4 resultados para stochastic programming

em CORA - Cork Open Research Archive - University College Cork - Ireland


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The last 30 years have seen Fuzzy Logic (FL) emerging as a method either complementing or challenging stochastic methods as the traditional method of modelling uncertainty. But the circumstances under which FL or stochastic methods should be used are shrouded in disagreement, because the areas of application of statistical and FL methods are overlapping with differences in opinion as to when which method should be used. Lacking are practically relevant case studies comparing these two methods. This work compares stochastic and FL methods for the assessment of spare capacity on the example of pharmaceutical high purity water (HPW) utility systems. The goal of this study was to find the most appropriate method modelling uncertainty in industrial scale HPW systems. The results provide evidence which suggests that stochastic methods are superior to the methods of FL in simulating uncertainty in chemical plant utilities including HPW systems in typical cases whereby extreme events, for example peaks in demand, or day-to-day variation rather than average values are of interest. The average production output or other statistical measures may, for instance, be of interest in the assessment of workshops. Furthermore the results indicate that the stochastic model should be used only if found necessary by a deterministic simulation. Consequently, this thesis concludes that either deterministic or stochastic methods should be used to simulate uncertainty in chemical plant utility systems and by extension some process system because extreme events or the modelling of day-to-day variation are important in capacity extension projects. Other reasons supporting the suggestion that stochastic HPW models are preferred to FL HPW models include: 1. The computer code for stochastic models is typically less complex than a FL models, thus reducing code maintenance and validation issues. 2. In many respects FL models are similar to deterministic models. Thus the need for a FL model over a deterministic model is questionable in the case of industrial scale HPW systems as presented here (as well as other similar systems) since the latter requires simpler models. 3. A FL model may be difficult to "sell" to an end-user as its results represent "approximate reasoning" a definition of which is, however, lacking. 4. Stochastic models may be applied with some relatively minor modifications on other systems, whereas FL models may not. For instance, the stochastic HPW system could be used to model municipal drinking water systems, whereas the FL HPW model should or could not be used on such systems. This is because the FL and stochastic model philosophies of a HPW system are fundamentally different. The stochastic model sees schedule and volume uncertainties as random phenomena described by statistical distributions based on either estimated or historical data. The FL model, on the other hand, simulates schedule uncertainties based on estimated operator behaviour e.g. tiredness of the operators and their working schedule. But in a municipal drinking water distribution system the notion of "operator" breaks down. 5. Stochastic methods can account for uncertainties that are difficult to model with FL. The FL HPW system model does not account for dispensed volume uncertainty, as there appears to be no reasonable method to account for it with FL whereas the stochastic model includes volume uncertainty.

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Many deterministic models with hysteresis have been developed in the areas of economics, finance, terrestrial hydrology and biology. These models lack any stochastic element which can often have a strong effect in these areas. In this work stochastically driven closed loop systems with hysteresis type memory are studied. This type of system is presented as a possible stochastic counterpart to deterministic models in the areas of economics, finance, terrestrial hydrology and biology. Some price dynamics models are presented as a motivation for the development of this type of model. Numerical schemes for solving this class of stochastic differential equation are developed in order to examine the prototype models presented. As a means of further testing the developed numerical schemes, numerical examination is made of the behaviour near equilibrium of coupled ordinary differential equations where the time derivative of the Preisach operator is included in one of the equations. A model of two phenotype bacteria is also presented. This model is examined to explore memory effects and related hysteresis effects in the area of biology. The memory effects found in this model are similar to that found in the non-ideal relay. This non-ideal relay type behaviour is used to model a colony of bacteria with multiple switching thresholds. This model contains a Preisach type memory with a variable Preisach weight function. Shown numerically for this multi-threshold model is a pattern formation for the distribution of the phenotypes among the available thresholds.

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This portfolio consists of 15 original musical works. Taking the form of electronic and acousmatic music, multimedia, and scores, these chamber works serve as a result of experimentation and improvisation with individually built computer interfaces. The accompanying commentary provides discourse on the conceptual practice of these interfaces becoming a compositional entity that present a multi-interpretative opportunity to explore, engage, and personalise. Following this, the commentary examines the path of creative decisions and musical choices that formed both these interfaces and the resulting musical and visual works. This portfolio is accompanied by interfaces used, transcoded interfacing behavioural information, and documented improvisational findings.

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This work considers the static calculation of a program’s average-case time. The number of systems that currently tackle this research problem is quite small due to the difficulties inherent in average-case analysis. While each of these systems make a pertinent contribution, and are individually discussed in this work, only one of them forms the basis of this research. That particular system is known as MOQA. The MOQA system consists of the MOQA language and the MOQA static analysis tool. Its technique for statically determining average-case behaviour centres on maintaining strict control over both the data structure type and the labeling distribution. This research develops and evaluates the MOQA language implementation, and adds to the functions already available in this language. Furthermore, the theory that backs MOQA is generalised and the range of data structures for which the MOQA static analysis tool can determine average-case behaviour is increased. Also, some of the MOQA applications and extensions suggested in other works are logically examined here. For example, the accuracy of classifying the MOQA language as reversible is investigated, along with the feasibility of incorporating duplicate labels into the MOQA theory. Finally, the analyses that take place during the course of this research reveal some of the MOQA strengths and weaknesses. This thesis aims to be pragmatic when evaluating the current MOQA theory, the advancements set forth in the following work and the benefits of MOQA when compared to similar systems. Succinctly, this work’s significant expansion of the MOQA theory is accompanied by a realistic assessment of MOQA’s accomplishments and a serious deliberation of the opportunities available to MOQA in the future.