Stochastic Inventory with/without Service Time, Reneging and Retrial of Customers

This thesis Entitled Stochastic modelling and analysis.This thesis is divided into six chapters including this introductory chapter. In second chapter, we consider an (s,S) inventory model with service, reneging of customers and finite shortage of items.In the third chapter, we consider an (s,S) inventoiy system with retrial of customers. Arrival of customers forms a Poisson process with rate. When the inventory level depletes to s due to demands, an order for replenishment is placed.In Chapter 4, we analyze and compare three (s,S) inventory systems with positive service time and retrial of customers. In all these systems, arrivals of customers form a Poisson process and service times are exponentially distributed. In chapter 5, we analyze and compare three production inventory systems with positive service time and retrial of customers. In all these systems, arrivals of customers form a Poisson process and service times are exponentially distributed.In chapter 6, we consider a PH /PH /l inventory model with reneging of customers and finite shortage of items.

Algorithmic statistical analysis of electrophysiological data for the investigation of structure-activity relationship in single neurons

We are developing computational tools supporting the detailed analysis of the dependence of neural electrophysiological response on dendritic morphology. We approach this problem by combining simulations of faithful models of neurons (experimental real life morphological data with known models of channel kinetics) with algorithmic extraction of morphological and physiological parameters and statistical analysis. In this paper, we present the novel method for an automatic recognition of spike trains in voltage traces, which eliminates the need for human intervention. This enables classification of waveforms with consistent criteria across all the analyzed traces and so it amounts to reduction of the noise in the data. This method allows for an automatic extraction of relevant physiological parameters necessary for further statistical analysis. In order to illustrate the usefulness of this procedure to analyze voltage traces, we characterized the influence of the somatic current injection level on several electrophysiological parameters in a set of modeled neurons. This application suggests that such an algorithmic processing of physiological data extracts parameters in a suitable form for further investigation of structure-activity relationship in single neurons.

An algorithmic approach to estimating the minimal number of periodic points for smooth self-maps of simply-connected manifolds

For a given self-map f of M, a closed smooth connected and simply-connected manifold of dimension m ≥ 4, we provide an algorithm for estimating the values of the topological invariant Dm r [f], which equals the minimal number of r-periodic points in the smooth homotopy class of f. Our results are based on the combinatorial scheme for computing Dm r [f] introduced by G. Graff and J. Jezierski [J. Fixed Point Theory Appl. 13 (2013), 63–84]. An open-source implementation of the algorithm programmed in C++ is publicly available at http://www.pawelpilarczyk.com/combtop/.

Multilevel converter modulation: implementation and analysis

Multilevel converters provide an attractive solution to bring the benefits of speed-controlled rotational movement to high-power applications. Therefore, multilevel inverters have attracted wide interest in both the academic community and in the industry for the past two decades. In this doctoral thesis, modulation methods suitable especially for series connected H-bridge multilevel inverters are discussed. A concept of duty cycle modulation is presented and its modification is proposed. These methods are compared with other well-known modulation schemes, such as space-vector pulse width modulation and carrier-based modulation schemes. The advantage of the modified duty-cycle modulation is its algorithmic simplicity. A similar mathematical formulation for the original duty cycle modulation is proposed. The modified duty cycle modulation is shown to produce well-formed phase-to-neutral voltages that have lower total harmonic distortion than the space-vector pulse width modulation and the duty cycle modulation. The space-vector-based solution and the duty cycle modulation, on the other hand, result in a better-quality line-to-line voltage and current waveform. The voltage of the DC links in the modules of the series-connected H-bridge inverter are shown to fluctuate while they are under load. The fluctuation causes inaccuracies in the voltage production, which may result in a failure of the flux estimator in the controller. An extension for upper-level modulation schemes, which changes the switching instants of the inverter so that the output voltage meets the reference voltage accurately regardless of the DC link voltages, is proposed. The method is shown to reduce the error to a very low level when a sufficient switching frequency is used. An appropriate way to organize the switching instants of the multilevel inverter is to make only one-level steps at a time. This causes restrictions on the dynamical features of the modulation schemes. The produced voltage vector cannot be rotated several tens of degrees in a single switching period without violating the above-mentioned one-level-step rule. The dynamical capabilities of multilevel inverters are analyzed in this doctoral thesis, and it is shown that the multilevel inverters are capable of operating even in dynamically demanding metal industry applications. In addition to the discussion on modulation schemes, an overvoltage in multilevel converter drives caused by cable reflection is addressed. The voltage reflection phenomenon in drives with long feeder cables causes premature insulation deterioration and also affects the commonmode voltage, which is one of the main reasons for bearing currents. Bearing currents, on the other hand, cause fluting in the bearings, which results in premature bearing failure. The reflection phenomenon is traditionally prevented by filtering, but in this thesis, a modulationbased filterless method to mitigate the overvoltage in multilevel drives is proposed. Moreover, the mitigation method can be implemented as an extension for upper-level modulation schemes. The method exploits the oscillations caused by two consecutive voltage edges so that the sum of the oscillations results in a mitigated peak of the overvoltage. The applicability of the method is verified by simulations together with experiments with a full-scale prototype.

