985 resultados para STOCHASTIC MODELING


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An approach for modeling passenger flows in airport terminals by a set of devised advanced traits of passengers is proposed. Advanced traits take into account a passenger’s cognitive preferences which would be the underlying motivations of route-choice decisions. Basic traits are the status of passengers such as travel class. Although the activities of passengers are normally regarded as stochastic and sometimes unpredictable, we advise that real scenarios of passenger flows are basically feasible to be compared with virtual simulations in terms of tactical route-choice decision-making by individual personals. Inside airport terminals, passengers are goal-directed and not only use standard processing check points but also behave discretionary activities during the course. In this paper, we integrated discretionary activities in the study to fulfill full-range of passenger flows. In the model passengers are built as intelligent agents who possess a bunch of initial basic traits and then can be categorized into ten distinguish groups in terms of route-choice preferences by inferring the results of advanced traits. An experiment is executed to demonstrate the capability to facilitate predicting passenger flows.

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In order to read this Project Management Journal issue, I suggest embracing a modeling perspective. Talking about modeling should lead me to define what is meant by “model” and to develop some kind of categorization, classification, or taxonomy of models. One can consider basic categories like quantitative vs. qualitative, explanatory vs. predictive, stochastic, nonstochastic mathematical, or qualitative models, linear vs. nonlinear and their underlying assumptions, degree of simplification, systemic effects integration, and so on...

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Software development and Web site development techniques have evolved significantly over the past 20 years. The relatively young Web Application development area has borrowed heavily from traditional software development methodologies primarily due to the similarities in areas of data persistence and User Interface (UI) design. Recent developments in this area propose a new Web Modeling Language (WebML) to facilitate the nuances specific to Web development. WebML is one of a number of implementations designed to enable modeling of web site interaction flows while being extendable to accommodate new features in Web site development into the future. Our research aims to extend WebML with a focus on stigmergy which is a biological term originally used to describe coordination between insects. We see design features in existing Web sites that mimic stigmergic mechanisms as part of the UI. We believe that we can synthesize and embed stigmergy in Web 2.0 sites. This paper focuses on the sub-topic of site UI design and stigmergic mechanism designs required to achieve this.

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The Sudbury Basin is a non-cylindrical fold basin occupying the central portion of the Sudbury Impact Structure. The impact structure lends itself excellently to explore the structural evolution of continental crust containing a circular region of long-term weakness. In a series of scaled analogue experiments various model crustal configurations were shortened horizontally at a constant rate. In mechanically weakened crust, model basins formed that mimic several first-order structural characteristics of the Sudbury Basin: (1) asymmetric, non-cylindrical folding of the Basin, (2) structures indicating concentric shortening around lateral basin termini and (3) the presence of a zone of strain concentration near the hinge zones of model basins. Geometrically and kinematically this zone corresponds to the South Range Shear Zone of the Sudbury Basin. According to our experiments, this shear zone is a direct mechanical consequence of basin formation, rather than the result of thrusting following folding. Overall, the models highlight the structurally anomalous character of the Sudbury Basin within the Paleoproterozoic Eastern Penokean Orogen. In particular, our models suggest that the Basin formed by pure shear thickening of crust, whereas transpressive deformation prevailed elsewhere in the orogen. The model basin is deformed by thickening and non-cylindrical synformal buckling, while conjugate transpressive shear zones propagated away from its lateral tips. This is consistent with pure shear deformation of a weak circular inclusion in a strong matrix. The models suggest that the Sudbury Basin formed as a consequence of long-term weakening of the upper crust by meteorite impact.

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Fruit drying is a process of removing moisture to preserve fruits by preventing microbial spoilage. It increases shelf life, reduce weight and volume thus minimize packing, storage, and transportation cost and enable storage of food under ambient environment. But, it is a complex process which involves combination of heat and mass transfer and physical property change and shrinkage of the material. In this background, the aim of this paper to develop a mathematical model to simulate coupled heat and mass transfer during convective drying of fruit. This model can be used predict the temperature and moisture distribution inside the fruits during drying. Two models were developed considering shrinkage dependent and temperature dependent moisture diffusivity and the results were compared. The governing equations of heat and mass transfer are solved and a parametric study has been done with Comsol Multiphysics 4.3. The predicted results were validated with experimental data.

