Inverse forecasting:a new approach for predictive modelling

In the last two decades there have been substantial developments in the mathematical theory of inverse optimization problems, and their applications have expanded greatly. In parallel, time series analysis and forecasting have become increasingly important in various fields of research such as data mining, economics, business, engineering, medicine, politics, and many others. Despite the large uses of linear programming in forecasting models there is no a single application of inverse optimization reported in the forecasting literature when the time series data is available. Thus the goal of this paper is to introduce inverse optimization into forecasting field, and to provide a streamlined approach to time series analysis and forecasting using inverse linear programming. An application has been used to demonstrate the use of inverse forecasting developed in this study. © 2007 Elsevier Ltd. All rights reserved.

Modelling growth of prion protein aggregates in the brain in variant Creutzfeldt-Jakob disease

Deposition of insoluble prion protein (PrP) in the brain in the form of protein aggregates or deposits is characteristic of the ‘transmissible spongiform encephalopathies’ (TSEs). Understanding the growth and development of PrP aggregates is important both in attempting to elucidate the pathogenesis of prion disease and in the development of treatments designed to inhibit the spread of prion pathology within the brain. Aggregation and disaggregation of proteins and the diffusion of substances into the developing aggregates (surface diffusion) are important factors in the development of protein deposits. Mathematical models suggest that if either aggregation/disaggregation or surface diffusion is the predominant factor, then the size frequency distribution of the resulting protein aggregates will be described by either a power-law or a log-normal model respectively. This study tested this hypothesis for two different populations of PrP deposit, viz., the diffuse and florid-type PrP deposits characteristic of patients with variant Creutzfeldt-Jakob disease (vCJD). The size distributions of the florid and diffuse deposits were fitted by a power-law function in 100% and 42% of brain areas studied respectively. By contrast, the size distributions of both types of aggregate deviated significantly from a log-normal model in all areas. Hence, protein aggregation and disaggregation may be the predominant factor in the development of the florid deposits. A more complex combination of factors appears to be involved in the pathogenesis of the diffuse deposits. These results may be useful in the design of treatments to inhibit the development of PrP aggregates in vCJD.

Development of multiphase and multiscale mathematical models for thermal spray process

High velocity oxyfuel (HVOF) thermal spraying is one of the most significant developments in the thermal spray industry since the development of the original plasma spray technique. The first investigation deals with the combustion and discrete particle models within the general purpose commercial CFD code FLUENT to solve the combustion of kerosene and couple the motion of fuel droplets with the gas flow dynamics in a Lagrangian fashion. The effects of liquid fuel droplets on the thermodynamics of the combusting gas flow are examined thoroughly showing that combustion process of kerosene is independent on the initial fuel droplet sizes. The second analysis copes with the full water cooling numerical model, which can assist on thermal performance optimisation or to determine the best method for heat removal without the cost of building physical prototypes. The numerical results indicate that the water flow rate and direction has noticeable influence on the cooling efficiency but no noticeable effect on the gas flow dynamics within the thermal spraying gun. The third investigation deals with the development and implementation of discrete phase particle models. The results indicate that most powder particles are not melted upon hitting the substrate to be coated. The oxidation model confirms that HVOF guns can produce metallic coating with low oxidation within the typical standing-off distance about 30cm. Physical properties such as porosity, microstructure, surface roughness and adhesion strength of coatings produced by droplet deposition in a thermal spray process are determined to a large extent by the dynamics of deformation and solidification of the particles impinging on the substrate. Therefore, is one of the objectives of this study to present a complete numerical model of droplet impact and solidification. The modelling results show that solidification of droplets is significantly affected by the thermal contact resistance/substrate surface roughness.