Algorithmic Techniques in Gene Expression Processing. From Imputation to Visualization

The amount of biological data has grown exponentially in recent decades. Modern biotechnologies, such as microarrays and next-generation sequencing, are capable to produce massive amounts of biomedical data in a single experiment. As the amount of the data is rapidly growing there is an urgent need for reliable computational methods for analyzing and visualizing it. This thesis addresses this need by studying how to efficiently and reliably analyze and visualize high-dimensional data, especially that obtained from gene expression microarray experiments. First, we will study the ways to improve the quality of microarray data by replacing (imputing) the missing data entries with the estimated values for these entries. Missing value imputation is a method which is commonly used to make the original incomplete data complete, thus making it easier to be analyzed with statistical and computational methods. Our novel approach was to use curated external biological information as a guide for the missing value imputation. Secondly, we studied the effect of missing value imputation on the downstream data analysis methods like clustering. We compared multiple recent imputation algorithms against 8 publicly available microarray data sets. It was observed that the missing value imputation indeed is a rational way to improve the quality of biological data. The research revealed differences between the clustering results obtained with different imputation methods. On most data sets, the simple and fast k-NN imputation was good enough, but there were also needs for more advanced imputation methods, such as Bayesian Principal Component Algorithm (BPCA). Finally, we studied the visualization of biological network data. Biological interaction networks are examples of the outcome of multiple biological experiments such as using the gene microarray techniques. Such networks are typically very large and highly connected, thus there is a need for fast algorithms for producing visually pleasant layouts. A computationally efficient way to produce layouts of large biological interaction networks was developed. The algorithm uses multilevel optimization within the regular force directed graph layout algorithm.

Analysis and Optimization of Machining Process Using Evolutionary Algorithms

To ensure quality of machined products at minimum machining costs and maximum machining effectiveness, it is very important to select optimum parameters when metal cutting machine tools are employed. Traditionally, the experience of the operator plays a major role in the selection of optimum metal cutting conditions. However, attaining optimum values each time by even a skilled operator is difficult. The non-linear nature of the machining process has compelled engineers to search for more effective methods to attain optimization. The design objective preceding most engineering design activities is simply to minimize the cost of production or to maximize the production efficiency. The main aim of research work reported here is to build robust optimization algorithms by exploiting ideas that nature has to offer from its backyard and using it to solve real world optimization problems in manufacturing processes.In this thesis, after conducting an exhaustive literature review, several optimization techniques used in various manufacturing processes have been identified. The selection of optimal cutting parameters, like depth of cut, feed and speed is a very important issue for every machining process. Experiments have been designed using Taguchi technique and dry turning of SS420 has been performed on Kirlosker turn master 35 lathe. Analysis using S/N and ANOVA were performed to find the optimum level and percentage of contribution of each parameter. By using S/N analysis the optimum machining parameters from the experimentation is obtained.Optimization algorithms begin with one or more design solutions supplied by the user and then iteratively check new design solutions, relative search spaces in order to achieve the true optimum solution. A mathematical model has been developed using response surface analysis for surface roughness and the model was validated using published results from literature.Methodologies in optimization such as Simulated annealing (SA), Particle Swarm Optimization (PSO), Conventional Genetic Algorithm (CGA) and Improved Genetic Algorithm (IGA) are applied to optimize machining parameters while dry turning of SS420 material. All the above algorithms were tested for their efficiency, robustness and accuracy and observe how they often outperform conventional optimization method applied to difficult real world problems. The SA, PSO, CGA and IGA codes were developed using MATLAB. For each evolutionary algorithmic method, optimum cutting conditions are provided to achieve better surface finish.The computational results using SA clearly demonstrated that the proposed solution procedure is quite capable in solving such complicated problems effectively and efficiently. Particle Swarm Optimization (PSO) is a relatively recent heuristic search method whose mechanics are inspired by the swarming or collaborative behavior of biological populations. From the results it has been observed that PSO provides better results and also more computationally efficient.Based on the results obtained using CGA and IGA for the optimization of machining process, the proposed IGA provides better results than the conventional GA. The improved genetic algorithm incorporating a stochastic crossover technique and an artificial initial population scheme is developed to provide a faster search mechanism. Finally, a comparison among these algorithms were made for the specific example of dry turning of SS 420 material and arriving at optimum machining parameters of feed, cutting speed, depth of cut and tool nose radius for minimum surface roughness as the criterion. To summarize, the research work fills in conspicuous gaps between research prototypes and industry requirements, by simulating evolutionary procedures seen in nature that optimize its own systems.

