Search results for: variational Bayesian approximation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 848

Search results for: variational Bayesian approximation

68 Using ICESat-2 Dynamic Ocean Topography to Estimate Western Arctic Freshwater Content

Authors: Joshua Adan Valdez, Shawn Gallaher

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Global climate change has impacted atmospheric temperatures contributing to rising sea levels, decreasing sea ice, and increased freshening of high latitude oceans. This freshening has contributed to increased stratification inhibiting local mixing and nutrient transport, modifying regional circulations in polar oceans. In recent years, the Western Arctic has seen an increase in freshwater volume at an average rate of 397+-116km3/year across the Beaufort Gyre. The majority of the freshwater volume resides in the Beaufort Gyre surface lens driven by anticyclonic wind forcing, sea ice melt, and Arctic river runoff, and is typically defined as water fresher than 34.8. The near-isothermal nature of Arctic seawater and non-linearities in the equation of state for near-freezing waters result in a salinity-driven pycnocline as opposed to the temperature-driven density structure seen in the lower latitudes. In this study, we investigate the relationship between freshwater content and dynamic ocean topography (DOT). In situ measurements of freshwater content are useful in providing information on the freshening rate of the Beaufort Gyre; however, their collection is costly and time-consuming. Utilizing NASA’s ICESat-2’s DOT remote sensing capabilities and Air Expendable CTD (AXCTD) data from the Seasonal Ice Zone Reconnaissance Surveys (SIZRS), a linear regression model between DOT and freshwater content is determined along the 150° west meridian. Freshwater content is calculated by integrating the volume of water between the surface and a depth with a reference salinity of ~34.8. Using this model, we compare interannual variability in freshwater content within the gyre, which could provide a future predictive capability of freshwater volume changes in the Beaufort-Chukchi Sea using non-in situ methods. Successful employment of the ICESat-2’s DOT approximation of freshwater content could potentially demonstrate the value of remote sensing tools to reduce reliance on field deployment platforms to characterize physical ocean properties.

Keywords: Cryosphere, remote sensing, Arctic oceanography, climate modeling, Ekman transport

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67 Prandtl Number Influence Analysis on Droplet Migration in Natural Convection Flow Using the Level Set Method

Authors: Isadora Bugarin, Taygoara F. de Oliveira

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Multiphase flows have currently been placed as a key solution for technological advances in energy and thermal sciences. The comprehension of droplet motion and behavior on non-isothermal flows is, however, rather limited. The present work consists of an investigation of a 2D droplet migration on natural convection inside a square enclosure with differentially heated walls. The investigation in question concerns the effects on drop motion of imposing different combinations of Prandtl and Rayleigh numbers while defining the drop on distinct initial positions. The finite differences method was used to compute the Navier-Stokes and energy equations for a laminar flow, considering the Boussinesq approximation. Also, a high order level set method was applied to simulate the two-phase flow. A previous analysis developed by the authors had shown that for fixed values of Rayleigh and Prandtl, the variation of the droplet initial position at the beginning of the simulation delivered different patterns of motion, in which for Ra≥10⁴ the droplet presents two very specific behaviors: it can travel through a helical path towards the center or define cyclic circular paths resulting in closed paths when reaching the stationary regime. Now, when varying the Prandtl number for different Rayleigh regimes, it was observed that this particular parameter also affects the migration of the droplet, altering the motion patterns as its value is increased. On higher Prandtl values, the drop performs wider paths with larger amplitudes, traveling closer to the walls and taking longer time periods to finally reach the stationary regime. It is important to highlight that drastic drop behavior changes on the stationary regime were not yet observed, but the path traveled from the begging of the simulation until the stationary regime was significantly altered, resulting in distinct turning over frequencies. The flow’s unsteady Nusselt number is also registered for each case studied, enabling a discussion on the overall effects on heat transfer variations.

Keywords: droplet migration, level set method, multiphase flow, natural convection in enclosure, Prandtl number

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66 Bifurcations of the Rotations in the Thermocapillary Flows

Authors: V. Batishchev, V. Getman

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We study the self-similar fluid flows in the Marangoni layers with the axial symmetry. Such flows are induced by the radial gradients of the temperatures whose distributions along the free boundary obey some power law. The self-similar solutions describe thermo-capillar flows both in the thin layers and in the case of infinite thickness. We consider both positive and negative temperature gradients. In the former case the cooling of free boundary nearby the axis of symmetry gives rise to the rotation of fluid. The rotating flow concentrates itself inside the Marangoni layer while outside of it the fluid does not revolve. In the latter case we observe no rotating flows at all. In the layers of infinite thickness the separation of the rotating flow creates two zones where the flows are directed oppositely. Both the longitudinal velocity and the temperature have exactly one critical point inside the boundary layer. It is worth to note that the profiles are monotonic in the case of non-swirling flows. We describe the flow outside the boundary layer with the use of self-similar solution of the Euler equations. This flow is slow and non-swirling. The introducing of an outer flow gives rise to the branching of swirling flows from the non-swirling ones. There is such the critical velocity of the outer flow that a non-swirling flow exists for supercritical velocities and cannot be extended to the sub-critical velocities. For the positive temperature gradients there are two non-swirling flows. For the negative temperature gradients the non-swirling flow is unique. We determine the critical velocity of the outer flow for which the branching of the swirling flows happens. In the case of a thin layer confined within free boundaries we show that the cooling of the free boundaries near the axis of symmetry leads to the separating of the layer and creates two sub-layers with opposite rotations inside. This makes sharp contrast with the case of infinite thickness. We show that such rotation arises provided the thickness of the layer exceed some critical value. In the case of a thin layer confined within free and rigid boundaries we construct the branching equation and the asymptotic approximation for the secondary swirling flows near the bifurcation point. It turns out that the bifurcation gives rise to one pair of the secondary swirling flows with different directions of swirl.

Keywords: free surface, rotation, fluid flow, bifurcation, boundary layer, Marangoni layer

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65 Study of Proton-9,11Li Elastic Scattering at 60~75 MeV/Nucleon

Authors: Arafa A. Alholaisi, Jamal H. Madani, M. A. Alvi

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The radial form of nuclear matter distribution, charge and the shape of nuclei are essential properties of nuclei, and hence, are of great attention for several areas of research in nuclear physics. More than last three decades have witnessed a range of experimental means employing leptonic probes (such as muons, electrons etc.) for exploring nuclear charge distributions, whereas the hadronic probes (for example alpha particles, protons, etc.) have been used to investigate the nuclear matter distributions. In this paper, p-9,11Li elastic scattering differential cross sections in the energy range  to  MeV have been studied by means of Coulomb modified Glauber scattering formalism. By applying the semi-phenomenological Bhagwat-Gambhir-Patil [BGP] nuclear density for loosely bound neutron rich 11Li nucleus, the estimated matter radius is found to be 3.446 fm which is quite large as compared to so known experimental value 3.12 fm. The results of microscopic optical model based calculation by applying Bethe-Brueckner–Hartree–Fock formalism (BHF) have also been compared. It should be noted that in most of phenomenological density model used to reproduce the p-11Li differential elastic scattering cross sections data, the calculated matter radius lies between 2.964 and 3.55 fm. The calculated results with phenomenological BGP model density and with nucleon density calculated in the relativistic mean-field (RMF) reproduces p-9Li and p-11Li experimental data quite nicely as compared to Gaussian- Gaussian or Gaussian-Oscillator densities at all energies under consideration. In the approach described here, no free/adjustable parameter has been employed to reproduce the elastic scattering data as against the well-known optical model based studies that involve at least four to six adjustable parameters to match the experimental data. Calculated reaction cross sections σR for p-11Li at these energies are quite large as compared to estimated values reported by earlier works though so far no experimental studies have been performed to measure it.

