A meshless method for an inverse two-phase one-dimensional nonlinear Stefan problem

We extend a meshless method of fundamental solutions recently proposed by the authors for the one-dimensional two-phase inverse linear Stefan problem, to the nonlinear case. In this latter situation the free surface is also considered unknown which is more realistic from the practical point of view. Building on the earlier work, the solution is approximated in each phase by a linear combination of fundamental solutions to the heat equation. The implementation and analysis are more complicated in the present situation since one needs to deal with a nonlinear minimization problem to identify the free surface. Furthermore, the inverse problem is ill-posed since small errors in the input measured data can cause large deviations in the desired solution. Therefore, regularization needs to be incorporated in the objective function which is minimized in order to obtain a stable solution. Numerical results are presented and discussed. © 2014 IMACS.

Design and analysis of distributed utility maximization algorithm for multihop wireless network with inaccurate feedback

Distributed network utility maximization (NUM) is receiving increasing interests for cross-layer optimization problems in multihop wireless networks. Traditional distributed NUM algorithms rely heavily on feedback information between different network elements, such as traffic sources and routers. Because of the distinct features of multihop wireless networks such as time-varying channels and dynamic network topology, the feedback information is usually inaccurate, which represents as a major obstacle for distributed NUM application to wireless networks. The questions to be answered include if distributed NUM algorithm can converge with inaccurate feedback and how to design effective distributed NUM algorithm for wireless networks. In this paper, we first use the infinitesimal perturbation analysis technique to provide an unbiased gradient estimation on the aggregate rate of traffic sources at the routers based on locally available information. On the basis of that, we propose a stochastic approximation algorithm to solve the distributed NUM problem with inaccurate feedback. We then prove that the proposed algorithm can converge to the optimum solution of distributed NUM with perfect feedback under certain conditions. The proposed algorithm is applied to the joint rate and media access control problem for wireless networks. Numerical results demonstrate the convergence of the proposed algorithm. © 2013 John Wiley & Sons, Ltd.

The Analysis and Optimization of Survivability of MPLS Networks

The problem of MPLS networks survivability analysis is considered in this paper. The survivability indexes are defined which take into account the specificity of MPLS networks and the algorithm of its estimation is elaborated. The problem of MPLS network structure optimization under the constraints on the survivability indexes is considered and the algorithm of its solution is suggested. The experimental investigations were carried out and their results are presented.

An efficient knowledge transfer solution to a novel SMDP formalization of a broker's decision problem

This paper introduces a new technique for optimizing the trading strategy of brokers that autonomously trade in re- tail and wholesale markets. Simultaneous optimization of re- tail and wholesale strategies has been considered by existing studies as intractable. Therefore, each of these strategies is optimized separately and their interdependence is generally ignored, with resulting broker agents not aiming for a glob- ally optimal retail and wholesale strategy. In this paper, we propose a novel formalization, based on a semi-Markov deci- sion process (SMDP), which globally and simultaneously op- timizes retail and wholesale strategies. The SMDP is solved using hierarchical reinforcement learning (HRL) in multi- agent environments. To address the curse of dimensionality, which arises when applying SMDP and HRL to complex de- cision problems, we propose an ecient knowledge transfer approach. This enables the reuse of learned trading skills in order to speed up the learning in new markets, at the same time as making the broker transportable across market envi- ronments. The proposed SMDP-broker has been thoroughly evaluated in two well-established multi-agent simulation en- vironments within the Trading Agent Competition (TAC) community. Analysis of controlled experiments shows that this broker can outperform the top TAC-brokers. More- over, our broker is able to perform well in a wide range of environments by re-using knowledge acquired in previously experienced settings.

Analysis of Spatial-temporal Dynamics in the System of Economic Security of Different Subjects of Economic Management

The importance to solve the problem of spatial-temporal dynamics analysis in the system of economic security of different subjects of economic management is substantiated. Various methods and approaches for carrying out analysis of spatial-temporal dynamics in the system of economic security are considered. The basis of the generalized analysis of spatial-temporal dynamics in economic systems is offered.

Expert System for Decision-Making Problem in Economics

An expert system (ES) is a class of computer programs developed by researchers in artificial intelligence. In essence, they are programs made up of a set of rules that analyze information about a specific class of problems, as well as provide analysis of the problems, and, depending upon their design, recommend a course of user action in order to implement corrections. ES are computerized tools designed to enhance the quality and availability of knowledge required by decision makers in a wide range of industries. Decision-making is important for the financial institutions involved due to the high level of risk associated with wrong decisions. The process of making decision is complex and unstructured. The existing models for decision-making do not capture the learned knowledge well enough. In this study, we analyze the beneficial aspects of using ES for decision- making process.