Semi-algebraic methods for symbolic analysis of complex reaction networks

The identification of chemical mechanism that can exhibit oscillatory phenomena in reaction networks are currently of intense interest. In particular, the parametric question of the existence of Hopf bifurcations has gained increasing popularity due to its relation to the oscillatory behavior around the fixed points. However, the detection of oscillations in high-dimensional systems and systems with constraints by the available symbolic methods has proven to be difficult. The development of new efficient methods are therefore required to tackle the complexity caused by the high-dimensionality and non-linearity of these systems. In this thesis, we mainly present efficient algorithmic methods to detect Hopf bifurcation fixed points in (bio)-chemical reaction networks with symbolic rate constants, thereby yielding information about their oscillatory behavior of the networks. The methods use the representations of the systems on convex coordinates that arise from stoichiometric network analysis. One of the methods called HoCoQ reduces the problem of determining the existence of Hopf bifurcation fixed points to a first-order formula over the ordered field of the reals that can then be solved using computational-logic packages. The second method called HoCaT uses ideas from tropical geometry to formulate a more efficient method that is incomplete in theory but worked very well for the attempted high-dimensional models involving more than 20 chemical species. The instability of reaction networks may lead to the oscillatory behaviour. Therefore, we investigate some criterions for their stability using convex coordinates and quantifier elimination techniques. We also study Muldowney's extension of the classical Bendixson-Dulac criterion for excluding periodic orbits to higher dimensions for polynomial vector fields and we discuss the use of simple conservation constraints and the use of parametric constraints for describing simple convex polytopes on which periodic orbits can be excluded by Muldowney's criteria. All developed algorithms have been integrated into a common software framework called PoCaB (platform to explore bio- chemical reaction networks by algebraic methods) allowing for automated computation workflows from the problem descriptions. PoCaB also contains a database for the algebraic entities computed from the models of chemical reaction networks.

Combinatorial-topological framework for the analysis of global dynamics

We discuss an algorithmic framework based on efficient graph algorithms and algebraic-topological computational tools. The framework is aimed at automatic computation of a database of global dynamics of a given m-parameter semidynamical system with discrete time on a bounded subset of the n-dimensional phase space. We introduce the mathematical background, which is based upon Conley's topological approach to dynamics, describe the algorithms for the analysis of the dynamics using rectangular grids both in phase space and parameter space, and show two sample applications. (C) 2012 American Institute of Physics. [http://dx.doi.org/10.1063/1.4767672]

SNA--a toolbox for the stoichiometric analysis of metabolic networks

BACKGROUND: Despite recent algorithmic and conceptual progress, the stoichiometric network analysis of large metabolic models remains a computationally challenging problem. RESULTS: SNA is a interactive, high performance toolbox for analysing the possible steady state behaviour of metabolic networks by computing the generating and elementary vectors of their flux and conversions cones. It also supports analysing the steady states by linear programming. The toolbox is implemented mainly in Mathematica and returns numerically exact results. It is available under an open source license from: http://bioinformatics.org/project/?group_id=546. CONCLUSION: Thanks to its performance and modular design, SNA is demonstrably useful in analysing genome scale metabolic networks. Further, the integration into Mathematica provides a very flexible environment for the subsequent analysis and interpretation of the results.

