Search results for: dynamic stochastic general equilibrium

Authors: M. Sangeetha, A. Sabari, K. Elakkiya

Abstract:

Recent advancement in wireless internetworking has presented a number of dynamic routing protocols based on sensor networks. At present, a number of revisions are made based on their energy efficiency, lifetime and mobility. However, to the best of our knowledge no extensive survey of this special type has been prepared. At present, review is needed in this area where cluster-based structures for dynamic wireless networks are to be discussed. In this paper, we examine and compare several aspects and characteristics of some extensively explored hierarchical dynamic clustering protocols in wireless sensor networks. This document also presents a discussion on the future research topics and the challenges of dynamic hierarchical clustering in wireless sensor networks.

Keywords: Dynamic cluster, Hierarchical clustering, Wireless sensor networks.

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Authors: Davod Khojasteh Salkuyeh

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An important task in solving second order linear ordinary differential equations by the finite difference is to choose a suitable stepsize h. In this paper, by using the stochastic arithmetic, the CESTAC method and the CADNA library we present a procedure to estimate the optimal stepsize hopt, the stepsize which minimizes the global error consisting of truncation and round-off error.

Keywords: Ordinary differential equations, optimal stepsize, error, stochastic arithmetic, CESTAC, CADNA.

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Authors: Masood Uzzafer

Abstract:

A dynamic software risk assessment model is presented. Analogies between dynamic financial analysis and software risk assessment models are established and based on these analogies it suggested that dynamic risk model for software projects is the way to move forward for the risk assessment of software project. It is shown how software risk assessment change during different phases of a software project and hence requires a dynamic risk assessment model to capture these variations. Further evolution of dynamic financial analysis models is discussed and mapped to the evolution of software risk assessment models.

Keywords: Software Risk Assessment, Software ProjectManagement, Software Cost, Dynamic Modeling.

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Authors: Mohammad Mahdi Paydar, Armin Cheraghalipour, Mostafa Hajiaghaei-Keshteli

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Nowadays, in advanced countries, agriculture as one of the most significant sectors of the economy, plays an important role in its political and economic independence. Due to farmers' lack of information about products' demand and lack of proper planning for harvest time, annually the considerable amount of products is corrupted. Besides, in this paper, we attempt to improve these unfavorable conditions via designing an effective supply chain network that tries to minimize total costs of agricultural products along with minimizing shortage in demand points. To validate the proposed model, a stochastic optimization approach by using a branch and bound solver of the LINGO software is utilized. Furthermore, to accumulate the data of parameters, a case study in Mazandaran province placed in the north of Iran has been applied. Finally, using ɛ-constraint approach, a Pareto front is obtained and one of its Pareto solutions as best solution is selected. Then, related results of this solution are explained. Finally, conclusions and suggestions for the future research are presented.

Keywords: Perishable products, stochastic optimization, agricultural supply chain, ɛ-constraint.

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Authors: Seema Kapoor, Sushil K. Kansal, Baljinder K. Gill, Aarti Sharma, Swati Arora

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Isobaric vapor-liquid equilibrium measurements are reported for the binary mixtures of Mesitylene + 1-Heptanol and Mesitylene + 1-Octanol at 97.3 kPa. The measurements have been performed using a vapor recirculating type (modified Othmer's) equilibrium still. Both the mixtures show positive deviation from ideality. The Mesitylene + 1-Heptanol mixture forms an azeotrope whereas Mesitylene + 1- Octanol form a non – azeotropic mixture. The activity coefficients have been calculated taking into consideration the vapor phase nonideality. The data satisfy the thermodynamic consistency tests of Herington, and Hirata. The activity coefficients have been satisfactorily correlated by means of the Margules, Redlich-Kister, Wilson, Black, and NRTL equations. The activity coefficient values have also been obtained by UNIFAC method.

Keywords: Binary mixture, Mesitylene, Vapor-liquid equilibrium, 1-Heptanol, 1-Octanol.

