Search results for: system dynamics

Authors: Dany Ng Cheong Vee, Preethee Nunkoo Gonpot, Noor-Ul-Hacq Sookia

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In this paper, we consider the application of Extreme Value Theory as a risk measurement tool. The Value at Risk, for a set of indices, from six Stock Exchanges of Frontier markets is calculated using the Peaks over Threshold method and the performance of the model index-wise is evaluated using coverage tests and loss functions. Our results show that “fattailedness” alone of the data is not enough to justify the use of EVT as a VaR approach. The structure of the returns dynamics is also a determining factor. This approach works fine in markets which have had extremes occurring in the past thus making the model capable of coping with extremes coming up (Colombo, Tunisia and Zagreb Stock Exchanges). On the other hand, we find that indices with lower past than present volatility fail to adequately deal with future extremes (Mauritius and Kazakhstan). We also conclude that using EVT alone produces quite static VaR figures not reflecting the actual dynamics of the data.

Keywords: Extreme Value theory, Financial Crisis 2008, Frontier Markets, Value at Risk.

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Authors: Keisuke Nakamura, Kiyoshi Akama, Hiroshi Mabuchi

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E-Learning systems are used by many learners and teachers. The developer is developing the e-Learning system. However, the developer cannot do system construction to satisfy all of users- demands. We discuss a method of constructing e-Learning systems where learners and teachers can design, try to use, and share extending system functions that they want to use; which may be nally added to the system by system managers.

Keywords: Clause-Rule-Model, database-access, e-Learning, Web-Application.

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Authors: Toru Murayama, Akinori Nagano, Zhi-Wei Luo

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In this research, we study a control method of a multivehicle system while considering the limitation of communication range for each vehicles. When we control networked vehicles with limitation of communication range, it is important to control the communication network structure of a multi-vehicle system in order to keep the network-s connectivity. From this, we especially aim to control the network structure to the target structure. We formulate the networked multi-vehicle system with some disturbance and the communication constraints as a hybrid dynamical system, and then we study the optimal control problems of the system. It is shown that the system converge to the objective network structure in finite time when the system is controlled by the receding horizon method. Additionally, the optimal control probrems are convertible into the mixed integer problems and these problems are solvable by some branch and bound algorithm.

Keywords: Hybrid system, multi-vehicle system, receding horizon control, topology control.

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Authors: Divya Rajavathsavai, Akhilesh Khapre, Basudeb Munshi

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The computational fluid dynamics (CFD) study of stirred tank with the air-water interface are carried out in the presence of different types of the impeller and with or without baffles. A multiple reference frame (MRF) approach with the volume of fluid (VOF) method is used to capture the air-water interface. The RANS (Reynolds Averaged Navier-Stokes) equations with k-ε turbulence model are solved to predict the flow behavior of water and air phase which are treated as a different phases. The predicted results have shown that the VOF method is able to capture the interface in the unbaffled tank. While, the VOF method is showing an unfeasible results in the baffled tank with high rotational impeller speed. For continuous stirred tank, the air-water interface is disturbed by the inflow and the level of water is also increased with time.

Keywords: Computational Fluid Dynamics, stirred tank, airwater interface, multiple reference frame, volume of fluid, Reynolds Averaged Navier-Stokes equations.

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Authors: Ramin Javadzadeh, Zahra Afsahi, MohammadReza Meybodi

Abstract:

The hybridization of artificial immune system with cellular automata (CA-AIS) is a novel method. In this hybrid model, the cellular automaton within each cell deploys the artificial immune system algorithm under optimization context in order to increase its fitness by using its neighbor-s efforts. The hybrid model CA-AIS is introduced to fix the standard artificial immune system-s weaknesses. The credibility of the proposed approach is evaluated by simulations and it shows that the proposed approach achieves better results compared to standard artificial immune system.

