Bayesian adaptive estimation of arbitrary points on a psychometric function

Bayesian adaptive methods have been extensively used in psychophysics to estimate the point at which performance on a task attains arbitrary percentage levels, although the statistical properties of these estimators have never been assessed. We used simulation techniques to determine the small-sample properties of Bayesian estimators of arbitrary performance points, specifically addressing the issues of bias and precision as a function of the target percentage level. The study covered three major types of psychophysical task (yes-no detection, 2AFC discrimination and 2AFC detection) and explored the entire range of target performance levels allowed for by each task. Other factors included in the study were the form and parameters of the actual psychometric function Psi, the form and parameters of the model function M assumed in the Bayesian method, and the location of Psi within the parameter space. Our results indicate that Bayesian adaptive methods render unbiased estimators of any arbitrary point on psi only when M=Psi, and otherwise they yield bias whose magnitude can be considerable as the target level moves away from the midpoint of the range of Psi. The standard error of the estimator also increases as the target level approaches extreme values whether or not M=Psi. Contrary to widespread belief, neither the performance level at which bias is null nor that at which standard error is minimal can be predicted by the sweat factor. A closed-form expression nevertheless gives a reasonable fit to data describing the dependence of standard error on number of trials and target level, which allows determination of the number of trials that must be administered to obtain estimates with prescribed precision.

Methods, Models & Systems for Dealing with Some Business, Management & Engineering Problems

This keynote presentation will report some of our research work and experience on the development and applications of relevant methods, models, systems and simulation techniques in support of different types and various levels of decision making for business, management and engineering. In particular, the following topics will be covered. Modelling, multi-agent-based simulation and analysis of the allocation management of carbon dioxide emission permits in China (Nanfeng Liu & Shuliang Li Agent-based simulation of the dynamic evolution of enterprise carbon assets (Yin Zeng & Shuliang Li) A framework & system for extracting and representing project knowledge contexts using topic models and dynamic knowledge maps: a big data perspective (Jin Xu, Zheng Li, Shuliang Li & Yanyan Zhang) Open innovation: intelligent model, social media & complex adaptive system simulation (Shuliang Li & Jim Zheng Li) A framework, model and software prototype for modelling and simulation for deshopping behaviour and how companies respond (Shawkat Rahman & Shuliang Li) Integrating multiple agents, simulation, knowledge bases and fuzzy logic for international marketing decision making (Shuliang Li & Jim Zheng Li) A Web-based hybrid intelligent system for combined conventional, digital, mobile, social media and mobile marketing strategy formulation (Shuliang Li & Jim Zheng Li) A hybrid intelligent model for Web & social media dynamics, and evolutionary and adaptive branding (Shuliang Li) A hybrid paradigm for modelling, simulation and analysis of brand virality in social media (Shuliang Li & Jim Zheng Li) Network configuration management: attack paradigms and architectures for computer network survivability (Tero Karvinen & Shuliang Li)