Keywords: Bhagwat-Gambhir-Patil density, Coulomb modified Glauber model, halo nucleus, optical limit approximation

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64 DNA Nano Wires: A Charge Transfer Approach

Authors: S. Behnia, S. Fathizadeh, A. Akhshani

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In the recent decades, DNA has increasingly interested in the potential technological applications that not directly related to the coding for functional proteins that is the expressed in form of genetic information. One of the most interesting applications of DNA is related to the construction of nanostructures of high complexity, design of functional nanostructures in nanoelectronical devices, nanosensors and nanocercuits. In this field, DNA is of fundamental interest to the development of DNA-based molecular technologies, as it possesses ideal structural and molecular recognition properties for use in self-assembling nanodevices with a definite molecular architecture. Also, the robust, one-dimensional flexible structure of DNA can be used to design electronic devices, serving as a wire, transistor switch, or rectifier depending on its electronic properties. In order to understand the mechanism of the charge transport along DNA sequences, numerous studies have been carried out. In this regard, conductivity properties of DNA molecule could be investigated in a simple, but chemically specific approach that is intimately related to the Su-Schrieffer-Heeger (SSH) model. In SSH model, the non-diagonal matrix element dependence on intersite displacements is considered. In this approach, the coupling between the charge and lattice deformation is along the helix. This model is a tight-binding linear nanoscale chain established to describe conductivity phenomena in doped polyethylene. It is based on the assumption of a classical harmonic interaction between sites, which is linearly coupled to a tight-binding Hamiltonian. In this work, the Hamiltonian and corresponding motion equations are nonlinear and have high sensitivity to initial conditions. Then, we have tried to move toward the nonlinear dynamics and phase space analysis. Nonlinear dynamics and chaos theory, regardless of any approximation, could open new horizons to understand the conductivity mechanism in DNA. For a detailed study, we have tried to study the current flowing in DNA and investigated the characteristic I-V diagram. As a result, It is shown that there are the (quasi-) ohmic areas in I-V diagram. On the other hand, the regions with a negative differential resistance (NDR) are detectable in diagram.

Keywords: DNA conductivity, Landauer resistance, negative di erential resistance, Chaos theory, mean Lyapunov exponent

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63 Item-Trait Pattern Recognition of Replenished Items in Multidimensional Computerized Adaptive Testing

Authors: Jianan Sun, Ziwen Ye

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Multidimensional computerized adaptive testing (MCAT) is a popular research topic in psychometrics. It is important for practitioners to clearly know the item-trait patterns of administered items when a test like MCAT is operated. Item-trait pattern recognition refers to detecting which latent traits in a psychological test are measured by each of the specified items. If the item-trait patterns of the replenished items in MCAT item pool are well detected, the interpretability of the items can be improved, which can further promote the abilities of the examinees who attending the MCAT to be accurately estimated. This research explores to solve the item-trait pattern recognition problem of the replenished items in MCAT item pool from the perspective of statistical variable selection. The popular multidimensional item response theory model, multidimensional two-parameter logistic model, is assumed to fit the response data of MCAT. The proposed method uses the least absolute shrinkage and selection operator (LASSO) to detect item-trait patterns of replenished items based on the essential information of item responses and ability estimates of examinees collected from a designed MCAT procedure. Several advantages of the proposed method are outlined. First, the proposed method does not strictly depend on the relative order between the replenished items and the selected operational items, so it allows the replenished items to be mixed into the operational items in reasonable order such as considering content constraints or other test requirements. Second, the LASSO used in this research improves the interpretability of the multidimensional replenished items in MCAT. Third, the proposed method can exert the advantage of shrinkage method idea for variable selection, so it can help to check item quality and key dimension features of replenished items and saves more costs of time and labors in response data collection than traditional factor analysis method. Moreover, the proposed method makes sure the dimensions of replenished items are recognized to be consistent with the dimensions of operational items in MCAT item pool. Simulation studies are conducted to investigate the performance of the proposed method under different conditions for varying dimensionality of item pool, latent trait correlation, item discrimination, test lengths and item selection criteria in MCAT. Results show that the proposed method can accurately detect the item-trait patterns of the replenished items in the two-dimensional and the three-dimensional item pool. Selecting enough operational items from the item pool consisting of high discriminating items by Bayesian A-optimality in MCAT can improve the recognition accuracy of item-trait patterns of replenished items for the proposed method. The pattern recognition accuracy for the conditions with correlated traits is better than those with independent traits especially for the item pool consisting of comparatively low discriminating items. To sum up, the proposed data-driven method based on the LASSO can accurately and efficiently detect the item-trait patterns of replenished items in MCAT.

Keywords: item-trait pattern recognition, least absolute shrinkage and selection operator, multidimensional computerized adaptive testing, variable selection

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62 Mathematical Study of CO₂ Dispersion in Carbonated Water Injection Enhanced Oil Recovery Using Non-Equilibrium 2D Simulator

Authors: Ahmed Abdulrahman, Jalal Foroozesh

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CO₂ based enhanced oil recovery (EOR) techniques have gained massive attention from major oil firms since they resolve the industry's two main concerns of CO₂ contribution to the greenhouse effect and the declined oil production. Carbonated water injection (CWI) is a promising EOR technique that promotes safe and economic CO₂ storage; moreover, it mitigates the pitfalls of CO₂ injection, which include low sweep efficiency, early CO₂ breakthrough, and the risk of CO₂ leakage in fractured formations. One of the main challenges that hinder the wide adoption of this EOR technique is the complexity of accurate modeling of the kinetics of CO₂ mass transfer. The mechanisms of CO₂ mass transfer during CWI include the slow and gradual cross-phase CO₂ diffusion from carbonated water (CW) to the oil phase and the CO₂ dispersion (within phase diffusion and mechanical mixing), which affects the oil physical properties and the spatial spreading of CO₂ inside the reservoir. A 2D non-equilibrium compositional simulator has been developed using a fully implicit finite difference approximation. The material balance term (k) was added to the governing equation to account for the slow cross-phase diffusion of CO₂ from CW to the oil within the gird cell. Also, longitudinal and transverse dispersion coefficients have been added to account for CO₂ spatial distribution inside the oil phase. The CO₂-oil diffusion coefficient was calculated using the Sigmund correlation, while a scale-dependent dispersivity was used to calculate CO₂ mechanical mixing. It was found that the CO₂-oil diffusion mechanism has a minor impact on oil recovery, but it tends to increase the amount of CO₂ stored inside the formation and slightly alters the residual oil properties. On the other hand, the mechanical mixing mechanism has a huge impact on CO₂ spatial spreading (accurate prediction of CO₂ production) and the noticeable change in oil physical properties tends to increase the recovery factor. A sensitivity analysis has been done to investigate the effect of formation heterogeneity (porosity, permeability) and injection rate, it was found that the formation heterogeneity tends to increase CO₂ dispersion coefficients, and a low injection rate should be implemented during CWI.

Keywords: CO₂ mass transfer, carbonated water injection, CO₂ dispersion, CO₂ diffusion, cross phase CO₂ diffusion, within phase CO2 diffusion, CO₂ mechanical mixing, non-equilibrium simulation

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61 Beyond the “Breakdown” of Karman Vortex Street

Authors: Ajith Kumar S., Sankaran Namboothiri, Sankrish J., SarathKumar S., S. Anil Lal

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A numerical analysis of flow over a heated circular cylinder is done in this paper. The governing equations, Navier-Stokes, and energy equation within the Boussinesq approximation along with continuity equation are solved using hybrid FEM-FVM technique. The density gradient created due to the heating of the cylinder will induce buoyancy force, opposite to the direction of action of acceleration due to gravity, g. In the present work, the flow direction and the direction of buoyancy force are taken as same (vertical flow configuration), so that the buoyancy force accelerates the mean flow past the cylinder. The relative dominance of the buoyancy force over the inertia force is characterized by the Richardson number (Ri), which is one of the parameter that governs the flow dynamics and heat transfer in this analysis. It is well known that above a certain value of Reynolds number, Re (ratio of inertia force over the viscous forces), the unsteady Von Karman vortices can be seen shedding behind the cylinder. The shedding wake patterns could be seriously altered by heating/cooling the cylinder. The non-dimensional shedding frequency called the Strouhal number is found to be increasing as Ri increases. The aerodynamic force coefficients CL and CD are observed to change its value. In the present vertical configuration of flow over the cylinder, as Ri increases, shedding frequency gets increased and suddenly drops down to zero at a critical value of Richardson number. The unsteady vortices turn to steady standing recirculation bubbles behind the cylinder after this critical Richardson number. This phenomenon is well known in literature as "Breakdown of the Karman Vortex Street". It is interesting to see the flow structures on further increase in the Richardson number. On further heating of the cylinder surface, the size of the recirculation bubble decreases without loosing its symmetry about the horizontal axis passing through the center of the cylinder. The separation angle is found to be decreasing with Ri. Finally, we observed a second critical Richardson number, after which the the flow will be attached to the cylinder surface without any wake behind it. The flow structures will be symmetrical not only about the horizontal axis, but also with the vertical axis passing through the center of the cylinder. At this stage, there will be a "single plume" emanating from the rear stagnation point of the cylinder. We also observed the transition of the plume is a strong function of the Richardson number.

