Modeling and mitigation of supply-demand mismatches

In this thesis, I develop analytical models to price the value of supply chain investments under demand uncer¬tainty. This thesis includes three self-contained papers. In the first paper, we investigate the value of lead-time reduction under the risk of sudden and abnormal changes in demand forecasts. We first consider the risk of a complete and permanent loss of demand. We then provide a more general jump-diffusion model, where we add a compound Poisson process to a constant-volatility demand process to explore the impact of sudden changes in demand forecasts on the value of lead-time reduction. We use an Edgeworth series expansion to divide the lead-time cost into that arising from constant instantaneous volatility, and that arising from the risk of jumps. We show that the value of lead-time reduction increases substantially in the intensity and/or the magnitude of jumps. In the second paper, we analyze the value of quantity flexibility in the presence of supply-chain dis- intermediation problems. We use the multiplicative martingale model and the "contracts as reference points" theory to capture both positive and negative effects of quantity flexibility for the downstream level in a supply chain. We show that lead-time reduction reduces both supply-chain disintermediation problems and supply- demand mismatches. We furthermore analyze the impact of the supplier's cost structure on the profitability of quantity-flexibility contracts. When the supplier's initial investment cost is relatively low, supply-chain disin¬termediation risk becomes less important, and hence the contract becomes more profitable for the retailer. We also find that the supply-chain efficiency increases substantially with the supplier's ability to disintermediate the chain when the initial investment cost is relatively high. In the third paper, we investigate the value of dual sourcing for the products with heavy-tailed demand distributions. We apply extreme-value theory and analyze the effects of tail heaviness of demand distribution on the optimal dual-sourcing strategy. We find that the effects of tail heaviness depend on the characteristics of demand and profit parameters. When both the profit margin of the product and the cost differential between the suppliers are relatively high, it is optimal to buffer the mismatch risk by increasing both the inventory level and the responsive capacity as demand uncertainty increases. In that case, however, both the optimal inventory level and the optimal responsive capacity decrease as the tail of demand becomes heavier. When the profit margin of the product is relatively high, and the cost differential between the suppliers is relatively low, it is optimal to buffer the mismatch risk by increasing the responsive capacity and reducing the inventory level as the demand uncertainty increases. In that case, how¬ever, it is optimal to buffer with more inventory and less capacity as the tail of demand becomes heavier. We also show that the optimal responsive capacity is higher for the products with heavier tails when the fill rate is extremely high.

Atomistic-continuum modeling of ultrafast laser-induced melting of silicon targets

In this work, we present an atomistic-continuum model for simulations of ultrafast laser-induced melting processes in semiconductors on the example of silicon. The kinetics of transient non-equilibrium phase transition mechanisms is addressed with MD method on the atomic level, whereas the laser light absorption, strong generated electron-phonon nonequilibrium, fast heat conduction, and photo-excited free carrier diffusion are accounted for with a continuum TTM-like model (called nTTM). First, we independently consider the applications of nTTM and MD for the description of silicon, and then construct the combined MD-nTTM model. Its development and thorough testing is followed by a comprehensive computational study of fast nonequilibrium processes induced in silicon by an ultrashort laser irradiation. The new model allowed to investigate the effect of laser-induced pressure and temperature of the lattice on the melting kinetics. Two competing melting mechanisms, heterogeneous and homogeneous, were identified in our big-scale simulations. Apart from the classical heterogeneous melting mechanism, the nucleation of the liquid phase homogeneously inside the material significantly contributes to the melting process. The simulations showed, that due to the open diamond structure of the crystal, the laser-generated internal compressive stresses reduce the crystal stability against the homogeneous melting. Consequently, the latter can take a massive character within several picoseconds upon the laser heating. Due to the large negative volume of melting of silicon, the material contracts upon the phase transition, relaxes the compressive stresses, and the subsequent melting proceeds heterogeneously until the excess of thermal energy is consumed. A series of simulations for a range of absorbed fluences allowed us to find the threshold fluence value at which homogeneous liquid nucleation starts contributing to the classical heterogeneous propagation of the solid-liquid interface. A series of simulations for a range of the material thicknesses showed that the sample width we chosen in our simulations (800 nm) corresponds to a thick sample. Additionally, in order to support the main conclusions, the results were verified for a different interatomic potential. Possible improvements of the model to account for nonthermal effects are discussed and certain restrictions on the suitable interatomic potentials are found. As a first step towards the inclusion of these effects into MD-nTTM, we performed nanometer-scale MD simulations with a new interatomic potential, designed to reproduce ab initio calculations at the laser-induced electronic temperature of 18946 K. The simulations demonstrated that, similarly to thermal melting, nonthermal phase transition occurs through nucleation. A series of simulations showed that higher (lower) initial pressure reinforces (hinders) the creation and the growth of nonthermal liquid nuclei. For the example of Si, the laser melting kinetics of semiconductors was found to be noticeably different from that of metals with a face-centered cubic crystal structure. The results of this study, therefore, have important implications for interpretation of experimental data on the kinetics of melting process of semiconductors.