Keywords: Artificial Immune System, Cellular Automat, neighborhood

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Authors: Mohammad Javad Mollakazemi, Farhad Asadi

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In this paper a real-time obstacle avoidance approach for both autonomous and non-autonomous dynamical systems (DS) is presented. In this approach the original dynamics of the controller which allow us to determine safety margin can be modulated. Different common types of DS increase the robot’s reactiveness in the face of uncertainty in the localization of the obstacle especially when robot moves very fast in changeable complex environments. The method is validated by simulation and influence of different autonomous and non-autonomous DS such as important characteristics of limit cycles and unstable DS. Furthermore, the position of different obstacles in complex environment is explained. Finally, the verification of avoidance trajectories is described through different parameters such as safety factor.

Keywords: Limit cycles, Nonlinear dynamical system, Real time obstacle avoidance.

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Authors: L. C. Gómez-Pavón, M. A. Rojas Aparicio, E. Juárez Ruiz, M. A. Flores Guerrero, and O. Gómez-de la Fuente

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In this work the design and characterization of an optoelectronic automated measurement system it is presented. The optoelectronic devices of this system are an optical transmitter, the optical components and the optical receiver, which were selected for a great precision of the system. The mechanical system allows free displacement of the components as well as the devices that generate the movement. The results, length and profile of the objects are display in Lab View.

Keywords: Automated, optoelectronic, triangulation method.

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Authors: Paola Lecca, Lorenzo Dematte

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Reactiondiffusion systems are mathematical models that describe how the concentration of one or more substances distributed in space changes under the influence of local chemical reactions in which the substances are converted into each other, and diffusion which causes the substances to spread out in space. The classical representation of a reaction-diffusion system is given by semi-linear parabolic partial differential equations, whose general form is ÔêétX(x, t) = DΔX(x, t), where X(x, t) is the state vector, D is the matrix of the diffusion coefficients and Δ is the Laplace operator. If the solute move in an homogeneous system in thermal equilibrium, the diffusion coefficients are constants that do not depend on the local concentration of solvent and of solutes and on local temperature of the medium. In this paper a new stochastic reaction-diffusion model in which the diffusion coefficients are function of the local concentration, viscosity and frictional forces of solvent and solute is presented. Such a model provides a more realistic description of the molecular kinetics in non-homogenoeus and highly structured media as the intra- and inter-cellular spaces. The movement of a molecule A from a region i to a region j of the space is described as a first order reaction Ai k- → Aj , where the rate constant k depends on the diffusion coefficient. Representing the diffusional motion as a chemical reaction allows to assimilate a reaction-diffusion system to a pure reaction system and to simulate it with Gillespie-inspired stochastic simulation algorithms. The stochastic time evolution of the system is given by the occurrence of diffusion events and chemical reaction events. At each time step an event (reaction or diffusion) is selected from a probability distribution of waiting times determined by the specific speed of reaction and diffusion events. Redi is the software tool, developed to implement the model of reaction-diffusion kinetics and dynamics. It is a free software, that can be downloaded from http://www.cosbi.eu. To demonstrate the validity of the new reaction-diffusion model, the simulation results of the chaperone-assisted protein folding in cytoplasm obtained with Redi are reported. This case study is redrawing the attention of the scientific community due to current interests on protein aggregation as a potential cause for neurodegenerative diseases.

Keywords: Reaction-diffusion systems, Fick's law, stochastic simulation algorithm.

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Authors: A. Meeprasert, W. Khuntawee, S. Hannongbua, T. Rungrotmongkol

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Viral influenza A subtypes H5N1 and pandemic H1N1 (pH1N1) have worldwide emerged and transmitted. The most common anti-influenza drug for treatment of both seasonal and pandemic influenza viruses is oseltamivir that nowadays becomes resistance to influenza neuraminidase. The novel long-acting drug, laninamivir, was discovered for treatment of the patients infected with influenza B and influenza A viruses. In the present study, laninamivir complexed with wild-type strain of both H5N1 and pH1N1 viruses were comparatively determined the structures and drug-target interactions by means of molecular dynamics (MD) simulations. The results show that the hydrogen bonding interactions formed between laninamivir and its binding residues are likely similar for the two systems. Additionally, the presence of intermolecular interactions from laninamivir to the residues in the binding pocket is established through their side chains in accordance with hydrogen bond interactions.