Keywords: drag reduction, flow over circular cylinder, flow control, mixed convection flow, vortex shedding, vortex breakdown

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60 Coupling Strategy for Multi-Scale Simulations in Micro-Channels

Authors: Dahia Chibouti, Benoit Trouette, Eric Chenier

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With the development of micro-electro-mechanical systems (MEMS), understanding fluid flow and heat transfer at the micrometer scale is crucial. In the case where the flow characteristic length scale is narrowed to around ten times the mean free path of gas molecules, the classical fluid mechanics and energy equations are still valid in the bulk flow, but particular attention must be paid to the gas/solid interface boundary conditions. Indeed, in the vicinity of the wall, on a thickness of about the mean free path of the molecules, called the Knudsen layer, the gas molecules are no longer in local thermodynamic equilibrium. Therefore, macroscopic models based on the continuity of velocity, temperature and heat flux jump conditions must be applied at the fluid/solid interface to take this non-equilibrium into account. Although these macroscopic models are widely used, the assumptions on which they depend are not necessarily verified in realistic cases. In order to get rid of these assumptions, simulations at the molecular scale are carried out to study how molecule interaction with walls can change the fluid flow and heat transfers at the vicinity of the walls. The developed approach is based on a kind of heterogeneous multi-scale method: micro-domains overlap the continuous domain, and coupling is carried out through exchanges of information between both the molecular and the continuum approaches. In practice, molecular dynamics describes the fluid flow and heat transfers in micro-domains while the Navier-Stokes and energy equations are used at larger scales. In this framework, two kinds of micro-simulation are performed: i) in bulk, to obtain the thermo-physical properties (viscosity, conductivity, ...) as well as the equation of state of the fluid, ii) close to the walls to identify the relationships between the slip velocity and the shear stress or between the temperature jump and the normal temperature gradient. The coupling strategy relies on an implicit formulation of the quantities extracted from micro-domains. Indeed, using the results of the molecular simulations, a Bayesian regression is performed in order to build continuous laws giving both the behavior of the physical properties, the equation of state and the slip relationships, as well as their uncertainties. These latter allow to set up a learning strategy to optimize the number of micro simulations. In the present contribution, the first results regarding this coupling associated with the learning strategy are illustrated through parametric studies of convergence criteria, choice of basis functions and noise of input data. Anisothermic flows of a Lennard Jones fluid in micro-channels are finally presented.

Keywords: multi-scale, microfluidics, micro-channel, hybrid approach, coupling

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59 Nonlinear Modelling of Sloshing Waves and Solitary Waves in Shallow Basins

Authors: Mohammad R. Jalali, Mohammad M. Jalali

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The earliest theories of sloshing waves and solitary waves based on potential theory idealisations and irrotational flow have been extended to be applicable to more realistic domains. To this end, the computational fluid dynamics (CFD) methods are widely used. Three-dimensional CFD methods such as Navier-Stokes solvers with volume of fluid treatment of the free surface and Navier-Stokes solvers with mappings of the free surface inherently impose high computational expense; therefore, considerable effort has gone into developing depth-averaged approaches. Examples of such approaches include Green–Naghdi (GN) equations. In Cartesian system, GN velocity profile depends on horizontal directions, x-direction and y-direction. The effect of vertical direction (z-direction) is also taken into consideration by applying weighting function in approximation. GN theory considers the effect of vertical acceleration and the consequent non-hydrostatic pressure. Moreover, in GN theory, the flow is rotational. The present study illustrates the application of GN equations to propagation of sloshing waves and solitary waves. For this purpose, GN equations solver is verified for the benchmark tests of Gaussian hump sloshing and solitary wave propagation in shallow basins. Analysis of the free surface sloshing of even harmonic components of an initial Gaussian hump demonstrates that the GN model gives predictions in satisfactory agreement with the linear analytical solutions. Discrepancies between the GN predictions and the linear analytical solutions arise from the effect of wave nonlinearities arising from the wave amplitude itself and wave-wave interactions. Numerically predicted solitary wave propagation indicates that the GN model produces simulations in good agreement with the analytical solution of the linearised wave theory. Comparison between the GN model numerical prediction and the result from perturbation analysis confirms that nonlinear interaction between solitary wave and a solid wall is satisfactorilly modelled. Moreover, solitary wave propagation at an angle to the x-axis and the interaction of solitary waves with each other are conducted to validate the developed model.

Keywords: Green–Naghdi equations, nonlinearity, numerical prediction, sloshing waves, solitary waves

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58 Application of Shore Protective Structures in Optimum Land Using of Defense Sites Located in Coastal Cities

Authors: Mir Ahmad Lashteh Neshaei, Hamed Afsoos Biria, Ata Ghabraei, Mir Abdolhamid Mehrdad

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Awareness of effective land using issues in coastal area including protection of natural ecosystems and coastal environment due to the increasing of human life along the coast is of great importance. There are numerous valuable structures and heritages which are located in defence sites and waterfront area. Marine structures such as groins, sea walls and detached breakwaters are constructed in coast to improve the coast stability against bed erosion due to changing wave and climate pattern. Marine mechanisms and interaction with the shore protection structures need to be intensively studied. Groins are one of the most prominent structures that are used in shore protection to create a safe environment for coastal area by maintaining the land against progressive coastal erosion. The main structural function of a groin is to control the long shore current and littoral sediment transport. This structure can be submerged and provide the necessary beach protection without negative environmental impact. However, for submerged structures adopted for beach protection, the shoreline response to these structures is not well understood at present. Nowadays, modelling and computer simulation are used to assess beach morphology in the vicinity of marine structures to reduce their environmental impact. The objective of this study is to predict the beach morphology in the vicinity of submerged groins and comparison with non-submerged groins with focus on a part of the coast located in Dahane sar Sefidrood, Guilan province, Iran where serious coast erosion has occurred recently. The simulations were obtained using a one-line model which can be used as a first approximation of shoreline prediction in the vicinity of groins. The results of the proposed model are compared with field measurements to determine the shape of the coast. Finally, the results of the present study show that using submerged groins can have a good efficiency to control the beach erosion without causing severe environmental impact to the coast. The important outcome from this study can be employed in optimum designing of defence sites in the coastal cities to improve their efficiency in terms of re-using the heritage lands.

Keywords: submerged structures, groin, shore protective structures, coastal cities

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57 Development of Numerical Method for Mass Transfer across the Moving Membrane with Selective Permeability: Approximation of the Membrane Shape by Level Set Method for Numerical Integral

Authors: Suguru Miyauchi, Toshiyuki Hayase

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Biological membranes have selective permeability, and the capsules or cells enclosed by the membrane show the deformation by the osmotic flow. This mass transport phenomenon is observed everywhere in a living body. For the understanding of the mass transfer in a body, it is necessary to consider the mass transfer phenomenon across the membrane as well as the deformation of the membrane by a flow. To our knowledge, in the numerical analysis, the method for mass transfer across the moving membrane has not been established due to the difficulty of the treating of the mass flux permeating through the moving membrane with selective permeability. In the existing methods for the mass transfer across the membrane, the approximate delta function is used to communicate the quantities on the interface. The methods can reproduce the permeation of the solute, but cannot reproduce the non-permeation. Moreover, the computational accuracy decreases with decreasing of the permeable coefficient of the membrane. This study aims to develop the numerical method capable of treating three-dimensional problems of mass transfer across the moving flexible membrane. One of the authors developed the numerical method with high accuracy based on the finite element method. This method can capture the discontinuity on the membrane sharply due to the consideration of the jumps in concentration and concentration gradient in the finite element discretization. The formulation of the method takes into account the membrane movement, and both permeable and non-permeable membranes can be treated. However, searching the cross points of the membrane and fluid element boundaries and splitting the fluid element into sub-elements are needed for the numerical integral. Therefore, cumbersome operation is required for a three-dimensional problem. In this paper, we proposed an improved method to avoid the search and split operations, and confirmed its effectiveness. The membrane shape was treated implicitly by introducing the level set function. As the construction of the level set function, the membrane shape in one fluid element was expressed by the shape function of the finite element method. By the numerical experiment, it was found that the shape function with third order appropriately reproduces the membrane shapes. The same level of accuracy compared with the previous method using search and split operations was achieved by using a number of sampling points of the numerical integral. The effectiveness of the method was confirmed by solving several model problems.

