Search results for: Finite Element Models

Authors: Rodrigo Pacheco-Ruiz, Jonathan Adams, Felix Pedrotti

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This paper introduces the applicability of underwater photogrammetric survey within challenging conditions as the main tool to enhance and enrich the process of documenting archaeological excavation through the creation of 4D models. Photogrammetry was being attempted on underwater archaeological sites at least as early as the 1970s’ and today the production of traditional 3D models is becoming a common practice within the discipline. Photogrammetry underwater is more often implemented to record exposed underwater archaeological remains and less so as a dynamic interpretative tool.  Therefore, it tends to be applied in bright environments and when underwater visibility is > 1m, reducing its implementation on most submerged archaeological sites in more turbid conditions. Recent years have seen significant development of better digital photographic sensors and the improvement of optical technology, ideal for darker environments. Such developments, in tandem with powerful processing computing systems, have allowed underwater photogrammetry to be used by this research as a standard recording and interpretative tool. Using multi-source photogrammetry (5, GoPro5 Hero Black cameras) this paper presents the accumulation of daily (4D) underwater surveys carried out in the Early Bronze Age (3,300 BC) to Late Ottoman (17th Century AD) archaeological site of Ropotamo in the Bulgarian Black Sea under challenging conditions (< 0.5m visibility). It proves that underwater photogrammetry can and should be used as one of the main recording methods even in low light and poor underwater conditions as a way to better understand the complexity of the underwater archaeological record.

Keywords: 4D modelling, Black Sea, maritime archaeology, underwater photogrammetry, Bronze Age, low visibility.

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Authors: A. Amiri Delouei

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In the current study, two-dimensional unsteady heat conduction in a functionally graded cylinder is studied analytically. The temperature distribution is in radial and longitudinal directions. Heat conduction coefficients are considered a power function of radius both in radial and longitudinal directions. The proposed solution can exactly satisfy the boundary conditions. Analytical unsteady temperature distribution for different parameters of functionally graded cylinder is investigated. The achieved exact solution is useful for thermal stress analysis of functionally graded cylinders. Regarding the analytical approach, this solution can be used to understand the concepts of heat conduction in functionally graded materials.

Keywords: Functionally graded materials, unsteady heat conduction, cylinder, Temperature distribution.

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Authors: Kyoung Hoon Kim

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A thermodynamic analysis of a partial evaporating Rankine cycle with regeneration using zeotropic ammonia-water mixture as a working fluid is presented in this paper. The thermodynamic laws were applied to evaluate the system performance. Based on the thermodynamic model, the effects of the vapor quality and the ammonia mass fraction on the system performance were extensively investigated. The results showed that thermal efficiency has a peak value with respect to the vapor quality as well as the ammonia mass fraction. The partial evaporating ammonia based Rankine cycle has a potential to improve recovery of low-grade finite heat source.

Keywords: Ammonia-water, Rankine cycle, partial evaporating, thermodynamic performance.

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Authors: N. Šarlija, S. Pfeifer, M. Jeger, A. Bilandžić

