939 resultados para Markov process modeling
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Thesis (Master's)--University of Washington, 2016-08
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Business Process Management (BPM) is able to organize and frame a company focusing in the improvement or assurance of performance in order to gain competitive advantage. Although it is believed that BPM improves various aspects of organizational performance, there has been a lack of empirical evidence about this. The present study has the purpose to develop a model to show the impact of business process management in organizational performance. To accomplish that, the theoretical basis required to know the elements that configurate BPM and the measures that can evaluate the BPM success on organizational performance is built through a systematic literature review (SLR). Then, a research model is proposed according to SLR results. Empirical data will be collected from a survey of larg and mid-sized industrial and service companies headquartered in Brazil. A quantitative analysis will be performed using structural equation modeling (SEM) to show if the direct effects among BPM and organizational performance can be considered statistically significant. At the end will discuss these results and their managerial and cientific implications.Keywords: Business process management (BPM). Organizational performance. Firm performance. Business models. Structural Equation Modeling. Systematic Literature Review.
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Aluminium cells involve a range of complex physical processes which act simultaneously to provide a narrow satisfactory operating range. These processes involve electromagnetic fields, coupled with heat transfer and phase change, two phase fluid flow with a range of complexities plus the development of stress in the cell structure. All of these phenomena are coupled in some significant sense and so to provide a comprehensive model of these processes involves their representation simultaneously. Conventionally, aspects of the process have been modeled separately using uncoupled estimates of the effects of the other phenomena; this has enabled the use of standard commercial CFD and FEA tools. In this paper we will describe an approach to the modeling of aluminium cells which describes all the physics simultaneously. This approach uses a finite volume approximation for each of the phenomena and facilitates their interactions directly in the modeling-the complex geometries involved are addressed by using unstructured meshes. The very challenging issues to be overcome in this venture will be outlined and some preliminary results will be shown.
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Coronal jets represent important manifestations of ubiquitous solar transients, which may be the source of significant mass and energy input to the upper solar atmosphere and the solar wind. While the energy involved in a jet-like event is smaller than that of “nominal” solar flares and coronal mass ejections (CMEs), jets share many common properties with these phenomena, in particular, the explosive magnetically driven dynamics. Studies of jets could, therefore, provide critical insight for understanding the larger, more complex drivers of the solar activity. On the other side of the size-spectrum, the study of jets could also supply important clues on the physics of transients close or at the limit of the current spatial resolution such as spicules. Furthermore, jet phenomena may hint to basic process for heating the corona and accelerating the solar wind; consequently their study gives us the opportunity to attack a broad range of solar-heliospheric problems.
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The blast furnace is the main ironmaking production unit in the world which converts iron ore with coke and hot blast into liquid iron, hot metal, which is used for steelmaking. The furnace acts as a counter-current reactor charged with layers of raw material of very different gas permeability. The arrangement of these layers, or burden distribution, is the most important factor influencing the gas flow conditions inside the furnace, which dictate the efficiency of the heat transfer and reduction processes. For proper control the furnace operators should know the overall conditions in the furnace and be able to predict how control actions affect the state of the furnace. However, due to high temperatures and pressure, hostile atmosphere and mechanical wear it is very difficult to measure internal variables. Instead, the operators have to rely extensively on measurements obtained at the boundaries of the furnace and make their decisions on the basis of heuristic rules and results from mathematical models. It is particularly difficult to understand the distribution of the burden materials because of the complex behavior of the particulate materials during charging. The aim of this doctoral thesis is to clarify some aspects of burden distribution and to develop tools that can aid the decision-making process in the control of the burden and gas distribution in the blast furnace. A relatively simple mathematical model was created for simulation of the distribution of the burden material with a bell-less top charging system. The model developed is fast and it can therefore be used by the operators to gain understanding of the formation of layers for different charging programs. The results were verified by findings from charging experiments using a small-scale charging rig at the laboratory. A basic gas flow model was developed which utilized the results of the burden distribution model to estimate the gas permeability of the upper part of the blast furnace. This combined formulation for gas and burden distribution made it possible to implement a search for the best combination of charging parameters to achieve a target gas temperature distribution. As this mathematical task is discontinuous and non-differentiable, a genetic algorithm was applied to solve the optimization problem. It was demonstrated that the method was able to evolve optimal charging programs that fulfilled the target conditions. Even though the burden distribution model provides information about the layer structure, it neglects some effects which influence the results, such as mixed layer formation and coke collapse. A more accurate numerical method for studying particle mechanics, the Discrete Element Method (DEM), was used to study some aspects of the charging process more closely. Model charging programs were simulated using DEM and compared with the results from small-scale experiments. The mixed layer was defined and the voidage of mixed layers was estimated. The mixed layer was found to have about 12% less voidage than layers of the individual burden components. Finally, a model for predicting the extent of coke collapse when heavier pellets are charged over a layer of lighter coke particles was formulated based on slope stability theory, and was used to update the coke layer distribution after charging in the mathematical model. In designing this revision, results from DEM simulations and charging experiments for some charging programs were used. The findings from the coke collapse analysis can be used to design charging programs with more stable coke layers.