Keywords: finite element method, level set method, mass transfer, membrane permeability

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56 Evolving Credit Scoring Models using Genetic Programming and Language Integrated Query Expression Trees

Authors: Alexandru-Ion Marinescu

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There exist a plethora of methods in the scientific literature which tackle the well-established task of credit score evaluation. In its most abstract form, a credit scoring algorithm takes as input several credit applicant properties, such as age, marital status, employment status, loan duration, etc. and must output a binary response variable (i.e. “GOOD” or “BAD”) stating whether the client is susceptible to payment return delays. Data imbalance is a common occurrence among financial institution databases, with the majority being classified as “GOOD” clients (clients that respect the loan return calendar) alongside a small percentage of “BAD” clients. But it is the “BAD” clients we are interested in since accurately predicting their behavior is crucial in preventing unwanted loss for loan providers. We add to this whole context the constraint that the algorithm must yield an actual, tractable mathematical formula, which is friendlier towards financial analysts. To this end, we have turned to genetic algorithms and genetic programming, aiming to evolve actual mathematical expressions using specially tailored mutation and crossover operators. As far as data representation is concerned, we employ a very flexible mechanism – LINQ expression trees, readily available in the C# programming language, enabling us to construct executable pieces of code at runtime. As the title implies, they model trees, with intermediate nodes being operators (addition, subtraction, multiplication, division) or mathematical functions (sin, cos, abs, round, etc.) and leaf nodes storing either constants or variables. There is a one-to-one correspondence between the client properties and the formula variables. The mutation and crossover operators work on a flattened version of the tree, obtained via a pre-order traversal. A consequence of our chosen technique is that we can identify and discard client properties which do not take part in the final score evaluation, effectively acting as a dimensionality reduction scheme. We compare ourselves with state of the art approaches, such as support vector machines, Bayesian networks, and extreme learning machines, to name a few. The data sets we benchmark against amount to a total of 8, of which we mention the well-known Australian credit and German credit data sets, and the performance indicators are the following: percentage correctly classified, area under curve, partial Gini index, H-measure, Brier score and Kolmogorov-Smirnov statistic, respectively. Finally, we obtain encouraging results, which, although placing us in the lower half of the hierarchy, drive us to further refine the algorithm.

Keywords: expression trees, financial credit scoring, genetic algorithm, genetic programming, symbolic evolution

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55 Discovering Event Outliers for Drug as Commercial Products

Authors: Arunas Burinskas, Aurelija Burinskiene

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On average, ten percent of drugs - commercial products are not available in pharmacies due to shortage. The shortage event disbalance sales and requires a recovery period, which is too long. Therefore, one of the critical issues that pharmacies do not record potential sales transactions during shortage and recovery periods. The authors suggest estimating outliers during shortage and recovery periods. To shorten the recovery period, the authors suggest using average sales per sales day prediction, which helps to protect the data from being downwards or upwards. Authors use the outlier’s visualization method across different drugs and apply the Grubbs test for significance evaluation. The researched sample is 100 drugs in a one-month time frame. The authors detected that high demand variability products had outliers. Among analyzed drugs, which are commercial products i) High demand variability drugs have a one-week shortage period, and the probability of facing a shortage is equal to 69.23%. ii) Mid demand variability drugs have three days shortage period, and the likelihood to fall into deficit is equal to 34.62%. To avoid shortage events and minimize the recovery period, real data must be set up. Even though there are some outlier detection methods for drug data cleaning, they have not been used for the minimization of recovery period once a shortage has occurred. The authors use Grubbs’ test real-life data cleaning method for outliers’ adjustment. In the paper, the outliers’ adjustment method is applied with a confidence level of 99%. In practice, the Grubbs’ test was used to detect outliers for cancer drugs and reported positive results. The application of the Grubbs’ test is used to detect outliers which exceed boundaries of normal distribution. The result is a probability that indicates the core data of actual sales. The application of the outliers’ test method helps to represent the difference of the mean of the sample and the most extreme data considering the standard deviation. The test detects one outlier at a time with different probabilities from a data set with an assumed normal distribution. Based on approximation data, the authors constructed a framework for scaling potential sales and estimating outliers with Grubbs’ test method. The suggested framework is applicable during the shortage event and recovery periods. The proposed framework has practical value and could be used for the minimization of the recovery period required after the shortage of event occurrence.

Keywords: drugs, Grubbs' test, outlier, shortage event

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54 A Geo DataBase to Investigate the Maximum Distance Error in Quality of Life Studies

Authors: Paolino Di Felice

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The background and significance of this study come from papers already appeared in the literature which measured the impact of public services (e.g., hospitals, schools, ...) on the citizens’ needs satisfaction (one of the dimensions of QOL studies) by calculating the distance between the place where they live and the location on the territory of the services. Those studies assume that the citizens' dwelling coincides with the centroid of the polygon that expresses the boundary of the administrative district, within the city, they belong to. Such an assumption “introduces a maximum measurement error equal to the greatest distance between the centroid and the border of the administrative district.”. The case study, this abstract reports about, investigates the implications descending from the adoption of such an approach but at geographical scales greater than the urban one, namely at the three levels of nesting of the Italian administrative units: the (20) regions, the (110) provinces, and the 8,094 municipalities. To carry out this study, it needs to be decided: a) how to store the huge amount of (spatial and descriptive) input data and b) how to process them. The latter aspect involves: b.1) the design of algorithms to investigate the geometry of the boundary of the Italian administrative units; b.2) their coding in a programming language; b.3) their execution and, eventually, b.4) archiving the results in a permanent support. The IT solution we implemented is centered around a (PostgreSQL/PostGIS) Geo DataBase structured in terms of three tables that fit well to the hierarchy of nesting of the Italian administrative units: municipality(id, name, provinceId, istatCode, regionId, geometry) province(id, name, regionId, geometry) region(id, name, geometry). The adoption of the DBMS technology allows us to implement the steps "a)" and "b)" easily. In particular, step "b)" is simplified dramatically by calling spatial operators and spatial built-in User Defined Functions within SQL queries against the Geo DB. The major findings coming from our experiments can be summarized as follows. The approximation that, on the average, descends from assimilating the residence of the citizens with the centroid of the administrative unit of reference is of few kilometers (4.9) at the municipalities level, while it becomes conspicuous at the other two levels (28.9 and 36.1, respectively). Therefore, studies such as those mentioned above can be extended up to the municipal level without affecting the correctness of the interpretation of the results, but not further. The IT framework implemented to carry out the experiments can be replicated for studies referring to the territory of other countries all over the world.

Keywords: quality of life, distance measurement error, Italian administrative units, spatial database

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53 Comparison of Finite Difference Schemes for Numerical Study of Ripa Model

Authors: Sidrah Ahmed

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The river and lakes flows are modeled mathematically by shallow water equations that are depth-averaged Reynolds Averaged Navier-Stokes equations under Boussinesq approximation. The temperature stratification dynamics influence the water quality and mixing characteristics. It is mainly due to the atmospheric conditions including air temperature, wind velocity, and radiative forcing. The experimental observations are commonly taken along vertical scales and are not sufficient to estimate small turbulence effects of temperature variations induced characteristics of shallow flows. Wind shear stress over the water surface influence flow patterns, heat fluxes and thermodynamics of water bodies as well. Hence it is crucial to couple temperature gradients with shallow water model to estimate the atmospheric effects on flow patterns. The Ripa system has been introduced to study ocean currents as a variant of shallow water equations with addition of temperature variations within the flow. Ripa model is a hyperbolic system of partial differential equations because all the eigenvalues of the system’s Jacobian matrix are real and distinct. The time steps of a numerical scheme are estimated with the eigenvalues of the system. The solution to Riemann problem of the Ripa model is composed of shocks, contact and rarefaction waves. Solving Ripa model with Riemann initial data with the central schemes is difficult due to the eigen structure of the system.This works presents the comparison of four different finite difference schemes for the numerical solution of Riemann problem for Ripa model. These schemes include Lax-Friedrichs, Lax-Wendroff, MacCormack scheme and a higher order finite difference scheme with WENO method. The numerical flux functions in both dimensions are approximated according to these methods. The temporal accuracy is achieved by employing TVD Runge Kutta method. The numerical tests are presented to examine the accuracy and robustness of the applied methods. It is revealed that Lax-Freidrichs scheme produces results with oscillations while Lax-Wendroff and higher order difference scheme produce quite better results.