Shapes and Dynamics of Blood Cells in Poiseuille and Shear Flows

The dynamics, shape, deformation, and orientation of red blood cells in microcirculation affect the rheology, flow resistance and transport properties of whole blood. This leads to important correlations of cellular and continuum scales. Furthermore, the dynamics of RBCs subject to different flow conditions and vessel geometries is relevant for both fundamental research and biomedical applications (e.g drug delivery). In this thesis, the behaviour of RBCs is investigated for different flow conditions via computer simulations. We use a combination of two mesoscopic particle-based simulation techniques, dissipative particle dynamics and smoothed dissipative particle dynamics. We focus on the microcapillary scale of several μm. At this scale, blood cannot be considered at the continuum but has to be studied at the cellular level. The connection between cellular motion and overall blood rheology will be investigated. Red blood cells are modelled as viscoelastic objects interacting hydrodynamically with a viscous fluid environment. The properties of the membrane, such as resistance against bending or shearing, are set to correspond to experimental values. Furthermore, thermal fluctuations are considered via random forces. Analyses corresponding to light scattering measurements are performed in order to compare to experiments and suggest for which situations this method is suitable. Static light scattering by red blood cells characterises their shape and allows comparison to objects such as spheres or cylinders, whose scattering signals have analytical solutions, in contrast to those of red blood cells. Dynamic light scattering by red blood cells is studied concerning its suitability to detect and analyse motion, deformation and membrane fluctuations. Dynamic light scattering analysis is performed for both diffusing and flowing cells. We find that scattering signals depend on various cell properties, thus allowing to distinguish different cells. The scattering of diffusing cells allows to draw conclusions on their bending rigidity via the effective diffusion coefficient. The scattering of flowing cells allows to draw conclusions on the shear rate via the scattering amplitude correlation. In flow, a RBC shows different shapes and dynamic states, depending on conditions such as confinement, physiological/pathological state and cell age. Here, two essential flow conditions are studied: simple shear flow and tube flow. Simple shear flow as a basic flow condition is part of any more complex flow. The velocity profile is linear and shear stress is homogeneous. In simple shear flow, we find a sequence of different cell shapes by increasing the shear rate. With increasing shear rate, we find rolling cells with cup shapes, trilobe shapes and quadrulobe shapes. This agrees with recent experiments. Furthermore, the impact of the initial orientation on the dynamics is studied. To study crowding and collective effects, systems with higher haematocrit are set up. Tube flow is an idealised model for the flow through cylindric microvessels. Without cell, a parabolic flow profile prevails. A single red blood cell is placed into the tube and subject to a Poiseuille profile. In tube flow, we find different cell shapes and dynamics depending on confinement, shear rate and cell properties. For strong confinements and high shear rates, we find parachute-like shapes. Although not perfectly symmetric, they are adjusted to the flow profile and maintain a stationary shape and orientation. For weak confinements and low shear rates, we find tumbling slippers that rotate and moderately change their shape. For weak confinements and high shear rates, we find tank-treading slippers that oscillate in a limited range of inclination angles and strongly change their shape. For the lowest shear rates, we find cells performing a snaking motion. Due to cell properties and resultant deformations, all shapes differ from hitherto descriptions, such as steady tank-treading or symmetric parachutes. We introduce phase diagrams to identify flow regimes for the different shapes and dynamics. Changing cell properties, the regime borders in the phase diagrams change. In both flow types, both the viscosity contrast and the choice of stress-free shape are important. For in vitro experiments, the solvent viscosity has often been higher than the cytosol viscosity, leading to a different pattern of dynamics, such as steady tank-treading. The stress-free state of a RBC, which is the state at zero shear stress, is still controversial, and computer simulations enable direct comparisons of possible candidates in equivalent flow conditions.

Modelling inter-body contacts in a multiphysics framework

Abstract not available.

Evaluating Risks of Dam-Reservoir Systems Using Efficient Importance Sampling

The occurrence frequency of failure events serve as critical indexes representing the safety status of dam-reservoir systems. Although overtopping is the most common failure mode with significant consequences, this type of event, in most cases, has a small probability. Estimation of such rare event risks for dam-reservoir systems with crude Monte Carlo (CMC) simulation techniques requires a prohibitively large number of trials, where significant computational resources are required to reach the satisfied estimation results. Otherwise, estimation of the disturbances would not be accurate enough. In order to reduce the computation expenses and improve the risk estimation efficiency, an importance sampling (IS) based simulation approach is proposed in this dissertation to address the overtopping risks of dam-reservoir systems. Deliverables of this study mainly include the following five aspects: 1) the reservoir inflow hydrograph model; 2) the dam-reservoir system operation model; 3) the CMC simulation framework; 4) the IS-based Monte Carlo (ISMC) simulation framework; and 5) the overtopping risk estimation comparison of both CMC and ISMC simulation. In a broader sense, this study meets the following three expectations: 1) to address the natural stochastic characteristics of the dam-reservoir system, such as the reservoir inflow rate; 2) to build up the fundamental CMC and ISMC simulation frameworks of the dam-reservoir system in order to estimate the overtopping risks; and 3) to compare the simulation results and the computational performance in order to demonstrate the ISMC simulation advantages. The estimation results of overtopping probability could be used to guide the future dam safety investigations and studies, and to supplement the conventional analyses in decision making on the dam-reservoir system improvements. At the same time, the proposed methodology of ISMC simulation is reasonably robust and proved to improve the overtopping risk estimation. The more accurate estimation, the smaller variance, and the reduced CPU time, expand the application of Monte Carlo (MC) technique on evaluating rare event risks for infrastructures.

