Transition from time-continuous systems to discrete mappings

Detailed transport studies in plasmas require the solution of the time evolution of many different initial positions of test particles in the phase space of the systems to be investigated. To reduce this amount of numerical work, one would like to replace the integration of the time-continues system with a mapping.

Numerical Comparison of the Drag Models of Granular Flows Applied to the Fast Pyrolysis of Biomass

The paper presents a comparison between the different drag models for granular flows developed in the literature and the effect of each one of them on the fast pyrolysis of wood. The process takes place on an 100 g/h lab scale bubbling fluidized bed reactor located at Aston University. FLUENT 6.3 is used as the modeling framework of the fluidized bed hydrodynamics, while the fast pyrolysis of the discrete wood particles is incorporated as an external user defined function (UDF) hooked to FLUENT’s main code structure. Three different drag models for granular flows are compared, namely the Gidaspow, Syamlal O’Brien, and Wen-Yu, already incorporated in FLUENT’s main code, and their impact on particle trajectory, heat transfer, degradation rate, product yields, and char residence time is quantified. The Eulerian approach is used to model the bubbling behavior of the sand, which is treated as a continuum. Biomass reaction kinetics is modeled according to the literature using a two-stage, semiglobal model that takes into account secondary reactions.

Hidden state models for time series

Amongst all the objectives in the study of time series, uncovering the dynamic law of its generation is probably the most important. When the underlying dynamics are not available, time series modelling consists of developing a model which best explains a sequence of observations. In this thesis, we consider hidden space models for analysing and describing time series. We first provide an introduction to the principal concepts of hidden state models and draw an analogy between hidden Markov models and state space models. Central ideas such as hidden state inference or parameter estimation are reviewed in detail. A key part of multivariate time series analysis is identifying the delay between different variables. We present a novel approach for time delay estimating in a non-stationary environment. The technique makes use of hidden Markov models and we demonstrate its application for estimating a crucial parameter in the oil industry. We then focus on hybrid models that we call dynamical local models. These models combine and generalise hidden Markov models and state space models. Probabilistic inference is unfortunately computationally intractable and we show how to make use of variational techniques for approximating the posterior distribution over the hidden state variables. Experimental simulations on synthetic and real-world data demonstrate the application of dynamical local models for segmenting a time series into regimes and providing predictive distributions.

Setting parameters in MRP for the effective management of bought-out inventory in a JIT assembly environment

In recent years, UK industry has seen an explosive growth in the number of `Computer Aided Production Management' (CAPM) system installations. Of the many CAPM systems, materials requirement planning/manufacturing resource planning (MRP/MRPII) is the most widely implemented. Despite the huge investments in MRP systems, over 80 percent are said to have failed within 3 to 5 years of installation. Many people now assume that Just-In-Time (JIT) is the best manufacturing technique. However, those who have implemented JIT have found that it also has many problems. The author argues that the success of a manufacturing company will not be due to a system which complies with a single technique; but due to the integration of many techniques and the ability to make them complement each other in a specific manufacturing environment. This dissertation examines the potential for integrating MRP with JIT and Two-Bin systems to reduce operational costs involved in managing bought-out inventory. Within this framework it shows that controlling MRP is essential to facilitate the integrating process. The behaviour of MRP systems is dependent on the complex interactions between the numerous control parameters used. Methodologies/models are developed to set these parameters. The models are based on the Pareto principle. The idea is to use business targets to set a coherent set of parameters, which not only enables those business targets to be realised, but also facilitates JIT implementation. It illustrates this approach in the context of an actual manufacturing plant - IBM Havant. (IBM Havant is a high volume electronics assembly plant with the majority of the materials bought-out). The parameter setting models are applicable to control bought-out items in a wide range of industries and are not dependent on specific MRP software. The models have produced successful results in several companies and are now being developed as commercial products.

The choice of the model in inventory control and the cost of sophistication

This thesis is concerned with the inventory control of items that can be considered independent of one another. The decisions when to order and in what quantity, are the controllable or independent variables in cost expressions which are minimised. The four systems considered are referred to as (Q, R), (nQ,R,T), (M,T) and (M,R,T). Wiith ((Q,R) a fixed quantity Q is ordered each time the order cover (i.e. stock in hand plus on order ) equals or falls below R, the re-order level. With the other three systems reviews are made only at intervals of T. With (nQ,R,T) an order for nQ is placed if on review the inventory cover is less than or equal to R, where n, which is an integer, is chosen at the time so that the new order cover just exceeds R. In (M, T) each order increases the order cover to M. Fnally in (M, R, T) when on review, order cover does not exceed R, enough is ordered to increase it to M. The (Q, R) system is examined at several levels of complexity, so that the theoretical savings in inventory costs obtained with more exact models could be compared with the increases in computational costs. Since the exact model was preferable for the (Q,R) system only exact models were derived for theoretical systems for the other three. Several methods of optimization were tried, but most were found inappropriate for the exact models because of non-convergence. However one method did work for each of the exact models. Demand is considered continuous, and with one exception, the distribution assumed is the normal distribution truncated so that demand is never less than zero. Shortages are assumed to result in backorders, not lost sales. However, the shortage cost is a function of three items, one of which, the backorder cost, may be either a linear, quadratic or an exponential function of the length of time of a backorder, with or without period of grace. Lead times are assumed constant or gamma distributed. Lastly, the actual supply quantity is allowed to be distributed. All the sets of equations were programmed for a KDF 9 computer and the computed performances of the four inventory control procedures are compared under each assurnption.

