Search results for: optimization and simulation.

Authors: Jain-Shing Liu

Abstract:

In this paper, we present a matrix game-theoretic cross-layer optimization formulation to maximize the network lifetime in wireless ad hoc networks with network coding. To this end, we introduce a cross-layer formulation of general NUM (network utility maximization) that accommodates routing, scheduling, and stream control from different layers in the coded networks. Specifically, for the scheduling problem and then the objective function involved, we develop a matrix game with the strategy sets of the players corresponding to hyperlinks and transmission modes, and design the payoffs specific to the lifetime. In particular, with the inherit merit that matrix game can be solved with linear programming, our cross-layer programming formulation can benefit from both game-based and NUM-based approaches at the same time by cooperating the programming model for the matrix game with that for the other layers in a consistent framework. Finally, our numerical example demonstrates its performance results on a well-known wireless butterfly network to verify the cross-layer optimization scheme.

Keywords: Cross-layer design, Lifetime maximization, Matrix game, Network coding

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Authors: G. Aloisio, L. T. De Paolis, A. De Mauro, A. Mongelli

Abstract:

One of the essential requirements of a realistic surgical simulator is to reproduce haptic sensations due to the interactions in the virtual environment. However, the interaction need to be performed in real-time, since a delay between the user action and the system reaction reduces the immersion sensation. In this paper, a prototype of a coronary stent implant simulator is present; this system allows real-time interactions with an artery by means of a specific haptic device. To improve the realism of the simulation, the building of the virtual environment is based on real patients- images and a Web Portal is used to search in the geographically remote medical centres a virtual environment with specific features in terms of pathology or anatomy. The functional architecture of the system defines several Medical Centres in which virtual environments built from the real patients- images and related metadata with specific features in terms of pathology or anatomy are stored. The searched data are downloaded from the Medical Centre to the Training Centre provided with a specific haptic device and with the software necessary both to manage the interaction in the virtual environment. After the integration of the virtual environment in the simulation system it is possible to perform training on the specific surgical procedure.

Keywords: Medical Simulation, Web Portal, Virtual Reality.

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Authors: Parekhan M. Jaff

Abstract:

This paper describes the gain and noise performances of discrete Raman amplifier as a function of fiber lengths and the signal input powers for different pump configurations. Simulation has been done by using optisystem 7.0 software simulation at signal wavelength of 1550 nm and a pump wavelength of 1450nm. The results showed that the gain is higher in bidirectional pumping than in counter pumping, the gain changes with increasing the fiber length while the noise figure remain the same for short fiber lengths and the gain saturates differently for different pumping configuration at different fiber lengths and power levels of the signal.

Keywords: Optical Amplifier, Raman Amplifier DiscreteRaman Amplifier (DRA), Wavelength Division Multiplexing(WDM).

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Authors: Abdulqader M. Mohsen, Ahamad Tajudin Khader, Dhanesh Ramachandram, Abdullatif Ghallab

Abstract:

The physical methods for RNA secondary structure prediction are time consuming and expensive, thus methods for computational prediction will be a proper alternative. Various algorithms have been used for RNA structure prediction including dynamic programming and metaheuristic algorithms. Musician's behaviorinspired harmony search is a recently developed metaheuristic algorithm which has been successful in a wide variety of complex optimization problems. This paper proposes a harmony search algorithm (HSRNAFold) to find RNA secondary structure with minimum free energy and similar to the native structure. HSRNAFold is compared with dynamic programming benchmark mfold and metaheuristic algorithms (RnaPredict, SetPSO and HelixPSO). The results showed that HSRNAFold is comparable to mfold and better than metaheuristics in finding the minimum free energies and the number of correct base pairs.

Keywords: Metaheuristic algorithms, dynamic programming algorithms, harmony search optimization, RNA folding, Minimum free energy.