Estado situacional de los modelos basados en agentes y su impacto en la investigación organizacional

En un mundo hiperconectado, dinámico y cargado de incertidumbre como el actual, los métodos y modelos analíticos convencionales están mostrando sus limitaciones. Las organizaciones requieren, por tanto, herramientas útiles que empleen tecnología de información y modelos de simulación computacional como mecanismos para la toma de decisiones y la resolución de problemas. Una de las más recientes, potentes y prometedoras es el modelamiento y la simulación basados en agentes (MSBA). Muchas organizaciones, incluidas empresas consultoras, emplean esta técnica para comprender fenómenos, hacer evaluación de estrategias y resolver problemas de diversa índole. Pese a ello, no existe (hasta donde conocemos) un estado situacional acerca del MSBA y su aplicación a la investigación organizacional. Cabe anotar, además, que por su novedad no es un tema suficientemente difundido y trabajado en Latinoamérica. En consecuencia, este proyecto pretende elaborar un estado situacional sobre el MSBA y su impacto sobre la investigación organizacional.

Caracterización de la cultura organizacional y lineamientos de intervención para la implementación de procesos de cambio en las organizaciones. Caso empresa sector financiero

El presente Trabajo de Grado busca caracterizar la cultura organizacional de una empresa del sector Financiero en Colombia y realizar orientaciones de acciones para el cambio organizacional de acuerdo con la estrategia de perdurabilidad establecida por la Alta Dirección de dicha empresa. Para este fin, se realiza una cuidadosa revisión y actualización del estado del arte de los conceptos clave ¨Cultura Organizacional¨ y ¨Cambio Organizacional¨. Es de resaltar que para el primero de ellos, se toma como punto de partida el estado del arte sobre Cultura Organizacional realizado por el profesor Carlos Eduardo Méndez Álvarez y cuyo marco temporal abarca desde los orígenes del concepto en el siglo XIX hasta el año 2006. Asimismo, luego de una cuidadosa revisión de los Modelos de Cambio Organizacional existentes y de la realidad de la empresa objeto de estudio, se adopta el Modelo ADKAR que consta de cinco fases: Conciencia del Cambio, Deseo, Conocimiento, Capacidad – Habilidad y Refuerzo. Asimismo, a partir de la construcción de un fundamento teórico sólido y a través de la aplicación de la metodología para describir la Cultura Organizacional en Colombia MEDECO se busca una aproximación a la Cultura Organizacional de la empresa objeto de estudio con el fin de describir e identificar los rasgos predominantes de su cultura organizacional y entregar una propuesta final con los rasgos necesarios que alientan la consecución exitosa de los procesos de cambio.

