Impact of technology uptake on an Australian electricity distribution network

This paper presents simulation results for future electricity grids using an agent-based model developed with MODAM (MODular Agent-based Model). MODAM is introduced and its use demonstrated through four simulations based on a scenario that expects a rise of on-site renewable generators and electric vehicles (EV) usage. The simulations were run over many years, for two areas in Townsville, Australia, capturing variability in space of the technology uptake, and for two charging methods for EV, capturing people's behaviours and their impact on the time of the peak load. Impact analyses of these technologies were performed over the areas, down to the distribution transformer level, where greater variability of their contribution to the assets peak load was observed. The MODAM models can be used for different purposes such as impact of renewables on grid sizing, or on greenhouse gas emissions. The insights gained from using MODAM for technology assessment are discussed.

Mathematical Aspects of Financial Markets with Frictions

Frictions are factors that hinder trading of securities in financial markets. Typical frictions include limited market depth, transaction costs, lack of infinite divisibility of securities, and taxes. Conventional models used in mathematical finance often gloss over these issues, which affect almost all financial markets, by arguing that the impact of frictions is negligible and, consequently, the frictionless models are valid approximations. This dissertation consists of three research papers, which are related to the study of the validity of such approximations in two distinct modeling problems. Models of price dynamics that are based on diffusion processes, i.e., continuous strong Markov processes, are widely used in the frictionless scenario. The first paper establishes that diffusion models can indeed be understood as approximations of price dynamics in markets with frictions. This is achieved by introducing an agent-based model of a financial market where finitely many agents trade a financial security, the price of which evolves according to price impacts generated by trades. It is shown that, if the number of agents is large, then under certain assumptions the price process of security, which is a pure-jump process, can be approximated by a one-dimensional diffusion process. In a slightly extended model, in which agents may exhibit herd behavior, the approximating diffusion model turns out to be a stochastic volatility model. Finally, it is shown that when agents' tendency to herd is strong, logarithmic returns in the approximating stochastic volatility model are heavy-tailed. The remaining papers are related to no-arbitrage criteria and superhedging in continuous-time option pricing models under small-transaction-cost asymptotics. Guasoni, Rásonyi, and Schachermayer have recently shown that, in such a setting, any financial security admits no arbitrage opportunities and there exist no feasible superhedging strategies for European call and put options written on it, as long as its price process is continuous and has the so-called conditional full support (CFS) property. Motivated by this result, CFS is established for certain stochastic integrals and a subclass of Brownian semistationary processes in the two papers. As a consequence, a wide range of possibly non-Markovian local and stochastic volatility models have the CFS property.

Tutorial on NK model

NK model, proposed by Kauffman (1993), is a strong simulation framework to study competing dynamics. It has been applied in some social science fields, for instance, organization science. However, like many other simulation methods, NK model has not received much attention from Management Information Systems (MIS) discipline. This tutorial, thus, is trying to introduce NK model in a simple way and encourage related studies. To demonstrate how NK model works, this tutorial reproduces several Levinthal’s (1997) experiments. Besides, this tutorial attempts to make clear the relevance between NK model and agent-based modeling (ABM). The relevance can be a theoretical basis to further develop NK model framework for other research scenarios. For example, this tutorial provides an NK model solution to study IT value cocreation process by extending network structure and agent interactions.

Simulation design in information systems research: example of studying it value cocreation with NK model

As an emerging research method that has showed promising potential in several research disciplines, simulation received relatively few attention in information systems research. This paper illustrates a framework for employing simulation to study IT value cocreation. Although previous studies identified factors driving IT value cocreation, its underlying process remains unclear. Simulation can address this limitation through exploring such underlying process with computational experiments. The simulation framework in this paper is based on an extended NK model. Agent-based modeling is employed as the theoretical basis for the NK model extensions.

The evolution of complexity in social organization-A model using dominance-subordinate behavior in two social wasp species

Dominance and subordinate behaviors are important ingredients in the social organizations of group living animals. Behavioral observations on the two eusocial species Ropalidia marginata and Ropalidia cyathiformis suggest varying complexities in their social systems. The queen of R. cyathiformis is an aggressive individual who usually holds the top position in the dominance hierarchy although she does not necessarily show the maximum number of acts of dominance, while the R. marginata queen rarely shows aggression and usually does not hold the top position in the dominance hierarchy of her colony. In R. marginata, more workers are involved in dominance-subordinate interactions as compared to R. cyathiformis. These differences are reflected in the distribution of dominance-subordinate interactions among the hierarchically ranked individuals in both the species. The percentage of dominance interactions decreases gradually with hierarchical ranks in R. marginata while in R. cyathiformis it first increases and then decreases. We use an agent-based model to investigate the underlying mechanism that could give rise to the observed patterns for both the species. The model assumes, besides some non-interacting individuals, the interaction probabilities of the agents depend on their pre-differentiated winning abilities. Our simulations show that if the queen takes up a strategy of being involved in a moderate number of dominance interactions, one could get the pattern similar to R. cyathiformis, while taking up the strategy of very low interactions by the queen could lead to the pattern of R. marginata. We infer that both the species follow a common interaction pattern, while the differences in their social organization are due to the slight changes in queen as well as worker strategies. These changes in strategies are expected to accompany the evolution of more complex societies from simpler ones.