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Authors: Mattheos K. Protopapas, Elias B. Kosmatopoulos

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An iterative algorithm is proposed and tested in Cournot Game models, which is based on the convergence of sequential best responses and the utilization of a genetic algorithm for determining each player-s best response to a given strategy profile of its opponents. An extra outer loop is used, to address the problem of finite accuracy, which is inherent in genetic algorithms, since the set of feasible values in such an algorithm is finite. The algorithm is tested in five Cournot models, three of which have convergent best replies sequence, one with divergent sequential best replies and one with “local NE traps"[14], where classical local search algorithms fail to identify the Nash Equilibrium. After a series of simulations, we conclude that the algorithm proposed converges to the Nash Equilibrium, with any level of accuracy needed, in all but the case where the sequential best replies process diverges.

Keywords: Best response, Cournot oligopoly, genetic algorithms, Nash equilibrium.

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Authors: R. Masarova, M. Juhas, B. Juhasova, Z. Sutova

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In dynamic system theory a mathematical model is often used to describe their properties. In order to find a transfer matrix of a dynamic system we need to calculate an inverse matrix. The paper contains the fusion of the classical theory and the procedures used in the theory of automated control for calculating the inverse matrix. The final part of the paper models the given problem by the Matlab.

Keywords: Dynamic system, transfer matrix, inverse matrix, modeling.

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Authors: Widi Astuti, Rizki Agus Hermawan, Hariono Mukti, Nurul Retno Sugiyono

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The removal of lead ion (Pb²⁺) from aqueous solution by activated carbon with phosphoric acid activation employing mangrove propagule as precursor was investigated in a batch adsorption system. Batch studies were carried out to address various experimental parameters including pH and contact time. The Langmuir and Freundlich models were able to describe the adsorption equilibrium, while the pseudo first order and pseudo second order models were used to describe kinetic process of Pb²⁺ adsorption. The results show that the adsorption data are seen in accordance with Langmuir isotherm model and pseudo-second order kinetic model.

Keywords: Activated carbon, adsorption, equilibrium, kinetic, Pb2+, mangrove propagule.

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Authors: Zdravka Aljinović, Branka Marasović, Blanka Škrabić

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The paper provides a discussion of the most relevant aspects of yield curve modeling. Two classes of models are considered: stochastic and parsimonious function based, through the approaches developed by Vasicek (1977) and Nelson and Siegel (1987). Yield curve estimates for Croatia are presented and their dynamics analyzed and finally, a comparative analysis of models is conducted.

Keywords: the term structure of interest rates, Vasicek model, Nelson-Siegel model, Croatian Government market.

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Authors: Pavla Ruzickova, Petr Teply

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There are many debates now regarding undervalued and overvalued currencies currently traded on the world financial market. This paper contributes to these debates from a theoretical point of view. We present the three most commonly used methods of estimating the equilibrium real effective exchange rate (REER): macroeconomic balance approach, external sustainability approach and equilibrium real effective exchange rate approach in the reduced form. Moreover, we discuss key concepts of the calculation of the real exchange rate (RER) based on applied explanatory variables: nominal exchange rates, terms of trade and tradable and non-tradable goods. Last but not least, we discuss the three main driving forces behind real exchange rates movements which include terms of trade, relative productivity growth and the interest rate differential.

Keywords: real exchange rate, real effective exchange rate, foreign exchange, terms of trade

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Authors: S. V. Yendiyarov

Abstract:

Pattern discovery from time series is of fundamental importance. Particularly, when information about the structure of a pattern is not complete, an algorithm to discover specific patterns or shapes automatically from the time series data is necessary. The dynamic time warping is a technique that allows local flexibility in aligning time series. Because of this, it is widely used in many fields such as science, medicine, industry, finance and others. However, a major problem of the dynamic time warping is that it is not able to work with structural changes of a pattern. This problem arises when the structure is influenced by noise, which is a common thing in practice for almost every application. This paper addresses this problem by means of developing a novel technique called adaptive dynamic time warping.

Keywords: Pattern recognition, optimal control, quadratic programming, dynamic programming, dynamic time warping, sintering control.

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Authors: Nisha Budhwar, Sunita Daniel

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In this paper, we analyse the stability of the SEIR model of malaria with infective immigrants which was recently formulated by the authors. The model consists of an SEIR model for the human population and SI Model for the mosquitoes. Susceptible humans become infected after they are bitten by infectious mosquitoes and move on to the Exposed, Infected and Recovered classes respectively. The susceptible mosquito becomes infected after biting an infected person and remains infected till death. We calculate the reproduction number R0 using the next generation method and then discuss about the stability of the equilibrium points. We use the Lyapunov function to show the global stability of the equilibrium points.