Keywords: Laninamivir, neuraminidase, H5N1, pandemic H1N1, wild-type, MD simulation

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Authors: Meng Hu, Lili Wang

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In this paper, we investigate dynamics of 2n almost periodic attractors for Cohen-Grossberg neural networks (CGNNs) with variable and distribute time delays. By imposing some new assumptions on activation functions and system parameters, we split invariant basin of CGNNs into 2n compact convex subsets. Then the existence of 2n almost periodic solutions lying in compact convex subsets is attained due to employment of the theory of exponential dichotomy and Schauder-s fixed point theorem. Meanwhile, we derive some new criteria for the networks to converge toward these 2n almost periodic solutions and exponential attracting domains are also given correspondingly.

Keywords: CGNNs, almost periodic solution, invariant basins, attracting domains.

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Authors: J. Rizk, Y. Chaiko

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This paper shows the potential system benefits of simple tracking solar system using a stepper motor and light sensor. This method is increasing power collection efficiency by developing a device that tracks the sun to keep the panel at a right angle to its rays. A solar tracking system is designed, implemented and experimentally tested. The design details and the experimental results are shown.

Keywords: Renewable Energy, Power Optimization.

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Authors: Hosein Falahaty, Hitoshi Gotoh, Abbas Khayyer

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Performance of a Hamiltonian based particle method in simulation of nonlinear structural dynamics is subjected to investigation in terms of stability and accuracy. The governing equation of motion is derived based on Hamilton's principle of least action, while the deformation gradient is obtained according to Weighted Least Square method. The hyper-elasticity models of Saint Venant-Kirchhoff and a compressible version similar to Mooney- Rivlin are engaged for the calculation of second Piola-Kirchhoff stress tensor, respectively. Stability along with accuracy of numerical model is verified by reproducing critical stress fields in static and dynamic responses. As the results, although performance of Hamiltonian based model is evaluated as being acceptable in dealing with intense extensional stress fields, however kinds of instabilities reveal in the case of violent collision which can be most likely attributed to zero energy singular modes.

Keywords: Hamilton's principle of least action, particle based method, hyper-elasticity, analysis of stability.

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Authors: Hema Nair

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This paper presents a new system developed in Java® for pattern recognition and pattern summarisation in multi-band (RGB) satellite images. The system design is described in some detail. Results of testing the system to analyse and summarise patterns in SPOT MS images and LANDSAT images are also discussed.

Keywords: Pattern recognition, image analysis, feature extraction, blackboard component, linguistic summary.

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Authors: Rattanathip Rattanachai, Piyachai Petchyen, Kunyanuth Kularbphettong

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This paper describes the development of a Weight- Balancing Control System based on the Android Operating System and it provides recommendations on ways of balancing of user’s weight based on daily metabolism process and need so that user can make informed decisions on his or her weight controls. The system also depicts more information on nutrition details. Furthermore, it was designed to suggest to users what kinds of foods they should eat and how to exercise in the right ways. We describe the design methods and functional components of this prototype. To evaluate the system performance, questionnaires for system usability and Black Box Testing were used to measure expert and user satisfaction. The results were satisfactory as followed: Means for experts and users were 3.94 and 4.07 respectively.

Keywords: Weight-Balancing Control, Android Operating System, daily metabolism, Black Box Testing.

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Authors: Daiming Wang

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In this paper, a neutral impulsive competition system with distributed delays is studied by using Mawhin-s coincidence degree theory and the mean value theorem of differential calculus. Sufficient conditions on the existence of positive periodic solution of the system are obtained.

Keywords: Neutral impulsive delay system, competitive system, coincidence degree, periodic solution, existence.

