International Journal of Mathematics and Computers in Simulation


ISSN: 1998-0159
Volume 7, 2013

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Issue 1, Volume 7, 2013


Title of the Paper: Rubber Product Properties Influenced by Runners Trajectory

Authors: K. Kyas, M. Stanek, J. Navratil, M. Manas, D. Manas, V. Senkerik, A. Skrobak

Pages: 1-8

Abstract: Computational analyses are commonly used in technical industry to improve process. This paper show using computational analysis during injection molding process. Injection molding process is one of the most widespread technologies in polymer industry. There are plenty of differences between injection thermoplastic and elastomeric compound. The main aim of the paper is showing differences between types of runners on finally properties of rubber product. These received dates should be helpful for setting of injection machine and cycle in rubber injection molding process.


Title of the Paper: Wear of Heavy Industry Tires

Authors: J. Cerny, D. Manas, Z. Holik, M. Ovsik, M. Bednarik, A. Mizera, M. Stanek, M. Manas

Pages: 9-16

Abstract: The issue of wear represents a very important role in the functionality of most products. The description of the wear process for very heavily strained rubber products, for instance off-road tire treads, conveyor belts for stone transport etc., is very essential. Sharp edges of stones and terrain roughness gradually cut (chip) off rubber parts. This wear considerably damages separate parts of the product and destroy it. In technical terminology, we call this type of wear CHIP – CHUNK effect. High-speed video camera, enabling recording and evaluation of the behaviour of ceramic tool when dropped on the surface of revolving testing rubber sample, was used for detailed analysis of the wear process.


Title of the Paper: Methods of Design of Ergonomics Parts

Authors: J. Cerny, D. Manas, Z. Holik, M. Ovsik, M. Bednarik, A. Mizera, M. Manas, M. Stanek

Pages: 17-24

Abstract: The article deals with modern procedures for ergonomic design of holder part for working tool. Reverse engineering method is described into details. This method is used to shorten design times and the subsequent preparation of serial production. Design procedures are using modern scan methods and data are completely processed by software NX 7.5.


Title of the Paper: Corrections of the Heating Curve based on Behavior in the Consumption of the Heat

Authors: Dolinay Viliam, Vasek Lubomir

Pages: 25-32

Abstract: This article focuses on benefits of heat curve corrections. Large group of heat distributors use simple weather compensation heating curve to compute temperature of heating water in their supply systems. In such system the value of the water temperature is directly proportional to outside temperature. From the natural behavior of the system is evident that the heat requirements during the day change but not only depending on outside temperature but time has an important role. A typical example of this behavior is the morning rush hour. Regardless of the constancy of outside temperature, system consumes an increased amount of heat. The reason is simple in this case, consumer (house) loses heat during the night because the temperature at night is controlled to a lower value but when switching to the daily operation, it is a logical that heating system tries to attempt to supplement this heat deprivation. One possible solution would be to do intelligent appliances at the time of these changes and the distribution spread more in time. These methods, however, would require greater investment but that the most consumers are not in the current economic situation willing to accept. The second solution, presented in this article, leaves the current system of weather compensation curve and only complements correction terms. These corrections ensure that at critical moments, the system temperature will be increased/decreased and the system will better spread required heat flow between the quantity (mass flow) and quality (temperature). Proposed method was applied on real heating system and subsequent behavior was closely monitored. Obtained results show improved behavior, which is evident from the reduction of shock and peaks in the system. This article presents idea and practical attempt of heating curve modification, as an introduction for the future research.


Title of the Paper: Multilayer Feed-Forward Neural Networks in Prediction and Predictive Control of Semi-Batch Reactor

Authors: Lubomir Macku, David Samek

Pages: 33-41

Abstract: The contribution studies prediction of the given semi-batch reactor using multilayer feed-forward neural networks. The two prediction approaches are tested – signal prediction approach and system prediction methodology. The first approach is commonly applied in time series prediction, while the input-output models in the second methodology are used for example in the control tasks. Furthermore, the resulting predictor is used for the model predictive control of the reactor in order to test performance of the developed method.