Efficient 3D scene modeling and mosaicing

El modelat d'escenes és clau en un gran ventall d'aplicacions que van des de la generació mapes fins a la realitat augmentada. Aquesta tesis presenta una solució completa per a la creació de models 3D amb textura. En primer lloc es presenta un mètode de Structure from Motion seqüencial, a on el model 3D de l'entorn s'actualitza a mesura que s'adquireix nova informació visual. La proposta és més precisa i robusta que l'estat de l'art. També s'ha desenvolupat un mètode online, basat en visual bag-of-words, per a la detecció eficient de llaços. Essent una tècnica completament seqüencial i automàtica, permet la reducció de deriva, millorant la navegació i construcció de mapes. Per tal de construir mapes en àrees extenses, es proposa un algorisme de simplificació de models 3D, orientat a aplicacions online. L'eficiència de les propostes s'ha comparat amb altres mètodes utilitzant diversos conjunts de dades submarines i terrestres.

An improved methodology for the recovery of Zea mays and other large crop pollen, with implications for environmental archaeology in the Neotropics

We present a simple sieving methodology to aid the recovery of large cultigen pollen grains, such as maize (Zea mays L.), manioc (Manihot esculenta Crantz), and sweet potato (Ipomoea batatas L.), among others, for the detection of food production using fossil pollen analysis of lake sediments in the tropical Americas. The new methodology was tested on three large study lakes located next to known and/or excavated pre-Columbian archaeological sites in South and Central America. Five paired samples, one treated by sieving, the other prepared using standard methodology, were compared for each of the three sites. Using the new methodology, chemically digested sediment samples were passed through a 53 µm sieve, and the residue was retained, mounted in silicone oil, and counted for large cultigen pollen grains. The filtrate was mounted and analysed for pollen according to standard palynological procedures. Zea mays (L.) was recovered from the sediments of all three study lakes using the sieving technique, where no cultigen pollen had been previously recorded using the standard methodology. Confidence intervals demonstrate there is no significant difference in pollen assemblages between the sieved versus unsieved samples. Equal numbers of exotic Lycopodium spores added to both the filtrate and residue of the sieved samples allow for direct comparison of cultigen pollen abundance with the standard terrestrial pollen count. Our technique enables the isolation and rapid scanning for maize and other cultigen pollen in lake sediments, which, in conjunction with charcoal and pollen records, is key to determining land-use patterns and the environmental impact of pre-Columbian societies.

Modeling and forecasting long-term natural gas (NG) consumption in Iran, using particle swarm optimization (PSO)

The gradual changes in the world development have brought energy issues back into high profile. An ongoing challenge for countries around the world is to balance the development gains against its effects on the environment. The energy management is the key factor of any sustainable development program. All the aspects of development in agriculture, power generation, social welfare and industry in Iran are crucially related to the energy and its revenue. Forecasting end-use natural gas consumption is an important Factor for efficient system operation and a basis for planning decisions. In this thesis, particle swarm optimization (PSO) used to forecast long run natural gas consumption in Iran. Gas consumption data in Iran for the previous 34 years is used to predict the consumption for the coming years. Four linear and nonlinear models proposed and six factors such as Gross Domestic Product (GDP), Population, National Income (NI), Temperature, Consumer Price Index (CPI) and yearly Natural Gas (NG) demand investigated.

Formulação de pastas cimentícias com adição de suspensões de quitosana para cimentação de poços de petróleo

Primary cementing is one of the main operations in well drilling responsible for the mechanical stability and zonal isolation during the production of oil. However, the cement sheath is constantly under mechanical stresses and temperature variations caused by the recovery of heavy oil. In order to minimize fracture and wear of the cement sheath, new admixtures are developed to improve the properties of Portland cement slurries and avoid environmental contamination caused by leaking gas and oil. Polymers with the ability to form polymeric films are candidates to improve the properties of hardened cement slurries, especially their fracture energy. The present study aimed at evaluating the effect of the addition of a chitosan suspension on cement slurries in order to improve the properties of the cement and increase its performance on heavy oil recovery. Chitosan was dissolved in acetic ac id (0.25 M and 2 M) and added to the formulation of the slurries in different concentrations. SEM analyses confirmed the formation of polymeric films in the cementitious matrix. Strength tests showed higher fracture energy compared to slurries without the addition of chitosan. The formation of the polymeric films also reduced the permeability of the slurry. Therefore, chitosan suspensions can be potentially used as cementing admixtures for heavy oil well applications