Activity-based life cycle costing model for cost estimation and monitoring – Case: manned and autonomous dry bulk carrier

Recent developments in automation, robotics and artificial intelligence have given a push to a wider usage of these technologies in recent years, and nowadays, driverless transport systems are already state-of-the-art on certain legs of transportation. This has given a push for the maritime industry to join the advancement. The case organisation, AAWA initiative, is a joint industry-academia research consortium with the objective of developing readiness for the first commercial autonomous solutions, exploiting state-of-the-art autonomous and remote technology. The initiative develops both autonomous and remote operation technology for navigation, machinery, and all on-board operating systems. The aim of this study is to develop a model with which to estimate and forecast the operational costs, and thus enable comparisons between manned and autonomous cargo vessels. The building process of the model is also described and discussed. Furthermore, the model’s aim is to track and identify the critical success factors of the chosen ship design, and to enable monitoring and tracking of the incurred operational costs as the life cycle of the vessel progresses. The study adopts the constructive research approach, as the aim is to develop a construct to meet the needs of a case organisation. Data has been collected through discussions and meeting with consortium members and researchers, as well as through written and internal communications material. The model itself is built using activity-based life cycle costing, which enables both realistic cost estimation and forecasting, as well as the identification of critical success factors due to the process-orientation adopted from activity-based costing and the statistical nature of Monte Carlo simulation techniques. As the model was able to meet the multiple aims set for it, and the case organisation was satisfied with it, it could be argued that activity-based life cycle costing is the method with which to conduct cost estimation and forecasting in the case of autonomous cargo vessels. The model was able to perform the cost analysis and forecasting, as well as to trace the critical success factors. Later on, it also enabled, albeit hypothetically, monitoring and tracking of the incurred costs. By collecting costs this way, it was argued that the activity-based LCC model is able facilitate learning from and continuous improvement of the autonomous vessel. As with the building process of the model, an individual approach was chosen, while still using the implementation and model building steps presented in existing literature. This was due to two factors: the nature of the model and – perhaps even more importantly – the nature of the case organisation. Furthermore, the loosely organised network structure means that knowing the case organisation and its aims is of great importance when conducting a constructive research.

Heat dissipation from carbon nano-electronics

The incorporation of graphitic compounds such as carbon nanotubes (CNTs) and graphene into nano-electronic device packaging holds much promise for waste heat management given their high thermal conductivities. However, as these graphitic materials must be used in together with other semiconductor/insulator materials, it is not known how thermal transport is affected by the interaction. Using different simulation techniques, in this thesis, we evaluate the thermal transport properties - thermal boundary conductance (TBC) and thermal conductivity - of CNTs and single-layer graphene in contact with an amorphous SiO2 (a-SiO2) substrate. First, the theoretical methodologies and concepts used in our simulations are presented. In particular, two concepts are described in detail as they are necessary for the understanding of the subsequent chapters. The first is the linear response Green-Kubo (GK) theory of thermal boundary conductance (TBC), which we develop in this thesis, and the second is the spectral energy density method, which we use to directly compute the phonon lifetimes and thermal transport coefficients. After we set the conceptual foundations, the TBC of the CNT-SiO2 interface is computed using non- equilibrium molecular dynamics (MD) simulations and the new Green-Kubo method that we have developed. Its dependence on temperature, the strength of the interaction with the substrate, and tube diameter are evaluated. To gain further insight into the phonon dynamics in supported CNTs, the scattering rates are computed using the spectral energy density (SED) method. With this method, we are able to distinguish the different scattering mechanisms (boundary and CNT-substrate phonon-phonon) and rates. The phonon lifetimes in supported CNTs are found to be reduced by contact with the substrate and we use that lifetime reduction to determine the change in CNT thermal conductivity. Next, we examine thermal transport in graphene supported on SiO2. The phonon contribution to the TBC of the graphene-SiO2 interface is computed from MD simulations and found to agree well with experimentally measured values. We derive the theory of remote phonon scattering of graphene electrons and compute the heat transfer coefficient dependence on doping level and temperature. The thermal boundary conductance from remote phonon scattering is found to be an order of magnitude smaller than that of the phonon contribution. The in-plane thermal conductivity of supported graphene is calculated from MD simulations. The experimentally measured order of magnitude reduction in thermal conductivity is reproduced in our simulations. We show that this reduction is due to the damping of the flexural (ZA) modes. By varying the interaction between graphene and the substrate, the ZA modes hybridize with the substrate Rayleigh modes and the dispersion of the hybridized modes is found to linearize in the strong coupling limit, leading to an increased thermal conductance in the composite structure.

