A stochastic spatially structured epidemic model with diffusive processes

We developed a stochastic lattice model to describe the vector-borne disease (like yellow fever or dengue). The model is spatially structured and its dynamical rules take into account the diffusion of vectors. We consider a bipartite lattice, forming a sub-lattice of human and another occupied by mosquitoes. At each site of lattice we associate a stochastic variable that describes the occupation and the health state of a single individual (mosquito or human). The process of disease transmission in the human population follows a similar dynamic of the Susceptible-Infected-Recovered model (SIR), while the disease transmission in the mosquito population has an analogous dynamic of the Susceptible-Infected-Susceptible model (SIS) with mosquitos diffusion. The occurrence of an epidemic is directly related to the conditional probability of occurrence of infected mosquitoes (human) in the presence of susceptible human (mosquitoes) on neighborhood. The probability of diffusion of mosquitoes can facilitate the formation of pairs Susceptible-Infected enabling an increase in the size of the epidemic. Using an asynchronous dynamic update, we study the disease transmission in a population initially formed by susceptible individuals due to the introduction of a single mosquito (human) infected. We find that this model exhibits a continuous phase transition related to the existence or non-existence of an epidemic. By means of mean field approximations and Monte Carlo simulations we investigate the epidemic threshold and the phase diagram in terms of the diffusion probability and the infection probability.

CoolBOT: a component-oriented programming framework for robotics

[EN] Programming software for controlling robotic systems in order to built working systems that perform adequately according to their design requirements remains being a task that requires an important development effort. Currently, there are no clear programming paradigms for programming robotic systems, and the programming techniques which are of common use today are not adequate to deal with the complexity associated with these systems. The work presented in this document describes a programming tool, concretely a framework, that must be considered as a first step to devise a tool for dealing with the complexity present in robotics systems. In this framework the software that controls a system is viewed as a dynamic network of units of execution inter-connected by means of data paths. Each one of these units of execution, called a component, is a port automaton which provides a given functionality, hidden behind an external interface specifying clearly which data it needs and which data it produces. Components, once defined and built, may be instantiated, integrated and used as many times as needed in other systems. The framework provides the infrastructure necessary to support this concept for components and the inter communication between them by means of data paths (port connections) which can be established and de-established dynamically. Moreover, and considering that the more robust components that conform a system are, the more robust the system is, the framework provides the necessary infrastructure to control and monitor the components than integrate a system at any given instant of time.

Spatial Disparity and Dynamic Trajectory of Convergence in China: Construction and Application of a Composite Index of Regional Development

China is a large country characterized by remarkable growth and distinct regional diversity. Spatial disparity has always been a hot issue since China has been struggling to follow a balanced growth path but still confronting with unprecedented pressures and challenges. To better understand the inequality level benchmarking spatial distributions of Chinese provinces and municipalities and estimate dynamic trajectory of sustainable development in China, I constructed the Composite Index of Regional Development (CIRD) with five sub pillars/dimensions involving Macroeconomic Index (MEI), Science and Innovation Index (SCI), Environmental Sustainability Index (ESI), Human Capital Index (HCI) and Public Facilities Index (PFI), endeavoring to cover various fields of regional socioeconomic development. Ranking reports on the five sub dimensions and aggregated CIRD were provided in order to better measure the developmental degrees of 31 or 30 Chinese provinces and municipalities over 13 years from 1998 to 2010 as the time interval of three “Five-year Plans”. Further empirical applications of this CIRD focused on clustering and convergence estimation, attempting to fill up the gap in quantifying the developmental levels of regional comprehensive socioeconomics and estimating the dynamic convergence trajectory of regional sustainable development in a long run. Four clusters were benchmarked geographically-oriented in the map on the basis of cluster analysis, and club-convergence was observed in the Chinese provinces and municipalities based on stochastic kernel density estimation.

Practical Dynamic Grammars for Dynamic Languages

Grammars for programming languages are traditionally specified statically. They are hard to compose and reuse due to ambiguities that inevitably arise. PetitParser combines ideas from scannerless parsing, parser combinators, parsing expression grammars and packrat parsers to model grammars and parsers as objects that can be reconfigured dynamically. Through examples and benchmarks we demonstrate that dynamic grammars are not only flexible but highly practical.

