Search results for: Stochastic Geometry.

Authors: Guolong Zhong, Venkatesh Chennam Vijay, Ilias Oraifige

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In the last 20 years, Knowledge Based Engineering (KBE) has shown its advantages in product development in different engineering areas such as automation, mechanical, civil and aerospace engineering in terms of digital design automation and cost reduction by automating repetitive design tasks through capturing, integrating, utilising and reusing the existing knowledge required in various aspects of the product design. However, in primary design stages, the descriptive information of a product is discrete and unorganized while knowledge is in various forms instead of pure data. Thus, it is crucial to have an integrated product model which can represent the entire product information and its associated knowledge at the beginning of the product design. One of the shortcomings of the existing product models is a lack of required knowledge representation in various aspects of product design and its mapping to an interoperable schema. To overcome the limitation of the existing product model and methodologies, two key factors are considered. First, the product model must have well-defined classes that can represent the entire product information and its associated knowledge. Second, the product model needs to be represented in an interoperable schema to ensure a steady data exchange between different product modelling platforms and CAD software. This paper introduced a method to provide a general product model as a generative representation of a product, which consists of the geometry information and non-geometry information, through a product modelling framework. The proposed method for capturing the knowledge from the designers through a knowledge file provides a simple and efficient way of collecting and transferring knowledge. Further, the knowledge schema provides a clear view and format on the data that needed to be gathered in order to achieve a unified knowledge exchange between different platforms. This study used a game-based platform to make product modelling environment accessible for non-engineers. Further the paper goes on to test use case based on the proposed game-based product modelling environment to validate the effectiveness among non-engineers.

Keywords: Game-based learning, knowledge based engineering, product modelling, design automation.

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Authors: Reza Nadimi, Fariborz Jolai

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This article combines two techniques: data envelopment analysis (DEA) and Factor analysis (FA) to data reduction in decision making units (DMU). Data envelopment analysis (DEA), a popular linear programming technique is useful to rate comparatively operational efficiency of decision making units (DMU) based on their deterministic (not necessarily stochastic) input–output data and factor analysis techniques, have been proposed as data reduction and classification technique, which can be applied in data envelopment analysis (DEA) technique for reduction input – output data. Numerical results reveal that the new approach shows a good consistency in ranking with DEA.

Keywords: Effectiveness, Decision Making, Data EnvelopmentAnalysis, Factor Analysis

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Authors: Francesco Caputo, Giuseppe Lamanna, Alessandro Soprano

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This work is focused on the numerical prediction of the fracture resistance of a flat stiffened panel made of the aluminium alloy 2024 T3 under a monotonic traction condition. The performed numerical simulations have been based on the micromechanical Gurson-Tvergaard (GT) model for ductile damage. The applicability of the GT model to this kind of structural problems has been studied and assessed by comparing numerical results, obtained by using the WARP 3D finite element code, with experimental data available in literature. In the sequel a home-made procedure is presented, which aims to increase the residual strength of a cracked stiffened aluminum panel and which is based on the stochastic design improvement (SDI) technique; a whole application example is then given to illustrate the said technique.

Keywords: Residual strength, R-Curve, Gurson model, SDI.

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Authors: Süha Yılmaz, Emin Özyılmaz, Melih Turgut

Abstract:

In the first part of this paper [6], a method to determine Frenet apparatus of the space-like curves in Minkowski space-time is presented. In this work, the mentioned method is developed for the time-like curves in Minkowski space-time. Additionally, an example of presented method is illustrated.

Keywords: Frenet Apparatus, Time-like Curves, MinkowskiSpace-time.

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Authors: Dimitris Georgoutsos, Petros M. Migiakis

Abstract:

The concurrent era is characterised by strengthened interactions among financial markets and increased capital mobility globally. In this frames we examine the effects the international financial integration process has on the European bond markets. We perform a comparative study of the interactions of the European and international bond markets and exploit Cointegration analysis results on the elimination of stochastic trends and the decomposition of the underlying long run equilibria and short run causal relations. Our investigation provides evidence on the relation between the European integration process and that of globalisation, viewed through the bond markets- sector. Additionally the structural formulation applied, offers significant implications of the findings. All in all our analysis offers a number of answers on crucial queries towards the European bond markets integration process.