Keywords: finite difference schemes, Riemann problem, shallow water equations, temperature gradients

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52 Quantum Chemical Investigation of Hydrogen Isotopes Adsorption on Metal Ion Functionalized Linde Type A and Faujasite Type Zeolites

Authors: Gayathri Devi V, Aravamudan Kannan, Amit Sircar

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In the inner fuel cycle system of a nuclear fusion reactor, the Hydrogen Isotopes Removal System (HIRS) plays a pivoted role. It enables the effective extraction of the hydrogen isotopes from the breeder purge gas which helps to maintain the tritium breeding ratio and sustain the fusion reaction. One of the components of HIRS, Cryogenic Molecular Sieve Bed (CMSB) columns with zeolites adsorbents are considered for the physisorption of hydrogen isotopes at 1 bar and 77 K. Even though zeolites have good thermal stability and reduced activation properties making them ideal for use in nuclear reactor applications, their modest capacity for hydrogen isotopes adsorption is a cause of concern. In order to enhance the adsorbent capacity in an informed manner, it is helpful to understand the adsorption phenomena at the quantum electronic structure level. Physicochemical modifications of the adsorbent material enhances the adsorption capacity through the incorporation of active sites. This may be accomplished through the incorporation of suitable metal ions in the zeolite framework. In this work, molecular hydrogen isotopes adsorption on the active sites of functionalized zeolites are investigated in detail using Density Functional Theory (DFT) study. This involves the utilization of hybrid Generalized Gradient Approximation (GGA) with dispersion correction to account for the exchange and correlation functional of DFT. The electronic energies, adsorption enthalpy, adsorption free energy, Highest Occupied Molecular Orbital (HOMO), Lowest Unoccupied Molecular Orbital (LUMO) energies are computed on the stable 8T zeolite clusters as well as the periodic structure functionalized with different active sites. The characteristics of the dihydrogen bond with the active metal sites and the isotopic effects are also studied in detail. Validation studies with DFT will also be presented for adsorption of hydrogen on metal ion functionalized zeolites. The ab-inito screening analysis gave insights regarding the mechanism of hydrogen interaction with the zeolites under study and also the effect of the metal ion on adsorption. This detailed study provides guidelines for selection of the appropriate metal ions that may be incorporated in the zeolites framework for effective adsorption of hydrogen isotopes in the HIRS.

Keywords: adsorption enthalpy, functionalized zeolites, hydrogen isotopes, nuclear fusion, physisorption

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51 Hybrid Knowledge and Data-Driven Neural Networks for Diffuse Optical Tomography Reconstruction in Medical Imaging

Authors: Paola Causin, Andrea Aspri, Alessandro Benfenati

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Diffuse Optical Tomography (DOT) is an emergent medical imaging technique which employs NIR light to estimate the spatial distribution of optical coefficients in biological tissues for diagnostic purposes, in a noninvasive and non-ionizing manner. DOT reconstruction is a severely ill-conditioned problem due to prevalent scattering of light in the tissue. In this contribution, we present our research in adopting hybrid knowledgedriven/data-driven approaches which exploit the existence of well assessed physical models and build upon them neural networks integrating the availability of data. Namely, since in this context regularization procedures are mandatory to obtain a reasonable reconstruction [1], we explore the use of neural networks as tools to include prior information on the solution. 2. Materials and Methods The idea underlying our approach is to leverage neural networks to solve PDE-constrained inverse problems of the form 𝒒 ∗ = 𝒂𝒓𝒈 𝒎𝒊𝒏𝒒 𝐃(𝒚, 𝒚̃), (1) where D is a loss function which typically contains a discrepancy measure (or data fidelity) term plus other possible ad-hoc designed terms enforcing specific constraints. In the context of inverse problems like (1), one seeks the optimal set of physical parameters q, given the set of observations y. Moreover, 𝑦̃ is the computable approximation of y, which may be as well obtained from a neural network but also in a classic way via the resolution of a PDE with given input coefficients (forward problem, Fig.1 box ). Due to the severe ill conditioning of the reconstruction problem, we adopt a two-fold approach: i) we restrict the solutions (optical coefficients) to lie in a lower-dimensional subspace generated by auto-decoder type networks. This procedure forms priors of the solution (Fig.1 box ); ii) we use regularization procedures of type 𝒒̂ ∗ = 𝒂𝒓𝒈𝒎𝒊𝒏𝒒 𝐃(𝒚, 𝒚̃)+ 𝑹(𝒒), where 𝑹(𝒒) is a regularization functional depending on regularization parameters which can be fixed a-priori or learned via a neural network in a data-driven modality. To further improve the generalizability of the proposed framework, we also infuse physics knowledge via soft penalty constraints (Fig.1 box ) in the overall optimization procedure (Fig.1 box ). 3. Discussion and Conclusion DOT reconstruction is severely hindered by ill-conditioning. The combined use of data-driven and knowledgedriven elements is beneficial and allows to obtain improved results, especially with a restricted dataset and in presence of variable sources of noise.

Keywords: inverse problem in tomography, deep learning, diffuse optical tomography, regularization

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50 Unifying RSV Evolutionary Dynamics and Epidemiology Through Phylodynamic Analyses

Authors: Lydia Tan, Philippe Lemey, Lieselot Houspie, Marco Viveen, Darren Martin, Frank Coenjaerts

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Introduction: Human respiratory syncytial virus (hRSV) is the leading cause of severe respiratory tract infections in infants under the age of two. Genomic substitutions and related evolutionary dynamics of hRSV are of great influence on virus transmission behavior. The evolutionary patterns formed are due to a precarious interplay between the host immune response and RSV, thereby selecting the most viable and less immunogenic strains. Studying genomic profiles can teach us which genes and consequent proteins play an important role in RSV survival and transmission dynamics. Study design: In this study, genetic diversity and evolutionary rate analysis were conducted on 36 RSV subgroup B whole genome sequences and 37 subgroup A genome sequences. Clinical RSV isolates were obtained from nasopharyngeal aspirates and swabs of children between 2 weeks and 5 years old of age. These strains, collected during epidemic seasons from 2001 to 2011 in the Netherlands and Belgium by either conventional or 454-sequencing. Sequences were analyzed for genetic diversity, recombination events, synonymous/non-synonymous substitution ratios, epistasis, and translational consequences of mutations were mapped to known 3D protein structures. We used Bayesian statistical inference to estimate the rate of RSV genome evolution and the rate of variability across the genome. Results: The A and B profiles were described in detail and compared to each other. Overall, the majority of the whole RSV genome is highly conserved among all strains. The attachment protein G was the most variable protein and its gene had, similar to the non-coding regions in RSV, more elevated (two-fold) substitution rates than other genes. In addition, the G gene has been identified as the major target for diversifying selection. Overall, less gene and protein variability was found within RSV-B compared to RSV-A and most protein variation between the subgroups was found in the F, G, SH and M2-2 proteins. For the F protein mutations and correlated amino acid changes are largely located in the F2 ligand-binding domain. The small hydrophobic phosphoprotein and nucleoprotein are the most conserved proteins. The evolutionary rates were similar in both subgroups (A: 6.47E-04, B: 7.76E-04 substitution/site/yr), but estimates of the time to the most recent common ancestor were much lower for RSV-B (B: 19, A: 46.8 yrs), indicating that there is more turnover in this subgroup. Conclusion: This study provides a detailed description of whole RSV genome mutations, the effect on translation products and the first estimate of the RSV genome evolution tempo. The immunogenic G protein seems to require high substitution rates in order to select less immunogenic strains and other conserved proteins are most likely essential to preserve RSV viability. The resulting G gene variability makes its protein a less interesting target for RSV intervention methods. The more conserved RSV F protein with less antigenic epitope shedding is, therefore, more suitable for developing therapeutic strategies or vaccines.

Keywords: drug target selection, epidemiology, respiratory syncytial virus, RSV

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49 Estimates of Freshwater Content from ICESat-2 Derived Dynamic Ocean Topography

Authors: Adan Valdez, Shawn Gallaher, James Morison, Jordan Aragon

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Global climate change has impacted atmospheric temperatures contributing to rising sea levels, decreasing sea ice, and increased freshening of high latitude oceans. This freshening has contributed to increased stratification inhibiting local mixing and nutrient transport and modifying regional circulations in polar oceans. In recent years, the Western Arctic has seen an increase in freshwater volume at an average rate of 397+-116 km3/year. The majority of the freshwater volume resides in the Beaufort Gyre surface lens driven by anticyclonic wind forcing, sea ice melt, and Arctic river runoff. The total climatological freshwater content is typically defined as water fresher than 34.8. The near-isothermal nature of Arctic seawater and non-linearities in the equation of state for near-freezing waters result in a salinity driven pycnocline as opposed to the temperature driven density structure seen in the lower latitudes. In this study, we investigate the relationship between freshwater content and remotely sensed dynamic ocean topography (DOT). In-situ measurements of freshwater content are useful in providing information on the freshening rate of the Beaufort Gyre; however, their collection is costly and time consuming. NASA’s Advanced Topographic Laser Altimeter System (ATLAS) derived dynamic ocean topography (DOT), and Air Expendable CTD (AXCTD) derived Freshwater Content are used to develop a linear regression model. In-situ data for the regression model is collected across the 150° West meridian, which typically defines the centerline of the Beaufort Gyre. Two freshwater content models are determined by integrating the freshwater volume between the surface and an isopycnal corresponding to reference salinities of 28.7 and 34.8. These salinities correspond to those of the winter pycnocline and total climatological freshwater content, respectively. Using each model, we determine the strength of the linear relationship between freshwater content and satellite derived DOT. The result of this modeling study could provide a future predictive capability of freshwater volume changes in the Beaufort-Chukchi Sea using non in-situ methods. Successful employment of the ICESat-2’s DOT approximation of freshwater content could potentially reduce reliance on field deployment platforms to characterize physical ocean properties.