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Authors: Kolar Jan, Dvorak Vaclav

Abstract:

In this study, an optimization of supersonic air-to-air ejector is carried out by a recently developed single-objective genetic algorithm based on adaption of sequence of individuals. Adaptation of sequence is based on Shape-based distance of individuals and embedded micro-genetic algorithm. The optimal sequence found defines the succession of CFD-aimed objective calculation within each generation of regular micro-genetic algorithm. A spring-based deformation mutates the computational grid starting the initial individualvia adapted population in the optimized sequence. Selection of a generation initial individual is knowledge-based. A direct comparison of the newly defined and standard micro-genetic algorithm is carried out for supersonic air-to-air ejector. The only objective is to minimize the loose of total stagnation pressure in the ejector. The result is that sequence-adopted micro-genetic algorithm can provide comparative results to standard algorithm but in significantly lower number of overall CFD iteration steps.

Keywords: Grid deformation, Micro-genetic algorithm, shapebased sequence, supersonic ejector.

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Authors: Jae Chul Cha, Sandeep K. Gupta

Abstract:

The demand for higher performance graphics continues to grow because of the incessant desire towards realism. And, rapid advances in fabrication technology have enabled us to build several processor cores on a single die. Hence, it is important to develop single chip parallel architectures for such data-intensive applications. In this paper, we propose an efficient PIM architectures tailored for computer graphics which requires a large number of memory accesses. We then address the two important tasks necessary for maximally exploiting the parallelism provided by the architecture, namely, partitioning and placement of graphic data, which affect respectively load balances and communication costs. Under the constraints of uniform partitioning, we develop approaches for optimal partitioning and placement, which significantly reduce search space. We also present heuristics for identifying near-optimal placement, since the search space for placement is impractically large despite our optimization. We then demonstrate the effectiveness of our partitioning and placement approaches via analysis of example scenes; simulation results show considerable search space reductions, and our heuristics for placement performs close to optimal – the average ratio of communication overheads between our heuristics and the optimal was 1.05. Our uniform partitioning showed average load-balance ratio of 1.47 for geometry processing and 1.44 for rasterization, which is reasonable.

Keywords: Data Partitioning and Placement, Graphics, PIM, Search Space Reduction.

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Authors: A. D. Parekh, P. R. Tailor, H.R Jivanramajiwala

Abstract:

The present work deals with optimization of cascade refrigeration system using eco friendly refrigerants pair R507A and R23. R507A is azeotropic mixture composed of HFC refrigerants R125/R143a (50%/50% by wt.). R23 is a single component HFC refrigerant used as replacement to CFC refrigerant R13 in low temperature applications. These refrigerants have zero ozone depletion potential and are non-flammable. Optimization of R507AR23 cascade refrigeration system performance parameters such as minimum work required, refrigeration effect, coefficient of performance and exergetic efficiency was carried out in terms of eight operating parameters- combinations using Genetic Algorithm tool. The eight operating parameters include (1) low side evaporator temperature (2) high side condenser temperature (3) temperature difference in the cascade heat exchanger (4) low side condenser temperature (5) low side degree of subcooling (6) high side degree of subcooling (7) low side degree of superheating (8) high side degree of superheating. Results show that for minimum work system should operate at high temperature in low side evaporator, low temperature in high side condenser, low temperature difference in cascade condenser, high temperature in low side condenser and low degree of subcooling and superheating in both side. For maximum refrigeration effect system should operate at high temperature in low side evaporator, high temperature in high side condenser, high temperature difference in cascade condenser, low temperature in low side condenser and higher degree of subcooling in LT and HT side. For maximum coefficient of performance and exergetic efficiency, system should operate at high temperature in low side evaporator, low temperature in high side condenser, low temperature difference in cascade condenser, high temperature in low side condenser and higher degree of subcooling and superheating in low side of the system.

Keywords: Cascade refrigeration system, Genetic Algorithm, R507A, R23,

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Authors: Abdul Wasy, Balakrishnan G., Yi Qi Wang, Atta Ur Rehman, Jung Il Song

Abstract:

Vickers indentation is used to measure the hardness of materials. In this study, numerical simulation of Vickers indentation experiment was performed for Diamond like Carbon (DLC) coated materials. DLC coatings were deposited on stainless steel 304 substrates with Chromium buffer layer using RF Magnetron and T-shape Filtered Cathodic Vacuum Arc Dual system The objective of this research is to understand the elastic plastic properties, stress strain distribution, ring and lateral crack growth and propagation, penetration depth of indenter and delamination of coating from substrate with effect of buffer layer thickness. The effect of Poisson-s ratio of DLC coating was also analyzed. Indenter penetration is more in coated materials with thin buffer layer as compared to thicker one, under same conditions. Similarly, the specimens with thinner buffer layer failed quickly due to high residual stress as compared to the coated materials with reasonable thickness of 200nm buffer layer. The simulation results suggested the optimized thickness of 200 nm among the prepared specimens for durable and long service.