Keywords: financial integration, bond markets, cointegration

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Authors: Thomas Jin-Chee Liu, Yu-Shen Chen

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Using the numerical and experimental methods, this paper discusses some primary studies on the vibration and cooling performances of the piezoelectric cooling fan with the rectangular blade. When the fan works at its natural frequency, the vibrating displacement is largest and the cooling performance is best. Due to the vibration behavior, the cooling performance is affected by the geometry, material property, and working frequency of the piezoelectric cooling fan. 

Keywords: Piezoelectric cooling fan, finite element, vibration, natural frequency.

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Authors: Sandeep Singh Gill, Rajeevan Chandel, Ashwani Chandel

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This paper presents a comparative study of Ant Colony and Genetic Algorithms for VLSI circuit bi-partitioning. Ant colony optimization is an optimization method based on behaviour of social insects [27] whereas Genetic algorithm is an evolutionary optimization technique based on Darwinian Theory of natural evolution and its concept of survival of the fittest [19]. Both the methods are stochastic in nature and have been successfully applied to solve many Non Polynomial hard problems. Results obtained show that Genetic algorithms out perform Ant Colony optimization technique when tested on the VLSI circuit bi-partitioning problem.

Keywords: Partitioning, genetic algorithm, ant colony optimization, non-polynomial hard, netlist, mutation.

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Authors: A. A. Khan, M. Naeem, S. Bashir, S. I. Shah

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In this paper we propose a Particle Swarm heuristic optimized Multi-Antenna (MA) system. Efficient MA systems detection is performed using a robust stochastic evolutionary computation algorithm based on movement and intelligence of swarms. This iterative particle swarm optimized (PSO) detector significantly reduces the computational complexity of conventional Maximum Likelihood (ML) detection technique. The simulation results achieved with this proposed MA-PSO detection algorithm show near optimal performance when compared with ML-MA receiver. The performance of proposed detector is convincingly better for higher order modulation schemes and large number of antennas where conventional ML detector becomes non-practical.

Keywords: Multi Antenna (MA), Multi-input Multi-output(MIMO), Particle Swarm Optimization (PSO), ML detection.

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Authors: Timothee G. Leleu

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A new technique of topological multi-scale analysis is introduced. By performing a clustering recursively to build a hierarchy, and analyzing the co-scale and intra-scale similarities, an Iterated Function System can be extracted from any data set. The study of fractals shows that this method is efficient to extract self-similarities, and can find elegant solutions the inverse problem of building fractals. The theoretical aspects and practical implementations are discussed, together with examples of analyses of simple fractals.

Keywords: hierarchical clustering, multi-scale analysis, Similarity hashing.

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Authors: M. Mokhtar, A. Shuib, D. Mohamad

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Portfolio optimization problem has received a lot of attention from both researchers and practitioners over the last six decades. This paper provides an overview of the current state of research in portfolio optimization with the support of mathematical programming techniques. On top of that, this paper also surveys the solution algorithms for solving portfolio optimization models classifying them according to their nature in heuristic and exact methods. To serve these purposes, 40 related articles appearing in the international journal from 2003 to 2013 have been gathered and analyzed. Based on the literature review, it has been observed that stochastic programming and goal programming constitute the highest number of mathematical programming techniques employed to tackle the portfolio optimization problem. It is hoped that the paper can meet the needs of researchers and practitioners for easy references of portfolio optimization.

Keywords: Portfolio optimization, Mathematical programming, Multi-objective programming, Solution approaches.

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Authors: Martha Liliana Reina Usuga, Wilson Adarme Jaimes, Oscar Eduardo Suarez

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Coordinated supply chain represents major challenges for the different actors involved in it, because each agent responds to individual interests. The paper presents a framework with the reviewed literature regarding the system's decision structure and nature of demand. Later, it characterizes an agri food supply chain in the Central Region of Colombia, it responds to a decentralized distribution system and a stochastic demand. Finally, the paper recommends coordinating the chain based on shared information, and mechanisms for each agent, as VMI (vendor-managed inventory) strategy for farmer-buyer relationship, information system for farmers and contracts for transportation service providers.

Keywords: Agri-food supply chain, Coordination mechanisms, Decentralized distribution system, Supply chain coordination.

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Authors: M. A. Tayfun

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Occurrences of spurious crests on the troughs of large, relatively steep second-order Stokes waves are anomalous and not an inherent characteristic of real waves. Here, the effects of such occurrences on the statistics described by the standard second-order stochastic model are examined theoretically and by way of simulations. Theoretical results and simulations indicate that when spurious occurrences are sufficiently large, the standard model leads to physically unrealistic surface features and inaccuracies in the statistics of various surface features, in particular, the troughs and thus zero-crossing heights of large waves. Whereas inaccuracies can be fairly noticeable for long-crested waves in both deep and shallower depths, they tend to become relatively insignificant in directional waves.