Keywords: Susceptible, exposed, infective, recovered, infective immigrants, reproduction number, Lyapunov function, equilibrium points, global stability.

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Authors: Kamaljit Kaur, Kirti Minhas, Neha Mehan, Namita Kakkar

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Software complexity metrics are used to predict critical information about reliability and maintainability of software systems. Object oriented software development requires a different approach to software complexity metrics. Object Oriented Software Metrics can be broadly classified into static and dynamic metrics. Static Metrics give information at the code level whereas dynamic metrics provide information on the actual runtime. In this paper we will discuss the various complexity metrics, and the comparison between static and dynamic complexity.

Keywords: Static Complexity, Dynamic Complexity, Halstead Metric, Mc Cabe's Metric.

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Authors: Walid S. Abd El-hamid, Sherif S. El-etriby, Mohiy M. Hadhoud

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This paper presents a new methodology to select test cases from regression test suites. The selection strategy is based on analyzing the dynamic behavior of the applications that written in any programming language. Methods based on dynamic analysis are more safe and efficient. We design a technique that combine the code based technique and model based technique, to allow comparing the object oriented of an application that written in any programming language. We have developed a prototype tool that detect changes and select test cases from test suite.

Keywords: Regression testing, Model based testing, Dynamicbehavior.

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Authors: Boy Arief Fachri

Abstract:

Even its content is rich in antioxidants ϒ-oryzanol, rice bran is not used properly as functional food. This research aims to (1) extract ϒ-oryzanol; (2) determine the solubility of ϒ-oryzanol in supercritical CO₂ based on phase equilibrium theory; and (3) study the effect of process variables on solubility. Extraction experiments were carried out for rice bran (5 g) at various extraction pressures, temperatures and reaction times. The flowrate of supercritical fluid through the extraction vessel was 25 g/min. The extracts were collected and analysed with high-pressure liquid chromatography (HPLC). The conclusion based on the experiments are as: (1) The highest experimental solubility was 0.303 mcg/mL RBO at T= 60°C, P= 90 atm, t= 30 min; (2) Solubility of ϒ-oryzanol was influenced by pressure and temperature. As the pressure and temperature increase, the solubility increases; (3) The solubility data of supercritical extraction can be successfully determined using phase equilibrium theory. Meanwhile, tocopherol was found and slightly investigated in this work.

Keywords: Rice bran, solubility, supercritical CO2, ϒ-orizanol.

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Authors: Christopher Reichstein, Ralf-Christian Härting, Martina Häußler

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With a continuously increasing speed of information exchange on the World Wide Web, retailers in the E-Commerce sector are faced with immense possibilities regarding different online purchase processes like dynamic price settings. By use of Dynamic Pricing, retailers are able to set short time price changes in order to optimize producer surplus. The empirical research illustrates the basics of Dynamic Pricing and identifies six influencing factors of Dynamic Pricing. The results of a structural equation modeling approach show five main drivers increasing the potential of dynamic price settings in the E-Commerce. Influencing factors are the knowledge of customers’ individual willingness to pay, rising sales, the possibility of customization, the data volume and the information about competitors’ pricing strategy.

Keywords: E-commerce, empirical research, experts, Dynamic Pricing (DP), influencing factors, potentials.

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Authors: Jeongim Kang, Moon Hee Kim, Seong Baeg Kim

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This paper proposes a novel e-learning model that is  based on a dynamic formative evaluation. On evaluating the existing  format of e-learning, conditions regarding repetitive learning to  achieve mastery, causes issues for learners to lose tension and become  neglectful of learning. The dynamic formative evaluation proposed is  able to supplement limitation of the existing approaches. Since a  repetitive learning method does not provide a perfect feedback, this  paper puts an emphasis on the dynamic formative evaluation that is  able to maximize learning achievement. Through the dynamic  formative evaluation, the instructor is able to refer to the evaluation  result when making an estimation about the learner. To show the flow  chart of learning, based on the dynamic formative evaluation, the  model proves its effectiveness and validity.

 

Keywords: Online learning, dynamic formative evaluation, mastery learning, repetitive learning method, learning achievement.