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Authors: Goodarz Sabetian, Sajjad Moshfe

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Control system for hi-tech industries could be realized generally and deeply by a special document. Vast heavy industries such as power plants with a large number of I/O signals are controlled by a distributed control system (DCS). This system comprises of so many parts from field level to high control level, and junior instrument engineers may be confused by this enormous information. The key document which can solve this problem is “control configuration system diagram” for each type of DCS. This is a road map that covers all of activities respect to control system in each industrial plant and inevitable to be studied by whom corresponded. It plays an important role from designing control system start point until the end; deliver the system to operate. This should be inserted in bid documents, contracts, purchasing specification and used in different periods of project EPC (engineering, procurement, and construction). Separate parts of DCS are categorized here in order of importance and a brief description and some practical plan is offered. This article could be useful for all instrument and control engineers who worked is EPC projects.

Keywords: Control, configuration, DCS, power plant, bus.

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Authors: Hideyuki Shintani, Ichiro Koshijima

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In Cyber Physical System (CPS), if there are a large number of persons in the process, a role of person in CPS might be different comparing with the one-man system. It is also necessary to consider how Human-in-The-Loop Cyber Physical Systems (HiTLCPS) ensure safety of each person in the loop process. In this paper, the authors discuss a system safety framework with an illustrative example with STAMP model to clarify what point for safety should be considered and what role of person in the should have.

Keywords: Cyber Physical System, Human-in-The-Loop, Safety, STAMP model.

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Authors: Bhupeshwaran Mani, S. Radha, A. Jawahar, A. Sivasubramanian

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Here, we study the characteristic feature of conventional (ON-OFF keying) and soliton based transmission system. We consider 20Gbps transmission system implemented with Conventional Single Mode Fiber (C-SMF) to examine the role of Gaussian pulse which is the characteristic of conventional propagation and Hyperbolic-secant pulse which is the characteristic of soliton propagation in it. We note the influence of these pulses with respect to different dispersion lengths and soliton period in conventional and soliton system respectively and evaluate the system performance in terms of Quality factor. From the analysis, we could prove that the soliton pulse has the consistent performance even for long distance without dispersion compensation than the conventional system as it is robust to dispersion. For the length of transmission of 200Km, soliton system yielded Q of 33.958 while the conventional system totally exhausted with Q=0.

Keywords: Soliton, dispersion length, Soliton period, Return-tozero (RZ), Q-factor.

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Authors: Khemanand Moheeput, Smita S. D. Goorah, Satish K. Ramchurn

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We report a computational study of the spreading dynamics of a viral infection in a complex (scale-free) network. The final epidemic size distribution (FESD) was found to be unimodal or bimodal depending on the value of the basic reproductive number R0 . The FESDs occurred on time-scales long enough for intermediate-time epidemic size distributions (IESDs) to be important for control measures. The usefulness of R0 for deciding on the timeliness and intensity of control measures was found to be limited by the multimodal nature of the IESDs and by its inability to inform on the speed at which the infection spreads through the population. A reduction of the transmission probability at the hubs of the scale-free network decreased the occurrence of the larger-sized epidemic events of the multimodal distributions. For effective epidemic control, an early reduction in transmission at the index cell and its neighbors was essential.

Keywords: Basic reproductive number, epidemic control, scalefree network, viral infection.

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Authors: Felicia Magpantay, Kenzu Abdella

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A model of a system concerning one species of demersal (inshore) fish and one of pelagic (offshore) fish undergoing fishing restricted by marine protected areas is proposed in this paper. This setup was based on the FISH-BE model applied to the Tabina fishery in Zamboanga del Sur, Philippines. The components of the model equations have been adapted from widely-accepted mechanisms in population dynamics. The model employs Gompertz-s law of growth and interaction on each type of protected and unprotected subpopulation. Exchange coefficients between protected and unprotected areas were assumed to be proportional to the relative area of the entry region. Fishing harvests were assumed to be proportional to both the number of fishers and the number of unprotected fish. An extra term was included for the pelagic population to allow for the exchange between the unprotected area and the outside environment. The systems were found to be bounded for all parameter values. The equations for the steady state were unsolvable analytically but the existence and uniqueness of non-zero steady states can be proven. Plots also show that an MPA size yielding the maximum steady state of the unprotected population can be found. All steady states were found to be globally asymptotically stable for the entire range of parameter values.