Title of the Paper: Competitive Evaluation of Selected Evolutionary Algorithms and SOMA

Authors: Pavel Varacha, Martin Pospisilik, Ivo Motyl, Michal Bliznak, Dalibor Slovak, Jakub Krampl, Jan Kolek

Pages: 42-49

Abstract: In this paper three evolutionary algorithms are compared, in particular, of the Self-Organizing Migration Algorithm (SOMA) as a most important one is put into the contrast with Differential Evolution (DE) and Particle Swarm Optimization (PSO). In order to compare performances of the above-mentioned algorithms, selected objective functions have been tested. In total 15 different benchmark functions were used and each considered algorithm was employed 100 times on each one producing 4500 set experimental runs. Acquired results were then statistically evaluated and compared. The paper also describes individual parameters, strategies, and some of the termination criteria of the algorithms.


Title of the Paper: Performance Evaluation of the SOMA Asynchronously Parallel Distribution

Authors: Jan Kolek, Pavel Varacha, Ivo Motyl

Pages: 50-58

Abstract: Self-Organising Migrating Algorithm (SOMA) is a very effective tool of evolutionary optimization. This paper deals with performed evaluation of asynchronous parallel version of SOMA, based on the strategy AllToOne. The experiment was focused on the dependence of the solution quality (finding the global extreme value or approximating to global extreme value) on the number of used algorithm threads. In total, 10 different test functions were employed. Each function had 100 dimensions to optimize and the optimization was always repeated 100 times for 1,2,3 and 4 threats. Overlay 4000 independent runs of SOMA were rune and statistically evaluated.


Title of the Paper: Algebraic Optimal Control in RMS Ring: A Case Study

Authors: Libor Pekar, Roman Prokop

Pages: 59-68

Abstract: In [1], [2] some basic and detailed ideas, respectively, of algebraic controller design in the ring or quasipolynomial meromorphic functions (RMS) with optimal controller tuning via spectral abscissa minimization using some advanced iterative algorithms were presented and introduced. The aim of this paper is to follow with these theoretic contributions in order to examine and verify the usability and applicability of the whole methodology. A case study of controller design, tuning and simulation of a mathematical model of a real-life unstable time-delay system (TDS), namely, the roller skater on the controlled swaying bow is presented. Four introduced iterative optimization algorithms are tested and benchmarked.


Title of the Paper: Threat Prevention and Intrusion Detection in VoIP Infrastructures

Authors: Miroslav Voznak, Jakub Safarik, Filip Rezac

Pages: 69-76

Abstract: The paper aims at gathering information about attacks from real internet infrastructure and their analysis. For this purpose, we prepared a set of honeypots monitoring various aspects of nowadays VoIP infrastructure, from emulating an end point device through SIP proxy to SSH terminal emulation. All these application called honeypots bring valuable data about hacker’s activity with no threat to the running system. Grouping single honeypots in one cloud solution enables to gather more data on hacker activities and to provide results with higher information value. Analysis of a honeypot data is crucial for further improvement of existing security mechanisms in VoIP networks. The paper describes each honeypot used, brings an analysis of observed malicious activity and a design of the honeypot cloud concept.


Title of the Paper: A Matlab Program for Single-Parameter Tuning of PI Controllers

Authors: Radek Matusu, Roman Prokop

Pages: 77-84

Abstract: The main objective of this paper is to present a freely available program for single-parameter tuning of PI controllers. The described software package takes advantage of Matlab and Simulink environment. It incorporates control design based on algebraic approach and tuning of final PI controllers by means of a single positive scalar parameter. The choice of this tuning knob is determined by the user selection of size for the first overshoot of the output signal going from the controlled plant. Although the method is appropriate mainly for stable first-order systems, it can be possibly applied also to the higher-order ones. The capabilities of the program, its advantages and limitations are demonstrated on the set of simulation examples.


Title of the Paper: Simulation of Molecular Ring Emission Spectra - LH4 Complex: Localization of Exciton States and Dynamics

Authors: Milan Horak, Pavel Herman, David Zapletal

Pages: 85-93

Abstract: Absorption and steady state fluorescence spectra and localization of exciton states for ring molecular systems are presented. The cyclic antenna units LH2 and LH4 of the bacterial photosystem from purple bacterium Rhodopseudomonas acidophila and Rhodopseudomonas palustris can be modeled by such systems. The cumulantexpansion method of Mukamel et al. is used for the calculation of spectral responses of the system. Dynamic disorder, interaction with a bath, in Markovian approximation simultaneously with uncorrelated static disorder in local excitation energies are taking into account in our simulations. We also discuss different types of exciton dynamics, that are coupled to above mentioned effects and compare the results in that the dynamic disorder is taken into account with the results without dynamic disorder.