Effect of green Coffea arabica L. seed oil on extracellular matrix components and water-channel expression in in vitro and ex vivo human skin models

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Induction pegylated interferon Alfa-2a and high dose ribavirin do not increase SVR in heavy patients with HCV genotype 1 and high viral loads

Background & Aims Patients infected with hepatitis C virus (HCV) genotype 1, body weight <85 kg, and high baseline viral load respond poorly to standard doses of pegylated interferon (peginterferon) and ribavirin. We evaluated intensified therapy with peginterferon alfa-2a plus ribavirin. Methods This double-blind randomized trial included HCV genotype 1-infected outpatients from hepatology clinics with body weight <85 kg and HCV RNA titer <400,000 IU/mL. Patients were randomized to 180 μg/wk peginterferon alfa-2a for 48 weeks plus 1200 mg/day ribavirin (standard of care) (group A, n = 191) or 1400/1600 mg/day ribavirin (group B, n = 189). Additional groups included 360 μg/wk peginterferon alfa-2a for 12 weeks then 180 μg/wk peginterferon alfa-2a for 36 weeks plus 1200 mg/day ribavirin (group C, n = 382) or 1400/1600 mg/day ribavirin (group D, n = 383). Follow-up lasted 24 weeks after treatment. Results Sustained virologic response rates (HCV RNA level <15 IU/mL at end of follow-up) in groups A, B, C, and D were 38%, 43%, 44%, and 41%, respectively. There were no significant differences among the 4 groups or between pooled peginterferon alfa-2a regimens (A + B vs C + D: odds ratio [OR], 1.08; 95% confidence interval [CI], 0.831.39; P = .584) or pooled ribavirin regimens (A + C vs B + D: OR, 1.00; 95% CI, 0.791.28; P = .974). Conclusions In patients infected with HCV genotype 1 who are difficult to treat (high viral load, body weight <85 kg), a 12-week induction regimen of peginterferon alfa-2a and/or higher-dose ribavirin is not more effective than the standard regimen. © 2010 AGA Institute.

Hydrodynamic modeling and morphological analysis of Lake Água Preta: one of the water sources of Belém-PA-Brazil

The main contribution from this paper includes the hydrodynamic modeling and morphological analysis of Lake Água Preta in Belém city, Pará State, Brazil. The lake bathymetry was taken through the data provided by COSANPA (the local sanitation and water supply company) dating back to 1975, and from a 2009 field study. Both bathymetries produced two terrain elevation models, which were used for morphological analysis and hydrodynamic simulations. The morphological analysis has revealed that, from 1975 to 2009, the annual mean rate of sedimentation varies between 23,065 and 29,081 m3/year. Through this result, the sedimentation time of Lake Água Preta, from 2009, has been calculated, which varies between 295 and 381 years, maintaining the same rate of sedimentation, water consumption and pumping. The hydrodynamic model simulated the depths and velocities, showing a slight flow with velocities ranging from 0 to 33 cm/s. This flow is established between water input and output of the lake, which is used as reservoir of Belém city.

Electrically detected magnetic resonance modeling and fitting: An equivalent circuit approach