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Enterprise growth is generally considered as a key driver of competitiveness, employment, economic development and social inclusion. As such, it is perceived to be a highly desirable outcome of entrepreneurship for scholars and decision makers. The huge academic debate resulted in the multitude of theoretical frameworks focused on explaining growth stages, determinants and future prospects. It has been widely accepted that enterprise growth is most likely nonlinear, temporal and related to the variety of factors which reflect the individual, firm, organizational, industry or environmental determinants of growth. However, factors that affect growth are not easily captured, instruments to measure those factors are often arbitrary, causality between variables and growth is elusive, indicating that growth is not easily modeled. Furthermore, in line with heterogeneous nature of the growth phenomenon, there is a vast number of measurement constructs assessing growth which are used interchangeably. Differences among various growth measures, at conceptual as well as at operationalization level, can hinder theory development which emphasizes the need for more empirically robust studies. In line with these highlights, the main purpose of this paper is twofold. Firstly, to compare structure and performance of three growth prediction models based on the main growth measures: Revenues, employment and assets growth. Secondly, to explore the prospects of financial indicators, set as exact, visible, standardized and accessible variables, to serve as determinants of enterprise growth. Finally, to contribute to the understanding of the implications on research results and recommendations for growth caused by different growth measures. The models include a range of financial indicators as lag determinants of the enterprises’ performances during the 2008-2013, extracted from the national register of the financial statements of SMEs in Croatia. The design and testing stage of the modeling used the logistic regression procedures. Findings confirm that growth prediction models based on different measures of growth have different set of predictors. Moreover, the relationship between particular predictors and growth measure is inconsistent, namely the same predictor positively related to one growth measure may exert negative effect on a different growth measure. Overall, financial indicators alone can serve as good proxy of growth and yield adequate predictive power of the models. The paper sheds light on both methodology and conceptual framework of enterprise growth by using a range of variables which serve as a proxy for the multitude of internal and external determinants, but are unlike them, accessible, available, exact and free of perceptual nuances in building up the model. Selection of the growth measure seems to have significant impact on the implications and recommendations related to growth. Furthermore, the paper points out to potential pitfalls of measuring and predicting growth. Overall, the results and the implications of the study are relevant for advancing academic debates on growth-related methodology, and can contribute to evidence-based decisions of policy makers.

Keywords: Growth measurement constructs, logistic regression, prediction of growth potential, small and medium-sized enterprises.

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Authors: M. Heydari, S. A. Torabi

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The problem of lot sizing, sequencing and scheduling multiple products in flow line production systems has been studied by several authors. Almost all of the researches in this area assumed that setup times and costs are sequence –independent even though sequence dependent setups are common in practice. In this paper we present a new mixed integer non linear program (MINLP) and a heuristic method to solve the problem in sequence dependent case. Furthermore, a genetic algorithm has been developed which applies this constructive heuristic to generate initial population. These two proposed solution methods are compared on randomly generated problems. Computational results show a clear superiority of our proposed GA for majority of the test problems.

Keywords: Economic lot scheduling problem, finite horizon, genetic algorithm, mixed zero-one nonlinear programming, sequence-dependent.

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Authors: R. Rajeshkannan, M. Rajasimman, N. Rajamohan

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In this study, the sorption of Malachite green (MG) on Hydrilla verticillata biomass, a submerged aquatic plant, was investigated in a batch system. The effects of operating parameters such as temperature, adsorbent dosage, contact time, adsorbent size, and agitation speed on the sorption of Malachite green were analyzed using response surface methodology (RSM). The proposed quadratic model for central composite design (CCD) fitted very well to the experimental data that it could be used to navigate the design space according to ANOVA results. The optimum sorption conditions were determined as temperature - 43.5oC, adsorbent dosage - 0.26g, contact time - 200min, adsorbent size - 0.205mm (65mesh), and agitation speed - 230rpm. The Langmuir and Freundlich isotherm models were applied to the equilibrium data. The maximum monolayer coverage capacity of Hydrilla verticillata biomass for MG was found to be 91.97 mg/g at an initial pH 8.0 indicating that the optimum sorption initial pH. The external and intra particle diffusion models were also applied to sorption data of Hydrilla verticillata biomass with MG, and it was found that both the external diffusion as well as intra particle diffusion contributes to the actual sorption process. The pseudo-second order kinetic model described the MG sorption process with a good fitting.