Issue 2, Volume 7, 2013


Title of the Paper: The Optimization of Production System Using Simulation Optimization Tools in Witness

 

Authors: Bronislav Chramcov

Pages: 95-105

Abstract: The paper highlights the problem of the use of computer simulation optimization aimed at increasing the efficient production of manufacturing and production systems. The paper presents the possibilities of making use of simulation optimization in the form of a simulation study that was performed within the framework of cooperative ventures between our workplace and an industrial partner. The aim was to use the Witness environment for the determination of the optimal number of machines for individual workstations or respectively, to establish the optimal number of production shifts for these workplaces in the production line of shortbarrels for pistols in gun-maker company. The Witness Optimizer package was applied to this optimization problem. We used Hill Climb optimisation algorithm, which this package offers. The objective function includes the production quantity, and machine and staff costs. The optimization parameters and their range of variation were proposed on the basis of the predefined requirements of the entrepreneur.


Title of the Paper: Assessing the Efficiency of Data Normality Verification Tests

 

Authors: Sachiko Araki Lira, Anselmo Chaves Neto

Pages: 106-115

Abstract: Applying parametric statistical tests requires checking some suppositions about their data nature, including data normality, since such tests are based on Normal distribution (Gaussian). For this purpose, several tests are available and among them the following are the most used: Kolmogorov-Smirnov with Lilliefors correction, Shapiro-Wilk, Pearson’s Chi-squared, Anderson-Darling, Shapiro-Francia, Cramér-von Mises, Jarque-Bera and D’Agostino-Pearson. The present work assesses test efficiency through the Monte Carlo simulation, including 10,000 samples with sizes equal to 10, 20, 30, 40, 50, 70, 90, 100, 150, 200 and 500, and four different distributions: Gamma with parameters and ; Double Exponential with parameters 0 and 1; Chi-squared with parameter 5; Exponential with parameter 3 and Contaminated Normal distribution, where 50% of the values were generated through Standard Normal distribution and 50% through two parameters Exponential distribution (3 and 1). We inferred that normality test performances are affected by the significance level used in the hypothesis test, the shape of data distribution and the sample size. Concerning non-normal distribution, the present study allowed us to infer that when applying normality tests the more asymmetric is data distribution, the smaller the sample size could be. On the other hand, the closer to normal (symmetric) the distribution is, the larger the sample size must be. Thus, we verify that some tests are more efficient than others depending on the shape of distribution.


Title of the Paper: Efficient Interpolators in Implicit Block Method for Solving Delay Differential Equations

 

Authors: Fuziyah Ishak, Zanariah A. Majid, Mohamed B. Suleiman

Pages: 116-124

Abstract: In this paper, the development of an implicit block method with variable stepsize variable order technique is described. The grid-point formulae for different number of blocks are derived. The block method produces two new approximations in a single integration step by using the same back values. In order to vary the stepsize and order as efficiently as possible, the coefficients of the method at grid points are calculated and stored in the program. Delay solutions are approximated by using Lagrange and Hermite interpolations. These interpolation techniques prove to be both efficient and reliable with the two-point implicit block method in solving a wide range of delay differential equations.


Title of the Paper: Modeling and Simulation of Real Process – Passing through the Labyrinth as a Method of Development of Algorithm Thinking and Programming Skills

 

Authors: S. Hubalovsky, L. Mitrovic

Pages: 125-133

Abstract: One of the primary aims of teaching algorithm development and programming at the secondary school is to give students not only practical skills but also the theoretical knowledge and methods to solve various problems. In this context, the authors emphasize the importance of the problematic of problem analysis as well as its implementation in the teaching even before the basic principles of compiling algorithm that solves a specific problem. The whole process of problem analysis, including its solution, is demonstrated on the example of a robot model passing through the labyrinth. In this paper, problem analysis is implemented in question of labyrinth form, design of robot model and finally dealing with potential states during passage through the maze. This work is finished by sample of solution of the problem using the flowchart.


