hurdles in efficiently delivering and distributing products within bustling urban environments. Additionally, events like environmental challenges and the COVID-19 pandemic have indicated that decision-makers are facing numerous sources of uncertainty. Therefore, to design an efficient and reliable logistics system, uncertainty must be considered. In this study, it examine fleet sizing and routing while considering uncertainty in demand rate. Fleet sizing is typically a strategic-level decision, while routing is an operational-level one. In this study, a carrier must make two types of decisions: strategic-level decisions regarding the number and types of drones to be purchased, and operational-level decisions regarding planning routes based on available fleet and realized demand. If the available fleets are insufficient to serve some customers, the carrier must outsource that delivery at a relatively high cost, calculated per order. With this hierarchy of decisions, it can model the problem using two-stage stochastic programming. The first-stage decisions involve planning the number and type of drones to be purchased, while the second-stage decisions involve planning routes. To solve this model, it employ logic-based benders decomposition, which decomposes the problem into a master problem and a set of sub-problems. The master problem becomes a mixed integer programming model to find the best fleet sizing decisions, and the sub-problems become capacitated vehicle routing problems considering battery status. Additionally, it assume a heterogeneous fleet based on load and battery capacity, and it consider that battery health deteriorates over time as it plan for multiple periods.

Keywords: drone-delivery, stochastic demand, VRP, fleet sizing

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Authors: Pirom Thangchitpianpol, Suttipong Jumroonrut

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This research investigates the distribution of food demand for animal food and the optimum amount of that food production at minimum cost. The data consist of customer purchase orders for the food of laying hens, price of food for laying hens, cost per unit for the food inventory, cost related to food of laying hens in which the food is out of stock, such as fine, overtime, urgent purchase for material. They were collected from January, 1990 to December, 2013 from a factory in Nakhonratchasima province. The collected data are analyzed in order to explore the distribution of the monthly food demand for the laying hens and to see the rate of inventory per unit. The results are used in a stochastic linear programming model for aggregate planning in which the optimum production or minimum cost could be obtained. Programming algorithms in MATLAB and tools in Linprog software are used to get the solution. The distribution of the food demand for laying hens and the random numbers are used in the model. The study shows that the distribution of monthly food demand for laying has a normal distribution, the monthly average amount (unit: 30 kg) of production from January to December. The minimum total cost average for 12 months is Baht 62,329,181.77. Therefore, the production planning can reduce the cost by 14.64% from real cost.

Keywords: animal food, stochastic linear programming, aggregate planning, production planning, demand uncertainty

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Authors: Ibrahim Ellithy, Mauricio Esguerra, , Rewanth Radhakrishnan

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In this study, the effects of hydrostatic stress on the magnetic properties of MnZn ferrite rings of different power grades, were measured and analyzed in terms of the magneto-mechanical effect on core losses was modeled via the Hodgdon-Esguerra hysteresis model. The results show excellent agreement with the model and a correlation between the permeability drop and the core loss increase in dependence of the material grade properties. These results emphasize the vulnerabilities of MnZn ferrites when subjected to mechanical perturbations, especially in real-world scenarios like under-road embedding for WPT.

Keywords: hydrostatic stress, power ferrites, core losses, wireless power transfer

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Authors: Ibrahim Suliman Hanaish

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Disaggregation daily rainfall using stochastic models formulated based on multivariate approach (MuDRain) is discussed in this paper. Seven rain gauge stations are considered in this study for different distances from the referred station starting from 4 km to 160 km in Peninsular Malaysia. The hourly rainfall data used are covered the period from 1973 to 2008 and July and November months are considered as an example of dry and wet periods. The cross-correlation among the rain gauges is considered for the available hourly rainfall information at the neighboring stations or not. This paper discussed the applicability of the MuDRain model for disaggregation daily rainfall to hourly rainfall for both sources of cross-correlation. The goodness of fit of the model was based on the reproduction of fitting statistics like the means, variances, coefficients of skewness, lag zero cross-correlation of coefficients and the lag one auto correlation of coefficients. It is found the correlation coefficients based on extracted correlations that was based on daily are slightly higher than correlations based on available hourly rainfall especially for neighboring stations not more than 28 km. The results showed also the MuDRain model did not reproduce statistics very well. In addition, a bad reproduction of the actual hyetographs comparing to the synthetic hourly rainfall data. Mean while, it is showed a good fit between the distribution function of the historical and synthetic hourly rainfall. These discrepancies are unavoidable because of the lowest cross correlation of hourly rainfall. The overall performance indicated that the MuDRain model would not be appropriate choice for disaggregation daily rainfall.