Keywords: Response surface methodology, Hydrilla verticillata, malachite green, adsorption, central composite design

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Authors: Cristian Păuna

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After the widespread release of electronic trading, automated trading systems have become a significant part of the business intelligence system of any modern financial investment company. An important part of the trades is made completely automatically today by computers using mathematical algorithms. The trading decisions are taken almost instantly by logical models and the orders are sent by low-latency automatic systems. This paper will present a real-time price prediction methodology designed especially for algorithmic trading. Based on the price cyclicality function, the methodology revealed will generate price cyclicality bands to predict the optimal levels for the entries and exits. In order to automate the trading decisions, the cyclicality bands will generate automated trading signals. We have found that the model can be used with good results to predict the changes in market behavior. Using these predictions, the model can automatically adapt the trading signals in real-time to maximize the trading results. The paper will reveal the methodology to optimize and implement this model in automated trading systems. After tests, it is proved that this methodology can be applied with good efficiency in different timeframes. Real trading results will be also displayed and analyzed in order to qualify the methodology and to compare it with other models. As a conclusion, it was found that the price prediction model using the price cyclicality function is a reliable trading methodology for algorithmic trading in the financial market.

Keywords: Algorithmic trading, automated trading systems, financial markets, high-frequency trading, price prediction.

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Authors: Siliang Wang, Minghui Wang

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Many exist studies always use Markov decision processes (MDPs) in modeling optimal route choice in stochastic, time-varying networks. However, taking many variable traffic data and transforming them into optimal route decision is a computational challenge by employing MDPs in real transportation networks. In this paper we model finite horizon MDPs using directed hypergraphs. It is shown that the problem of route choice in stochastic, time-varying networks can be formulated as a minimum cost hyperpath problem, and it also can be solved in linear time. We finally demonstrate the significant computational advantages of the introduced methods.

Keywords: Markov decision processes (MDPs), stochastictime-varying networks, hypergraphs, route choice.

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Authors: Md. Fazlul Karim, Esa Al-Islam

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This paper describes the development of a boundary fitted nested grid (BFNG) model to compute tsunami propagation of 2004 Indonesian tsunami in Southern Thailand coastal waters. We develop a numerical model employing the shallow water nested model and an orthogonal boundary fitted grid to investigate the tsunami impact on the Southern Thailand due to the Indonesian tsunami of 2004. Comparisons of water surface elevation obtained from numerical simulations and field measurements are made.

Keywords: Boundary-fitted nested grid model, finite difference method, Indonesian tsunami of 2004, Southern Thailand.

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Authors: Kew Lee Ming, Norhashidah Hj. Mohd. Ali

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In a previous work, we presented the numerical solution of the two dimensional second order telegraph partial differential equation discretized by the centred and rotated five-point finite difference discretizations, namely the explicit group (EG) and explicit decoupled group (EDG) iterative methods, respectively. In this paper, we utilize a domain decomposition algorithm on these group schemes to divide the tasks involved in solving the same equation. The objective of this study is to describe the development of the parallel group iterative schemes under OpenMP programming environment as a way to reduce the computational costs of the solution processes using multicore technologies. A detailed performance analysis of the parallel implementations of points and group iterative schemes will be reported and discussed.

Keywords: Telegraph equation, explicit group iterative scheme, domain decomposition algorithm, parallelization.

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Authors: V. Pizarro-Carmona, S. Castano-Solis, M. Cortés-Carmona, J. Fraile-Ardanuy, D. Jimenez-Bermejo

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The purpose of this article is to optimize the Equivalent Electric Circuit Model (EECM) of different orders to obtain greater precision in the modeling of Li-ion battery packs. Optimization includes considering circuits based on 1RC, 2RC and 3RC networks, with a dependent voltage source and a series resistor. The parameters are obtained experimentally using tests in the time domain and in the frequency domain. Due to the high non-linearity of the behavior of the battery pack, Genetic Algorithm (GA) was used to solve and optimize the parameters of each EECM considered (1RC, 2RC and 3RC). The objective of the estimation is to minimize the mean square error between the measured impedance in the real battery pack and those generated by the simulation of different proposed circuit models. The results have been verified by comparing the Nyquist graphs of the estimation of the complex impedance of the pack. As a result of the optimization, the 2RC and 3RC circuit alternatives are considered as viable to represent the battery behavior. These battery pack models are experimentally validated using a hardware-in-the-loop (HIL) simulation platform that reproduces the well-known New York City cycle (NYCC) and Federal Test Procedure (FTP) driving cycles for electric vehicles. The results show that using GA optimization allows obtaining EECs with 2RC or 3RC networks, with high precision to represent the dynamic behavior of a battery pack in vehicular applications.