Keywords: ICESat-2, dynamic ocean topography, freshwater content, beaufort gyre

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48 Valorization of Surveillance Data and Assessment of the Sensitivity of a Surveillance System for an Infectious Disease Using a Capture-Recapture Model

Authors: Jean-Philippe Amat, Timothée Vergne, Aymeric Hans, Bénédicte Ferry, Pascal Hendrikx, Jackie Tapprest, Barbara Dufour, Agnès Leblond

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The surveillance of infectious diseases is necessary to describe their occurrence and help the planning, implementation and evaluation of risk mitigation activities. However, the exact number of detected cases may remain unknown whether surveillance is based on serological tests because identifying seroconversion may be difficult. Moreover, incomplete detection of cases or outbreaks is a recurrent issue in the field of disease surveillance. This study addresses these two issues. Using a viral animal disease as an example (equine viral arteritis), the goals were to establish suitable rules for identifying seroconversion in order to estimate the number of cases and outbreaks detected by a surveillance system in France between 2006 and 2013, and to assess the sensitivity of this system by estimating the total number of outbreaks that occurred during this period (including unreported outbreaks) using a capture-recapture model. Data from horses which exhibited at least one positive result in serology using viral neutralization test between 2006 and 2013 were used for analysis (n=1,645). Data consisted of the annual antibody titers and the location of the subjects (towns). A consensus among multidisciplinary experts (specialists in the disease and its laboratory diagnosis, epidemiologists) was reached to consider seroconversion as a change in antibody titer from negative to at least 32 or as a three-fold or greater increase. The number of seroconversions was counted for each town and modeled using a unilist zero-truncated binomial (ZTB) capture-recapture model with R software. The binomial denominator was the number of horses tested in each infected town. Using the defined rules, 239 cases located in 177 towns (outbreaks) were identified from 2006 to 2013. Subsequently, the sensitivity of the surveillance system was estimated as the ratio of the number of detected outbreaks to the total number of outbreaks that occurred (including unreported outbreaks) estimated using the ZTB model. The total number of outbreaks was estimated at 215 (95% credible interval CrI95%: 195-249) and the surveillance sensitivity at 82% (CrI95%: 71-91). The rules proposed for identifying seroconversion may serve future research. Such rules, adjusted to the local environment, could conceivably be applied in other countries with surveillance programs dedicated to this disease. More generally, defining ad hoc algorithms for interpreting the antibody titer could be useful regarding other human and animal diseases and zoonosis when there is a lack of accurate information in the literature about the serological response in naturally infected subjects. This study shows how capture-recapture methods may help to estimate the sensitivity of an imperfect surveillance system and to valorize surveillance data. The sensitivity of the surveillance system of equine viral arteritis is relatively high and supports its relevance to prevent the disease spreading.

Keywords: Bayesian inference, capture-recapture, epidemiology, equine viral arteritis, infectious disease, seroconversion, surveillance

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47 Control for Fluid Flow Behaviours of Viscous Fluids and Heat Transfer in Mini-Channel: A Case Study Using Numerical Simulation Method

Authors: Emmanuel Ophel Gilbert, Williams Speret

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The control for fluid flow behaviours of viscous fluids and heat transfer occurrences within heated mini-channel is considered. Heat transfer and flow characteristics of different viscous liquids, such as engine oil, automatic transmission fluid, one-half ethylene glycol, and deionized water were numerically analyzed. Some mathematical applications such as Fourier series and Laplace Z-Transforms were employed to ascertain the behaviour-wave like structure of these each viscous fluids. The steady, laminar flow and heat transfer equations are reckoned by the aid of numerical simulation technique. Further, this numerical simulation technique is endorsed by using the accessible practical values in comparison with the anticipated local thermal resistances. However, the roughness of this mini-channel that is one of the physical limitations was also predicted in this study. This affects the frictional factor. When an additive such as tetracycline was introduced in the fluid, the heat input was lowered, and this caused pro rata effect on the minor and major frictional losses, mostly at a very minute Reynolds number circa 60-80. At this ascertained lower value of Reynolds numbers, there exists decrease in the viscosity and minute frictional losses as a result of the temperature of these viscous liquids been increased. It is inferred that the three equations and models are identified which supported the numerical simulation via interpolation and integration of the variables extended to the walls of the mini-channel, yields the utmost reliance for engineering and technology calculations for turbulence impacting jets in the near imminent age. Out of reasoning with a true equation that could support this control for the fluid flow, Navier-stokes equations were found to tangential to this finding. Though, other physical factors with respect to these Navier-stokes equations are required to be checkmated to avoid uncertain turbulence of the fluid flow. This paradox is resolved within the framework of continuum mechanics using the classical slip condition and an iteration scheme via numerical simulation method that takes into account certain terms in the full Navier-Stokes equations. However, this resulted in dropping out in the approximation of certain assumptions. Concrete questions raised in the main body of the work are sightseen further in the appendices.

Keywords: frictional losses, heat transfer, laminar flow, mini-channel, number simulation, Reynolds number, turbulence, viscous fluids

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46 Three Foci of Trust as Potential Mediators in the Association Between Job Insecurity and Dynamic Organizational Capability: A Quantitative, Exploratory Study

Authors: Marita Heyns

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Job insecurity is a distressing phenomenon which has far reaching consequences for both employees and their organizations. Previously, much attention has been given to the link between job insecurity and individual level performance outcomes, while less is known about how subjectively perceived job insecurity might transfer beyond the individual level to affect performance of the organization on an aggregated level. Research focusing on how employees’ fear of job loss might affect the organization’s ability to respond proactively to volatility and drastic change through applying its capabilities of sensing, seizing, and reconfiguring, appears to be practically non-existent. Equally little is known about the potential underlying mechanisms through which job insecurity might affect the dynamic capabilities of an organization. This study examines how job insecurity might affect dynamic organizational capability through trust as an underling process. More specifically, it considered the simultaneous roles of trust at an impersonal (organizational) level as well as trust at an interpersonal level (in leaders and co-workers) as potential underlying mechanisms through which job insecurity might affect the organization’s dynamic capability to respond to opportunities and imminent, drastic change. A quantitative research approach and a stratified random sampling technique enabled the collection of data among 314 managers at four different plant sites of a large South African steel manufacturing organization undergoing dramatic changes. To assess the study hypotheses, the following statistical procedures were employed: Structural equation modelling was performed in Mplus to evaluate the measurement and structural models. The Chi-square values test for absolute fit as well as alternative fit indexes such as the Comparative Fit Index and the Tucker-Lewis Index, the Root Mean Square Error of Approximation and the Standardized Root Mean Square Residual were used as indicators of model fit. Composite reliabilities were calculated to evaluate the reliability of the factors. Finally, interaction effects were tested by using PROCESS and the construction of two-sided 95% confidence intervals. The findings indicate that job insecurity had a lower-than-expected detrimental effect on evaluations of the organization’s dynamic capability through the conducive buffering effects of trust in the organization and in its leaders respectively. In contrast, trust in colleagues did not seem to have any noticeable facilitative effect. The study proposes that both job insecurity and dynamic capability can be managed more effectively by also paying attention to factors that could promote trust in the organization and its leaders; some practical recommendations are given in this regard.