MODEL UPDATING AND STRUCTURAL HEALTH MONITORING OF HORIZONTAL AXIS WIND TURBINES VIA ADVANCED SPINNING FINITE ELEMENTS AND STOCHASTIC SUBSPACE IDENTIFICATION METHODS

Wind energy has been one of the most growing sectors of the nation’s renewable energy portfolio for the past decade, and the same tendency is being projected for the upcoming years given the aggressive governmental policies for the reduction of fossil fuel dependency. Great technological expectation and outstanding commercial penetration has shown the so called Horizontal Axis Wind Turbines (HAWT) technologies. Given its great acceptance, size evolution of wind turbines over time has increased exponentially. However, safety and economical concerns have emerged as a result of the newly design tendencies for massive scale wind turbine structures presenting high slenderness ratios and complex shapes, typically located in remote areas (e.g. offshore wind farms). In this regard, safety operation requires not only having first-hand information regarding actual structural dynamic conditions under aerodynamic action, but also a deep understanding of the environmental factors in which these multibody rotating structures operate. Given the cyclo-stochastic patterns of the wind loading exerting pressure on a HAWT, a probabilistic framework is appropriate to characterize the risk of failure in terms of resistance and serviceability conditions, at any given time. Furthermore, sources of uncertainty such as material imperfections, buffeting and flutter, aeroelastic damping, gyroscopic effects, turbulence, among others, have pleaded for the use of a more sophisticated mathematical framework that could properly handle all these sources of indetermination. The attainable modeling complexity that arises as a result of these characterizations demands a data-driven experimental validation methodology to calibrate and corroborate the model. For this aim, System Identification (SI) techniques offer a spectrum of well-established numerical methods appropriated for stationary, deterministic, and data-driven numerical schemes, capable of predicting actual dynamic states (eigenrealizations) of traditional time-invariant dynamic systems. As a consequence, it is proposed a modified data-driven SI metric based on the so called Subspace Realization Theory, now adapted for stochastic non-stationary and timevarying systems, as is the case of HAWT’s complex aerodynamics. Simultaneously, this investigation explores the characterization of the turbine loading and response envelopes for critical failure modes of the structural components the wind turbine is made of. In the long run, both aerodynamic framework (theoretical model) and system identification (experimental model) will be merged in a numerical engine formulated as a search algorithm for model updating, also known as Adaptive Simulated Annealing (ASA) process. This iterative engine is based on a set of function minimizations computed by a metric called Modal Assurance Criterion (MAC). In summary, the Thesis is composed of four major parts: (1) development of an analytical aerodynamic framework that predicts interacted wind-structure stochastic loads on wind turbine components; (2) development of a novel tapered-swept-corved Spinning Finite Element (SFE) that includes dampedgyroscopic effects and axial-flexural-torsional coupling; (3) a novel data-driven structural health monitoring (SHM) algorithm via stochastic subspace identification methods; and (4) a numerical search (optimization) engine based on ASA and MAC capable of updating the SFE aerodynamic model.

Context-Oriented Programming

Context-dependent behavior is becoming increasingly important for a wide range of application domains, from pervasive computing to common business applications. Unfortunately, mainstream programming languages do not provide mechanisms that enable software entities to adapt their behavior dynamically to the current execution context. This leads developers to adopt convoluted designs to achieve the necessary runtime flexibility. We propose a new programming technique called Context-oriented Programming (COP) which addresses this problem. COP treats context explicitly, and provides mechanisms to dynamically adapt behavior in reaction to changes in context, even after system deployment at runtime. In this paper we lay the foundations of COP, show how dynamic layer activation enables multi-dimensional dispatch, illustrate the application of COP by examples in several language extensions, and demonstrate that COP is largely independent of other commitments to programming style.

Transactional Memory in a Dynamic Language

Concurrency control is mostly based on locks and is therefore notoriously difficult to use. Even though some programming languages provide high-level constructs, these add complexity and potentially hard-to-detect bugs to the application. Transactional memory is an attractive mechanism that does not have the drawbacks of locks, however the underlying implementation is often difficult to integrate into an existing language. In this paper we show how we have introduced transactional semantics into Smalltalk by using the reflective facilities of the language. Our approach is based on method annotations, incremental parse tree transformations and an optimistic commit protocol. The implementation does not depend on modifications to the virtual machine and therefore can be changed at the language level. We report on a practical case study, benchmarks and further and on-going work.

Fuzzy Multi-Objective Linear Programming and Simulation Approach to the Development of Valid and Realistic Master Production Schedule

Master production schedule (MPS) plays an important role in an integrated production planning system. It converts the strategic planning defined in a production plan into the tactical operation execution. The MPS is also known as a tool for top management to control over manufacture resources and becomes input of the downstream planning levels such as material requirement planning (MRP) and capacity requirement planning (CRP). Hence, inappropriate decision on the MPS development may lead to infeasible execution, which ultimately causes poor delivery performance. One must ensure that the proposed MPS is valid and realistic for implementation before it is released to real manufacturing system. In practice, where production environment is stochastic in nature, the development of MPS is no longer simple task. The varying processing time, random event such as machine failure is just some of the underlying causes of uncertainty that may be hardly addressed at planning stage so that in the end the valid and realistic MPS is tough to be realized. The MPS creation problem becomes even more sophisticated as decision makers try to consider multi-objectives; minimizing inventory, maximizing customer satisfaction, and maximizing resource utilization. This study attempts to propose a methodology for MPS creation which is able to deal with those obstacles. This approach takes into account uncertainty and makes trade off among conflicting multi-objectives at the same time. It incorporates fuzzy multi-objective linear programming (FMOLP) and discrete event simulation (DES) for MPS development.