Theoretical modelling of the sulcated spring

Replacement of the traditional coil spring with one of more fibre-reinforced plastic sulcated springs is a future possibility. Spring designers of metallic coil springs have design formulae readily available, and software packages specific to coil spring design exist. However, the sulcated spring is at the prototype stage of development, so literature on these springs is very sparse. The thesis contains information on the market for sulcated springs, and their advantages and disadvantages. Literature on other types of fibre reinforced plastic springs has also been reviewed. Design software has been developed for the sulcated spring along similar lines to coil spring design software. In order to develop the software, a theoretical model had to be developed which formed the mathematical basis for the software. The theoretical model is based on a choice of four methods for calculating the flexural rigidity; beam theory, plate theory, and lamination theory assuming isotropic and orthoropic material properties. Experimental results for strain and spring stiffness have been compared with the theoretical model, and were in good agreement. Included in the design software are the results of experimental work on fatigue, and design limiting factors to prevent or warn against impractical designs. Finite element analysis has been used to verify the theoretical model developed, and to find the better approximation to the experimental results. Applications and types of assemblies for the sulcated spring were discussed. Sulcated spring designs for the automotive applications of a suspension, clutch and engine valve spring were found using the design computer software. These sulcated spring designs were within or close to the space of the existing coil spring and yield the same performance. Finally the commercial feasibility of manufacturing the sulcated spring was assessed and compared with the coil spring, to evaluate the plausibility of the sulcated spring replacing the coil spring eventually.

Modelling the dynamics of cutting during turning

This thesis presents an approach to cutting dynamics during turning based upon the mechanism of deformation of work material around the tool nose known as "ploughing". Starting from the shearing process in the cutting zone and accounting for "ploughing", new mathematical models relating turning force components to cutting conditions, tool geometry and tool vibration are developed. These models are developed separately for steady state and for oscillatory turning with new and worn tools. Experimental results are used to determine mathematical functions expressing the parameters introduced by the steady state model in the case of a new tool. The form of these functions are of general validity though their coefficients are dependent on work and tool materials. Good agreement is achieved between experimental and predicted forces. The model is extended on one hand to include different work material by introducing a hardness factor. The model provides good predictions when predicted forces are compared to present and published experimental results. On the other hand, the extension of the ploughing model to taming with a worn edge showed the ability of the model in predicting machining forces during steady state turning with the worn flank of the tool. In the development of the dynamic models, the dynamic turning force equations define the cutting process as being a system for which vibration of the tool tip in the feed direction is the input and measured forces are the output The model takes into account the shear plane oscillation and the cutting configuration variation in response to tool motion. Theoretical expressions of the turning forces are obtained for new and worn cutting edges. The dynamic analysis revealed the interaction between the cutting mechanism and the machine tool structure. The effect of the machine tool and tool post is accounted for by using experimental data of the transfer function of the tool post system. Steady state coefficients are corrected to include the changes in the cutting configuration with tool vibration and are used in the dynamic model. A series of oscillatory cutting tests at various conditions and various tool flank wear levels are carried out and experimental results are compared with model—predicted forces. Good agreement between predictions and experiments were achieved over a wide range of cutting conditions. This research bridges the gap between the analysis of vibration and turning forces in turning. It offers an explicit expression of the dynamic turning force generated during machining and highlights the relationships between tool wear, tool vibration and turning force. Spectral analysis of tool acceleration and turning force components led to define an "Inertance Power Ratio" as a flank wear monitoring factor. A formulation of an on—line flank wear monitoring methodology is presented and shows how the results of the present model can be applied to practical in—process tool wear monitoring in • turning operations.