Title of the Paper: Modeling, Simulation and Visualization of Automatic Cryptoanalysis of the Short Monoalphabetical Substituted Cipher Text

 

Authors: S. Hubalovsky, P. Hanzalova

Pages: 134-143

Abstract: One of the most important methods in current scientific and technological research as well as in research of strategy algorithm and programming is modeling and computer simulation of real systems and real processes. System approach, modeling and simulation are discipline with its own theory and research methodology. Modeling and simulation can be understand as one of the most important method in teaching of algorithm development and programming is to use a suitable method of developing theoretical knowledge of algorithm development and programming. The paper focuses to the theory of modeling, simulation and visualization of solution of real process – automatic decryption of very short monoalphabetical substituted cipher text. The solution is demonstrated step by step – it starts with the problems definition, then the strategy solution analyses are shown and finally computer simulation in MS Excel Spreadsheet is shown.


Title of the Paper: Modeling, Simulation and Visualization of Real Processes in LOGO Programming Language as a Method of Development of Algorithm Thinking and Programming Skills

 

Authors: S. Hubalovsky, M. Musilek

Pages: 144-152

Abstract: One of the most important methods in current scientific and technological research as well as in research of strategy algorithm and programming is modeling and computer simulation of real systems and real processes. System approach, modeling and simulation are discipline with its own theory and research methodology. The paper focuses to the theory of modeling, simulation and visualization of three real processes – Tower of Hanoi brain teaser, decrypting of the Daisy cipher and Placing of Chess Queens on the Chessboard. Multidisciplinary approach is point out too. The solution is demonstrated step by step – it starts with the problems definition, then the strategy solution analyses are shown and finally visualization of the processes is presented in illustrative form in LOGO programming language.


Title of the Paper: Prediction of the Price Cap under RPI-X Incentive Regulation of Network Industries Based on Productivity Benchmarking

 

Authors: Ondrej Machek, Ondrej Nowak, Jiri Hnilica

Pages: 153-161

Abstract: Total factor productivity benchmarking has recently become an important tool of network industries regulation, especially in setting the price cap under incentive regulation. However, the calculation of productivity indexes is usually based on point estimates thus ignoring the inherent uncertainty of inputs, especially price level and market demand fluctuations. At the same time, there exist many methods for incorporating the uncertainty in financial models. In this article, we present a model which can be used in estimating future price caps based on Monte Carlo simulation. We demonstrate the use of the model on the example of Australian National Railways using real data from years 1979-1990.


Title of the Paper: A “Blind” Approach to Clustering Through Data Compression

 

Authors: Bruno Carpentieri

Pages: 162-170

Abstract: Data compression, data prediction, data classification, learning and data mining are all facets of the same (multidimensional) coin. In particular it is possible to use data compression as a metric for clustering. In this paper we test a clustering method that does not rely on any knowledge or theoretical analysis of the problem domain, but it relies only on general-purpose compression techniques. Our experiments, on different kinds of digital data, show that the results obtained are impressive: the system is versatile and, under appropriate conditions, robust. The experimental results are presented for clustering of digital data representing heterogeneous data, text in different languages, drugs, cereals, and music.


Title of the Paper: Extreme Value Approach for Estimating Value at Risk Metrics with Respect to Basel II

 

Authors: Lubor Homolka

Pages: 171-178

Abstract: A large number of articles have been written about methods designed to assess easily interpretable value reflecting risk taken from a (not exclusively financial) process. In the financial environment, prevailing concepts include Value at Risk (VaR) and its derivatives, such as Conditional Value at Risk. The purpose of this paper is to describe appropriateness of the VaR metrics under Basel II legislative framework and to stress VaR estimation techniques. A relatively new approach titled Extreme Value Theory and methods allowed by Basel II are compared on illustrative example of a skewed distribution with presence of outliers. Our findings suggest alternative methods assess higher VaR than the classical ones (historical simulation, mean-variance model and Monte Carlo simulation) and are more precise in terms of variance.