The role of models@run.time in supporting on-the-fly interoperability

Models at runtime can be defined as abstract representations of a system, including its structure and behaviour, which exist in tandem with the given system during the actual execution time of that system. Furthermore, these models should be causally connected to the system being modelled, offering a reflective capability. Significant advances have been made in recent years in applying this concept, most notably in adaptive systems. In this paper we argue that a similar approach can also be used to support the dynamic generation of software artefacts at execution time. An important area where this is relevant is the generation of software mediators to tackle the crucial problem of interoperability in distributed systems. We refer to this approach as emergent middleware, representing a fundamentally new approach to resolving interoperability problems in the complex distributed systems of today. In this context, the runtime models are used to capture meta-information about the underlying networked systems that need to interoperate, including their interfaces and additional knowledge about their associated behaviour. This is supplemented by ontological information to enable semantic reasoning. This paper focuses on this novel use of models at runtime, examining in detail the nature of such runtime models coupled with consideration of the supportive algorithms and tools that extract this knowledge and use it to synthesise the appropriate emergent middleware.

Summary of the 7th international workshop on Models@run.time

The Models@run.time (MRT) workshop series offers a discussion forum for the rising need to leverage modeling techniques for the software of the future. The main goals are to explore the benefits of models@run.time and to foster collaboration and cross-fertilization between different research communities like for example like model-driven engineering (e.g. MODELS), self-adaptive/autonomous systems communities (e.g., SEAMS and ICAC), the control theory community and the artificial intelligence community. © 2012 Authors.

Benefits of retailer-supplier partnership initiatives under time-varying demand:a comparative analytical study

This paper aims to help supply chain managers to determine the value of retailer-supplier partnership initiatives beyond information sharing (IS) according to their specific business environment under time-varying demand conditions. For this purpose, we use integer linear programming models to quantify the benefits that can be accrued by a retailer, a supplier and system as a whole from shift in inventory ownership and shift in decision-making power with that of IS. The results of a detailed numerical study pertaining to static time horizon reveal that the shift in inventory ownership provides system-wide cost benefits in specific settings. Particularly, when it induces the retailer to order larger quantities and the supplier also prefers such orders due to significantly high setup and shipment costs. We observe that the relative benefits of shift in decision-making power are always higher than the shift in inventory ownership under all the conditions. The value of the shift in decision-making power is greater than IS particularly when the variability of underlying demand is low and time-dependent variation in production cost is high. However, when the shipment cost is negligible and order issuing efficiency of the supplier is low, the cost benefits of shift in decision-making power beyond IS are not significant. © 2012 Taylor & Francis.

Models@run.time:foundations, applications, and roadmaps

Traditionally, research on model-driven engineering (MDE) has mainly focused on the use of models at the design, implementation, and verification stages of development. This work has produced relatively mature techniques and tools that are currently being used in industry and academia. However, software models also have the potential to be used at runtime, to monitor and verify particular aspects of runtime behavior, and to implement self-* capabilities (e.g., adaptation technologies used in self-healing, self-managing, self-optimizing systems). A key benefit of using models at runtime is that they can provide a richer semantic base for runtime decision-making related to runtime system concerns associated with autonomic and adaptive systems. This book is one of the outcomes of the Dagstuhl Seminar 11481 on models@run.time held in November/December 2011, discussing foundations, techniques, mechanisms, state of the art, research challenges, and applications for the use of runtime models. The book comprises four research roadmaps, written by the original participants of the Dagstuhl Seminar over the course of two years following the seminar, and seven research papers from experts in the area. The roadmap papers provide insights to key features of the use of runtime models and identify the following research challenges: the need for a reference architecture, uncertainty tackled by runtime models, mechanisms for leveraging runtime models for self-adaptive software, and the use of models at runtime to address assurance for self-adaptive systems.