Keywords: rainfall disaggregation, multivariate disaggregation rainfall model, correlation, stochastic model

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Authors: Abdelkrim Alfalah, Lahcen Ouarbya, John Howroyd

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This paper investigates and compares the performance of four existing distances and similarity measures between partitions. The partition measures considered are Rand Index (RI), Adjusted Rand Index (ARI), Variation of Information (VI), and Normalised Variation of Information (NVI). This work investigates the ability of these partition measures to capture three predefined intuitions: the variation within randomly generated partitions, the sensitivity to small perturbations, and finally the independence from the dataset scale. It has been shown that the Adjusted Rand Index performed well overall, with regards to these three intuitions.

Keywords: clustering, comparing partitions, similarity measure, partition distance, partition metric, similarity between partitions, clustering comparison.

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Authors: Mona Heydari, Ehsan Motamedian, Seyed Abbas Shojaosadati

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Prediction of perturbations after genetic manipulation (especially gene knockout) is one of the important challenges in systems biology. In this paper, a new algorithm is introduced that integrates microarray data into the metabolic model. The algorithm was used to study the change in the cell phenotype after knockout of Gss gene in Escherichia coli BW25113. Algorithm implementation indicated that gene deletion resulted in more activation of the metabolic network. Growth yield was more and less regulating gene were identified for mutant in comparison with the wild-type strain.

Keywords: metabolic network, gene knockout, flux balance analysis, microarray data, integration

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Authors: Francis Mugabi, Kevin Duffy, Joseph J. Y. T Mugisha, Obiora Collins

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Bluetongue virus (BTV) has 27 serotypes, with some of them coexisting in patchy (different) environments, which make its control difficult. Wind-aided midge movement is a known mechanism in the spread of BTV. However, its effects on the probability of coexistence of multiple BTV serotypes are not clear. Deterministic and stochastic models for r BTV serotypes in n discrete patches connected by midge and/or cattle movement are formulated and analyzed. For the deterministic model without midge and cattle movement, using the comparison principle, it is shown that if the patch reproduction number R0 < 1, i=1,2,...,n, j=1,2,...,r, all serotypes go extinct. If R^j_i0>1, competitive exclusion takes place. Using numerical simulations, it is shown that when the n patches are connected by midge movement, coexistence takes place. To account for demographic and movement variability, the deterministic model is transformed into a continuous-time Markov chain stochastic model. Utilizing a multitype branching process, it is shown that the midge movement can have a large effect on the probability of coexistence of multiple BTV serotypes. The probability of coexistence can be brought to zero when the control interventions that directly kill the adult midges are applied. These results indicate the significance of wind-aided midge movement and vector control interventions on the coexistence and control of multiple BTV serotypes in patchy environments.

Keywords: bluetongue virus, coexistence, multiple serotypes, midge movement, branching process

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Authors: Dean A. McCorkle, Ed W. Hellman, Rebekka M. Dudensing, Dan D. Hanselka