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The spike-diffuse-spike (SDS) model describes a passive dendritic tree with active dendritic spines. Spine-head dynamics is modelled with a simple integrate-and-fire process, whilst communication between spines is mediated by the cable equation. Here we develop a computational framework that allows the study of multiple spiking events in a network of such spines embedded in a simple one-dimensional cable. This system is shown to support saltatory waves as a result of the discrete distribution of spines. Moreover, we demonstrate one of the ways to incorporate noise into the spine-head whilst retaining computational tractability of the model. The SDS model sustains a variety of propagating patterns.
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The production of artistic prints in the sixteenth- and seventeenth-century Netherlands was an inherently social process. Turning out prints at any reasonable scale depended on the fluid coordination between designers, platecutters, and publishers; roles that, by the sixteenth century, were considered distinguished enough to merit distinct credits engraved on the plates themselves: invenit, fecit/sculpsit, and excudit. While any one designer, plate cutter, and publisher could potentially exercise a great deal of influence over the production of a single print, their individual decisions (Whom to select as an engraver? What subjects to create for a print design? What market to sell to?) would have been variously constrained or encouraged by their position in this larger network (Who do they already know? And who, in turn, do their contacts know?) This dissertation addresses the impact of these constraints and affordances through the novel application of computational social network analysis to major databases of surviving prints from this period. This approach is used to evaluate several questions about trends in early modern print production practices that have not been satisfactorily addressed by traditional literature based on case studies alone: Did the social capital demanded by print production result in centralized, or distributed production of prints? When, and to what extent, did printmakers and publishers in the Low countries favor international versus domestic collaborators? And were printmakers under the same pressure as painters to specialize in particular artistic genres? This dissertation ultimately suggests how simple professional incentives endemic to the practice of printmaking may, at large scales, have resulted in quite complex patterns of collaboration and production. The framework of network analysis surfaces the role of certain printmakers who tend to be neglected in aesthetically-focused histories of art. This approach also highlights important issues concerning art historians’ balancing of individual influence versus the impact of longue durée trends. Finally, this dissertation also raises questions about the current limitations and future possibilities of combining computational methods with cultural heritage datasets in the pursuit of historical research.
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The spike-diffuse-spike (SDS) model describes a passive dendritic tree with active dendritic spines. Spine-head dynamics is modeled with a simple integrate-and-fire process, whilst communication between spines is mediated by the cable equation. In this paper we develop a computational framework that allows the study of multiple spiking events in a network of such spines embedded on a simple one-dimensional cable. In the first instance this system is shown to support saltatory waves with the same qualitative features as those observed in a model with Hodgkin-Huxley kinetics in the spine-head. Moreover, there is excellent agreement with the analytically calculated speed for a solitary saltatory pulse. Upon driving the system with time varying external input we find that the distribution of spines can play a crucial role in determining spatio-temporal filtering properties. In particular, the SDS model in response to periodic pulse train shows a positive correlation between spine density and low-pass temporal filtering that is consistent with the experimental results of Rose and Fortune [1999, Mechanisms for generating temporal filters in the electrosensory system. The Journal of Experimental Biology 202, 1281-1289]. Further, we demonstrate the robustness of observed wave properties to natural sources of noise that arise both in the cable and the spine-head, and highlight the possibility of purely noise induced waves and coherent oscillations.
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Reliability and dependability modeling can be employed during many stages of analysis of a computing system to gain insights into its critical behaviors. To provide useful results, realistic models of systems are often necessarily large and complex. Numerical analysis of these models presents a formidable challenge because the sizes of their state-space descriptions grow exponentially in proportion to the sizes of the models. On the other hand, simulation of the models requires analysis of many trajectories in order to compute statistically correct solutions. This dissertation presents a novel framework for performing both numerical analysis and simulation. The new numerical approach computes bounds on the solutions of transient measures in large continuous-time Markov chains (CTMCs). It extends existing path-based and uniformization-based methods by identifying sets of paths that are equivalent with respect to a reward measure and related to one another via a simple structural relationship. This relationship makes it possible for the approach to explore multiple paths at the same time,· thus significantly increasing the number of paths that can be explored in a given amount of time. Furthermore, the use of a structured representation for the state space and the direct computation of the desired reward measure (without ever storing the solution vector) allow it to analyze very large models using a very small amount of storage. Often, path-based techniques must compute many paths to obtain tight bounds. In addition to presenting the basic path-based approach, we also present algorithms for computing more paths and tighter bounds quickly. One resulting approach is based on the concept of path composition whereby precomputed subpaths are composed to compute the whole paths efficiently. Another approach is based on selecting important paths (among a set of many paths) for evaluation. Many path-based techniques suffer from having to evaluate many (unimportant) paths. Evaluating the important ones helps to compute tight bounds efficiently and quickly.