Title of the Paper: Virtual Enterprise: Decision-Making Process of Its Formation

 

Authors: Katerina Huspeninova

Pages: 179-186

Abstract: This article deals with the business network in the form of a virtual enterprise and focuses on the initiation process of a virtual enterprise´s formation. A virtual enterprise is understood as a temporary coalition of companies that may be competitors of each other and unite in order to use certain business opportunities. This article describes the decision-making process of virtual enterprise formation, where is the role of the initiator really important. To the correct decision whether to create a virtual enterprise or not it is necessary to know parameters of the contract and especially the cost calculation of each process. In this article is using the concept Activity-Based Costing, which is most suitable for this purpose. The aim of this article is to define the process of initiation of a virtual enterprise´s formation that is for companies that initiate the creation of the business network an effective solution that will increase its competitiveness.


Title of the Paper: The Supplement of the Diagnostic Tool for Assessment the Implemented Performance Management Systems: Theoretical Approach

 

Authors: Tarmo Kadak

Pages: 187-197

Abstract: Survey results, articles and other literature about performance business have been published in remarkable amount. The subject has not remained only at the level of theory but attempts have been made to implement the performance related methods also in practice. It indicates the enormous popularity related with this topic. On the same time there is few literature how to ordain the efficiency of Performance Management System (PMS). If to add that, the literature contains hints to that difficulties have been encountered while implementing and using PMS in practice, then need to assess the efficiency the implemented PMSs is high. This paper proposes theoretical approach to supplement the diagnostic tool of PMS, which enables to assess the implemented PMSs and case of appearing shortcomings to indicate, which allows to eliminating of these. In addition to using this approach on the diagnosing the efficiency of implemented PMS, the same approach can be used in creation of PMS from start.


Title of the Paper: Hedging Foreign Exchange Risk in SME in the Czech Republic

 

Authors: Eva Hrubosova, Blanka Kamenikova, Jiri Strouhal, Carmen Bonaci, Crina Filip

Pages: 198-205

Abstract: The paper is focused on hedging foreign exchange risk, mostly in small and middle enterprises. Many companies are facing the problem of foreign exchange risk under the exigent circumstances of current financial crisis. The paper also provides analysis of current situation within Small and Middle Enterprises (SMEs) in the Czech Republic whether they are using financial derivates for hedging foreign exchange risk or not, and which ones. As a demonstration of one good hedging possibility, there is an example of real company and its data before and after using barrier options as the hedging instrument. The questioner survey was processed by basic statistical methods. This research outlines the issue of hedging, which could be either financially unattainable or much too difficult for many SMEs in the Czech Republic. The trend of CZK/EUR in 2012 gives opportunity for using financial derivates such as forwards, currency options and swaps to protect assets and liabilities against higher exchange rate volatility.


Title of the Paper: The Quality and Accuracy of Bank Internal Rating Model. A Case Study from Czech Republic

 

Authors: J. Belas, E. Cipovova

Pages: 206-214

Abstract: Credit risk is one of the most important risk in commercial banking. The commercial bank uses a range of methods and procedures for credit risk management. To access the credit quality of the clients, internal rating models are used by commercial banks. In this article we define theoretical aspects of quality of internal rating model and evaluate potential risks of rating process. In the case study the accuracy of a concrete rating model has been experimentally confirmed, which is used by commercial bank in the Czech Republic for the segment of small and medium-sized enterprises. Internal rating models represent banks’ effort to assess objectively the credit quality of the borrower. Previous experiences from banking sector show that this process is necessary to optimize by adding other activities because the quality of this rating models is limited. Aim of our experiment was to verify the quality of concrete internal rating model, which is used by concrete bank in Czech Republic to assess the quality of borrowers in the small and medium sized-enterprises. Results of our experiment are surprising. The model evaluates an excellent company as a negative subject. The model is less sensitive on significant changes in key financial indicators to determine the loan repayment. Our experiment has been proved the fact, that the most important impact on the level of company’s final rating has the financial parameter – profit. Other parameters like assets, revenues and long-term liabilities have demonstrated only minimal impact on the level of company’s final rating.


Issue 3, Volume 7, 2013


Title of the Paper: Multithreaded Implementation and Performance of a Modified Artificial Fish Swarm Algorithm for Unconstrained Optimization

 

Authors: Milan Tuba, Nebojsa Bacanin, Nadezda Stanarevic

Pages: 215-222

Abstract: Artificial fish swarm (AFS) algorithm is one of the latest additions to the swarm intelligence family of metaheuristics for hard optimization problems. This paper presents multithreaded, object-oriented implementation of the modified artificial fish swarm algorithm for unconstrained optimization. Our proposed algorithm’s modifications consist of reinforced exploration and different local search i.e. way to generate new candidate solution. Our software system implementation for unconstrained optimization problems was done in the .NET production environment using C# programming language with flexible GUI (Graphical User Interface) and it was successfully tested on five standard unconstrained benchmark problems using different sets of parameters.