Learning higher-level features with convolutional restricted Boltzmann machines for sentiment analysis

In recent years, learning word vector representations has attracted much interest in Natural Language Processing. Word representations or embeddings learned using unsupervised methods help addressing the problem of traditional bag-of-word approaches which fail to capture contextual semantics. In this paper we go beyond the vector representations at the word level and propose a novel framework that learns higher-level feature representations of n-grams, phrases and sentences using a deep neural network built from stacked Convolutional Restricted Boltzmann Machines (CRBMs). These representations have been shown to map syntactically and semantically related n-grams to closeby locations in the hidden feature space. We have experimented to additionally incorporate these higher-level features into supervised classifier training for two sentiment analysis tasks: subjectivity classification and sentiment classification. Our results have demonstrated the success of our proposed framework with 4% improvement in accuracy observed for subjectivity classification and improved the results achieved for sentiment classification over models trained without our higher level features.

Recent Results on Stability Analysis of an Optimal Assembly Line Balance

Two assembly line balancing problems are addressed. The first problem (called SALBP-1) is to minimize number of linearly ordered stations for processing n partially ordered operations V = {1, 2, ..., n} within the fixed cycle time c. The second problem (called SALBP-2) is to minimize cycle time for processing partially ordered operations V on the fixed set of m linearly ordered stations. The processing time ti of each operation i ∈V is known before solving problems SALBP-1 and SALBP-2. However, during the life cycle of the assembly line the values ti are definitely fixed only for the subset of automated operations V\V . Another subset V ⊆ V includes manual operations, for which it is impossible to fix exact processing times during the whole life cycle of the assembly line. If j ∈V , then operation times tj can differ for different cycles of the production process. For the optimal line balance b of the assembly line with operation times t1, t2, ..., tn, we investigate stability of its optimality with respect to possible variations of the processing times tj of the manual operations j ∈ V .

Automated Problem Domain Cognition Process in Information Systems Design

An automated cognitive approach for the design of Information Systems is presented. It is supposed to be used at the very beginning of the design process, between the stages of requirements determination and analysis, including the stage of analysis. In the context of the approach used either UML or ERD notations may be used for model representation. The approach provides the opportunity of using natural language text documents as a source of knowledge for automated problem domain model generation. It also simplifies the process of modelling by assisting the human user during the whole period of working upon the model (using UML or ERD notations).

Data Flow Analysis and the Linear Programming Model

* The research is supported partly by INTAS: 04-77-7173 project, http://www.intas.be

Recognition on Finite Set of Events: Bayesian Analysis of Generalization Ability and Classification Tree Pruning

The problem of recognition on finite set of events is considered. The generalization ability of classifiers for this problem is studied within the Bayesian approach. The method for non-uniform prior distribution specification on recognition tasks is suggested. It takes into account the assumed degree of intersection between classes. The results of the analysis are applied for pruning of classification trees.

An Analysis of Some Relations Among Domain Ontologies

* This paper was made according to the program of fundamental scientific research of the Presidium of the Russian Academy of Sciences «Mathematical simulation and intellectual systems», the project "Theoretical foundation of the intellectual systems based on ontologies for intellectual support of scientific researches".

Stability of an Optimal Schedule for a Job-Shop Problem with Two Jobs

The usual assumption that the processing times of the operations are known in advance is the strictest one in scheduling theory. This assumption essentially restricts practical aspects of deterministic scheduling theory since it is not valid for the most processes arising in practice. The paper is devoted to a stability analysis of an optimal schedule, which may help to extend the significance of scheduling theory for decision-making in the real-world applications. The term stability is generally used for the phase of an algorithm, at which an optimal solution of a problem has already been found, and additional calculations are performed in order to study how solution optimality depends on variation of the numerical input data.

Systems Analysis: the Structure-and-Purpose Approach Based on Logic-linguistic Formalisation

Systems analysis (SA) is widely used in complex and vague problem solving. Initial stages of SA are analysis of problems and purposes to obtain problems/purposes of smaller complexity and vagueness that are combined into hierarchical structures of problems(SP)/purposes(PS). Managers have to be sure the PS and the purpose realizing system (PRS) that can achieve the PS-purposes are adequate to the problem to be solved. However, usually SP/PS are not substantiated well enough, because their development is based on a collective expertise in which logic of natural language and expert estimation methods are used. That is why scientific foundations of SA are not supposed to have been completely formed. The structure-and-purpose approach to SA based on a logic-and-linguistic simulation of problems/purposes analysis is a step towards formalization of the initial stages of SA to improve adequacy of their results, and also towards increasing quality of SA as a whole. Managers of industrial organizing systems using the approach eliminate logical errors in SP/PS at early stages of planning and so they will be able to find better decisions of complex and vague problems.

About the Multi Criteria Ranging Problem in the Fuzzy Environment

Decision making and technical decision analysis demand computer-aided techniques and therefore more and more support by formal techniques. In recent years fuzzy decision analysis and related techniques gained importance as an efficient method for planning and optimization applications in fields like production planning, financial and economical modeling and forecasting or classification. It is also known, that the hierarchical modeling of the situation is one of the most popular modeling method. It is shown, how to use the fuzzy hierarchical model in complex with other methods of Multiple Criteria Decision Making. We propose a novel approach to overcome the inherent limitations of Hierarchical Methods by exploiting multiple criteria decision making.