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Authors: S. Madhavi, K. Baala Srinivas, G. Bharath, R. K. Indhuja, M. Kowser Chandini

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Game theory is the study of how people interact and make decisions to handle competitive situations. It has mainly been developed to study decision making in complex situations. Humans routinely alter their behaviour in response to changes in their social and physical environment. As a consequence, the outcomes of decisions that depend on the behaviour of multiple decision makers are difficult to predict and require highly adaptive decision-making strategies. In addition to the decision makers may have preferences regarding consequences to other individuals and choose their actions to improve or reduce the well-being of others. Nash equilibrium is a fundamental concept in the theory of games and the most widely used method of predicting the outcome of a strategic interaction in the social sciences. A Nash Equilibrium exists when there is no unilateral profitable deviation from any of the players involved. On the other hand, no player in the game would take a different action as long as every other player remains the same.

Keywords: Game Theory, Nash Equilibrium, Rules of Dominance.

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Authors: Mohammed A. Hajeeh

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This paper examines the behavior of a system, which upon failure is either replaced with certain probability p or imperfectly repaired with probability q. The system is analyzed using Kolmogorov's forward equations method; the analytical expression for the steady state availability is derived as an indicator of the system’s performance. It is found that the analysis becomes more complex as the number of imperfect repairs increases. It is also observed that the availability increases as the number of states and replacement probability increases. Using such an approach in more complex configurations and in dynamic systems is cumbersome; therefore, it is advisable to resort to simulation or heuristics. In this paper, an example is provided for demonstration.

Keywords: Repairable models, imperfect, availability, exponential distribution.

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Authors: Hassan Manouzi

Abstract:

We present in this paper a useful strategy to solve stochastic partial differential equations (SPDEs) involving stochastic coefficients. Using the Wick-product of higher order and the Wiener-Itˆo chaos expansion, the SPDEs is reformulated as a large system of deterministic partial differential equations. To reduce the computational complexity of this system, we shall use a decomposition-coordination method. To obtain the chaos coefficients in the corresponding deterministic equations, we use a least square formulation. Once this approximation is performed, the statistics of the numerical solution can be easily evaluated.

Keywords: Least squares, Wick product, SPDEs, finite element, Wiener chaos expansion, gradient method.

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Authors: Yu-Cheng Lin

Abstract:

Construction project control attempts to obtain real-time information and effectively enhance dynamic control and management via information sharing and analysis among project participants to eliminate construction conflicts and project delays. However, survey results for Taiwan indicate that construction commercial project management software is not widely accepted for subcontractors and suppliers. To solve the project communications problems among participants, this study presents a novel system called the Construction Dynamic Teams Communication Management (Con-DTCM) system for small-to-medium sized subcontractors and suppliers in Taiwanese Construction industry, and demonstrates that the Con-DTCM system responds to the most recent project information efficiently and enhances management of project teams (general contractor, suppliers and subcontractors) through web-based environment. Web-based technology effectively enhances information sharing during construction project management, and generates cost savings via the Internet. The main unique characteristic of the proposed Con-DTCM system is extremely user friendly and easily design compared with current commercial project management applications. The Con-DTCM system is applied to a case study of construction of a building project in Taiwan to confirm the proposed methodology and demonstrate the effectiveness of information sharing during the construction phase. The advantages of the Con-DTCM system are in improving project control and management efficiency for general contractors, and in providing dynamic project tracking and management, which enables subcontractors and suppliers to acquire the most recent project-related information. Furthermore, this study presents and implements a generic system architecture.

Keywords: Construction project management, Information System, Portal, Web, Small-to-medium enterprises.

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Authors: Chenxue Yang, Mao Ye, Zijian Liu, Tao Li, Jiao Bao

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Non-negative matrix factorization (NMF) is a useful computational method to find basis information of multivariate nonnegative data. A popular approach to solve the NMF problem is the multiplicative update (MU) algorithm. But, it has some defects. So the columnwisely alternating gradient (cAG) algorithm was proposed. In this paper, we analyze convergence of the cAG algorithm and show advantages over the MU algorithm. The stability of the equilibrium point is used to prove the convergence of the cAG algorithm. A classic model is used to obtain the equilibrium point and the invariant sets are constructed to guarantee the integrity of the stability. Finally, the convergence conditions of the cAG algorithm are obtained, which help reducing the evaluation time and is confirmed in the experiments. By using the same method, the MU algorithm has zero divisor and is convergent at zero has been verified. In addition, the convergence conditions of the MU algorithm at zero are similar to that of the cAG algorithm at non-zero. However, it is meaningless to discuss the convergence at zero, which is not always the result that we want for NMF. Thus, we theoretically illustrate the advantages of the cAG algorithm.