Improved static analysis and verification of energy consumption and other resources via abstract interpretation

Resource analysis aims at inferring the cost of executing programs for any possible input, in terms of a given resource, such as the traditional execution steps, time ormemory, and, more recently energy consumption or user defined resources (e.g., number of bits sent over a socket, number of database accesses, number of calls to particular procedures, etc.). This is performed statically, i.e., without actually running the programs. Resource usage information is useful for a variety of optimization and verification applications, as well as for guiding software design. For example, programmers can use such information to choose different algorithmic solutions to a problem; program transformation systems can use cost information to choose between alternative transformations; parallelizing compilers can use cost estimates for granularity control, which tries to balance the overheads of task creation and manipulation against the benefits of parallelization. In this thesis we have significatively improved an existing prototype implementation for resource usage analysis based on abstract interpretation, addressing a number of relevant challenges and overcoming many limitations it presented. The goal of that prototype was to show the viability of casting the resource analysis as an abstract domain, and howit could overcome important limitations of the state-of-the-art resource usage analysis tools. For this purpose, it was implemented as an abstract domain in the abstract interpretation framework of the CiaoPP system, PLAI.We have improved both the design and implementation of the prototype, for eventually allowing an evolution of the tool to the industrial application level. The abstract operations of such tool heavily depend on the setting up and finding closed-form solutions of recurrence relations representing the resource usage behavior of program components and the whole program as well. While there exist many tools, such as Computer Algebra Systems (CAS) and libraries able to find closed-form solutions for some types of recurrences, none of them alone is able to handle all the types of recurrences arising during program analysis. In addition, there are some types of recurrences that cannot be solved by any existing tool. This clearly constitutes a bottleneck for this kind of resource usage analysis. Thus, one of the major challenges we have addressed in this thesis is the design and development of a novel modular framework for solving recurrence relations, able to combine and take advantage of the results of existing solvers. Additionally, we have developed and integrated into our novel solver a technique for finding upper-bound closed-form solutions of a special class of recurrence relations that arise during the analysis of programs with accumulating parameters. Finally, we have integrated the improved resource analysis into the CiaoPP general framework for resource usage verification, and specialized the framework for verifying energy consumption specifications of embedded imperative programs in a real application, showing the usefulness and practicality of the resulting tool.---ABSTRACT---El Análisis de recursos tiene como objetivo inferir el coste de la ejecución de programas para cualquier entrada posible, en términos de algún recurso determinado, como pasos de ejecución, tiempo o memoria, y, más recientemente, el consumo de energía o recursos definidos por el usuario (por ejemplo, número de bits enviados a través de un socket, el número de accesos a una base de datos, cantidad de llamadas a determinados procedimientos, etc.). Ello se realiza estáticamente, es decir, sin necesidad de ejecutar los programas. La información sobre el uso de recursos resulta muy útil para una gran variedad de aplicaciones de optimización y verificación de programas, así como para asistir en el diseño de los mismos. Por ejemplo, los programadores pueden utilizar dicha información para elegir diferentes soluciones algorítmicas a un problema; los sistemas de transformación de programas pueden utilizar la información de coste para elegir entre transformaciones alternativas; los compiladores paralelizantes pueden utilizar las estimaciones de coste para realizar control de granularidad, el cual trata de equilibrar el coste debido a la creación y gestión de tareas, con los beneficios de la paralelización. En esta tesis hemos mejorado de manera significativa la implementación de un prototipo existente para el análisis del uso de recursos basado en interpretación abstracta, abordando diversos desafíos relevantes y superando numerosas limitaciones que éste presentaba. El objetivo de dicho prototipo era mostrar la viabilidad de definir el análisis de recursos como un dominio abstracto, y cómo se podían superar las limitaciones de otras herramientas similares que constituyen el estado del arte. Para ello, se implementó como un dominio abstracto en el marco de interpretación abstracta presente en el sistema CiaoPP, PLAI. Hemos mejorado tanto el diseño como la implementación del mencionado prototipo para posibilitar su evolución hacia una herramienta utilizable en el ámbito industrial. Las operaciones abstractas de dicha herramienta dependen en gran medida de la generación, y posterior búsqueda de soluciones en forma cerrada, de relaciones recurrentes, las cuales modelizan el comportamiento, respecto al consumo de recursos, de los componentes del programa y del programa completo. Si bien existen actualmente muchas herramientas capaces de encontrar soluciones en forma cerrada para ciertos tipos de recurrencias, tales como Sistemas de Computación Algebraicos (CAS) y librerías de programación, ninguna de dichas herramientas es capaz de tratar, por sí sola, todos los tipos de recurrencias que surgen durante el análisis de recursos. Existen incluso recurrencias que no las puede resolver ninguna herramienta actual. Esto constituye claramente un cuello de botella para este tipo de análisis del uso de recursos. Por lo tanto, uno de los principales desafíos que hemos abordado en esta tesis es el diseño y desarrollo de un novedoso marco modular para la resolución de relaciones recurrentes, combinando y aprovechando los resultados de resolutores existentes. Además de ello, hemos desarrollado e integrado en nuestro nuevo resolutor una técnica para la obtención de cotas superiores en forma cerrada de una clase característica de relaciones recurrentes que surgen durante el análisis de programas lógicos con parámetros de acumulación. Finalmente, hemos integrado el nuevo análisis de recursos con el marco general para verificación de recursos de CiaoPP, y hemos instanciado dicho marco para la verificación de especificaciones sobre el consumo de energía de programas imperativas embarcados, mostrando la viabilidad y utilidad de la herramienta resultante en una aplicación real.