Keywords: Thin film, buffer layer. Diamond like Carbon, Vickers indentation, Poisson's ratio, Finite element.

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Authors: Abbas Al-Refaie

Abstract:

This paper aims at improving the performance of the tableting process using statistical quality control and fuzzy goal programming. The tableting process was studied. Statistical control tools were used to characterize the existing process for three critical responses including the averages of a tablet’s weight, hardness, and thickness. At initial process factor settings, the estimated process capability index values for the tablet’s averages of weight, hardness, and thickness were 0.58, 3.36, and 0.88, respectively. The L₉ array was utilized to provide experimentation design. Fuzzy goal programming was then employed to find the combination of optimal factor settings. Optimization results showed that the process capability index values for a tablet’s averages of weight, hardness, and thickness were improved to 1.03, 4.42, and 1.42, respectively. Such improvements resulted in significant savings in quality and production costs.

Keywords: Fuzzy goal programming, control charts, process capability, tablet optimization.

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Authors: H. Shayeghi, M. Mahdavi, A. Kazemi

Abstract:

Transmission network expansion planning (TNEP) is a basic part of power system planning that determines where, when and how many new transmission lines should be added to the network. Up till now, various methods have been presented to solve the static transmission network expansion planning (STNEP) problem. But in all of these methods, transmission expansion planning considering network adequacy restriction has not been investigated. Thus, in this paper, STNEP problem is being studied considering network adequacy restriction using discrete particle swarm optimization (DPSO) algorithm. The goal of this paper is obtaining a configuration for network expansion with lowest expansion cost and a specific adequacy. The proposed idea has been tested on the Garvers network and compared with the decimal codification genetic algorithm (DCGA). The results show that the network will possess maximum efficiency economically. Also, it is shown that precision and convergence speed of the proposed DPSO based method for the solution of the STNEP problem is more than DCGA approach.

Keywords: DPSO algorithm, Adequacy restriction, STNEP.

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Authors: Thomas Fiedler, Irina V. Belova, Graeme E. Murch

Abstract:

Lattice Monte Carlo methods are an excellent choice for the simulation of non-linear thermal diffusion problems. In this paper, and for the first time, Lattice Monte Carlo analysis is performed on thermal diffusion combined with convective heat transfer. Laminar flow of water modeled as an incompressible fluid inside a copper pipe with a constant surface temperature is considered. For the simulation of thermal conduction, the temperature dependence of the thermal conductivity of the water is accounted for. Using the novel Lattice Monte Carlo approach, temperature distributions and energy fluxes are obtained.

Keywords: Coupled Analysis, Laminar Flow, Lattice MonteCarlo, Thermal Diffusion

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Authors: T. Ganesan, M. S. Aris, I. Elamvazuthi, Momen Kamal Tageldeen

Abstract:

Terms set in power purchase agreements (PPA) challenge power utility companies in balancing between the returns (from maximizing power production) and securing long term supply contracts at capped production. The production limitation set in the PPA has driven efforts to maximize profits through efficient and economic power production. In this paper, a combined industrial-scale gas turbine (GT) - absorption chiller (AC) system is considered to cool the GT air intake for reducing the plant’s heat rate (HR). This GT-AC system is optimized while considering power output limitations imposed by the PPA. In addition, the proposed formulation accounts for uncertainties in the ambient temperature using Type-2 fuzzy programming. Using the enhanced chaotic differential evolution (CEDE), the Pareto frontier was constructed and the optimization results are analyzed in detail.

Keywords: Absorption chillers, turbine inlet air cooling, power purchase agreement, multiobjective optimization, type-2 fuzzy programming, chaotic differential evolution.