Title of the Paper: Analysis Performed Using LIDAR Mobile Mapping

 

Authors: Jan Hovad, Pavel Sedlak, Jitka Komarkova, Adam Duchac

Pages: 223-231

Abstract: Light detection and Ranging technology (LIDAR), becomes one of the most popular tool used for terrain spatial analysis. Usually its used for creation of digital elevation or terrain models (DEM/DTM). This article shows the complex way how to use raw LIDAR data sets in geoinformatics in the way of preparing and processing data. Scanned data points are noisy, with many intersecting areas and large data files. Their raw form must be carefully adjusted for further usage. This article also shows how to use the LIDAR outputs for purposes of disabled persons in case of performing network analysis or barrier free maps. Final part consists of pros and cons of point to polygon conversion which can be useful for 3D model creation.


Title of the Paper: Spatial Cloud Computing and Performance Evaluation of Cloud Storage Providers

 

Authors: Martin Lnenicka, Jitka Komarkova, Eva Milkova

Pages: 232-240

Abstract: Performance is an important factor while evaluating cloud services. The technology and architecture that deployment models and services in cloud environments offer, are also important area of research and development of geographic information systems (GIS), especially with costs and performance metrics. This paper deals with cloud computing technologies in nowadays GIS and their role in the presentation and the availability of the spatial data via internet (spatial cloud computing). The first part is focused on the role of cloud storage services in architecture of GIS. It is followed by performance and costs evaluation of selected cloud storage providers (CSPs) while using spatial data, with emphasis on measurements of response time, both for upload and download speeds.


Title of the Paper: Jitter Buffer Loss Estimate for Effective Equipment Impairment Factor

 

Authors: Pavol Partila, Miroslav Voznak, Adrian Kovac, Michal Halas

Pages: 241-248

Abstract: The paper deals with a proposal of original E-model modification, the new model includes improvements giving more precise results when a jitter is present in transmission channel. Our idea is based on the fact that the network jitter can affect overall delay in delivery or a packet loss due to a limitation of play-out buffer in IP phones or VoIP gateways. Delay is incorporated in an impairment factor Id of E-model whereas losses are issue of Ie-eff parameter. We examined how the estimated speech quality is affected by jitter and compared computed results with MOS values gained by PESQ objective intrusive method (Perceptual Evaluation of Speech Quality). Experiments were performed in circumstances of varying delay, packet loss, jitter and play-out buffer. We have proved that the proposed modification improves estimated MOS computed by Emodel.


Title of the Paper: Intermolecular Coupling Fluctuation Effect on Absorption and Emission Spectra for LH4 Ring

 

Authors: Pavel Herman, David Zapletal

Pages: 249-257

Abstract: Optical properties of the cyclic antenna unit LH4 of the bacterial photosystem from purple bacterium Rhodopseudomonas palustris are studied in present paper. Simulated absorption and steady state fluorescence spectra of this molecular system are presented. In addition, localization of exciton states is modeled. The cumulant-expansion method of Mukamel et al. is used for the calculation of spectral responses of the system with exciton-phonon coupling. Dynamic disorder, interaction with a bath, in Markovian approximation simultaneously with two different types of uncorrelated static disorder (the local excitation energy fluctuations and the transfer integral fluctuations) are taking into account in our simulations. For all calculations the software package Mathematica was found very usefull.


Title of the Paper: The Use of PyroSim Graphical User Interface for FDS Simulation of a Cinema Fire

 

Authors: Lukas Valasek

Pages: 258-266

Abstract: In this paper, creation of geometry of a small cinema for the purposes of fire simulation in the PyroSim system is described. PyroSim is a graphical user interface for the computational fluid dynamics fire simulator, Fire Dynamics Simulator (FDS). It allows creating efficiently the input geometry of complicated structures for the FDS simulation of various fire scenarios. The creation of the cinema hall with several complex construction elements allows us to demonstrate the usefulness of PyroSim for computer simulation of fires in buildings with complex geometry. A typical fire scenario in such cinema is described. The course of fire and smoke development are simulated with the emphasis on spectators’ safety.