Predicting class I major histocompatibility complex (MHC) binders using multivariate statistics:comparison of discriminant analysis and multiple linear regression

The accurate in silico identification of T-cell epitopes is a critical step in the development of peptide-based vaccines, reagents, and diagnostics. It has a direct impact on the success of subsequent experimental work. Epitopes arise as a consequence of complex proteolytic processing within the cell. Prior to being recognized by T cells, an epitope is presented on the cell surface as a complex with a major histocompatibility complex (MHC) protein. A prerequisite therefore for T-cell recognition is that an epitope is also a good MHC binder. Thus, T-cell epitope prediction overlaps strongly with the prediction of MHC binding. In the present study, we compare discriminant analysis and multiple linear regression as algorithmic engines for the definition of quantitative matrices for binding affinity prediction. We apply these methods to peptides which bind the well-studied human MHC allele HLA-A*0201. A matrix which results from combining results of the two methods proved powerfully predictive under cross-validation. The new matrix was also tested on an external set of 160 binders to HLA-A*0201; it was able to recognize 135 (84%) of them.

Algorithmic Minimization of Non-zero Entries in 0,1-Matrices

In this paper we present algorithms which work on pairs of 0,1- matrices which multiply again a matrix of zero and one entries. When applied over a pair, the algorithms change the number of non-zero entries present in the matrices, meanwhile their product remains unchanged. We establish the conditions under which the number of 1s decreases. We recursively define as well pairs of matrices which product is a specific matrix and such that by applying on them these algorithms, we minimize the total number of non-zero entries present in both matrices. These matrices may be interpreted as solutions for a well known information retrieval problem, and in this case the number of 1 entries represent the complexity of the retrieve and information update operations.

Data Flow Analysis and the Linear Programming Model

* The research is supported partly by INTAS: 04-77-7173 project, http://www.intas.be

An Algorithmic Solution for Management of Related Text Objects with Application in Phytopharmacy

This paper presents an algorithmic solution for management of related text objects, in which are integrated algorithms for their extraction from paper or electronic format, for their storage and processing in a relational database. The developed algorithms for data extraction and data analysis enable one to find specific features and relations between the text objects from the database. The algorithmic solution is applied to data from the field of phytopharmacy in Bulgaria. It can be used as a tool and methodology for other subject areas where there are complex relationships between text objects.

Algorithmic business and EU law on fair trading

This thesis studies how commercial practice is developing with artificial intelligence (AI) technologies and discusses some normative concepts in EU consumer law. The author analyses the phenomenon of 'algorithmic business', which defines the increasing use of data-driven AI in marketing organisations for the optimisation of a range of consumer-related tasks. The phenomenon is orienting business-consumer relations towards some general trends that influence power and behaviors of consumers. These developments are not taking place in a legal vacuum, but against the background of a normative system aimed at maintaining fairness and balance in market transactions. The author assesses current developments in commercial practices in the context of EU consumer law, which is specifically aimed at regulating commercial practices. The analysis is critical by design and without neglecting concrete practices tries to look at the big picture. The thesis consists of nine chapters divided in three thematic parts. The first part discusses the deployment of AI in marketing organisations, a brief history, the technical foundations, and their modes of integration in business organisations. In the second part, a selected number of socio-technical developments in commercial practice are analysed. The following are addressed: the monitoring and analysis of consumers’ behaviour based on data; the personalisation of commercial offers and customer experience; the use of information on consumers’ psychology and emotions, the mediation through marketing conversational applications. The third part assesses these developments in the context of EU consumer law and of the broader policy debate concerning consumer protection in the algorithmic society. In particular, two normative concepts underlying the EU fairness standard are analysed: manipulation, as a substantive regulatory standard that limits commercial behaviours in order to protect consumers’ informed and free choices and vulnerability, as a concept of social policy that portrays people who are more exposed to marketing practices.