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The motivation for this study centers on the labor- and cost-intensive nature of wine and table grape production in the U.S., and the potential opportunities for precision mechanization using robotics to augment those production tasks that are labor-intensive. The objectives of this study are to evaluate the economic viability of grape production in five U.S. states under current operating conditions, identify common production challenges and tasks that could be augmented with new technology, and quantify a maximum price for new technology that growers would be able to pay. Wine and table grape production is primed for precision mechanization technology as it faces a variety of production and labor issues. Methodology: Using a grower panel process, this project includes the development of a representative wine grape vineyard in five states and a representative table grape vineyard in California. The panels provided production, budget, and financial-related information that are typical for vineyards in their area. Labor costs for various production tasks are of particular interest. Using the data from the representative budget, 10-year projected financial statements have been developed for the representative vineyard and evaluated using a stochastic simulation model approach. Labor costs for selected vineyard production tasks were evaluated for the potential of new precision mechanization technology being developed. These tasks were selected based on a variety of factors, including input from the panel members, and the extent to which the development of new technology was deemed to be feasible. The net present value (NPV) of the labor cost over seven years for each production task was derived. This allowed for the calculation of a maximum price for new technology whereby the NPV of labor costs would equal the NPV of purchasing, owning, and operating new technology. Expected Results: The results from the stochastic model will show the projected financial health of each representative vineyard over the 2015-2024 timeframe. Investigators have developed a preliminary list of production tasks that have the potential for precision mechanization. For each task, the labor requirements, labor costs, and the maximum price for new technology will be presented and discussed. Together, these results will allow technology developers to focus and prioritize their research and development efforts for wine and table grape vineyards, and suggest opportunities to strengthen vineyard profitability and long-term viability using precision mechanization.

Keywords: net present value, robotic technology, stochastic simulation, wine and table grapes

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Authors: Song Ni, Junxiang Xu

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This paper concerns quasi-periodic perturbations with parameters of 2-dimensional degenerate systems. If the equilibrium point of the unperturbed system is elliptic-type degenerate. Assume that the perturbation is real analytic quasi-periodic with diophantine frequency. Without imposing any assumption on the perturbation, we can use a path of equilibrium points to tackle with the Melnikov non-resonance condition, then by the Leray-Schauder Continuation Theorem and the Kolmogorov-Arnold-Moser technique, it is proved that the equation has a small response solution for many sufficiently small parameters.

Keywords: quasi-periodic systems, KAM-iteration, degenerate equilibrium point, response solution

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Authors: Masoud Rabbani, Majede Smizadeh, Hamed Farrokhi-Asl

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We study jointly determining prices and production in a multiple period horizon under a general non-stationary stochastic demand with continuous prices. In some periods we need to increase capacity of production to satisfy demand. This paper presents a model to aid multi-period production capacity planning by quantifying the trade-off between product quality and production cost. The product quality is estimated as the statistical variation from the target performances obtained from the output tolerances of the production machines that manufacture the components. We consider different tolerance for different machines that use to increase capacity. The production cost is estimated as the total cost of owning and operating a production facility during the planning horizon.so capacity planning has cost that impact on price. Pricing products often turns out to be difficult to measure them because customers have a reservation price to pay that impact on price and demand. We decide to determine prices and production for periods after enhance capacity and consider reservation price to determine price. First we use an algorithm base on fuzzy set of the optimal objective function values to determine capacity planning by determine maximize interval from upper bound in minimum objectives and define weight for objectives. Then we try to determine inventory and pricing policies. We can use a lemma to solve a problem in MATLAB and find exact answer.

Keywords: price policy, inventory policy, capacity planning, product quality, epsilon -constraint

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Authors: Soumya Bhattacharjya, Avinandan Sahoo, Gaurav Datta

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Wind fragility analysis of chimney is often carried out disregarding temperature effect. However, the combined effect of wind and temperature is the most critical limit state for chimney design. Hence, in the present paper, an efficient fragility analysis for concrete chimney is explored under combined wind and temperature effect. Wind time histories are generated by Davenports Power Spectral Density Function and using Weighed Amplitude Wave Superposition Technique. Fragility analysis is often carried out in full Monte Carlo Simulation framework, which requires extensive computational time. Thus, in the present paper, an efficient adaptive metamodelling technique is adopted to judiciously approximate limit state function, which will be subsequently used in the simulation framework. This will save substantial computational time and make the approach computationally efficient. Uncertainty in wind speed, wind load related parameters, and resistance-related parameters is considered. The results by the full simulation approach, conventional metamodelling approach and proposed adaptive metamodelling approach will be compared. Effect of disregarding temperature in wind fragility analysis will be highlighted.