Keywords: dynamic organizational capability, impersonal trust, interpersonal trust, job insecurity

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45 Effect of Climate Change on the Genomics of Invasiveness of the Whitefly Bemisia tabaci Species Complex by Estimating the Effective Population Size via a Coalescent Method

Authors: Samia Elfekih, Wee Tek Tay, Karl Gordon, Paul De Barro

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Invasive species represent an increasing threat to food biosecurity, causing significant economic losses in agricultural systems. An example is the sweet potato whitefly, Bemisia tabaci, which is a complex of morphologically indistinguishable species causing average annual global damage estimated at US$2.4 billion. The Bemisia complex represents an interesting model for evolutionary studies because of their extensive distribution and potential for invasiveness and population expansion. Within this complex, two species, Middle East-Asia Minor 1 (MEAM1) and Mediterranean (MED) have invaded well beyond their home ranges whereas others, such as Indian Ocean (IO) and Australia (AUS), have not. In order to understand why some Bemisia species have become invasive, genome-wide sequence scans were used to estimate population dynamics over time and relate these to climate. The Bayesian Skyline Plot (BSP) method as implemented in BEAST was used to infer the historical effective population size. In order to overcome sampling bias, the populations were combined based on geographical origin. The datasets used for this particular analysis are genome-wide SNPs (single nucleotide polymorphisms) called separately in each of the following groups: Sub-Saharan Africa (Burkina Faso), Europe (Spain, France, Greece and Croatia), USA (Arizona), Mediterranean-Middle East (Israel, Italy), Middle East-Central Asia (Turkmenistan, Iran) and Reunion Island. The non-invasive ‘AUS’ species endemic to Australia was used as an outgroup. The main findings of this study show that the BSP for the Sub-Saharan African MED population is different from that observed in MED populations from the Mediterranean Basin, suggesting evolution under a different set of environmental conditions. For MED, the effective size of the African (Burkina Faso) population showed a rapid expansion ≈250,000-310,000 years ago (YA), preceded by a period of slower growth. The European MED populations (i.e., Spain, France, Croatia, and Greece) showed a single burst of expansion at ≈160,000-200,000 YA. The MEAM1 populations from Israel and Italy and the ones from Iran and Turkmenistan are similar as they both show the earlier expansion at ≈250,000-300,000 YA. The single IO population lacked the latter expansion but had the earlier one. This pattern is shared with the Sub-Saharan African (Burkina Faso) MED, suggesting IO also faced a similar history of environmental change, which seems plausible given their relatively close geographical distributions. In conclusion, populations within the invasive species MED and MEAM1 exhibited signatures of population expansion lacking in non-invasive species (IO and AUS) during the Pleistocene, a geological epoch marked by repeated climatic oscillations with cycles of glacial and interglacial periods. These expansions strongly suggested the potential of some Bemisia species’ genomes to affect their adaptability and invasiveness.

Keywords: whitefly, RADseq, invasive species, SNP, climate change

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44 Frequency Decomposition Approach for Sub-Band Common Spatial Pattern Methods for Motor Imagery Based Brain-Computer Interface

Authors: Vitor M. Vilas Boas, Cleison D. Silva, Gustavo S. Mafra, Alexandre Trofino Neto

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Motor imagery (MI) based brain-computer interfaces (BCI) uses event-related (de)synchronization (ERS/ ERD), typically recorded using electroencephalography (EEG), to translate brain electrical activity into control commands. To mitigate undesirable artifacts and noise measurements on EEG signals, methods based on band-pass filters defined by a specific frequency band (i.e., 8 – 30Hz), such as the Infinity Impulse Response (IIR) filters, are typically used. Spatial techniques, such as Common Spatial Patterns (CSP), are also used to estimate the variations of the filtered signal and extract features that define the imagined motion. The CSP effectiveness depends on the subject's discriminative frequency, and approaches based on the decomposition of the band of interest into sub-bands with smaller frequency ranges (SBCSP) have been suggested to EEG signals classification. However, despite providing good results, the SBCSP approach generally increases the computational cost of the filtering step in IM-based BCI systems. This paper proposes the use of the Fast Fourier Transform (FFT) algorithm in the IM-based BCI filtering stage that implements SBCSP. The goal is to apply the FFT algorithm to reduce the computational cost of the processing step of these systems and to make them more efficient without compromising classification accuracy. The proposal is based on the representation of EEG signals in a matrix of coefficients resulting from the frequency decomposition performed by the FFT, which is then submitted to the SBCSP process. The structure of the SBCSP contemplates dividing the band of interest, initially defined between 0 and 40Hz, into a set of 33 sub-bands spanning specific frequency bands which are processed in parallel each by a CSP filter and an LDA classifier. A Bayesian meta-classifier is then used to represent the LDA outputs of each sub-band as scores and organize them into a single vector, and then used as a training vector of an SVM global classifier. Initially, the public EEG data set IIa of the BCI Competition IV is used to validate the approach. The first contribution of the proposed method is that, in addition to being more compact, because it has a 68% smaller dimension than the original signal, the resulting FFT matrix maintains the signal information relevant to class discrimination. In addition, the results showed an average reduction of 31.6% in the computational cost in relation to the application of filtering methods based on IIR filters, suggesting FFT efficiency when applied in the filtering step. Finally, the frequency decomposition approach improves the overall system classification rate significantly compared to the commonly used filtering, going from 73.7% using IIR to 84.2% using FFT. The accuracy improvement above 10% and the computational cost reduction denote the potential of FFT in EEG signal filtering applied to the context of IM-based BCI implementing SBCSP. Tests with other data sets are currently being performed to reinforce such conclusions.

Keywords: brain-computer interfaces, fast Fourier transform algorithm, motor imagery, sub-band common spatial patterns

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43 Calibration of 2D and 3D Optical Measuring Instruments in Industrial Environments at Submillimeter Range

Authors: Alberto Mínguez-Martínez, Jesús de Vicente y Oliva

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Modern manufacturing processes have led to the miniaturization of systems and, as a result, parts at the micro-and nanoscale are produced. This trend seems to become increasingly important in the near future. Besides, as a requirement of Industry 4.0, the digitalization of the models of production and processes makes it very important to ensure that the dimensions of newly manufactured parts meet the specifications of the models. Therefore, it is possible to reduce the scrap and the cost of non-conformities, ensuring the stability of the production at the same time. To ensure the quality of manufactured parts, it becomes necessary to carry out traceable measurements at scales lower than one millimeter. Providing adequate traceability to the SI unit of length (the meter) to 2D and 3D measurements at this scale is a problem that does not have a unique solution in industrial environments. Researchers in the field of dimensional metrology all around the world are working on this issue. A solution for industrial environments, even if it is not complete, will enable working with some traceability. At this point, we believe that the study of the surfaces could provide us with a first approximation to a solution. Among the different options proposed in the literature, the areal topography methods may be the most relevant because they could be compared to those measurements performed using Coordinate Measuring Machines (CMM’s). These measuring methods give (x, y, z) coordinates for each point, expressing it in two different ways, either expressing the z coordinate as a function of x, denoting it as z(x), for each Y-axis coordinate, or as a function of the x and y coordinates, denoting it as z (x, y). Between others, optical measuring instruments, mainly microscopes, are extensively used to carry out measurements at scales lower than one millimeter because it is a non-destructive measuring method. In this paper, the authors propose a calibration procedure for the scales of optical measuring instruments, particularizing for a confocal microscope, using material standards easy to find and calibrate in metrology and quality laboratories in industrial environments. Confocal microscopes are measuring instruments capable of filtering the out-of-focus reflected light so that when it reaches the detector, it is possible to take pictures of the part of the surface that is focused. Varying and taking pictures at different Z levels of the focus, a specialized software interpolates between the different planes, and it could reconstruct the surface geometry into a 3D model. As it is easy to deduce, it is necessary to give traceability to each axis. As a complementary result, the roughness Ra parameter will be traced to the reference. Although the solution is designed for a confocal microscope, it may be used for the calibration of other optical measuring instruments by applying minor changes.

Keywords: industrial environment, confocal microscope, optical measuring instrument, traceability

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42 Enhancement of Mass Transport and Separations of Species in a Electroosmotic Flow by Distinct Oscillatory Signals

Authors: Carlos Teodoro, Oscar Bautista

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In this work, we analyze theoretically the mass transport in a time-periodic electroosmotic flow through a parallel flat plate microchannel under different periodic functions of the applied external electric field. The microchannel connects two reservoirs having different constant concentrations of an electro-neutral solute, and the zeta potential of the microchannel walls are assumed to be uniform. The governing equations that allow determining the mass transport in the microchannel are given by the Poisson-Boltzmann equation, the modified Navier-Stokes equations, where the Debye-Hückel approximation is considered (the zeta potential is less than 25 mV), and the species conservation. These equations are nondimensionalized and four dimensionless parameters appear which control the mass transport phenomenon. In this sense, these parameters are an angular Reynolds, the Schmidt and the Péclet numbers, and an electrokinetic parameter representing the ratio of the half-height of the microchannel to the Debye length. To solve the mathematical model, first, the electric potential is determined from the Poisson-Boltzmann equation, which allows determining the electric force for various periodic functions of the external electric field expressed as Fourier series. In particular, three different excitation wave forms of the external electric field are assumed, a) sawteeth, b) step, and c) a periodic irregular functions. The periodic electric forces are substituted in the modified Navier-Stokes equations, and the hydrodynamic field is derived for each case of the electric force. From the obtained velocity fields, the species conservation equation is solved and the concentration fields are found. Numerical calculations were done by considering several binary systems where two dilute species are transported in the presence of a carrier. It is observed that there are different angular frequencies of the imposed external electric signal where the total mass transport of each species is the same, independently of the molecular diffusion coefficient. These frequencies are called crossover frequencies and are obtained graphically at the intersection when the total mass transport is plotted against the imposed frequency. The crossover frequencies are different depending on the Schmidt number, the electrokinetic parameter, the angular Reynolds number, and on the type of signal of the external electric field. It is demonstrated that the mass transport through the microchannel is strongly dependent on the modulation frequency of the applied particular alternating electric field. Possible extensions of the analysis to more complicated pulsation profiles are also outlined.