Summary of the 9th Workshop on Models@run.time

The Models@run.time workshop (MRT) series offers a discussion forum for the rising need to leverage modeling techniques at runtime for the software of the future. MRT has become a mature research topic, which is, e.g., reflected in separate sessions at conferences covering MRT approaches only. The target venues of the workshops audience changed from workshops to conferences. Hence, new topics in the area of MRT need to be identified, which are not yet mature enough for conferences. In consequence, the main goal of this edition was to reflect on the past decade of the workshop's history and to identify new future directions for the workshop.

Summary of the 8th International workshop on Models@run.time

The 8th edition of the workshop Models@run.time was held at the 16th International Conference MODELS. The workshop took place in the city of Miami, USA, on the 29th of September 2013. The workshop was organised by Nelly Bencomo, Sebastian Götz, Robert France and Bernhard Rumpe. Here, we present a summary of the workshop and a synopsis of the papers discussed during the workshop.

Implementing an agent-based model with a spatial visual display in discrete-event simulation software

There has been an increasing interest in the use of agent-based simulation and some discussion of the relative merits of this approach as compared to discrete-event simulation. There are differing views on whether an agent-based simulation offers capabilities that discrete-event cannot provide or whether all agent-based applications can at least in theory be undertaken using a discrete-event approach. This paper presents a simple agent-based NetLogo model and corresponding discrete-event versions implemented in the widely used ARENA software. The two versions of the discrete-event model presented use a traditional process flow approach normally adopted in discrete-event simulation software and also an agent-based approach to the model build. In addition a real-time spatial visual display facility is provided using a spreadsheet platform controlled by VBA code embedded within the ARENA model. Initial findings from this investigation are that discrete-event simulation can indeed be used to implement agent-based models and with suitable integration elements such as VBA provide the spatial displays associated with agent-based software.

Improving Analytical Travel Time Estimation for Transportation Planning Models

This dissertation aimed to improve travel time estimation for the purpose of transportation planning by developing a travel time estimation method that incorporates the effects of signal timing plans, which were difficult to consider in planning models. For this purpose, an analytical model has been developed. The model parameters were calibrated based on data from CORSIM microscopic simulation, with signal timing plans optimized using the TRANSYT-7F software. Independent variables in the model are link length, free-flow speed, and traffic volumes from the competing turning movements. The developed model has three advantages compared to traditional link-based or node-based models. First, the model considers the influence of signal timing plans for a variety of traffic volume combinations without requiring signal timing information as input. Second, the model describes the non-uniform spatial distribution of delay along a link, this being able to estimate the impacts of queues at different upstream locations of an intersection and attribute delays to a subject link and upstream link. Third, the model shows promise of improving the accuracy of travel time prediction. The mean absolute percentage error (MAPE) of the model is 13% for a set of field data from Minnesota Department of Transportation (MDOT); this is close to the MAPE of uniform delay in the HCM 2000 method (11%). The HCM is the industrial accepted analytical model in the existing literature, but it requires signal timing information as input for calculating delays. The developed model also outperforms the HCM 2000 method for a set of Miami-Dade County data that represent congested traffic conditions, with a MAPE of 29%, compared to 31% of the HCM 2000 method. The advantages of the proposed model make it feasible for application to a large network without the burden of signal timing input, while improving the accuracy of travel time estimation. An assignment model with the developed travel time estimation method has been implemented in a South Florida planning model, which improved assignment results.

Space-for-Time Substitution Works in Everglades Ecological Forecasting Models

Space-for-time substitution is often used in predictive models because long-term time-series data are not available. Critics of this method suggest factors other than the target driver may affect ecosystem response and could vary spatially, producing misleading results. Monitoring data from the Florida Everglades were used to test whether spatial data can be substituted for temporal data in forecasting models. Spatial models that predicted bluefin killifish (Lucania goodei) population response to a drying event performed comparably and sometimes better than temporal models. Models worked best when results were not extrapolated beyond the range of variation encompassed by the original dataset. These results were compared to other studies to determine whether ecosystem features influence whether space-for-time substitution is feasible. Taken in the context of other studies, these results suggest space-for-time substitution may work best in ecosystems with low beta-diversity, high connectivity between sites, and small lag in organismal response to the driver variable.

Space-for-Time Substitution Works in Everglades Ecological Forecasting Models

Space-for-time substitution is often used in predictive models because long-term time-series data are not available. Critics of this method suggest factors other than the target driver may affect ecosystem response and could vary spatially, producing misleading results. Monitoring data from the Florida Everglades were used to test whether spatial data can be substituted for temporal data in forecasting models. Spatial models that predicted bluefin killifish (Lucania goodei) population response to a drying event performed comparably and sometimes better than temporal models. Models worked best when results were not extrapolated beyond the range of variation encompassed by the original dataset. These results were compared to other studies to determine whether ecosystem features influence whether space-for-time substitution is feasible. Taken in the context of other studies, these results suggest space-fortime substitution may work best in ecosystems with low beta-diversity, high connectivity between sites, and small lag in organismal response to the driver variable.