Keywords: Non-negative matrix factorizations, convergence, cAG algorithm, equilibrium point, stability.

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Authors: Shobha Sharma, Amita Dev

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Data driven dynamic logic is the high speed dynamic circuit with low area. The clock of the dynamic circuit is removed and data drives the circuit instead of clock for precharging purpose. This data driven dynamic nand gate is given static forward substrate biasing of Vsupply/2 as well as the substrate bias is connected to the input data, resulting in dynamic substrate bias. The dynamic substrate bias gives the shortest propagation delay with a penalty on the power dissipation. Propagation delay is reduced by 77.8% compared to the normal reverse substrate bias Data driven dynamic nand. Also dynamic substrate biased D3nand’s propagation delay is reduced by 31.26% compared to data driven dynamic nand gate with static forward substrate biasing of Vdd/2. This data driven dynamic nand gate with dynamic body biasing gives us the highest speed with no area penalty and finds its applications where power penalty is acceptable. Also combination of Dynamic and static Forward body bias can be used with reduced propagation delay compared to static forward biased circuit and with comparable increase in an average power. The simulations were done on hspice simulator with 22nm High-k metal gate strained Si technology HP models of Arizona State University, USA.

Keywords: Data driven nand gate, dynamic substrate biasing, nand gate, static substrate biasing.

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Authors: Mahesh K. Chudasama, Harit K. Raval

Abstract:

3-roller conical bending process is widely used in the industries for manufacturing of conical sections and shells. It involves static as well dynamic bending stages. Analytical models for prediction of bending force during static as well as dynamic bending stage are available in the literature. In this paper bending forces required for static bending stage and dynamic bending stages have been compared using the analytical models. It is concluded that force required for dynamic bending is very less as compared to the bending force required during the static bending stage.

Keywords: Analytical modeling, cone frustum, dynamic bending, static bending.

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Authors: Dae-Hee Son, Sang-Hee Kang, Soon-Ryul Nam

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In this paper, we develop a dynamic modeling of wind farms in the Jeju power system. The dynamic model of wind farms is developed to study their dynamic effects on the Jeju power system. PSS/E is used to develop the dynamic model of a wind farm composed of 1.5-MW doubly fed induction generators. The output of a wind farm is regulated based on pitch angle control, in which the two controllable parameters are speed and power references. The simulation results confirm that the pitch angle is successfully controlled, regardless of the variation in wind speed and output regulation.

Keywords: Dynamic model, Jeju power system, pitch angle control, PSS/E, wind farm.

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Authors: Jihad S. Daba (Jean-Pierre Dubois), Philip Jreije

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Speckled images arise when coherent microwave, optical, and acoustic imaging techniques are used to image an object, surface or scene. Examples of coherent imaging systems include synthetic aperture radar, laser imaging systems, imaging sonar systems, and medical ultrasound systems. Speckle noise is a form of object or target induced noise that results when the surface of the object is Rayleigh rough compared to the wavelength of the illuminating radiation. Detection and estimation in images corrupted by speckle noise is complicated by the nature of the noise and is not as straightforward as detection and estimation in additive noise. In this work, we derive stochastic models for speckle noise, with an emphasis on speckle as it arises in medical ultrasound images. The motivation for this work is the problem of segmentation and tissue classification using ultrasound imaging. Modeling of speckle in this context involves partially developed speckle model where an underlying Poisson point process modulates a Gram-Charlier series of Laguerre weighted exponential functions, resulting in a doubly stochastic filtered Poisson point process. The statistical distribution of partially developed speckle is derived in a closed canonical form. It is observed that as the mean number of scatterers in a resolution cell is increased, the probability density function approaches an exponential distribution. This is consistent with fully developed speckle noise as demonstrated by the Central Limit theorem.