Keywords: Large waves, non-linear effects, simulation, spectra, spurious crests, Stokes waves, wave breaking, wave statistics.

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Authors: Oshmita Dey, Debjani Chakraborty

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In this paper, a single period inventory model with resalable returns has been analyzed in an imprecise and uncertain mixed environment. Demand has been introduced as a fuzzy random variable. In this model, a single order is placed before the start of the selling season. The customer, for a full refund, may return purchased products within a certain time interval. Returned products are resalable, provided they arrive back before the end of the selling season and are found to be undamaged. Products remaining at the end of the season are salvaged. All demands not met directly are lost. The probabilities that a sold product is returned and that a returned product is resalable, both imprecise in a real situation, have been assumed to be fuzzy in nature.

Keywords: Fuzzy random variable, Modified graded meanintegration, Internet mail order, Inventory.

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Authors: Alessandro A. Zizzari, Francesca Calabrese, Giovanni Indiveri, Andrea Coraddu, Diego Villa

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The aim of this paper is to present a comparative study on two different methods for the evaluation of the equilibrium point of a ship, core issue for designing an On Board Stability System (OBSS) module that, starting from geometry information of a ship hull, described by a discrete model in a standard format, and the distribution of all weights onboard calculates the ship floating conditions (in draught, heel and trim).

Keywords: Algorithms, Computer applications, Equilibrium, Marine applications, Stability System.

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Authors: Oulad Naoui Noureddine, Cherif ELAmine, Djehiche Abdelkader

Abstract:

Water resources management includes several disciplines; the modeling of rainfall-runoff relationship is the most important discipline to prevent natural risks. There are several models to study rainfall-runoff relationship in watersheds. However, the majority of these models are not applicable in all basins of the world.  In this study, a new stochastic method called The Only Corresponding Competitor method (OCC) was used for the hydrological modeling of M’ZAB   Watershed (South East of Algeria) to adapt a few empirical models for any hydrological regime.  The results obtained allow to authorize a certain number of visions, in which it would be interesting to experiment with hydrological models that improve collectively or separately the data of a catchment by the OCC method.

Keywords: Empirical model, modeling, OCC, rainfall-runoff relationship.

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Authors: Zhu Jiaming, Yu Mengna

Abstract:

In this article, models based on quantitative analysis, physical geometry and regression analysis are established, by using analytic hierarchy process analysis, fuzzy cluster analysis, fuzzy photographic and data fitting. The reasons of various leaf shapes among different species and the differences between the leaf shapes on same tree have been solved by using software, such as Eviews, VB and Matlab. We also successfully estimate the leaf mass of a tree and the correlation with the tree profile.

Keywords: Leaf shape; Mass; Fuzzy cluster; Regression analysis; Eviews; Matlab

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Authors: Khaled M. EL-Naggar

Abstract:

This paper presents a new method for estimating the mean curve of impulse voltage waveforms that are recorded during impulse tests. In practice, these waveforms are distorted by noise, oscillations and overshoot. The problem is formulated as an estimation problem. Estimation of the current signal parameters is achieved using a fast and accurate technique. The method is based on discrete dynamic filtering algorithm (DDF). The main advantage of the proposed technique is its ability in producing the estimates in a very short time and at a very high degree of accuracy. The algorithm uses sets of digital samples of the recorded impulse waveform. The proposed technique has been tested using simulated data of practical waveforms. Effects of number of samples and data window size are studied. Results are reported and discussed.

Keywords: Digital Filtering, Estimation, Impulse wave, Stochastic filtering.

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Authors: Khaled M. EL-Naggar

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This paper presents a fast and efficient on-line technique for estimating impedance of unbalanced loads in power systems. The proposed technique is an application of a discrete timedynamic filter based on stochastic estimation theory which is suitable for estimating parameters in noisy environment. The algorithm uses sets of digital samples of the distorted voltage and current waveforms of the non-linear load to estimate the harmonic contents of these two signal. The non-linear load impedance is then calculated from these contents. The method is tested using practical data. Results are reported and compared with those obtained using the conventional least error squares technique. In addition to the very accurate results obtained, the method can detect and reject bad measurements. This can be considered as a very important advantage over the conventional static estimation methods such as the least error square method.