Governing the local networks in Indian agrarian societies-an MAS perspective

In a networked society, governing advocacy groups and networks through decentralized systems of policy implementation has been the interest of governance network literature. This paper addresses the topic of governing networks in the context of Indian agrarian societies by taking the case example of a welfare scheme for the Indian rural poor. We explore context-specific regulatory dynamics through the situated agent based architectural framework. The effects of various regulatory strategies that can be adopted by governing node are tested under various action arenas through experimental design. Results show the impact of regulatory strategies on the resource dependencies and asymmetries in the network relationships. This indicates that the optimal feasible regulatory strategy in networked society is institutionally rational and is context dependent. Further, we show that situated MAS architecture is a natural fit for institutional understanding of the dynamics (Ostrom et al. in Rules, games, and common-pool resources, 1994).

Computational framework to integrate the effect of antigen recognition on disease epidemiology outcome: multi-scale approach

Human Leukocyte Antigen (HLA) plays an important role, in presenting foreign pathogens to our immune system, there by eliciting early immune responses. HLA genes are highly polymorphic, giving rise to diverse antigen presentation capability. An important factor contributing to enormous variations in individual responses to diseases is differences in their HLA profiles. The heterogeneity in allele specific disease responses decides the overall disease epidemiological outcome. Here we propose an agent based computational framework, capable of incorporating allele specific information, to analyze disease epidemiology. This framework assumes a SIR model to estimate average disease transmission and recovery rate. Using epitope prediction tool, it performs sequence based epitope detection for a given the pathogenic genome and derives an allele specific disease susceptibility index depending on the epitope detection efficiency. The allele specific disease transmission rate, that follows, is then fed to the agent based epidemiology model, to analyze the disease outcome. The methodology presented here has a potential use in understanding how a disease spreads and effective measures to control the disease.

Microfabrication and application of reservoir pins for liquid transfer in biotechnology

Microarraying involves laying down genetic elements onto a solid substrate for DNA analysis on a massively parallel scale. Microarrays are prepared using a pin-based robotic platform to transfer liquid samples from microtitre plates to an array pattern of dots of different liquids on the surface of glass slides where they dry to form spots diameter < 200 μm. This paper presents the design, materials selection, micromachining technology and performance of reservoir pins for microarraying. A conical pin is produced by (i) conventional machining of stainless steel or wet etching of tungsten wire, followed by (ii) micromachining with a focused laser to produce a microreservoir and a capillary channel structure leading from the tip. The pin has a flat end diameter < 100 μm from which a 500 μm long capillary channel < 15 μm wide leads up the pin to a reservoir. Scanning electron micrographs of the metal surface show roughness on the scale of 10 μm, but the pins nevertheless give consistent and reproducible spotting performance. The pin capacity is 80 nanolitres of fluid containing DNA, and at least 50 spots can be printed before replenishing the reservoir. A typical robot holds can hold up to 64 pins. This paper discusses the fabrication technology, the performance and spotting uniformity for reservoir pins, the possible limits to miniaturization of pins using this approach, and the future prospects for contact and non-contact arraying technology.

基于B/S的海洋平台远程监控系统设计

本文提出基于浏览器/服务器（Browser/Server简写为B/S）海洋平台结构的远程监测控制系统,实现在客户端不间断对平台进行实时监视,获得现场采集数据,并以图形方式进行实时显示,从而为平台的安全运行和结构设计提供科学依据。

MIRACLE Project Plan

Social scientists have used agent-based models (ABMs) to explore the interaction and feedbacks among social agents and their environments. The bottom-up structure of ABMs enables simulation and investigation of complex systems and their emergent behaviour with a high level of detail; however the stochastic nature and potential combinations of parameters of such models create large non-linear multidimensional “big data,” which are difficult to analyze using traditional statistical methods. Our proposed project seeks to address this challenge by developing algorithms and web-based analysis and visualization tools that provide automated means of discovering complex relationships among variables. The tools will enable modellers to easily manage, analyze, visualize, and compare their output data, and will provide stakeholders, policy makers and the general public with intuitive web interfaces to explore, interact with and provide feedback on otherwise difficult-to-understand models.

Towards complex system design and management in the engineering domain – the smart grid challenge

This is an Author's Accepted Manuscript of an article published in “Emergence: Complexity and Organization”, 15 (2), pp. 14-22 (2013), copyright Taylor & Francis.

Modeling smart grids as complex systems through the implementation of intelligent hubs

ICINCO 2010

A complex systems modelling approach for decentralized simulation of electrical microgrids

ICECCS 2010

Object oriented simulation of hybrid renewable energy systems focused on supervisor control

EFTA 2009