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This dissertation presents work done in the design, modeling, and fabrication of magnetically actuated microrobot legs. Novel fabrication processes for manufacturing multi-material compliant mechanisms have been used to fabricate effective legged robots at both the meso and micro scales, where the meso scale refers to the transition between macro and micro scales. This work discusses the development of a novel mesoscale manufacturing process, Laser Cut Elastomer Refill (LaCER), for prototyping millimeter-scale multi-material compliant mechanisms with elastomer hinges. Additionally discussed is an extension of previous work on the development of a microscale manufacturing process for fabricating micrometer-sale multi-material compliant mechanisms with elastomer hinges, with the added contribution of a method for incorporating magnetic materials for mechanism actuation using externally applied fields. As both of the fabrication processes outlined make significant use of highly compliant elastomer hinges, a fast, accurate modeling method for these hinges was desired for mechanism characterization and design. An analytical model was developed for this purpose, making use of the pseudo rigid-body (PRB) model and extending its utility to hinges with significant stretch component, such as those fabricated from elastomer materials. This model includes 3 springs with stiffnesses relating to material stiffness and hinge geometry, with additional correction factors for aspects particular to common multi-material hinge geometry. This model has been verified against a finite element analysis model (FEA), which in turn was matched to experimental data on mesoscale hinges manufactured using LaCER. These modeling methods have additionally been verified against experimental data from microscale hinges manufactured using the Si/elastomer/magnetics MEMS process. The development of several mechanisms is also discussed: including a mesoscale LaCER-fabricated hexapedal millirobot capable of walking at 2.4 body lengths per second; prototyped mesoscale LaCER-fabricated underactuated legs with asymmetrical features for improved performance; 1 centimeter cubed LaCER-fabricated magnetically-actuated hexapods which use the best-performing underactuated leg design to locomote at up to 10.6 body lengths per second; five microfabricated magnetically actuated single-hinge mechanisms; a 14-hinge, 11-link microfabricated gripper mechanism; a microfabricated robot leg mechansim demonstrated clearing a step height of 100 micrometers; and a 4 mm x 4 mm x 5 mm, 25 mg microfabricated magnetically-actuated hexapod, demonstrated walking at up to 2.25 body lengths per second.
Experimental Modeling of Twin-Screw Extrusion Processes to Predict Properties of Extruded Composites
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Twin-screw extrusion is used to compound fillers into a polymer matrix in order to improve the properties of the final product. The resultant properties of the composite are determined by the operating conditions used during extrusion processing. Changes in the operating conditions affect the physics of the melt flow, inducing unique composite properties. In the following work, the Residence Stress Distribution methodology has been applied to model both the stress behavior and the property response of a twin-screw compounding process as a function of the operating conditions. The compounding of a pigment into a polymer melt has been investigated to determine the effect of stress on the degree of mixing, which will affect the properties of the composite. In addition, the pharmaceutical properties resulting from the compounding of an active pharmaceutical ingredient are modeled as a function of the operating conditions, indicating the physical behavior inducing the property responses.
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The Persian Gulf (PG) is a semi-enclosed shallow sea which is connected to open ocean through the Strait of Hormuz. Thermocline as a suddenly decrease of temperature in subsurface layer in water column leading to stratification happens in the PG seasonally. The forcing comprise tide, river inflow, solar radiation, evaporation, northwesterly wind and water exchange with the Oman Sea that influence on this process. In this research, analysis of the field data and a numerical (Princeton Ocean Model, POM) study on the summer thermocline development in the PG are presented. The Mt. Mitchell cruise 1992 salinity and temperature observations show that the thermocline is effectively removed due to strong wind mixing and lower solar radiation in winter but is gradually formed and developed during spring and summer; in fact as a result of an increase in vertical convection through the water in winter, vertical gradient of temperature is decreased and thermocline is effectively removed. Thermocline development that evolves from east to west is studied using numerical simulation and some existing observations. Results show that as the northwesterly wind in winter, at summer transition period, weakens the fresher inflow from Oman Sea, solar radiation increases in this time interval; such these factors have been caused the thermocline to be formed and developed from winter to summer even over the northwestern part of the PG. The model results show that for the more realistic monthly averaged wind experiments the thermocline develops as is indicated by summer observations. The formation of thermocline also seems to decrease the dissolved oxygen in water column due to lack of mixing as a result of induced stratification. Over most of PG the temperature difference between surface and subsurface increases exponentially from March until May. Similar variations for salinity differences are also predicted, although with smaller values than observed. Indeed thermocline development happens more rapidly in the Persian Gulf from spring to summer. Vertical difference of temperature increases to 9 centigrade degrees in some parts of the case study zone from surface to bottom in summer. Correlation coefficients of temperature and salinity between the model results and measurements have been obtained 0.85 and 0.8 respectively. The rate of thermcline development was found to be between 0.1 to 0.2 meter per day in the Persian Gulf during the 6 months from winter to early summer. Also it is resulted from the used model that turbulence kinetic energy increases in the northwestern part of the PG from winter to early summer that could be due to increase in internal waves activities and stability intensified through water column during this time.