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Authors: Mustafa A. Al-Refai

Abstract:

This paper investigates the energy storage  technologies that can potentially enhance the use of solar energy.  Water electrolysis systems are seen as the principal means of  producing a large amount of hydrogen in the future. Starting from the  analysis of the models of the system components, a complete  simulation model was realized in the Matlab-Simulink environment.  Results of the numerical simulations are provided. The operation of  electrolysis and photovoltaic array combination is verified at various  insulation levels. It is pointed out that solar cell arrays and  electrolysers are producing the expected results with solar energy  inputs that are continuously varying.

Keywords: Electrolyzer, Simulink, solar energy, storage system.

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Authors: Alireza Changizi, Arash Rezaei, Jamal Muhammad, Jyrki Latokartano, Minna Lanz

Abstract:

Offline programming (OLP) is a new method in robot programming which is used widely in the industry nowadays which is a simulation base method that can produce the robot codes for motion according to virtual world in the simulation software. In this project Delmia v5 is used as simulation software. First the work cell component was modelled by Catia v5 and all of them was imported to a process file in Delmia and placed roughly to form the virtual work cell. Then robot was added to the work cell from the Delmia library. Work cell was calibrated corresponding to real world work cell to have accurate code. Tool calibration is the first step of calibration scheme and then work cell equipment can be calibrated using 6 point calibration method. Finally generated code needs to be reformed to match related controller code instruction. At the last stage IO were set to accomplish robots cooperation and make their motion synchronized. The pros and cons also will be discussed to clarify the presented results show the feasibility of the method and its effect on production line efficiency. Finally the positive and negative points of the implementation will be discussed.

Keywords: Component, robotic, automated, production, offline programming, CAD.

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Authors: S. Phanyaem

Abstract:

This paper presents the confidence intervals for the effect size base on bootstrap resampling method. The meta-analytic confidence interval for effect size is proposed that are easy to compute. A Monte Carlo simulation study was conducted to compare the performance of the proposed confidence intervals with the existing confidence intervals. The best confidence interval method will have a coverage probability close to 0.95. Simulation results have shown that our proposed confidence intervals perform well in terms of coverage probability and expected length.

Keywords: Effect size, confidence interval, Bootstrap Method.

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Authors: Fahim Kahlouche, Alaoua Bouaicha, Sihem Chaîbeddra, Sid-Ali Rafa, Abdelhamid Benouali

Abstract:

A designing of a structure requires its realization on rough or sloping ground. Besides the problem of the stability of the landslide, the behavior of the foundations that are bearing the structure is influenced by the destabilizing effect of the ground’s slope. This article focuses on the analysis of the slope stability exposed to loading by introducing the different factors influencing the slope’s behavior on the one hand, and on the influence of this slope on the foundation’s behavior on the other hand. This study is about the elastoplastic modelization using FLAC 2D. This software is based on the finite difference method, which is one of the older methods of numeric resolution of differential equations system with initial and boundary conditions. It was developed for the geotechnical simulation calculation. The aim of this simulation is to demonstrate the notable effect of shear modulus « G », cohesion « C », inclination angle (edge) « β », and distance between the foundation and the head of the slope on the stability of the slope as well as the stability of the foundation. In our simulation, the slope is constituted by homogenous ground. The foundation is considered as rigid/hard; therefore, the loading is made by the application of the vertical strengths on the nodes which represent the contact between the foundation and the ground. 

Keywords: Slope, shallow foundation, numeric method, FLAC 2D.

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Authors: N. A. Zambri, A. Mohamed, H. Shareef, M. Z. C. Wanik

Abstract:

This paper presents the modeling and simulation of a hybrid proton exchange membrane fuel cell (PEMFC) with an energy storage system for use in a stand-alone distributed generation (DG) system. The simulation model consists of fuel cell DG, lead-acid battery, maximum power point tracking and power conditioning unit which is modeled in the MATLAB/Simulink platform. Poor loadfollowing characteristics and slow response to rapid load changes are some of the weaknesses of PEMFC because of the gas processing reaction and the fuel cell dynamics. To address the load-tracking issues in PEMFC, a hybrid PEMFC and battery storage system is considered and modelled. The model utilizes PEMFC as the main energy source whereas the battery functions as energy storage to compensate for the limitations of PEMFC.Simulation results are given to show the overall system performance under light and heavyloading conditions.