Before and after modelling:risk knowledge management is required

Risk and knowledge are two concepts and components of business management which have so far been studied almost independently. This is especially true where risk management is conceived mainly in financial terms, as, for example, in the banking sector. The banking sector has sophisticated methodologies for managing risk, such as mathematical risk modeling. However. the methodologies for analyzing risk do not explicitly include knowledge management for risk knowledge creation and risk knowledge transfer. Banks are affected by internal and external changes with the consequent accommodation to new business models new regulations and the competition of big players around the world. Thus, banks have different levels of risk appetite and policies in risk management. This paper takes into consideration that business models are changing and that management is looking across the organization to identify the influence of strategic planning, information systems theory, risk management and knowledge management. These disciplines can handle the risks affecting banking that arise from different areas, but only if they work together. This creates a need to view them in an integrated way. This article sees enterprise risk management as a specific application of knowledge in order to control deviation from strategic objectives, shareholders' values and stakeholders' relationships. Before and after a modeling process it necessary to find insights into how the application of knowledge management processes can improve the understanding of risk and the implementation of enterprise risk management. The article presents a propose methodology to contribute to providing a guide for developing risk modeling knowledge and a reduction of knowledge silos, in order to improve the quality and quantity of solutions related to risk inquiries across the organization.

Multibody System Mechanics: Modelling, Stability, Control, and Robustness by V. A. Konoplev and A. Cheremensky

BOOK REVIEWS Multibody System Mechanics: Modelling, Stability, Control, and Ro- bustness, by V. A. Konoplev and A. Cheremensky, Mathematics and its Appli- cations Vol. 1, Union of Bulgarian Mathematicians, Sofia, 2001, XXII + 288 pp., $ 65.00, ISBN 954-8880-09-01

An Approach to Wealth Modelling

2000 Mathematics Subject Classification: 60G48, 60G20, 60G15, 60G17. JEL Classification: G10

Reliability modelling and verification of manufacturing processes based on process knowledge management

Reliability modelling and verification is indispensable in modern manufacturing, especially for product development risk reduction. Based on the discussion of the deficiencies of traditional reliability modelling methods for process reliability, a novel modelling method is presented herein that draws upon a knowledge network of process scenarios based on the analytic network process (ANP). An integration framework of manufacturing process reliability and product quality is presented together with a product development and reliability verification process. According to the roles of key characteristics (KCs) in manufacturing processes, KCs are organised into four clusters, that is, product KCs, material KCs, operation KCs and equipment KCs, which represent the process knowledge network of manufacturing processes. A mathematical model and algorithm is developed for calculating the reliability requirements of KCs with respect to different manufacturing process scenarios. A case study on valve-sleeve component manufacturing is provided as an application example of the new reliability modelling and verification procedure. This methodology is applied in the valve-sleeve component manufacturing processes to manage and deploy production resources.

Analysis of operational risk of banks – catastrophe modelling

Nowadays financial institutions due to regulation and internal motivations care more intensively on their risks. Besides previously dominating market and credit risk new trend is to handle operational risk systematically. Operational risk is the risk of loss resulting from inadequate or failed internal processes, people and systems or from external events. First we show the basic features of operational risk and its modelling and regulatory approaches, and after we will analyse operational risk in an own developed simulation model framework. Our approach is based on the analysis of latent risk process instead of manifest risk process, which widely popular in risk literature. In our model the latent risk process is a stochastic risk process, so called Ornstein- Uhlenbeck process, which is a mean reversion process. In the model framework we define catastrophe as breach of a critical barrier by the process. We analyse the distributions of catastrophe frequency, severity and first time to hit, not only for single process, but for dual process as well. Based on our first results we could not falsify the Poisson feature of frequency, and long tail feature of severity. Distribution of “first time to hit” requires more sophisticated analysis. At the end of paper we examine advantages of simulation based forecasting, and finally we concluding with the possible, further research directions to be done in the future.

Trends in research on the possible effects of climate change concerning aquatic ecosystems with special emphasis on the modelling approach