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People go through their life making all kinds of decisions, and some of these decisions affect their demand for transportation, for example, their choices of where to live and where to work, how and when to travel and which route to take. Transport related choices are typically time dependent and characterized by large number of alternatives that can be spatially correlated. This thesis deals with models that can be used to analyze and predict discrete choices in large-scale networks. The proposed models and methods are highly relevant for, but not limited to, transport applications. We model decisions as sequences of choices within the dynamic discrete choice framework, also known as parametric Markov decision processes. Such models are known to be difficult to estimate and to apply to make predictions because dynamic programming problems need to be solved in order to compute choice probabilities. In this thesis we show that it is possible to explore the network structure and the flexibility of dynamic programming so that the dynamic discrete choice modeling approach is not only useful to model time dependent choices, but also makes it easier to model large-scale static choices. The thesis consists of seven articles containing a number of models and methods for estimating, applying and testing large-scale discrete choice models. In the following we group the contributions under three themes: route choice modeling, large-scale multivariate extreme value (MEV) model estimation and nonlinear optimization algorithms. Five articles are related to route choice modeling. We propose different dynamic discrete choice models that allow paths to be correlated based on the MEV and mixed logit models. The resulting route choice models become expensive to estimate and we deal with this challenge by proposing innovative methods that allow to reduce the estimation cost. For example, we propose a decomposition method that not only opens up for possibility of mixing, but also speeds up the estimation for simple logit models, which has implications also for traffic simulation. Moreover, we compare the utility maximization and regret minimization decision rules, and we propose a misspecification test for logit-based route choice models. The second theme is related to the estimation of static discrete choice models with large choice sets. We establish that a class of MEV models can be reformulated as dynamic discrete choice models on the networks of correlation structures. These dynamic models can then be estimated quickly using dynamic programming techniques and an efficient nonlinear optimization algorithm. Finally, the third theme focuses on structured quasi-Newton techniques for estimating discrete choice models by maximum likelihood. We examine and adapt switching methods that can be easily integrated into usual optimization algorithms (line search and trust region) to accelerate the estimation process. The proposed dynamic discrete choice models and estimation methods can be used in various discrete choice applications. In the area of big data analytics, models that can deal with large choice sets and sequential choices are important. Our research can therefore be of interest in various demand analysis applications (predictive analytics) or can be integrated with optimization models (prescriptive analytics). Furthermore, our studies indicate the potential of dynamic programming techniques in this context, even for static models, which opens up a variety of future research directions.
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We consider a spectrally-negative Markov additive process as a model of a risk process in a random environment. Following recent interest in alternative ruin concepts, we assume that ruin occurs when an independent Poissonian observer sees the process as negative, where the observation rate may depend on the state of the environment. Using an approximation argument and spectral theory, we establish an explicit formula for the resulting survival probabilities in this general setting. We also discuss an efficient evaluation of the involved quantities and provide a numerical illustration.
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Scientific curiosity, exploration of georesources and environmental concerns are pushing the geoscientific research community toward subsurface investigations of ever-increasing complexity. This review explores various approaches to formulate and solve inverse problems in ways that effectively integrate geological concepts with geophysical and hydrogeological data. Modern geostatistical simulation algorithms can produce multiple subsurface realizations that are in agreement with conceptual geological models and statistical rock physics can be used to map these realizations into physical properties that are sensed by the geophysical or hydrogeological data. The inverse problem consists of finding one or an ensemble of such subsurface realizations that are in agreement with the data. The most general inversion frameworks are presently often computationally intractable when applied to large-scale problems and it is necessary to better understand the implications of simplifying (1) the conceptual geological model (e.g., using model compression); (2) the physical forward problem (e.g., using proxy models); and (3) the algorithm used to solve the inverse problem (e.g., Markov chain Monte Carlo or local optimization methods) to reach practical and robust solutions given today's computer resources and knowledge. We also highlight the need to not only use geophysical and hydrogeological data for parameter estimation purposes, but also to use them to falsify or corroborate alternative geological scenarios.