Keywords: Estimation, identification, Harmonics, Dynamic Filter.

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Authors: Yucai Ding, Hong Zhu, Shouming Zhong, Yuping Zhang

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This paper considers ­H∞ performance for Markovian jump systems with Time-varying delays. The systems under consideration involve disturbance signal, Markovian switching and timevarying delays. By using a new Lyapunov-Krasovskii functional and a convex optimization approach, a delay-dependent stability condition in terms of linear matrix inequality (LMI) is addressed, which guarantee asymptotical stability in mean square and a prescribed ­H∞ performance index for the considered systems. Two numerical examples are given to illustrate the effectiveness and the less conservatism of the proposed main results. All these results are expected to be of use in the study of stochastic systems with time-varying delays.

Keywords: ­H∞ performance, Markovian switching, Delaydependent stability, Linear matrix inequality (LMI)

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Authors: Ahmad Thanyan Al-Sultan

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The check-in area of airport terminal is one of the busiest sections at airports at certain periods. The passengers are subjected to queues and delays during the check-in process. These delays and queues are due to constraints in the capacity of service facilities. In this project, the airport terminal is decomposed into several check-in areas. The airport check-in scheduling problem requires both a deterministic (integer programming) and stochastic (simulation) approach. Integer programming formulations are provided to minimize the total number of counters in each check-in area under the realistic constraint that counters for one and the same flight should be adjacent and the desired number of counters remaining in each area should be fixed during check-in operations. By using simulation, the airport system can be modeled to study the effects of various parameters such as number of passengers on a flight and check-in counter opening and closing time.

Keywords: Airport terminal, Integer programming, Scheduling, Simulation.

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Authors: Ioan Popa, Cristiana Tudor, Radu Lupu

Abstract:

The interdependences among stock market indices were studied for a long while by academics in the entire world. The current financial crisis opened the door to a wide range of opinions concerning the understanding and measurement of the connections considered to provide the controversial phenomenon of market integration. Using data on the log-returns of 17 stock market indices that include most of the CEE markets, from 2005 until 2009, our paper studies the problem of these dependences using a new methodological tool that takes into account both the volatility clustering effect and the stochastic properties of these linkages through a Dynamic Conditional System of Simultaneous Equations. We find that the crisis is well captured by our model as it provides evidence for the high volatility – high dependence effect.

Keywords: Stock market interdependences, Dynamic System ofSimultaneous Equations, financial crisis

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Authors: Wahyudin P. Syam, Ibrahim M. Al-Harkan

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This study compares three meta heuristics to minimize makespan (Cmax) for Hybrid Flow Shop (HFS) Scheduling Problem with Parallel Machines. This problem is known to be NP-Hard. This study proposes three algorithms among improvement heuristic searches which are: Genetic Algorithm (GA), Simulated Annealing (SA), and Tabu Search (TS). SA and TS are known as deterministic improvement heuristic search. GA is known as stochastic improvement heuristic search. A comprehensive comparison from these three improvement heuristic searches is presented. The results for the experiments conducted show that TS is effective and efficient to solve HFS scheduling problems.

Keywords: Flow shop, genetic algorithm, simulated annealing, tabu search.

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Authors: T. Benyetho, L. El Abdellaoui, J. Terhzaz, H. Bennis, N. Ababssi, A. Tajmouati, A. Tribak, M. Latrach

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This work presents a new planar multiband antenna based on fractal geometry. This structure is optimized and validated into simulation by using CST-MW Studio. To feed this antenna we have used a CPW line which makes it easy to be incorporated with integrated circuits. The simulation results presents a good matching input impedance and radiation pattern in the GSM band at 900 MHz and ISM band at 2.4 GHz. The final structure is a dual band fractal antenna with 70 x 70 mm² as a total area by using an FR4 substrate.

Keywords: Antenna, CPW, Fractal, GSM, Multiband.

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Authors: Alluri Swaroopa, Lakkakula Venkata Narasimha Prasad

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Alone with fast urbanization in world, traffic control became a big issue in urban construction. Having an efficient and reliable traffic control system is crucial to macro-traffic control. Traffic signal is used to manage conflicting requirement by allocating different sets of mutually compatible traffic movement during distinct time interval. Many approaches have been made proposed to solve this discrete stochastic problem. Recognizing the need to minimize right-of-way impacts while efficiently handling the anticipated high traffic volumes, the proposed alternative system gives effective design. This model allows for increased traffic capacity and reduces delays by eliminating a step in maneuvering through the freeway interchange. The concept proposed in this paper involves construction of bridges and ramps at intersection of four roads to control the vehicular congestion and to prevent traffic breakdown.