Keywords: fisheries modelling, marine protected areas, sustainablefisheries, Gompertz Law

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Authors: Latifeh PourMohammadBagher

Abstract:

In this paper I have developed a system for evaluating the degree of fear emotion that the intelligent agent-based system may feel when it encounters to a persecuting event. In this paper I want to describe behaviors of emotional agents using human behavior in terms of the way their emotional states evolve over time. I have implemented a fuzzy inference system using Java environment. As the inputs of this system, I have considered three parameters related on human fear emotion. The system outputs can be used in agent decision making process or choosing a person for team working systems by combination the intensity of fear to other emotion intensities.

Keywords: Emotion simulation, Fear, Fuzzy intelligent agent

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Authors: A. M. Pashayev, D. D. Askerov, C. Ardil, R. A. Sadiqov, P. S. Abdullayev

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Researches show that probability-statistical methods application, especially at the early stage of the aviation Gas Turbine Engine (GTE) technical condition diagnosing, when the flight information has property of the fuzzy, limitation and uncertainty is unfounded. Hence the efficiency of application of new technology Soft Computing at these diagnosing stages with the using of the Fuzzy Logic and Neural Networks methods is considered. According to the purpose of this problem training with high accuracy of fuzzy multiple linear and non-linear models (fuzzy regression equations) which received on the statistical fuzzy data basis is made. For GTE technical condition more adequate model making dynamics of skewness and kurtosis coefficients- changes are analysed. Researches of skewness and kurtosis coefficients values- changes show that, distributions of GTE workand output parameters of the multiple linear and non-linear generalised models at presence of noise measured (the new recursive Least Squares Method (LSM)). The developed GTE condition monitoring system provides stage-by-stage estimation of engine technical conditions. As application of the given technique the estimation of the new operating aviation engine technical condition was made.

Keywords: aviation gas turbine engine, technical condition, fuzzy logic, neural networks, fuzzy statistics

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Authors: Choeng-Ryul Choi, Chang-Nyung Kim, Tae-Hyub Hong

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A numerical method is developed for simulating the motion of particles with arbitrary shapes in an effectively infinite or bounded viscous flow. The particle translational and angular motions are numerically investigated using a fluid-structure interaction (FSI) method based on the Arbitrary-Lagrangian-Eulerian (ALE) approach and the dynamic mesh method (smoothing and remeshing) in FLUENT ( ANSYS Inc., USA). Also, the effects of arbitrary shapes on the dynamics are studied using the FSI method which could be applied to the motions and deformations of a single blood cell and multiple blood cells, and the primary thrombogenesis caused by platelet aggregation. It is expected that, combined with a sophisticated large-scale computational technique, the simulation method will be useful for understanding the overall properties of blood flow from blood cellular level (microscopic) to the resulting rheological properties of blood as a mass (macroscopic).

Keywords: Blood Flow, Fluid-Structure Interaction (FSI), Micro-Channels, Arbitrary Shapes, Red Blood Cells (RBCs)

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Authors: Djamel Saba, Fatima Zohra Laallam, Brahim Berbaoui

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This paper presents a contribution to the design of a multi-agent for the energy management system in a hybrid energy system (SEH). The multi-agent-based energy-coordination management system (MA-ECMS) is based mainly on coordination between agents. The agents share the tasks and exchange information through communications protocols to achieve the main goal. This intelligent system can fully manage the consumption and production or simply to make proposals for action he thinks is best. The initial step is to give a presentation for the system that we want to model in order to understand all the details as much as possible. In our case, it is to implement a system for simulating a process control of energy management.

Keywords: Multi agents system, hybrid energy system, communications protocols, modelization, simulation, control process, energy management.

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Authors: Omid Heydarnia, Akbar Allahverdizadeh, Behnam Dadashzadeh, M. R. Sayyed Noorani

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Underactuated biped robots control is one of the interesting topics in robotics. The main difficulties are its highly nonlinear dynamics, open-loop instability, and discrete event at the end of the gait. One of the methods to control underactuated systems is the partial feedback linearization, but it is not robust against uncertainties and disturbances that restrict its performance to control biped walking and running. In this paper, fuzzy partial feedback linearization is presented to overcome its drawback. Numerical simulations verify the effectiveness of the proposed method to generate stable and robust biped walking and running gaits.