Keywords: adaptive metamodelling technique, concrete chimney, fragility analysis, stochastic extreme wind load, temperature effect

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Authors: Sun Zhe, Ruggero Micheletto

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As discussed extensively in many studies, noise in neural networks have an important role in the functioning and time evolution of the system. The mechanism by which noise induce stochastic resonance enhancing and influencing certain operations is not clarified nor is the mechanism of information storage and coding. With the present research we want to study the role of noise, especially focusing on the frequency peaks in a three variable Hindmarsh−Rose Small−World network. We investigated the behaviour of the network to external noises. We demonstrate that a variation of signal to noise ratio of about 10 dB induces an increase in membrane potential signal of about 15%, averaged over the whole network. We also considered the integral of the whole membrane potential as a paradigm of internal noise, the one generated by the brain network. We showed that this internal noise is attenuated with the size of the network or with the number of random connections. By means of Fourier analysis we found that it has distinct peaks of frequencies, moreover, we showed that increasing the size of the network introducing more neurons, reduced the maximum frequencies generated by the network, whereas the increase in the number of random connections (determined by the small-world probability p) led to a trend toward higher frequencies. This study may give clues on how networks utilize noise to alter the collective behaviour of the system in their operations.

Keywords: neural networks, stochastic processes, small-world networks, discrete Fourier analysis

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Authors: A. S. Mousa, F. Shoman

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We present a discrete game theoretical model with homogeneous individuals who make simultaneous decisions. In this model the strategy space of all individuals is a discrete and dichotomous set which consists of two strategies. We fully characterize the coherent, split and mixed strategies that form Nash equilibria and we determine the corresponding Nash domains for all individuals. We find all strategic thresholds in which individuals can change their mind if small perturbations in the parameters of the model occurs.

Keywords: coherent strategy, split strategy, pure strategy, mixed strategy, Nash equilibrium, game theory

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Authors: Maryam Ghoreishi, Christian Larsen

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In this paper, we investigate the effect of stochastic inputs on problem of joint optimal pricing and lot-sizing decisions where the inventory cycle is divided into advance and spot sales periods. During the advance sales period, customer can make reservations while customer with reservations can cancel their order. However, during the spot sales period customers receive the order as soon as the order is placed, but they cannot make any reservation or cancellation during that period. We assume that the inter arrival times during the advance sales and spot sales period are exponentially distributed where the arrival rate is decreasing function of price. Moreover, we assume that the number of cancelled reservations is binomially distributed. In addition, we assume that deterioration process follows an exponential distribution. We investigate two cases. First, we consider two-state case where we find the optimal price during the spot sales period and the optimal price during the advance sales period. Next, we develop a generalized case where we extend two-state case also to allow dynamic prices during the spot sales period. We apply the Markov decision theory in order to find the optimal solutions. In addition, for the generalized case, we apply the policy iteration algorithm in order to find the optimal prices, the optimal lot-size and maximum advance sales amount.

Keywords: inventory control, pricing, Markov decision theory, advance sales system

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Authors: Ardalan Sabamehr, Ashutosh Bagchi

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Recently, Structural Health Monitoring (SHM) based on the vibration of structures has attracted the attention of researchers in different fields such as: civil, aeronautical and mechanical engineering. Operational Modal Analysis (OMA) have been developed to identify modal properties of infrastructure such as bridge, building and so on. Frequency Domain Decomposition (FDD), Stochastic Subspace Identification (SSI) and Continuous Wavelet Transform (CWT) are the three most common methods in output only modal identification. FDD, SSI, and CWT operate based on the frequency domain, time domain, and time-frequency plane respectively. So, FDD and SSI are not able to display time and frequency at the same time. By the way, FDD and SSI have some difficulties in a noisy environment and finding the closed modes. CWT technique which is currently developed works on time-frequency plane and a reasonable performance in such condition. The other advantage of wavelet transform rather than other current techniques is that it can be applied for the non-stationary signal as well. The aim of this paper is to compare three most common modal identification techniques to find modal properties (such as natural frequency, mode shape, and damping ratio) of three story steel frame which was built in Concordia University Lab by use of ambient vibration. The frame has made of Galvanized steel with 60 cm length, 27 cm width and 133 cm height with no brace along the long span and short space. Three uniaxial wired accelerations (MicroStarin with 100mv/g accuracy) have been attached to the middle of each floor and gateway receives the data and send to the PC by use of Node Commander Software. The real-time monitoring has been performed for 20 seconds with 512 Hz sampling rate. The test is repeated for 5 times in each direction by hand shaking and impact hammer. CWT is able to detect instantaneous frequency by used of ridge detection method. In this paper, partial derivative ridge detection technique has been applied to the local maxima of time-frequency plane to detect the instantaneous frequency. The extracted result from all three methods have been compared, and it demonstrated that CWT has the better performance in term of its accuracy in noisy environment. The modal parameters such as natural frequency, damping ratio and mode shapes are identified from all three methods.