Title of the Paper: Implementation of the Systems Approach in Mathematical Modeling, Dynamic Simulation and Visualization Using MS Excel Spreadsheet

 

Authors: M. Hubalovska, S. Hubalovsky

Pages: 267-276

Abstract: One of the most important tasks in teaching of mathematics and science is to use a suitable method for developing of theoretically acquired knowledge. Drawing on their own experience, the authors have found that the best method to be used is the system approach. System approach together with modeling and computer simulation can be understand as one of the most important method in teaching of mathematics and science and simultaneously can be use as suitable method for practical developing of theoretically acquired knowledge. The two case studies, described in the paper, present possibilities of implementation of system approach in creation of mathematical model as well as computer simulation model. The first case study presents animation of the shape of quadratic function depending on change of parameter c in MS Excel worksheet and chart. The second case study presents creation of simulation model of damped harmonic oscillator. The solution is demonstrated progressively – it starts from the physical and mathematical analysis of the problem, then the numerically solution of the mathematical model in MS Excel is presented and it finishes with the presentation of the visualization of motion of the oscillator in MS Excel chart.


Title of the Paper: Speech Quality Assessment Using Computational E-Model and Its Implementation

 

Authors: M. Voznak, F. Rezac, J. Rozhon

Pages: 277-285

Abstract: The paper deals with speech quality assessment in a non-intrusive computational E-model and its implementation in the BESIP (Bright Embedded Solution for IP telephony) project. Main goal of the BESIP project is to develop an advanced open-source communication platform for IP telephony encompassing security and monitoring modules, the whole concept is implemented in OpenWRT distribution for embedded devices with minimal HW requirements. The idea of speech quality assessment in E-model is based on computing the estimated quality from knowledge of transmission path parameters and their impact on the original quality degradation. In order to compute an estimated speech quality in monitoring module from available information which we are able to determine in BESIP, we applied several simplification in E-model. Finally, we implemented the proposed approach into Monitoring module of the BESIP and compared the computed MOS with values gained by an objective intrusive PESQ method (Perceptual Evaluation of Speech Quality). The achieved results proved the applicability of our approach. In this paper, we describe in detail the estimated speech quality computation in simplified E-model, its implementation and verification.


Title of the Paper: Thermodynamic Simulation on Thixoformability of Aluminium Alloys for Semi-solid Metal Processing

 

Authors: M. S. Salleh, M. Z. Omar, J. Syarif, M. N. Mohammed, K. S. Alhawari

Pages: 286-293

Abstract: Semi-solid metal (SSM) processing is a relatively successful method for forming alloys in the semi-solid state to near net shaped products. One type of SSM processing is thixoforming which is used widely in the automotive industry to produce near net-shaped parts. All the alloys that have been used to date for thixoforming were developed originally for either casting or forging purposes. Therefore, it is necessary to modify existing commercial alloys in order to improve the potential of these alloys for use in thixoforming. In the present work, thermodynamic simulations were utilised to determine the working window temperature, solidification temperature range and fraction liquid sensitivity of modified A319 commercial alloy. All the calculations in the present work are performed using JMatPro software. The conditions of the non-equilibrium solidification are determined using the Scheil-Gulliver equation. A key advantage of the JMatPro software is that it allows the calculation of the formation conditions for the various stoichiometric compounds (exp: α-Al(Fe,Mn)Si, β-AlFesi, Al5Cu2Mg8Si6, Al7Cu2M and Al2Cu), which has a great influence on the mechanical properties of aluminium alloys. The results indicate that these modified alloys are potential materials for thixoforming.