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The purpose of this paper is to develop a second-moment closure with a near-wall turbulent pressure diffusion model for three-dimensional complex flows, and to evaluate the influence of the turbulent diffusion term on the prediction of detached and secondary flows. A complete turbulent diffusion model including a near-wall turbulent pressure diffusion closure for the slow part was developed based on the tensorial form of Lumley and included in a re-calibrated wall-normal-free Reynolds-stress model developed by Gerolymos and Vallet. The proposed model was validated against several one-, two, and three-dimensional complex flows.

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This paper proposes the use of Bayesian approaches with the cross likelihood ratio (CLR) as a criterion for speaker clustering within a speaker diarization system, using eigenvoice modeling techniques. The CLR has previously been shown to be an effective decision criterion for speaker clustering using Gaussian mixture models. Recently, eigenvoice modeling has become an increasingly popular technique, due to its ability to adequately represent a speaker based on sparse training data, as well as to provide an improved capture of differences in speaker characteristics. The integration of eigenvoice modeling into the CLR framework to capitalize on the advantage of both techniques has also been shown to be beneficial for the speaker clustering task. Building on that success, this paper proposes the use of Bayesian methods to compute the conditional probabilities in computing the CLR, thus effectively combining the eigenvoice-CLR framework with the advantages of a Bayesian approach to the diarization problem. Results obtained on the 2002 Rich Transcription (RT-02) Evaluation dataset show an improved clustering performance, resulting in a 33.5% relative improvement in the overall Diarization Error Rate (DER) compared to the baseline system.

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Elaborated Intrusion theory (EI theory; Kavanagh, Andrade, & May, 2005) posits two main cognitive components in craving: associative processes that lead to intrusive thoughts about the craved substance or activity, and elaborative processes supporting mental imagery of the substance or activity. We used a novel visuospatial task to test the hypothesis that visual imagery plays a key role in craving. Experiment 1 showed that spending 10 min constructing shapes from modeling clay (plasticine) reduced participants' craving for chocolate compared with spending 10 min 'letting your mind wander'. Increasing the load on verbal working memory using a mental arithmetic task (counting backwards by threes) did not reduce craving further. Experiment 2 compared effects on craving of a simpler verbal task (counting by ones) and clay modeling. Clay modeling reduced overall craving strength and strength of craving imagery, and reduced the frequency of thoughts about chocolate. The results are consistent with EI theory, showing that craving is reduced by loading the visuospatial sketchpad of working memory but not by loading the phonological loop. Clay modeling might be a useful self-help tool to help manage craving for chocolate, snacks and other foods.

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Flood related scientific and community-based data are rarely systematically collected and analysed in the Philippines. Over the last decades the Pagsangaan River Basin, Leyte, has experienced several flood events. However, documentation describing flood characteristics such as extent, duration or height of these floods are close to non-existing. To address this issue, computerized flood modelling was used to reproduce past events where there was data available for at least partial calibration and validation. The model was also used to provide scenario-based predictions based on A1B climate change assumptions for the area. The most important input for flood modelling is a Digital Elevation Model (DEM) of the river basin. No accurate topographic maps or Light Detection And Ranging (LIDAR)-generated data are available for the Pagsangaan River. Therefore, the Advanced Spaceborne Thermal Emission and Reflection Radiometer (ASTER) Global Digital Elevation Map (GDEM), Version 1, was chosen as the DEM. Although the horizontal spatial resolution of 30 m is rather desirable, it contains substantial vertical errors. These were identified, different correction methods were tested and the resulting DEM was used for flood modelling. The above mentioned data were combined with cross-sections at various strategic locations of the river network, meteorological records, river water level, and current velocity to develop the 1D-2D flood model. SOBEK was used as modelling software to create different rainfall scenarios, including historic flooding events. Due to the lack of scientific data for the verification of the model quality, interviews with local stakeholders served as the gauge to judge the quality of the generated flood maps. According to interviewees, the model reflects reality more accurately than previously available flood maps. The resulting flood maps are now used by the operations centre of a local flood early warning system for warnings and evacuation alerts. Furthermore these maps can serve as a basis to identify flood hazard areas for spatial land use planning purposes.