Keywords: Li-ion battery packs modeling optimized, EECM, GA, electric vehicle applications.

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Authors: M. Mahdi, N. Shariatmadari

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Since, both the relative position of tunnels and the construction procedure affect the soil movement and internal forces in the lining, it is of major concern to study the influence of these factors on the tunnel design. Construction procedures of tunnels have considerable effects on the magnitude of surface movements and lining stresses. This paper describes numerical analysis of construction procedure of a three adjacent shallow tunnels at high groundwater levels using the commercial finite difference software (FLAC-3D). The aim of this study is to determinate the most suitable construction procedure for the three tunnels and the optimum excavation step in Tehran Metro tunnels in order to optimize the surface settlements and lining stresses.

Keywords: Shallow tunnel, multiple tunnels, construction procedure, surface movement, numerical modeling.

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Authors: Guilherme B. B. Vieira, Rafael M. da Silva, Eliana T. P. Senna, Luiz A. S. Senna, Francisco J. Kliemann Neto

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Given the importance of ports as links in the global supply chains and because they are key elements to induce competitiveness in their hinterlands, the number of studies devoted to port governance, management and operations has increased in the last decades. Some of these studies address the port governance model as an element to improve coordination among the actors of the portlogistics chain and to generate a better port performance. In this context, the present study analyzes the governance of Port of Santos through individual interviews with port managers, based on a conceptual model that considers the key dimensions associated with port governance. The results reinforce the usefulness of the applied model and highlight some existing improvement opportunities in the port studied.

Keywords: Port Governance, Model, Port of Santos, Managers’ Perception.

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Authors: Roberto Iglesias, Theocharis Kyriacou, Ulrich Nehmzow, Steve Billings

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Fundamental sensor-motor couplings form the backbone of most mobile robot control tasks, and often need to be implemented fast, efficiently and nevertheless reliably. Machine learning techniques are therefore often used to obtain the desired sensor-motor competences. In this paper we present an alternative to established machine learning methods such as artificial neural networks, that is very fast, easy to implement, and has the distinct advantage that it generates transparent, analysable sensor-motor couplings: system identification through nonlinear polynomial mapping. This work, which is part of the RobotMODIC project at the universities of Essex and Sheffield, aims to develop a theoretical understanding of the interaction between the robot and its environment. One of the purposes of this research is to enable the principled design of robot control programs. As a first step towards this aim we model the behaviour of the robot, as this emerges from its interaction with the environment, with the NARMAX modelling method (Nonlinear, Auto-Regressive, Moving Average models with eXogenous inputs). This method produces explicit polynomial functions that can be subsequently analysed using established mathematical methods. In this paper we demonstrate the fidelity of the obtained NARMAX models in the challenging task of robot route learning; we present a set of experiments in which a Magellan Pro mobile robot was taught to follow four different routes, always using the same mechanism to obtain the required control law.

Keywords: Mobile robotics, system identification, non-linear modelling, NARMAX.