Keywords: electroosmotic flow, mass transport, oscillatory flow, species separation

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41 Pareto Optimal Material Allocation Mechanism

Authors: Peter Egri, Tamas Kis

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Scheduling problems have been studied by the algorithmic mechanism design research from the beginning. This paper is focusing on a practically important, but theoretically rather neglected field: the project scheduling problem where the jobs connected by precedence constraints compete for various nonrenewable resources, such as materials. Although the centralized problem can be solved in polynomial-time by applying the algorithm of Carlier and Rinnooy Kan from the Eighties, obtaining materials in a decentralized environment is usually far from optimal. It can be observed in practical production scheduling situations that project managers tend to cache the required materials as soon as possible in order to avoid later delays due to material shortages. This greedy practice usually leads both to excess stocks for some projects and materials, and simultaneously, to shortages for others. The aim of this study is to develop a model for the material allocation problem of a production plant, where a central decision maker—the inventory—should assign the resources arriving at different points in time to the jobs. Since the actual due dates are not known by the inventory, the mechanism design approach is applied with the projects as the self-interested agents. The goal of the mechanism is to elicit the required information and allocate the available materials such that it minimizes the maximal tardiness among the projects. It is assumed that except the due dates, the inventory is familiar with every other parameters of the problem. A further requirement is that due to practical considerations monetary transfer is not allowed. Therefore a mechanism without money is sought which excludes some widely applied solutions such as the Vickrey–Clarke–Groves scheme. In this work, a type of Serial Dictatorship Mechanism (SDM) is presented for the studied problem, including a polynomial-time algorithm for computing the material allocation. The resulted mechanism is both truthful and Pareto optimal. Thus the randomization over the possible priority orderings of the projects results in a universally truthful and Pareto optimal randomized mechanism. However, it is shown that in contrast to problems like the many-to-many matching market, not every Pareto optimal solution can be generated with an SDM. In addition, no performance guarantee can be given compared to the optimal solution, therefore this approximation characteristic is investigated with experimental study. All in all, the current work studies a practically relevant scheduling problem and presents a novel truthful material allocation mechanism which eliminates the potential benefit of the greedy behavior that negatively influences the outcome. The resulted allocation is also shown to be Pareto optimal, which is the most widely used criteria describing a necessary condition for a reasonable solution.

Keywords: material allocation, mechanism without money, polynomial-time mechanism, project scheduling

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40 Experimental Investigation of the Thermal Conductivity of Neodymium and Samarium Melts by a Laser Flash Technique

Authors: Igor V. Savchenko, Dmitrii A. Samoshkin

Abstract:

The active study of the properties of lanthanides has begun in the late 50s of the last century, when methods for their purification were developed and metals with a relatively low content of impurities were obtained. Nevertheless, up to date, many properties of the rare earth metals (REM) have not been experimentally investigated, or insufficiently studied. Currently, the thermal conductivity and thermal diffusivity of lanthanides have been studied most thoroughly in the low-temperature region and at moderate temperatures (near 293 K). In the high-temperature region, corresponding to the solid phase, data on the thermophysical characteristics of the REM are fragmentary and in some cases contradictory. Analysis of the literature showed that the data on the thermal conductivity and thermal diffusivity of light REM in the liquid state are few in number, little informative (only one point corresponds to the liquid state region), contradictory (the nature of the thermal conductivity change with temperature is not reproduced), as well as the results of measurements diverge significantly beyond the limits of the total errors. Thereby our experimental results allow to fill this gap and to clarify the existing information on the heat transfer coefficients of neodymium and samarium in a wide temperature range from the melting point up to 1770 K. The measurement of the thermal conductivity of investigated metallic melts was carried out by laser flash technique on an automated experimental setup LFA-427. Neodymium sample of brand NM-1 (99.21 wt % purity) and samarium sample of brand SmM-1 (99.94 wt % purity) were cut from metal ingots and then ones were annealed in a vacuum (1 mPa) at a temperature of 1400 K for 3 hours. Measuring cells of a special design from tantalum were used for experiments. Sealing of the cell with a sample inside it was carried out by argon-arc welding in the protective atmosphere of the glovebox. The glovebox was filled with argon with purity of 99.998 vol. %; argon was additionally cleaned up by continuous running through sponge titanium heated to 900–1000 K. The general systematic error in determining the thermal conductivity of investigated metallic melts was 2–5%. The approximation dependences and the reference tables of the thermal conductivity and thermal diffusivity coefficients were developed. New reliable experimental data on the transport properties of the REM and their changes in phase transitions can serve as a scientific basis for optimizing the industrial processes of production and use of these materials, as well as ones are of interest for the theory of thermophysical properties of substances, physics of metals, liquids and phase transformations.

Keywords: high temperatures, laser flash technique, liquid state, metallic melt, rare earth metals, thermal conductivity, thermal diffusivity

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39 One Species into Five: Nucleo-Mito Barcoding Reveals Cryptic Species in 'Frankliniella Schultzei Complex': Vector for Tospoviruses

Authors: Vikas Kumar, Kailash Chandra, Kaomud Tyagi

Abstract:

The insect order Thysanoptera includes small insects commonly called thrips. As insect vectors, only thrips are capable of Tospoviruses transmission (genus Tospovirus, family Bunyaviridae) affecting various crops. Currently, fifteen species of subfamily Thripinae (Thripidae) have been reported as vectors for tospoviruses. Frankliniella schultzei, which is reported as act as a vector for at least five tospovirses, have been suspected to be a species complex with more than one species. It is one of the historical unresolved issues where, two species namely, F. schultzei Trybom and F. sulphurea Schmutz were erected from South Africa and Srilanaka respectively. These two species were considered to be valid until 1968 when sulphurea was treated as colour morph (pale form) and synonymised under schultzei (dark form) However, these two have been considered as valid species by some of the thrips workers. Parallel studies have indicated that brown form of schultzei is a vector for tospoviruses while yellow form is a non-vector. However, recent studies have shown that yellow populations have also been documented as vectors. In view of all these facts, it is highly important to have a clear understanding whether these colour forms represent true species or merely different populations with different vector carrying capacities and whether there is some hidden diversity in 'Frankliniella schultzei species complex'. In this study, we aim to study the 'Frankliniella schultzei species complex' with molecular spectacles with DNA data from India and Australia and Africa. A total of fifty-five specimens was collected from diverse locations in India and Australia. We generated molecular data using partial fragments of mitochondrial cytochrome c oxidase I gene (mtCOI) and 28S rRNA gene. For COI dataset, there were seventy-four sequences, out of which data on fifty-five was generated in the current study and others were retrieved from NCBI. All the four different tree construction methods: neighbor-joining, maximum parsimony, maximum likelihood and Bayesian analysis, yielded the same tree topology and produced five cryptic species with high genetic divergence. For, rDNA, there were forty-five sequences, out of which data on thirty-nine was generated in the current study and others were retrieved from NCBI. The four tree building methods yielded four cryptic species with high bootstrap support value/posterior probability. Here we could not retrieve one cryptic species from South Africa as we could not generate data on rDNA from South Africa and sequence for rDNA from African region were not available in the database. The results of multiple species delimitation methods (barcode index numbers, automatic barcode gap discovery, general mixed Yule-coalescent, and Poisson-tree-processes) also supported the phylogenetic data and produced 5 and 4 Molecular Operational Taxonomic Units (MOTUs) for mtCOI and 28S dataset respectively. These results of our study indicate the likelihood that F. sulphurea may be a valid species, however, more morphological and molecular data is required on specimens from type localities of these two species and comparison with type specimens.

Keywords: DNA barcoding, species complex, thrips, species delimitation

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