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This article argues for an interdisciplinary approach to mathematical problem solving at the elementary school, one that draws upon the engineering domain. A modeling approach, using engineering model eliciting activities, might provide a rich source of meaningful situations that capitalize on and extend students’ existing mathematical learning. The study reports on the developments of 48 twelve-year old students who worked on the Bridge Design activity. Results revealed that young students, even before formal instruction, have the capacity to deal with complex interdisciplinary problems. A number of students created quite appropriate models by developing the necessary mathematical constructs to solve the problem. Students’ difficulties in mathematizing the problem, and in revising and documenting their models are presented and analysed, followed by a discussion on the appropriateness of a modeling approach as a means for introducing complex problems to elementary school students.

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The numerical solution of stochastic differential equations (SDEs) has been focused recently on the development of numerical methods with good stability and order properties. These numerical implementations have been made with fixed stepsize, but there are many situations when a fixed stepsize is not appropriate. In the numerical solution of ordinary differential equations, much work has been carried out on developing robust implementation techniques using variable stepsize. It has been necessary, in the deterministic case, to consider the "best" choice for an initial stepsize, as well as developing effective strategies for stepsize control-the same, of course, must be carried out in the stochastic case. In this paper, proportional integral (PI) control is applied to a variable stepsize implementation of an embedded pair of stochastic Runge-Kutta methods used to obtain numerical solutions of nonstiff SDEs. For stiff SDEs, the embedded pair of the balanced Milstein and balanced implicit method is implemented in variable stepsize mode using a predictive controller for the stepsize change. The extension of these stepsize controllers from a digital filter theory point of view via PI with derivative (PID) control will also be implemented. The implementations show the improvement in efficiency that can be attained when using these control theory approaches compared with the regular stepsize change strategy.

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In this work we discuss the effects of white and coloured noise perturbations on the parameters of a mathematical model of bacteriophage infection introduced by Beretta and Kuang in [Math. Biosc. 149 (1998) 57]. We numerically simulate the strong solutions of the resulting systems of stochastic ordinary differential equations (SDEs), with respect to the global error, by means of numerical methods of both Euler-Taylor expansion and stochastic Runge-Kutta type.

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This paper gives a review of recent progress in the design of numerical methods for computing the trajectories (sample paths) of solutions to stochastic differential equations. We give a brief survey of the area focusing on a number of application areas where approximations to strong solutions are important, with a particular focus on computational biology applications, and give the necessary analytical tools for understanding some of the important concepts associated with stochastic processes. We present the stochastic Taylor series expansion as the fundamental mechanism for constructing effective numerical methods, give general results that relate local and global order of convergence and mention the Magnus expansion as a mechanism for designing methods that preserve the underlying structure of the problem. We also present various classes of explicit and implicit methods for strong solutions, based on the underlying structure of the problem. Finally, we discuss implementation issues relating to maintaining the Brownian path, efficient simulation of stochastic integrals and variable-step-size implementations based on various types of control.

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The pioneering work of Runge and Kutta a hundred years ago has ultimately led to suites of sophisticated numerical methods suitable for solving complex systems of deterministic ordinary differential equations. However, in many modelling situations, the appropriate representation is a stochastic differential equation and here numerical methods are much less sophisticated. In this paper a very general class of stochastic Runge-Kutta methods is presented and much more efficient classes of explicit methods than previous extant methods are constructed. In particular, a method of strong order 2 with a deterministic component based on the classical Runge-Kutta method is constructed and some numerical results are presented to demonstrate the efficacy of this approach.