The Effects of Credit Risk on Dynamic Portfolio Management: A New Computational Approach

The study investigates the role of credit risk in a continuous time stochastic asset allocation model, since the traditional dynamic framework does not provide credit risk flexibility. The general model of the study extends the traditional dynamic efficiency framework by explicitly deriving the optimal value function for the infinite horizon stochastic control problem via a weighted volatility measure of market and credit risk. The model's optimal strategy was then compared to that obtained from a benchmark Markowitz-type dynamic optimization framework to determine which specification adequately reflects the optimal terminal investment returns and strategy under credit and market risks. The paper shows that an investor's optimal terminal return is lower than typically indicated under the traditional mean-variance framework during periods of elevated credit risk. Hence I conclude that, while the traditional dynamic mean-variance approach may indicate the ideal, in the presence of credit-risk it does not accurately reflect the observed optimal returns, terminal wealth and portfolio selection strategies.

Financial Policies and Dynamic Game Simulation in Poland and Hungary

Recently, steady economic growth rates have been kept in Poland and Hungary. Money supplies are growing rather rapidly in these economies. In large, exchange rates have trends of depreciation. Then, exports and prices show the steady growth rates. It can be thought that per capita GDPs are in the same level and development stages are similar in these two countries. It is assumed that these two economies have the same export market and export goods are competing in it. If one country has an expansion of monetary policy, price increase and interest rate decrease. Then, exchange rate decrease. Exports and GDP will increase through this phenomenon. At the same time, this expanded monetary policy affects another country through the trade. This mutual relationship between two countries can be expressed by the Nash-equilibrium in the Game theory. In this paper, macro-econometric models of Polish and Hungarian economies are built and the Nash- equilibrium is introduced into them.

Parallelizing irregular and pointer-based computations automatically: perspectives from logic and constraint programming

Irregular computations pose sorne of the most interesting and challenging problems in automatic parallelization. Irregularity appears in certain kinds of numerical problems and is pervasive in symbolic applications. Such computations often use dynamic data structures, which make heavy use of pointers. This complicates all the steps of a parallelizing compiler, from independence detection to task partitioning and placement. Starting in the mid 80s there has been significant progress in the development of parallelizing compilers for logic pro­gramming (and more recently, constraint programming) resulting in quite capable paralle­lizers. The typical applications of these paradigms frequently involve irregular computations, and make heavy use of dynamic data structures with pointers, since logical variables represent in practice a well-behaved form of pointers. This arguably makes the techniques used in these compilers potentially interesting. In this paper, we introduce in a tutoríal way, sorne of the problems faced by parallelizing compilers for logic and constraint programs and provide pointers to sorne of the significant progress made in the area. In particular, this work has resulted in a series of achievements in the areas of inter-procedural pointer aliasing analysis for independence detection, cost models and cost analysis, cactus-stack memory management, techniques for managing speculative and irregular computations through task granularity control and dynamic task allocation such as work-stealing schedulers), etc.

A framework for assertion-based debugging in constraint logic programming

We propose a general framework for assertion-based debugging of constraint logic programs. Assertions are linguistic constructions which allow expressing properties of programs. We define assertion schemas which allow writing (partial) specifications for constraint logic programs using quite general properties, including user-defined programs. The framework is aimed at detecting deviations of the program behavior (symptoms) with respect to the given assertions, either at compile-time or run-time. We provide techniques for using information from global analysis both to detect at compile-time assertions which do not hold in at least one of the possible executions (i.e., static symptoms) and assertions which hold for all possible executions (i.e., statically proved assertions). We also provide program transformations which introduce tests in the program for checking at run-time those assertions whose status cannot be determined at compile-time. Both the static and the dynamic checking are provably safe in the sense that all errors flagged are definite violations of the specifications. Finally, we report on an implemented instance of the assertion language and framework.

Automatic optimization of dynamic scheduling in logic programs

Abstract is not available.

Analyzing logic programs with dynamic scheduling

Traditional logic programming languages, such as Prolog, use a fixed left-to-right atom scheduling rule. Recent logic programming languages, however, usually provide more flexible scheduling in which computation generally proceeds leftto- right but in which some calis are dynamically "delayed" until their arguments are sufRciently instantiated to allow the cali to run efficiently. Such dynamic scheduling has a significant cost. We give a framework for the global analysis of logic programming languages with dynamic scheduling and show that program analysis based on this framework supports optimizations which remove much of the overhead of dynamic scheduling.