Keywords: Hybrid, Lead–Acid Battery, Maximum Power Point Tracking, Proton Exchange Membrane Fuel Cell.

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Authors: M. Ghanadi, M. Rezazadeh*, M. Ardeshiri, R. Gholipour Peyvandi, M. Jafarzadeh, M. Shahriari, M.Rezaei Rad, Z. Gholamzadeh

Abstract:

A 3D industrial computed tomography (CT) manufactured based on a first generation CT systems, single-source – single-detector, was evaluated. Operation accuracy assessment of the manufactured system was achieved using simulation in comparison with experimental tests. 137Cs and 60Co were used as a gamma source. Simulations were achieved using MCNP4C code. Experimental tests of 137Cs were in good agreement with the simulations

Keywords: Gamma source, Industrial CT, MCNP4C, Operation assessment

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Authors: D. Aboutaleb, B. Safi

Abstract:

In this paper, sodium borosilicates glasses were prepared by melting in air. These heat-resistant transparent glasses have subjected subsequently isothermal treatments at different times, which have transformed them at opaque glass (milky white color). Such changes indicate that these glasses showed clearly phase separation (immiscibility). The immiscibility region in a sodium borosilicate ternary system was investigated in this work, i.e. to determine the regions from which some compositions can show phase separation. For this we went through the conditions of thermodynamic equilibrium, which were translated later by mathematical equations to find an approximate solution. The latter has been translated in a simulation which was established thereafter to find the immiscibility regions in this type of special glasses.

Keywords: Sodium borosilicate, heat-resistant, isothermal treatments, immiscibility, thermodynamics four.

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Authors: H. Malachova, A. Oulehlova, D. Rezac

Abstract:

Crisis preparedness training is the best possible strategy for identifying weak points, understanding vulnerability, and finding possible strategies for mitigation of blackout consequences. Training represents an effective tool for developing abilities and skills to cope with crisis situations. This article builds on the results of the research carried out in the field of preparation, realization, process, and impacts of training on subjects of energy sector critical infrastructure as a part of crisis preparedness. The research has revealed that the subjects of energy sector critical infrastructure have not realized training and therefore are not prepared for the restoration of the energy supply and black start after blackout regardless of the fact that most subjects state blackout and subsequent black start as key dangers. Training, together with mutual communication and processed crisis documentation, represent a basis for successful solutions for dealing with emergency situations. This text presents the suggested model of SIMEX simulator as a tool which supports managing crisis situations, containing training environment. Training models, possibilities of constructive simulation making use of non-aggregated as well as aggregated entities and tools of communication channels of individual simulator nodes have been introduced by the article.

Keywords: Energetic critical infrastructure, preparedness, training, simulation.

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Authors: Rakesh Prajapati, Purvik Patel, Hardik Patel

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Productivity and quality are two important aspects that have become great concerns in today’s competitive global market. Every production/manufacturing unit mainly focuses on these areas in relation to the process, as well as the product developed. The electrical discharge machining (EDM) process, even now it is an experience process, wherein the selected parameters are still often far from the maximum, and at the same time selecting optimization parameters is costly and time consuming. Material Removal Rate (MRR) during the process has been considered as a productivity estimate with the aim to maximize it, with an intention of minimizing surface roughness taken as most important output parameter. These two opposites in nature requirements have been simultaneously satisfied by selecting an optimal process environment (optimal parameter setting). Objective function is obtained by Regression Analysis and Analysis of Variance. Then objective function is optimized using Genetic Algorithm technique. The model is shown to be effective; MRR and Surface Roughness improved using optimized machining parameters.

Keywords: Material removal rate, TWR, OC, DOE, ANOVA, MINITAB.

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Authors: Riki Mukhaiyar

Abstract:

The integration between technology of remote sensing, information from the data of digital image, and modeling technology for the simulation of water quality will provide easiness during the observation on the quality of water changes on the river surface. For example, Ciliwung River which is contaminated with non-point source pollutant from household wastes, particularly on its downstream. This fact informed that the quality of water in this river is getting worse. The land use for settlements and housing ranges between 62.84% - 81.26% on the downstream of Ciliwung River, give a significant picture in seeing factors that affected the water quality of Ciliwung River.