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Authors: Parvinder S. Sandhu, Sandeep Khimta, Kiranpreet Kaur

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The prediction of Software quality during development life cycle of software project helps the development organization to make efficient use of available resource to produce the product of highest quality. “Whether a module is faulty or not" approach can be used to predict quality of a software module. There are numbers of software quality prediction models described in the literature based upon genetic algorithms, artificial neural network and other data mining algorithms. One of the promising aspects for quality prediction is based on clustering techniques. Most quality prediction models that are based on clustering techniques make use of K-means, Mixture-of-Guassians, Self-Organizing Map, Neural Gas and fuzzy K-means algorithm for prediction. In all these techniques a predefined structure is required that is number of neurons or clusters should be known before we start clustering process. But in case of Growing Neural Gas there is no need of predetermining the quantity of neurons and the topology of the structure to be used and it starts with a minimal neurons structure that is incremented during training until it reaches a maximum number user defined limits for clusters. Hence, in this work we have used Growing Neural Gas as underlying cluster algorithm that produces the initial set of labeled cluster from training data set and thereafter this set of clusters is used to predict the quality of test data set of software modules. The best testing results shows 80% accuracy in evaluating the quality of software modules. Hence, the proposed technique can be used by programmers in evaluating the quality of modules during software development.

Keywords: Growing Neural Gas, data clustering, fault prediction.

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Authors: Laila Yasir Al-Harthy, Ali H. Al-Badi

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As an emerging business model, cloud computing has been initiated to satisfy the need of organizations and to push Information Technology as a utility. The shift to the cloud has changed the way Information Technology departments are managed traditionally and has raised many concerns for both, public and private sectors.

The purpose of this study is to investigate the possibility of cloud computing services replacing services provided traditionally by IT departments. Therefore, it aims to 1) explore whether organizations in Oman are ready to move to the cloud; 2) identify the deciding factors leading to the adoption or rejection of cloud computing services in Oman; and 3) provide two case studies, one for a successful Cloud provider and another for a successful adopter.

This paper is based on multiple research methods including conducting a set of interviews with cloud service providers and current cloud users in Oman; and collecting data using questionnaires from experts in the field and potential users of cloud services.

Despite the limitation of bandwidth capacity and Internet coverage offered in Oman that create a challenge in adopting the cloud, it was found that many information technology professionals are encouraged to move to the cloud while few are resistant to change.

The recent launch of a new Omani cloud service provider and the entrance of other international cloud service providers in the Omani market make this research extremely valuable as it aims to provide real-life experience as well as two case studies on the successful provision of cloud services and the successful adoption of these services.

Keywords: Cloud computing, cloud deployment models, cloud service models and deciding factors.

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Authors: Noorfakhriah Yaakub, Madzlan Napiah

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Public bus service plays a significant role in our society as people movers and to facilitate travels within towns and districts. The quality of service of public bus is always being regarded as poor, or rather, underestimated as second class means of transportation. Reliability of service, or the ability to deliver service as planned, is one key element in perceiving the quality of bus service and the punctuality index is one of the performance parameters in determining the service reliability. This study concentrates on evaluating the reliability performance of bus operation using punctuality index assessment. A week data for each of six city bus routes is recorded using the on-board methodology to calculate the punctuality index for city bus service in Kota Bharu. The results revealed that the punctuality index for the whole city bus network is 94.25% (LOS B).

Keywords: Punctuality Index, Reliability Performance, Service Performance.

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Authors: Mohamad K. Hasan, Hameed Al-Qaheri

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Optimization plays an important role in most real world applications that support decision makers to take the right decision regarding the strategic directions and operations of the system they manage. Solutions for traffic management and traffic congestion problems are considered major problems that most decision making authorities for cities around the world are looking for. This review paper gives a full description of the traffic problem as part of the transportation planning process and present a view as a framework of urban transportation system analysis where the core of the system is a transportation network equilibrium model that is based on optimization techniques and that can also be used for evaluating an alternative solution or a combination of alternative solutions for the traffic congestion. Different transportation network equilibrium models are reviewed from the sequential approach to the multiclass combining trip generation, trip distribution, modal split, trip assignment and departure time model. A GIS-Based intelligent decision support system framework for urban transportation system analysis is suggested for implementation where the selection of optimized alternative solutions, single or packages, will be based on an intelligent agent rather than human being which would lead to reduction in time, cost and the elimination of the difficulty, by human being, for finding the best solution to the traffic congestion problem.