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

MATERIAL MODELING AND ANALYSIS FOR THE DEVELOPMENT OF A REALISTIC BLAST HEADFORM

Blast traumatic brain injury (BTBI) has become an important topic of study because of the increase of such incidents, especially due to the recent growth of improvised explosive devices (IEDs). This thesis discusses a project in which laboratory testing of BTBI was made possible by performing blast loading on experimental models simulating the human head. Three versions of experimental models were prepared – one having a simple geometry and the other two having geometry similar to a human head. For developing the head models, three important parts of the head were considered for material modeling and analysis – the skin, skull and brain. The materials simulating skin, skull and brain went through many testing procedures including dynamic mechanical analysis (DMA). For finding a suitable brain simulant, several materials were tested under low and high frequencies. Step response analysis, rheometry and DMA tests were performed on materials such as water based gels, oil based mixtures and silicone gels cured at different temperatures. The gelatins and silicone gels showed promising results toward their use as brain surrogate materials. Temperature degradation tests were performed on gelatins, indicating the fast degradation of gelatins at room temperature. Silicone gels were much more stable compared to the water based gels. Silicone gels were further processed using a thinner-type additive gel to bring the dynamic modulus values closer to those of human brain matter. The obtained values from DMA were compared to the values for human brain as found in literature. Then a silicone rubber brain mold was prepared to give the brain model accurate geometry. All the components were put together to make the entire head model. A steel mount was prepared to attach the head for testing at the end of the shock tube. Instrumentation was implemented in the head model to obtain effective results for understanding more about the possible mechanisms of BTBI. The final head model was named the Realistic Explosive Dummy Head or the “RED Head.” The RED Head offered potential for realistic experimental testing in blast loading conditions by virtue of its material properties and geometrical accuracy.

Modeling and Identification of an Open-frame Underwater Vehicle: The Yaw Motion Dynamics

A semi-autonomous unmanned underwater vehicle (UUV), named LAURS, is being developed at the Laboratory of Sensors and Actuators at the University of Sao Paulo. The vehicle has been designed to provide inspection and intervention capabilities in specific missions of deep water oil fields. In this work, a method of modeling and identification of yaw motion dynamic system model of an open-frame underwater vehicle is presented. Using an on-board low cost magnetic compass sensor the method is based on the utilization of an uncoupled 1-DOF (degree of freedom) dynamic system equation and the application of the integral method which is the classical least squares algorithm applied to the integral form of the dynamic system equations. Experimental trials with the actual vehicle have been performed in a test tank and diving pool. During these experiments, thrusters responsible for yaw motion are driven by sinusoidal voltage signal profiles. An assessment of the feasibility of the method reveals that estimated dynamic system models are more reliable when considering slow and small sinusoidal voltage signal profiles, i.e. with larger periods and with relatively small amplitude and offset.

Partial Replacement of omega-6 Fatty Acids With Medium-Chain Triglycerides, but Not Olive Oil, Improves Colon Cytokine Response and Damage in Experimental Colitis

Background: Soybean oil is rich in omega-6 fatty acids, which are associated with higher incidence and more severe cases of inflammatory bowel diseases. The authors evaluated whether partial replacement of soybean oil by medium-chain triglycerides (MCTs) or olive oil influenced the incidence and severity of experimental ulcerative colitis by using different parenteral lipid emulsions (LEs). Methods: Wistar rats (n = 40) were randomized to receive parenteral infusion of the following LE: 100% soybean oil (SO), 50% MCT mixed with 50% soybean oil (MCT/SO), 80% olive oil mixed with 20% soybean oil (OO/SO), or saline (CC). After 72 hours of infusion, acetic acid experimental colitis was induced. After 24 hours, colon histology and cytokine expression were analyzed. Results: SO was not significantly associated with overall tissue damage. MCT/SO was not associated with necrosis (P < .005), whereas OO/SO had higher frequencies of ulcer and necrosis (P < .005). SO was associated with increased expression of interferon-gamma (P = .005) and OO/SO with increased interleukin (IL)-6 and decreased tumor necrosis factor-alpha expression (P < .05). MCT/SO appeared to decrease IL-1 (P < .05) and increase IL-4 (P < .001) expression. Conclusions: Parenteral SO with high concentration of omega-6 fatty acids was not associated with greater tissue damage in experimental colitis. SO partial replacement with MCT/SO decreased the frequency of histological necrosis and favorably modulated cytokine expression in the colon; however, replacement with OO/SO had unfavorable effects. (JPEN J Parenter Enteral Nutr. 2012; 36: 442-448)