Keywords: ambient vibration, frequency domain decomposition, stochastic subspace identification, continuous wavelet transform

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Authors: Yifu Ding, Vijay Avinash, Malcolm McCulloch

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As the proliferation of decentralized energy systems, the UK power system allows small-scale entities such as microgrids (MGs) to tender multiple energy services including energy arbitrage and frequency responses (FRs). However, its operation requires the balance between the uncertain renewable generations and loads in real-time and has to fulfill their provision requirements of contract services continuously during the time window agreed, otherwise it will be penalized for the under-delivered provision. To hedge against risks due to uncertainties and maximize the economic benefits, we propose a stochastic model predictive control (SMPC) framework to optimize its operation for the multi-service provision. Distinguished from previous works, we include a detailed economic-degradation model of the lithium-ion battery to quantify the costs of different service provisions, as well as accurately describe the changing dynamics of the battery. Considering a branch of load and generation scenarios and the battery aging, we formulate a risk-averse cost function using conditional value at risk (CVaR). It aims to achieve the maximum expected net revenue and avoids severe losses. The framework will be performed on a case study of a PV-battery grid-tied microgrid in the UK with real-life data. To highlight its performance, the framework will be compared with the case without the degradation model and the deterministic formulation.

Keywords: model predictive control (MPC), battery degradation, frequency response, microgrids

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Authors: Gonzalo García-Reyes

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Conformastat spherically symmetric exact solutions of Einstein's field equations representing matter distributions made of fluid both perfect and anisotropic from given solutions of Poisson's equation of Newtonian gravity are investigated. The approach is used in the construction of new relativistic models of thick spherical shells and three-component models of galaxies (bulge, disk, and dark matter halo), writing, in this case, the metric in cylindrical coordinates. In addition, the circular motion of test particles (rotation curves) along geodesics on the equatorial plane of matter configurations and the stability of the orbits against radial perturbations are studied. The models constructed satisfy all the energy conditions.

Keywords: general relativity, exact solutions, spherical symmetry, galaxy, kinematics and dynamics, dark matter

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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: E. O. Clarke, O. J. Aderinola, O. A. Adeboyejo, M. A. Anetekhai

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Aims: The study is aimed at establishing the influence of some physical and chemical parameters on the abundance, distribution pattern and seasonal variations of the planktonic crustacean populations. Place and Duration of Study: A premier investigation into the dynamics of planktonic crustacean populations in Ologe lagoon was carried out from January 2011 to December 2012. Study Design: The study covered identification, temporal abundance, spatial distribution and diversity of the planktonic crustacea. Methodology: Standard techniques were used to collect samples from eleven stations covering five proximal satellite towns (Idoluwo, Oto, Ibiye, Obele, and Gbanko) bordering the lagoon. Data obtained were statistically analyzed using linear regression and hierarchical clustering. Results:Thirteen (13) planktonic crustacean populations were identified. Total percentage abundance was highest for Bosmina species (20%) and lowest for Polyphemus species (0.8%). The Pearson’s correlation coefficient (“r” values) between total planktonic crustacean population and some physical and chemical parameters showed that positive correlations having low level of significance occurred with salinity (r = 0.042) (sig = 0.184) and with surface water dissolved oxygen (r = 0.299) (sig = 0.155). Linear regression plots indicated that, the total population of planktonic crustacea were mainly influenced and only increased with an increase in value of surface water temperature (Rsq = 0.791) and conductivity (Rsq = 0.589). The total population of planktonic crustacea had a near neutral (zero correlation) with the surface water dissolved oxygen and thus, does not significantly change with the level of the surface water dissolved oxygen. The correlations were positive with NO3-N (midstream) at Ibiye (Rsq =0.022) and (downstream) Gbanko (Rsq =0.013), PO4-P at Ibiye (Rsq =0.258), K at Idoluwo (Rsq =0.295) and SO4-S at Oto (Rsq = 0.094) and Gbanko (Rsq = 0.457). The Berger-Parker Dominance Index (BPDI) showed that the most dominant species was Bosmina species (BPDI = 1.000), followed by Calanus species (BPDI = 1.254). Clusters by squared Euclidan distances using average linkage between groups showed proximities, transcending the borders of genera. Conclusion: The results revealed that planktonic crustacean population in Ologe lagoon undergo seasonal perturbations, were highly influenced by nutrient, metal and organic matter inputs from river Owoh, Agbara industrial estate and surrounding farmlands and were patchy in spatial distribution.