Keywords: Bridges, junctions, ramps, urban traffic control.

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Authors: Li Zong-Cheng

Abstract:

The deviation between the target state variable and the practical state variable should be used to form the state tending factor of complex systems, which can reflect the process for the complex system to tend rationalization. Relating to the system of basic equations of complete factor synergetics consisting of twenty nonlinear stochastic differential equations, the two new models are considered to set, which should be called respectively the rationalizing tendency model and the non- rationalizing tendency model. Therefore we can extend the theory of programming with the objective function & constraint condition suitable only for the realm of man-s activities into the new analysis with the tendency function & constraint condition suitable for all the field of complex system.

Keywords: complex system, complete factor synergetics, basicequation, rationalizing tendency model, non-rationalizing tendencymodel.

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Authors: Mostafa A. Elshahed, Magdy M. Elmarsfawy, Hussain M. Zain Eldain

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In this paper, a Dynamic Economic Dispatch (DED) model is developed for the system consisting of both thermal generators and wind turbines. The inclusion of a significant amount of wind energy into power systems has resulted in additional constraints on DED to accommodate the intermittent nature of the output. The probability of stochastic wind power based on the Weibull probability density function is included in the model as a constraint; A Here-and-Now Approach. The Environmental Protection Agency-s hourly emission target, which gives the maximum emission during the day, is used as a constraint to reduce the atmospheric pollution. A 69-bus test system with non-smooth cost function is used to illustrate the effectiveness of the proposed model compared with static economic dispatch model with including the wind power.

Keywords: Dynamic Economic Dispatch, StochasticOptimization, Weibull Distribution, Wind Power

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Authors: Peter Podbreznik, Božidar Potocnik

Abstract:

The camera parameters are changed due to temperature variations, which directly influence calibrated cameras accuracy. Robustness of calibration methods were measured and their accuracy was tested. An error ratio due to camera parameters change with respect to total error originated during calibration process was determined. It pointed out that influence of temperature variations decrease by increasing distance of observed objects from cameras.

Keywords: camera calibration, perspective projection matrix, epipolar geometry, temperature variation.

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Authors: A. Sakavičius, A. Lukša, V. Nargelienė, V. Bukauskas, G. Astromskas, A. Šetkus

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We investigate the influence of annealing on the properties of a contact between graphene and metal (Au and Ni), using circular transmission line model (CTLM) contact geometry. Kelvin probe force microscopy (KPFM) and Raman spectroscopy are applied for characterization of the surface and interface properties. Annealing causes a decrease of the metal-graphene contact resistance for both Ni and Au.

Keywords: Graphene, Kelvin force probe microscopy, Raman spectroscopy.

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Authors: Asif Mansoor, Nasiruddin Khan, Noreen Jamil

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In this communication a quantitative modeling approach is applied to construct model for the exchange of gases from open sewer channel to the atmosphere. The data for the exchange of gases of the open sewer channel for the year January 1979 to December 2006 is utilized for the construction of the model. The study reveals that stream flow of the open sewer channel exchanges the toxic gases continuously with time varying scale. We find that the quantitative modeling approach is more parsimonious model for these exchanges. The usual diagnostic tests are applied for the model adequacy. This model is beneficial for planner and managerial bodies for the improvement of implemented policies to overcome future environmental problems.

Keywords: Open sewer channel, Industrial waste, Municipalwaste, Gases exchange, Atmosphere, Stochastic models, Diagnosticschecks.

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Authors: Anatoli Torokhti, Phil Howlett

Abstract:

We present a theory for optimal filtering of infinite sets of random signals. There are several new distinctive features of the proposed approach. First, we provide a single optimal filter for processing any signal from a given infinite signal set. Second, the filter is presented in the special form of a sum with p terms where each term is represented as a combination of three operations. Each operation is a special stage of the filtering aimed at facilitating the associated numerical work. Third, an iterative scheme is implemented into the filter structure to provide an improvement in the filter performance at each step of the scheme. The final step of the concerns signal compression and decompression. This step is based on the solution of a new rank-constrained matrix approximation problem. The solution to the matrix problem is described in this paper. A rigorous error analysis is given for the new filter.

Keywords: stochastic signals, optimization problems in signal processing.

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