Keywords: Multiclass simultaneous transportation equilibrium models, transportation planning, urban transportation systems analysis, intelligent decision support system.

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Authors: M. N. Moschakis, I. G. Andritsos, V. V. Dafopoulos, J. M. Prousalidis, E. S. Karapidakis

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This paper deals with the evaluation of different detection strategies used in power electronic devices as a critical element for an effective mitigation of voltage disturbances. The effectiveness of those detection schemes in the mitigation of disturbances such as voltage sags by a Solid-State Transfer Switch is evaluated through simulations. All critical parameters affecting their performance is analytically described and presented. Moreover, the effect of fast detection of sags on the overall performance of STS is analyzed and investigated.

Keywords: Faults (short-circuits), industrial engineering, power electronics, power quality, static transfer switch, voltage sags (or dips).

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Authors: M.Imanova, G.Mehdiyeva, V.Ibrahimov

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Solution of some practical problems is reduced to the solution of the integro-differential equations. But for the numerical solution of such equations basically quadrature methods or its combination with multistep or one-step methods are used. The quadrature methods basically is applied to calculation of the integral participating in right hand side of integro-differential equations. As this integral is of Volterra type, it is obvious that at replacement with its integrated sum the upper limit of the sum depends on a current point in which values of the integral are defined. Thus we receive the integrated sum with variable boundary, to work with is hardly. Therefore multistep method with the constant coefficients, which is free from noted lack and gives the way for finding it-s coefficients is present.

Keywords: Volterra integro-differential equations, multistepmethods, finite-difference methods, initial value problem

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Authors: K. T. Huynh, I. Gibson, W. F. Lu, B. N. Jagdish

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In this paper, the construction of a detailed spine model is presented using the LifeMOD Biomechanics Modeler. The detailed spine model is obtained by refining spine segments in cervical, thoracic and lumbar regions into individual vertebra segments, using bushing elements representing the intervertebral discs, and building various ligamentous soft tissues between vertebrae. In the sagittal plane of the spine, constant force will be applied from the posterior to anterior during simulation to determine dynamic characteristics of the spine. The force magnitude is gradually increased in subsequent simulations. Based on these recorded dynamic properties, graphs of displacement-force relationships will be established in terms of polynomial functions by using the least-squares method and imported into a haptic integrated graphic environment. A thoracolumbar spine model with complex geometry of vertebrae, which is digitized from a resin spine prototype, will be utilized in this environment. By using the haptic technique, surgeons can touch as well as apply forces to the spine model through haptic devices to observe the locomotion of the spine which is computed from the displacement-force relationship graphs. This current study provides a preliminary picture of our ongoing work towards building and simulating bio-fidelity scoliotic spine models in a haptic integrated graphic environment whose dynamic properties are obtained from LifeMOD. These models can be helpful for surgeons to examine kinematic behaviors of scoliotic spines and to propose possible surgical plans before spine correction operations.

Keywords: Haptic interface, LifeMOD, spine modeling.

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Authors: Binyamin Yusoff, Imran Taib, Lazim Abdullah, Abd Fatah Wahab

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Intuitionistic fuzzy sets as proposed by Atanassov, have gained much attention from past and latter researchers for applications in various fields. Similarity measures between intuitionistic fuzzy sets were developed afterwards. However, it does not cater the conflicting behavior of each element evaluated. We therefore made some modification to the similarity measure of IFS by considering conflicting concept to the model. In this paper, we concentrate on Zhang and Fu-s similarity measures for IFSs and some examples are given to validate these similarity measures. A simple modification to Zhang and Fu-s similarity measures of IFSs was proposed to find the best result according to the use of degree of indeterminacy. Finally, we mark up with the application to real decision making problems.

Keywords: Intuitionistic fuzzy sets, similarity measures, multicriteriadecision making.