Keywords: Digital Image, Digitize, Landuse, Non-Point SourcePollutant, Qual2e Simulation

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Authors: K. Prajindra Sankar, S.K. Tiong, S.P. Johnny Koh

Abstract:

This paper presents a tested research concept that implements a complex evolutionary algorithm, genetic algorithm (GA), in a multi-microcontroller environment. Parallel Distributed Genetic Algorithm (PDGA) is employed in adaptive beam forming technique to reduce power usage of adaptive antenna at WCDMA base station. Adaptive antenna has dynamic beam that requires more advanced beam forming algorithm such as genetic algorithm which requires heavy computation and memory space. Microcontrollers are low resource platforms that are normally not associated with GAs, which are typically resource intensive. The aim of this project was to design a cooperative multiprocessor system by expanding the role of small scale PIC microcontrollers to optimize WCDMA base station transmitter power. Implementation results have shown that PDGA multi-microcontroller system returned optimal transmitted power compared to conventional GA.

Keywords: Microcontroller, Genetic Algorithm, Adaptiveantenna, Power optimization.

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Authors: Pedro Luis Ferrer Penalver, Edmundo da Silva Braga

Abstract:

In this paper, the performance of a simple surge protection for a direct current circuit was simulated. The protection circuit was developed from modified electric macro models of a gas discharge tube and a transient voltage suppressor diode. Moreover, a combination wave generator circuit was used as source of energy surges. The simulations showed that the circuit presented ensures immunity corresponding with test level IV of the IEC 61000-4-5:2014 international standard. The developed circuit can be modified to meet the requirements of any other equipment to be protected. Similarly, the parameters of the combination wave generator can be changed to provide different surge amplitudes.

Keywords: Combination wave generator, IEC 61000-4-5, Pspice simulation, surge protection.

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Authors: D.Venkatesan, K.Kannan, S. Raja Balachandar

Abstract:

In this paper a new Genetic Algorithm based on a heuristic operator and Centre of Mass selection operator (CMGA) is designed for the unbounded knapsack problem(UKP), which is NP-Hard combinatorial optimization problem. The proposed genetic algorithm is based on a heuristic operator, which utilizes problem specific knowledge. This center of mass operator when combined with other Genetic Operators forms a competitive algorithm to the existing ones. Computational results show that the proposed algorithm is capable of obtaining high quality solutions for problems of standard randomly generated knapsack instances. Comparative study of CMGA with simple GA in terms of results for unbounded knapsack instances of size up to 200 show the superiority of CMGA. Thus CMGA is an efficient tool of solving UKP and this algorithm is competitive with other Genetic Algorithms also.

Keywords: Genetic Algorithm, Unbounded Knapsack Problem, Combinatorial Optimization, Meta-Heuristic, Center of Mass

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Authors: Khaled M. EL-Naggar

Abstract:

Synchronizing and damping torque coefficients of a synchronous machine can give a quite clear picture for machine behavior during transients. These coefficients are used as a power system transient stability measurement. In this paper, a crow search optimization algorithm is presented and implemented to study the power system stability during transients. The algorithm makes use of the machine responses to perform the stability study in time domain. The problem is formulated as a dynamic estimation problem. An objective function that minimizes the error square in the estimated coefficients is designed. The method is tested using practical system with different study cases. Results are reported and a thorough discussion is presented. The study illustrates that the proposed method can estimate the stability coefficients for the critical stable cases where other methods may fail. The tests proved that the proposed tool is an accurate and reliable tool for estimating the machine coefficients for assessment of power system stability.

Keywords: Optimization, estimation, synchronous, machine, crow search.