Finite difference calculations of permeability in large domains in a wide porosity range.

Determining effective hydraulic, thermal, mechanical and electrical properties of porous materials by means of classical physical experiments is often time-consuming and expensive. Thus, accurate numerical calculations of material properties are of increasing interest in geophysical, manufacturing, bio-mechanical and environmental applications, among other fields. Characteristic material properties (e.g. intrinsic permeability, thermal conductivity and elastic moduli) depend on morphological details on the porescale such as shape and size of pores and pore throats or cracks. To obtain reliable predictions of these properties it is necessary to perform numerical analyses of sufficiently large unit cells. Such representative volume elements require optimized numerical simulation techniques. Current state-of-the-art simulation tools to calculate effective permeabilities of porous materials are based on various methods, e.g. lattice Boltzmann, finite volumes or explicit jump Stokes methods. All approaches still have limitations in the maximum size of the simulation domain. In response to these deficits of the well-established methods we propose an efficient and reliable numerical method which allows to calculate intrinsic permeabilities directly from voxel-based data obtained from 3D imaging techniques like X-ray microtomography. We present a modelling framework based on a parallel finite differences solver, allowing the calculation of large domains with relative low computing requirements (i.e. desktop computers). The presented method is validated in a diverse selection of materials, obtaining accurate results for a large range of porosities, wider than the ranges previously reported. Ongoing work includes the estimation of other effective properties of porous media.

Evaluating tests for convergence of economic series using Monte Carlo methods with an application to real GDP's per head.

Doutoramento em Economia.

Development and application of a computer-based methodology for design for additive manufacturing of automotive components

The research project aims to improve the Design for Additive Manufacturing of metal components. Firstly, the scenario of Additive Manufacturing is depicted, describing its role in Industry 4.0 and in particular focusing on Metal Additive Manufacturing technologies and the Automotive sector applications. Secondly, the state of the art in Design for Additive Manufacturing is described, contextualizing the methodologies, and classifying guidelines, rules, and approaches. The key phases of product design and process design to achieve lightweight functional designs and reliable processes are deepened together with the Computer-Aided Technologies to support the approaches implementation. Therefore, a general Design for Additive Manufacturing workflow based on product and process optimization has been systematically defined. From the analysis of the state of the art, the use of a holistic approach has been considered fundamental and thus the use of integrated product-process design platforms has been evaluated as a key element for its development. Indeed, a computer-based methodology exploiting integrated tools and numerical simulations to drive the product and process optimization has been proposed. A validation of CAD platform-based approaches has been performed, as well as potentials offered by integrated tools have been evaluated. Concerning product optimization, systematic approaches to integrate topology optimization in the design have been proposed and validated through product optimization of an automotive case study. Concerning process optimization, the use of process simulation techniques to prevent manufacturing flaws related to the high thermal gradients of metal processes is developed, providing case studies to validate results compared to experimental data, and application to process optimization of an automotive case study. Finally, an example of the product and process design through the proposed simulation-driven integrated approach is provided to prove the method's suitability for effective redesigns of Additive Manufacturing based high-performance metal products. The results are then outlined, and further developments are discussed.