Keywords: diversity, dominance, perturbations, richness, crustacea, lagoon

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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: Feng-Sheng Wang, Chao-Ting Cheng

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Developing a drug from conception to launch is costly and time-consuming. Computer-aided methods can reduce research costs and accelerate the development process during the early drug discovery and development stages. This study developed a fuzzy multi-objective hierarchical optimization framework for identifying potential anticancer targets in a metabolic model. First, RNA-seq expression data of colorectal cancer samples and their healthy counterparts were used to reconstruct tissue-specific genome-scale metabolic models. The aim of the optimization framework was to identify anticancer targets that lead to cancer cell death and evaluate metabolic flux perturbations in normal cells that have been caused by cancer treatment. Four objectives were established in the optimization framework to evaluate the mortality of cancer cells for treatment and to minimize side effects causing toxicity-induced tumorigenesis on normal cells and smaller metabolic perturbations. Through fuzzy set theory, a multiobjective optimization problem was converted into a trilevel maximizing decision-making (MDM) problem. The applied nested hybrid differential evolution was applied to solve the trilevel MDM problem using two nutrient media to identify anticancer targets in the genome-scale metabolic model of colorectal cancer, respectively. Using Dulbecco’s Modified Eagle Medium (DMEM), the computational results reveal that the identified anticancer targets were mostly involved in cholesterol biosynthesis, pyrimidine and purine metabolisms, glycerophospholipid biosynthetic pathway and sphingolipid pathway. However, using Ham’s medium, the genes involved in cholesterol biosynthesis were unidentifiable. A comparison of the uptake reactions for the DMEM and Ham’s medium revealed that no cholesterol uptake reaction was included in DMEM. Two additional media, i.e., a cholesterol uptake reaction was included in DMEM and excluded in HAM, were respectively used to investigate the relationship of tumor cell growth with nutrient components and anticancer target genes. The genes involved in the cholesterol biosynthesis were also revealed to be determinable if a cholesterol uptake reaction was not induced when the cells were in the culture medium. However, the genes involved in cholesterol biosynthesis became unidentifiable if such a reaction was induced.

Keywords: Cancer metabolism, genome-scale metabolic model, constraint-based model, multilevel optimization, fuzzy optimization, hybrid differential evolution

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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: Neelam Chhetry, Indranil Dutta

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The present study accounts for the fundamental frequency (f0) perturbations of stop types in Nepali spoken in the Maram region of Manipur, India. Two different experiments were performed on the speech of the native speakers of Nepali in order to investigate if the f0 perturbation following the stop types would be affected due to contact with tonal language, Maram. We found that the Nepali speakers maintained four way stop contrast: voiceless stop (VS), voiceless aspirated stop (VLAS), voiced stop (VS) and voiced aspirated stop (VAS) despite being in contact with Maramfor a very long time. We also found that the F0 range was greater for VAS leading to F0 compression for speakers with high level of proficiency (LOP) in Maram due to extensive language contact.