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Authors: Ali M. Eltamaly, A. I. Alolah, R. Hamouda, M. Y. Abdulghany

Abstract:

In this paper a novel, simple and reliable digital firing scheme has been implemented for speed control of three-phase induction motor using ac voltage controller. The system consists of three-phase supply connected to the three-phase induction motor via three triacs and its control circuit. The ac voltage controller has three modes of operation depending on the shape of supply current. The performance of the induction motor differs in each mode where the speed is directly proportional with firing angle in two modes and inversely in the third one. So, the control system has to detect the current mode of operation to choose the correct firing angle of triacs. Three sensors are used to feed the line currents to control system to detect the mode of operation. The control strategy is implemented using a low cost Xilinx Spartan-3E field programmable gate array (FPGA) device. Three PI-controllers are designed on FPGA to control the system in the three-modes. Simulation of the system is carried out using PSIM computer program. The simulation results show stable operation for different loading conditions especially in mode 2/3. The simulation results have been compared with the experimental results from laboratory prototype.

Keywords: FPGA, Induction motor, PSIM, triac, Voltage controller.

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Authors: Thi T. Nguyen, Lee N. Gordon-Brown

Abstract:

A new deployment of the multiple criteria decision making (MCDM) techniques: the Simple Additive Weighting (SAW), and the Technique for Order Preference by Similarity to Ideal Solution (TOPSIS) for portfolio allocation, is demonstrated in this paper. Rather than exclusive reference to mean and variance as in the traditional mean-variance method, the criteria used in this demonstration are the first four moments of the portfolio distribution. Each asset is evaluated based on its marginal impacts to portfolio higher moments that are characterized by trapezoidal fuzzy numbers. Then centroid-based defuzzification is applied to convert fuzzy numbers to the crisp numbers by which SAW and TOPSIS can be deployed. Experimental results suggest the similar efficiency of these MCDM approaches to selecting dominant assets for an optimal portfolio under higher moments. The proposed approaches allow investors flexibly adjust their risk preferences regarding higher moments via different schemes adapting to various (from conservative to risky) kinds of investors. The other significant advantage is that, compared to the mean-variance analysis, the portfolio weights obtained by SAW and TOPSIS are consistently well-diversified.

Keywords: Fuzzy numbers, SAW, TOPSIS, portfolio optimization, higher moments, risk management.

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Authors: Chong Wang, Kellem M. Soares, Luis E. Kosteski

Abstract:

The problem of toughening in brittle materials reinforced by fibers is complex, involving all of the mechanical properties of fibers, matrix and the fiber/matrix interface, as well as the geometry of the fiber. Development of new numerical methods appropriate to toughening simulation and analysis is necessary. In this work, we have performed simulations and analysis of toughening in brittle matrix reinforced by randomly distributed fibers by means of the discrete elements method. At first, we put forward a mechanical model of toughening contributed by random fibers. Then with a numerical program, we investigated the stress, damage and bridging force in the composite material when a crack appeared in the brittle matrix. From the results obtained, we conclude that: (i) fibers of high strength and low elasticity modulus are beneficial to toughening; (ii) fibers of relatively high elastic modulus compared to the matrix may result in substantial matrix damage due to spalling effect; (iii) employment of high-strength synthetic fibers is a good option for toughening. We expect that the combination of the discrete element method (DEM) with the finite element method (FEM) can increase the versatility and efficiency of the software developed. The present work can guide the design of ceramic composites of high performance through the optimization of the parameters.

Keywords: Bridging stress, discrete element method, fiber reinforced composites, toughening.

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Authors: H. Ashrafi, S. Ebrahimi, H. Kamalzadeh

Abstract:

With the development of business competition, it is important for healthcare providers to improve their service qualities. In order to improve service quality of a clinic, four important dimensions are defined: tangibles, responsiveness, empathy, and reliability. Moreover, there are several service stages in hospitals such as financial screening and examination. One of the most challenging limitations for improving service quality is budget which impressively affects the service quality. In this paper, we present an approach to address budget uncertainty and provide guidelines for service resource allocation. In this paper, a service quality improvement approach is proposed which can be adopted to multistage service processes to improve service quality, while controlling the costs. A multi-objective function based on the importance of each area and dimension is defined to link operational variables to service quality dimensions. The results demonstrate that our approach is not ultra-conservative and it shows the actual condition very well. Moreover, it is shown that different strategies can affect the number of employees in different stages.

Keywords: Service quality assessment, healthcare resource allocation, robust optimization, budget uncertainty.

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