Keywords: Doubly stochastic filtered process, Poisson point process, segmentation, speckle, ultrasound

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Authors: Chengli Liu, C. K. M. Lee

Abstract:

The tradition competitive newsvendor game assumes decision makers are rational. However, there are behavioral biases when people make decisions, such as loss aversion, mental accounting and overconfidence. Overestimation of a subject’s own performance is one type of overconfidence. The objective of this research is to analyze the impact of the overestimated demand in the newsvendor competitive game with two players. This study builds a competitive newsvendor game model where newsvendors have private information of their demands, which is overestimated. At the same time, demands of each newsvendor forecasted by a third party institution are available. This research shows that the overestimation leads to demand steal effect, which reduces the competitor’s order quantity. However, the overall supply of the product increases due to overestimation. This study illustrates the boundary condition for the overestimated newsvendor to have the equilibrium order drop due to the demand steal effect from the other newsvendor. A newsvendor who has higher critical fractile will see its equilibrium order decrease with the drop of estimation level from the other newsvendor.

Keywords: Bias, competitive newsvendor, Nash equilibrium, overestimation.

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Authors: H. C. Chinwenyi, H. D. Ibrahim, J. O. Adekunle

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The incubation period is defined as the time from infection with a microorganism to development of symptoms. In this research, two disease models: one with incubation period and another without incubation period were studied. The study involves the use of a  mathematical model with a single incubation period. The test for the existence and stability of the disease free and the endemic equilibrium states for both models were carried out. The fourth order Runge-Kutta method was used to solve both models numerically. Finally, a computer program in MATLAB was developed to run the numerical experiments. From the results, we are able to show that the endemic equilibrium state of the model with incubation period is locally asymptotically stable whereas the endemic equilibrium state of the model without incubation period is unstable under certain conditions on the given model parameters. It was also established that the disease free equilibrium states of the model with and without incubation period are locally asymptotically stable. Furthermore, results from numerical experiments using empirical data obtained from Nigeria Centre for Disease Control (NCDC) showed that the overall population of the infected people for the model with incubation period is higher than that without incubation period. We also established from the results obtained that as the transmission rate from susceptible to infected population increases, the peak values of the infected population for the model with incubation period decrease and are always less than those for the model without incubation period.

Keywords: Asymptotic stability, incubation period, Routh-Hurwitz criterion, Runge Kutta method.

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Authors: Yongyoon Suh, Chulhyun Kim, Moon-soo Kim

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As the trend of manufacturing is being dominated depending on services, products and processes are more and more related with sophisticated services. Thus, this research starts with the discussion about integration of the product, process, and service in the innovation process. In particular, this paper sets out some foundations for a theory of service innovation in the field of manufacturing, and proposes the dynamic model of service innovation related to product and process. Two dynamic models of service innovation are suggested to investigate major tendencies and dynamic variations during the innovation cycle: co-innovation and sequential innovation. To structure dynamic models of product, process, and service innovation, the innovation stages in which two models are mainly achieved are identified. The research would encourage manufacturers to formulate strategy and planning for service development with product and process.

Keywords: dynamic model, service innovation, service innovation models, innovation cycle, manufacturing industry.

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Authors: Shu-Hui Jan, Hui-Ping Tserng, Shih-Ping Ho

Abstract:

Construction project control attempts to obtain real-time as-built schedule information and to eliminate project delays by effectively enhancing dynamic schedule control and management. Suitable platforms for enhancing an as-built schedule visually during the construction phase are necessary and important for general contractors. As the application of building information modeling (BIM) becomes more common, schedule management integrated with the BIM approach becomes essential to enhance visual construction management implementation for the general contractor during the construction phase. To enhance visualization of the updated as-built schedule for the general contractor, this study presents a novel system called the Construction BIM-assisted Schedule Management (ConBIM-SM) system for general contractors in Taiwan. The primary purpose of this study is to develop a web ConBIM-SM system for the general contractor to enhance visual as-built schedule information sharing and efficiency in tracking construction as-built schedule. Finally, the ConBIM-SM system is applied to a case study of a commerce building project in Taiwan to verify its efficacy and demonstrate its effectiveness during the construction phase. The advantages of the ConBIM-SM system lie in improved project control and management efficiency for general contractors, and in providing BIM-assisted as-built schedule tracking and management, to access the most current as-built schedule information through a web browser. The case study results show that the ConBIM-SM system is an effective visual as-built schedule management platform integrated with the BIM approach for general contractors in a construction project.

Keywords: BIM, Building information modeling, construction schedule management, as-built schedule management, BIM schedule updating mechanism.

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