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Authors: Xin-Yu Shih, Yue-Qu Liu, Hong-Ru Chou

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This paper presents a low-area and fully-reconfigurable Fast Fourier Transform (FFT) hardware design for 3GPP-LTE communication standard. It can fully support 32 different FFT sizes, up to 2048 FFT points. Besides, a special processing element is developed for making reconfigurable computing characteristics possible, while first-in first-out (FIFO) scheduling scheme design technique is proposed for hardware-friendly FIFO resource arranging. In a synthesis chip realization via TSMC 40 nm CMOS technology, the hardware circuit only occupies core area of 0.2325 mm² and dissipates 233.5 mW at maximal operating frequency of 250 MHz.

Keywords: Reconfigurable, fast Fourier transform, single-path delay feedback, 3GPP-LTE.

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Authors: Reza Mohammadi, Mahdieh Sahebi

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We develop a method based on polynomial quintic spline for numerical solution of fourth-order non-homogeneous parabolic partial differential equation with variable coefficient. By using polynomial quintic spline in off-step points in space and finite difference in time directions, we obtained two three level implicit methods. Stability analysis of the presented method has been carried out. We solve four test problems numerically to validate the derived method. Numerical comparison with other methods shows the superiority of presented scheme.

Keywords: Fourth-order parabolic equation, variable coefficient, polynomial quintic spline, off-step points, stability analysis.

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Authors: Boon Yih Mah

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Web-based Cognitive Writing Instruction (WeCWI) is a hybrid e-framework for the development of a web-based instruction (WBI), which contributes towards instructional design and language development. WeCWI divides its contribution in instructional design into macro and micro perspectives. In macro perspective, being a 21st century educator by disseminating knowledge and sharing ideas with the in-class and global learners is initiated. By leveraging the virtue of technology, WeCWI aims to transform an educator into an aggregator, curator, publisher, social networker and ultimately, a web-based instructor. Since the most notable contribution of integrating technology is being a tool of teaching as well as a stimulus for learning, WeCWI focuses on the use of contemporary web tools based on the multiple roles played by the 21st century educator. The micro perspective in instructional design draws attention to the pedagogical approaches focusing on three main aspects: reading, discussion, and writing. With the effective use of pedagogical approaches through free reading and enterprises, technology adds new dimensions and expands the boundaries of learning capacity. Lastly, WeCWI also imparts the fundamental theories and models for web-based instructors’ awareness such as interactionist theory, cognitive information processing (CIP) theory, computer-mediated communication (CMC), e-learning interactionalbased model, inquiry models, sensory mind model, and leaning styles model.

Keywords: WeCWI, instructional discovery, technological discovery, pedagogical discovery, theoretical discovery.

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Authors: Soma Roychowdhury

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This paper deals with a periodic-review substitutable inventory system for a finite and an infinite number of periods. Here an upward substitution structure, a substitution of a more costly item by a less costly one, is assumed, with two products. At the beginning of each period, a stochastic demand comes for the first item only, which is quality-wise better and hence costlier. Whenever an arriving demand finds zero inventory of this product, a fraction of unsatisfied customers goes for its substitutable second item. An optimal ordering policy has been derived for each period. The results are illustrated with numerical examples. A sensitivity analysis has been done to examine how sensitive the optimal solution and the maximum profit are to the values of the discount factor, when there is a large number of periods.

Keywords: Multi-period model, inventory, random demand, upward substitution.