Keywords: F0, sociophonetic, F0 range, sociophonetic

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Authors: Iulia E. Falcan

Abstract:

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: Djamila Meghraoui, Bachir Boudraa, Thouraya Meksen, M.Boudraa

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Parkinson's disease is a pathology that involves characteristic perturbations in patients’ voices. This paper describes a proposed method that aims to diagnose persons with Parkinson (PWP) by analyzing on line their voices signals. First, Thresholds signals alterations are determined by the Multi-Dimensional Voice Program (MDVP). Principal Analysis (PCA) is exploited to select the main voice principal componentsthat are significantly affected in a patient. The decision phase is realized by a Mul-tinomial Bayes (MNB) Classifier that categorizes an analyzed voice in one of the two resulting classes: healthy or PWP. The prediction accuracy achieved reaching 98.8% is very promising.

Keywords: Parkinson’s disease recognition, PCA, MDVP, multinomial Naive Bayes

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Authors: Riadh Zorgati, Thomas Triboulet

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In quite diverse application areas such as astronomy, medical imaging, geophysics or nondestructive evaluation, many problems related to calibration, fitting or estimation of a large number of input parameters of a model from a small amount of output noisy data, can be cast as inverse problems. Due to noisy data corruption, insufficient data and model errors, most inverse problems are ill-posed in a Hadamard sense, i.e. existence, uniqueness and stability of the solution are not guaranteed. A wide class of inverse problems in physics relates to the Fredholm equation of the first kind. The ill-posedness of such inverse problem results, after discretization, in a very ill-conditioned linear system of equations, the condition number of the associated matrix can typically range from 109 to 1018. This condition number plays the role of an amplifier of uncertainties on data during inversion and then, renders the inverse problem difficult to handle numerically. Similar problems appear in other areas such as numerical optimization when using interior points algorithms for solving linear programs leads to face ill-conditioned systems of linear equations. Devising efficient solution approaches for such system of equations is therefore of great practical interest. Efficient iterative algorithms are proposed for solving a system of linear equations. The approach is based on a preconditioning of the initial matrix of the system with an approximation of a generalized inverse leading to a stochastic preconditioned matrix. This approach, valid for non-negative matrices, is first extended to hermitian, semi-definite positive matrices and then generalized to any complex rectangular matrices. The main results obtained are as follows: 1) We are able to build a generalized inverse of any complex rectangular matrix which satisfies the convergence condition requested in iterative algorithms for solving a system of linear equations. This completes the (short) list of generalized inverse having this property, after Kaczmarz and Cimmino matrices. Theoretical results on both the characterization of the type of generalized inverse obtained and the convergence are derived. 2) Thanks to its properties, this matrix can be efficiently used in different solving schemes as Richardson-Tanabe or preconditioned conjugate gradients. 3) By using Lp norms, we propose generalized Kaczmarz’s type matrices. We also show how Cimmino's matrix can be considered as a particular case consisting in choosing the Euclidian norm in an asymmetrical structure. 4) Regarding numerical results obtained on some pathological well-known test-cases (Hilbert, Nakasaka, …), some of the proposed algorithms are empirically shown to be more efficient on ill-conditioned problems and more robust to error propagation than the known classical techniques we have tested (Gauss, Moore-Penrose inverse, minimum residue, conjugate gradients, Kaczmarz, Cimmino). We end on a very early prospective application of our approach based on stochastic matrices aiming at computing some parameters (such as the extreme values, the mean, the variance, …) of the solution of a linear system prior to its resolution. Such an approach, if it were to be efficient, would be a source of information on the solution of a system of linear equations.

Keywords: conditioning, generalized inverse, linear system, norms, stochastic matrix

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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: 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: Eva L. Sanjuán, Jacinto Martín, M. Isabel Parra, Mario M. Pizarro

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In Extreme Value Theory, inference estimation for the parameters of the distribution is made employing a small part of the observation values. When block maxima values are taken, many data are discarded. We developed a new Bayesian inference model to seize all the information provided by the data, introducing informative priors and using the relations between baseline and limit parameters. Firstly, we studied the accuracy of the new model for three baseline distributions that lead to a Gumbel extreme distribution: Exponential, Normal and Gumbel. Secondly, we considered mixtures of Normal variables, to simulate practical situations when data do not adjust to pure distributions, because of perturbations (noise).

Keywords: bayesian inference, extreme value theory, Gumbel distribution, highly informative prior

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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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