Knowledge on the expected effects of climate change on aquatic ecosystems is defined by three ways. On the one hand, long-term observation in the field serves as a basis for the possible changes; on the other hand, the experimental approach may bring valuable pieces of information to the research field. The expected effects of climate change cannot be studied by empirical approach; rather mathematical models are useful tools for this purpose. Within this study, the main findings of field observations and their implications for future were summarized; moreover, the modelling approaches were discussed in a more detailed way. Some models try to describe the variation of physical parameters in a given aquatic habitat, thus our knowledge on their biota is confined to the findings based on our present observations. Others are destined for answering special issues related to the given water body. Complex ecosystem models are the keys of our better understanding of the possible effects of climate change. Basically, these models were not created for testing the influence of global warming, rather focused on the description of a complex system (e. g. a lake) involving environmental variables, nutrients. However, such models are capable of studying climatic changes as well by taking into consideration a large set of environmental variables. Mostly, the outputs are consistent with the assumptions based on the findings in the field. Since synthetized models are rather difficult to handle and require quite large series of data, the authors proposed a more simple modelling approach, which is capable of examining the effects of global warming. This approach includes weather dependent simulation modelling of the seasonal dynamics of aquatic organisms within a simplified framework.

Modelling of stiffness degradation due to cracking in laminates subjected to multi-axial loading

Funding Financial support of this research by the Engineering and Physical Sciences Research Council (EPSRC/GR/L51348) and the British Ministry of Defence is gratefully acknowledged.

The mechanism of ϕC31 integrase directionality : experimental analysis and computational modelling

Acknowledgments We thank Sally Rowland for helpful comments on the manuscript. © The Author(s) 2016. Published by Oxford University Press on behalf of Nucleic Acids Research.

Physiologically based pharmacokinetic modelling in drug delivery

The application of pharmacokinetic modelling within the drug development field essentially allows one to develop a quantitative description of the temporal behaviour of a compound of interest at a tissue/organ level, by identifying and defining relationships between a dose of a drug and dependent variables. In order to understand and characterise the pharmacokinetics of a drug, it is often helpful to employ pharmacokinetic modelling using empirical or mechanistic approaches. Pharmacokinetic models can be developed within mathematical and statistical commercial software such as MATLAB using traditional mathematical and computation coding, or by using the Simbiology Toolbox available within MATLAB for a graphical user interface approach to developing pharmacokinetic (PBPK) models. For formulations dosed orally, a prerequisite for clinical activity is the entry of the drug into the systemic circulation.

Constraint-force-based approach of modelling compliant mechanisms: principle and application

Numerous works have been conducted on modelling basic compliant elements such as wire beams, and closed-form analytical models of most basic compliant elements have been well developed. However, the modelling of complex compliant mechanisms is still a challenging work. This paper proposes a constraint-force-based (CFB) modelling approach to model compliant mechanisms with a particular emphasis on modelling complex compliant mechanisms. The proposed CFB modelling approach can be regarded as an improved free-body- diagram (FBD) based modelling approach, and can be extended to a development of the screw-theory-based design approach. A compliant mechanism can be decomposed into rigid stages and compliant modules. A compliant module can offer elastic forces due to its deformation. Such elastic forces are regarded as variable constraint forces in the CFB modelling approach. Additionally, the CFB modelling approach defines external forces applied on a compliant mechanism as constant constraint forces. If a compliant mechanism is at static equilibrium, all the rigid stages are also at static equilibrium under the influence of the variable and constant constraint forces. Therefore, the constraint force equilibrium equations for all the rigid stages can be obtained, and the analytical model of the compliant mechanism can be derived based on the constraint force equilibrium equations. The CFB modelling approach can model a compliant mechanism linearly and nonlinearly, can obtain displacements of any points of the rigid stages, and allows external forces to be exerted on any positions of the rigid stages. Compared with the FBD based modelling approach, the CFB modelling approach does not need to identify the possible deformed configuration of a complex compliant mechanism to obtain the geometric compatibility conditions and the force equilibrium equations. Additionally, the mathematical expressions in the CFB approach have an easily understood physical meaning. Using the CFB modelling approach, the variable constraint forces of three compliant modules, a wire beam, a four-beam compliant module and an eight-beam compliant module, have been derived in this paper. Based on these variable constraint forces, the linear and non-linear models of a decoupled XYZ compliant parallel mechanism are derived, and verified by FEA simulations and experimental tests.