Simulation and optimisation techniques for sawmill yard operation : A literature review

Increasing costs and competitive business strategies are pushing sawmill enterprises to make an effort for optimization of their process management. Organizational decisions mainly concentrate on performance and reduction of operational costs in order to maintain profit margins. Although many efforts have been made, effective utilization of resources, optimal planning and maximum productivity in sawmill are still challenging to sawmill industries. Many researchers proposed the simulation models in combination with optimization techniques to address problems of integrated logistics optimization. The combination of simulation and optimization technique identifies the optimal strategy by simulating all complex behaviours of the system under consideration including objectives and constraints. During the past decade, an enormous number of studies were conducted to simulate operational inefficiencies in order to find optimal solutions. This paper gives a review on recent developments and challenges associated with simulation and optimization techniques. It was believed that the review would provide a perfect ground to the authors in pursuing further work in optimizing sawmill yard operations.

Combined use of modeling techniques for the development of the conceptual model in simulation projects

The objective of this paper is to utilize the SIPOC, flowchart and IDEF0 modeling techniques combined to elaborate the conceptual model of a simulation project. It is intended to identify the contribution of these techniques in the elaboration of the computational model. To illustrate such application, a practical case of a high-end technology enterprise is presented. The paper concludes that the proposed approach eases the elaboration of the computational model. © 2008 IEEE.

Model reduction techniques in flexible multibody dynamics with application to engine cranktrain simulation

The development of a multibody model of a motorbike engine cranktrain is presented in this work, with an emphasis on flexible component model reduction. A modelling methodology based upon the adoption of non-ideal joints at interface locations, and the inclusion of component flexibility, is developed: both are necessary tasks if one wants to capture dynamic effects which arise in lightweight, high-speed applications. With regard to the first topic, both a ball bearing model and a journal bearing model are implemented, in order to properly capture the dynamic effects of the main connections in the system: angular contact ball bearings are modelled according to a five-DOF nonlinear scheme in order to grasp the crankshaft main bearings behaviour, while an impedance-based hydrodynamic bearing model is implemented providing an enhanced operation prediction at the conrod big end locations. Concerning the second matter, flexible models of the crankshaft and the connecting rod are produced. The well-established Craig-Bampton reduction technique is adopted as a general framework to obtain reduced model representations which are suitable for the subsequent multibody analyses. A particular component mode selection procedure is implemented, based on the concept of Effective Interface Mass, allowing an assessment of the accuracy of the reduced models prior to the nonlinear simulation phase. In addition, a procedure to alleviate the effects of modal truncation, based on the Modal Truncation Augmentation approach, is developed. In order to assess the performances of the proposed modal reduction schemes, numerical tests are performed onto the crankshaft and the conrod models in both frequency and modal domains. A multibody model of the cranktrain is eventually assembled and simulated using a commercial software. Numerical results are presented, demonstrating the effectiveness of the implemented flexible model reduction techniques. The advantages over the conventional frequency-based truncation approach are discussed.

Visualization Techniques For The Analysis Of Network Simulation Results

The Simulation Automation Framework for Experiments (SAFE) streamlines the de- sign and execution of experiments with the ns-3 network simulator. SAFE ensures that best practices are followed throughout the workflow a network simulation study, guaranteeing that results are both credible and reproducible by third parties. Data analysis is a crucial part of this workflow, where mistakes are often made. Even when appearing in highly regarded venues, scientific graphics in numerous network simulation publications fail to include graphic titles, units, legends, and confidence intervals. After studying the literature in network simulation methodology and in- formation graphics visualization, I developed a visualization component for SAFE to help users avoid these errors in their scientific workflow. The functionality of this new component includes support for interactive visualization through a web-based interface and for the generation of high-quality, static plots that can be included in publications. The overarching goal of my contribution is to help users create graphics that follow best practices in visualization and thereby succeed in conveying the right information about simulation results.