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Authors: J. P. Panda, K. Sasmal, H. V. Warrior

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Eddy viscosity models in turbulence modeling can be mainly classified as linear and nonlinear models. Linear formulations are simple and require less computational resources but have the disadvantage that they cannot predict actual flow pattern in complex geophysical flows where streamline curvature and swirling motion are predominant. A constitutive equation of Reynolds stress anisotropy is adopted for the formulation of eddy viscosity including all the possible higher order terms quadratic in the mean velocity gradients, and a simplified model is developed for actual oceanic flows where only the vertical velocity gradients are important. The new model is incorporated into the one dimensional General Ocean Turbulence Model (GOTM). Two realistic oceanic test cases (OWS Papa and FLEX' 76) have been investigated. The new model predictions match well with the observational data and are better in comparison to the predictions of the two equation k-epsilon model. The proposed model can be easily incorporated in the three dimensional Princeton Ocean Model (POM) to simulate a wide range of oceanic processes. Practically, this model can be implemented in the coastal regions where trasverse shear induces higher vorticity, and for prediction of flow in estuaries and lakes, where depth is comparatively less. The model predictions of marine turbulence and other related data (e.g. Sea surface temperature, Surface heat flux and vertical temperature profile) can be utilized in short term ocean and climate forecasting and warning systems.

Keywords: Eddy viscosity, turbulence modeling, GOTM, CFD.

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Authors: G. L. C. Yap

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Modelling realized volatility with high-frequency returns is popular as it is an unbiased and efficient estimator of return volatility. A computationally simple model is fitting the logarithms of the realized volatilities with a fractionally integrated long-memory Gaussian process. The Gaussianity assumption simplifies the parameter estimation using the Whittle approximation. Nonetheless, this assumption may not be met in the finite samples and there may be a need to normalize the financial series. Based on the empirical indices S&P500 and DAX, this paper examines the performance of the linear volatility model pre-treated with normalization compared to its existing counterpart. The empirical results show that by including normalization as a pre-treatment procedure, the forecast performance outperforms the existing model in terms of statistical and economic evaluations.

Keywords: Long-memory, Gaussian process, Whittle estimator, normalization, volatility, value-at-risk.

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Authors: Feng-Yi Huang, Yuan-Jye Tseng

Abstract:

In the traditional concept of product life cycle management, the activities of design, manufacturing, and assembly are performed in a sequential way. The drawback is that the considerations in design may contradict the considerations in manufacturing and assembly. The different designs of components can lead to different assembly sequences. Therefore, in some cases, a good design may result in a high cost in the downstream assembly activities. In this research, an integrated design evaluation and assembly sequence planning model is presented. Given a product requirement, there may be several design alternative cases to design the components for the same product. If a different design case is selected, the assembly sequence for constructing the product can be different. In this paper, first, the designed components are represented by using graph based models. The graph based models are transformed to assembly precedence constraints and assembly costs. A particle swarm optimization (PSO) approach is presented by encoding a particle using a position matrix defined by the design cases and the assembly sequences. The PSO algorithm simultaneously performs design evaluation and assembly sequence planning with an objective of minimizing the total assembly costs. As a result, the design cases and the assembly sequences can both be optimized. The main contribution lies in the new concept of integrated design evaluation and assembly sequence planning model and the new PSO solution method. The test results show that the presented method is feasible and efficient for solving the integrated design evaluation and assembly planning problem. In this paper, an example product is tested and illustrated.

Keywords: assembly sequence planning, design evaluation, design for assembly, particle swarm optimization

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Authors: X. Z. Gao, S. J. Ovaska, X. Wang

Abstract:

Prediction of sinusoidal signals with time-varying frequencies has been an important research topic in power electronics systems. To solve this problem, we propose a new fuzzy predictive filtering scheme, which is based on a Finite Impulse Response (FIR) filter bank. Fuzzy logic is introduced here to provide appropriate interpolation of individual filter outputs. Therefore, instead of regular 'hard' switching, our method has the advantageous 'soft' switching among different filters. Simulation comparisons between the fuzzy predictive filtering and conventional filter bank-based approach are made to demonstrate that the new scheme can achieve an enhanced prediction performance for slowly changing sinusoidal input signals.

Keywords: Predictive filtering, fuzzy logic, sinusoidal signals, time-varying frequencies.

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