Keywords: Underactuated system, biped robot, fuzzy control, partial feedback linearization.

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Authors: Sh. Yasini, M. B. Naghibi-Sistani, A. Karimpour

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This paper employs a new approach to regulate the blood glucose level of type I diabetic patient under an intensive insulin treatment. The closed-loop control scheme incorporates expert knowledge about treatment by using reinforcement learning theory to maintain the normoglycemic average of 80 mg/dl and the normal condition for free plasma insulin concentration in severe initial state. The insulin delivery rate is obtained off-line by using Qlearning algorithm, without requiring an explicit model of the environment dynamics. The implementation of the insulin delivery rate, therefore, requires simple function evaluation and minimal online computations. Controller performance is assessed in terms of its ability to reject the effect of meal disturbance and to overcome the variability in the glucose-insulin dynamics from patient to patient. Computer simulations are used to evaluate the effectiveness of the proposed technique and to show its superiority in controlling hyperglycemia over other existing algorithms

Keywords: Insulin Delivery rate, Q-learning algorithm, Reinforcement learning, Type I diabetes.

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Authors: Xinyan Zhang, Zhipeng Tan, Shan Fan

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The first layer of defense against data loss is the backup data. This paper implements an agent-based network backup system used the backup, server-storage and server-backup agent these tripartite construction, and the snapshot and hierarchical index are used in the NSBS. It realizes the control command and data flow separation, balances the system load, thereby improving efficiency of the system backup and recovery. The test results show the agent-based network backup system can effectively improve the task-based concurrency, reasonably allocate network bandwidth, the system backup performance loss costs smaller and improves data recovery efficiency by 20%.

Keywords: Agent, network backup system, three architecture model, NSBS.

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Authors: Joshua Prakash, Chin Jeng Feng

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The paper describes the workings for four models of CONWIP systems used till date; the basic CONWIP system, the hybrid CONWIP system, the multi-product CONWIP system, and the parallel CONWIP system. The final novel model is introduced in this paper in a general form. These models may be adopted for analysis for both simulation studies and implementation on the shop floor. For each model, input parameters of interest are highlighted and their impacts on several system performance measures are addressed.

Keywords: CONWIP, hybrid CONWIP, mixed CONWIP, multi-product CONWIP.

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Authors: H. Mahboubi, B. Moshiri, A. Khaki Seddigh

Abstract:

Recently, a great amount of interest has been shown in the field of modeling and controlling hybrid systems. One of the efficient and common methods in this area utilizes the mixed logicaldynamical (MLD) systems in the modeling. In this method, the system constraints are transformed into mixed-integer inequalities by defining some logic statements. In this paper, a system containing three tanks is modeled as a nonlinear switched system by using the MLD framework. Comparing the model size of the three-tank system with that of a two-tank system, it is deduced that the number of binary variables, the size of the system and its complexity tremendously increases with the number of tanks, which makes the control of the system more difficult. Therefore, methods should be found which result in fewer mixed-integer inequalities.

Keywords: Hybrid systems, mixed-integer inequalities, mixed logical dynamical systems, multi-tank system.

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Authors: Tomoaki Hashimoto

Abstract:

Recent technological advance has prompted significant interest in developing the control theory of quantum systems. Following the increasing interest in the control of quantum dynamics, this paper examines the control problem of Schrödinger equation because quantum dynamics is basically governed by Schrödinger equation. From the practical point of view, stochastic disturbances cannot be avoided in the implementation of control method for quantum systems. Thus, we consider here the robust stabilization problem of Schrödinger equation against stochastic disturbances. In this paper, we adopt model predictive control method in which control performance over a finite future is optimized with a performance index that has a moving initial and terminal time. The objective of this study is to derive the stability criterion for model predictive control of Schrödinger equation under stochastic disturbances.

Keywords: Optimal control, stochastic systems, quantum systems, stabilization.

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