Title of the Paper: Cellular Automata Simulation of Interrupted Plasma Aphaeresis on AIDS Patients: Investigating Effects of Different Clearance Rate

 

Authors: Sompop Moonchai, Yongwimon Lenbury

Pages: 294-303

Abstract: The use of a combination of three or more antiretroviral drugs, called the Highly Active Antiretroviral Therapy (HAART), has been found to keep the viral load of HIV in the patient's body at a controllable level as well as improve the immune system. However, if HAART is abandoned, a rebound of plasma viral load occurs which led us to believe that the use of this treatment is associated with metabolic side effects in human, including increased risk for opportunistic infections. In order to avoid the problems with drug treatment, an alternative treatment by Aphaeresis has been suggested. In plasma aphaeresis, the virus in the large molecular components of plasma are removed from a patient after which the small molecular components of plasma and cell components of blood are returned to the patient. Several studies seem to suggest that plasma aphaeresis could be a good treatment for AIDS patients with peripheral polyneuropathy since plasma pheresis has been found to be capable of reducing a patient’s plasma viral load to half of the original load. In this paper, we modify the CA rules based on the CA model of Moonchai and Lenbury [1] to investigate the action of plasma aphaeresis therapy on the CD4+ T cells and viral load in both the lymph node and blood compartments. Effects of different clearance rates of plasma aphaeresis therapy are investigated.


Title of the Paper: Application of Modified Watanabe’s Approach for Reconstruction of Insulin Secretion Rate During OGTT Under Non-constant Fraction of Hepatic Insulin Extraction

 

Authors: Kiattiyot Juagwon, Yongwimon Lenbury, Andrea De Gaetano, Pasquale Palumbo

Pages: 304-313

Abstract: In this study, insulin and C-peptide concentration are used to assess the rate of insulin production. First, the data of insulin and C-peptide concentrations during OGTT are generated from an extended combined model (Watanabe et al., 1998). Two different patterns of the fraction of hepatic insulin extraction in the extended combined model are utilized to generate the data of insulin and Cpeptide concentrations. On the one hand, the fraction is assumed constant. On the other hand, a non-constant fraction is used. Watanabe’s approach (Watanabe et al., 1998) designed from the extended combined model, assuming constant fractional hepatic extraction, is then used to quantify the rate of insulin production from insulin and C-peptide concentrations generated from the extended combined model with both patterns of fraction of hepatic extraction. It is found that the Watanabe’s approach is appropriate for the estimation of the kinetic parameters and the rate of insulin production in the extended combined model only when fractional hepatic extraction is constant. However, Watanabe’s approach cannot be relied upon for accurate estimation when the fractional hepatic extraction is not constant. Since there is clinical evidence that the fractional hepatic extraction is not constant during OGTT, the modification of Watanabe’s approach is necessary to accommodate variations in the fractional hepatic extraction. The modified approach proposed in this work is able to provide the accurate estimate of the rate of insulin production from the data generated by the extended combined model in the situation where the fractional hepatic extraction is not constant.


Title of the Paper: Effective Data Mining of Integrated Data Sets Using Decision Trees

 

Authors: Hyontai Sug

Pages: 314-322

Abstract: CART decision tree algorithm has been considered very good data mining method for data sets in medicine domain. Because CART treats missing values with surrogate variables, it’s good for real world data in which some values for attributes are often missing. We are interested in effective data mining of two different liver data sets that are available in the internet having small number of common attributes, while majority of attributes are not common. Experiments using CART for two differently integrated data sets of the two data sets generated successful results. Especially, an overly integrated data set to give each data set almost equal chance to contribute in the final result generated very accurate decision tree with increased tree complexity. Further interactive pruning generated a smaller tree with moderate accuracy. But the accuracy is better than that of the decision tree from conventionally integrated data set.


Title of the Paper: Equilibriums and Periodic Solutions of Related Systems of Piecewise Linear Difference Equations

 

Authors: Wirot Tikjha, Yongwimon Lenbury, Evelina Giusti Lapierre

Pages: 323-335

Abstract: In this paper we consider three systems of piecewise linear difference equations where the initial condition for each system is an arbitrary point on the real plane. For one system we show that there exists exactly two prime period-6 solutions, and that every solution of the system is eventually one of the two prime period-6 solutions except for equilibrium point. For the remaining two systems we show that every solution of each system is the unique equilibrium solution.


Title of the Paper: Simulation of Two-Dimensional Random Structure Through Inversely Generated Delaunay Subgraphs

 

Authors: R. J. Matthews, J. D. Richardson, C. D. Wilson

Pages: 336-343

Abstract: Subgraphs taken from Delaunay triangulations are used as a basis for the representation of spacing in twodimensional random structure. Stochastic simulations are presented in which Delaunay triangulations are used to determine sets of points rather than vice versa. Reversal of the usual triangulation problem allows the simulations to be based on sidelength probability distribution functions. A convenient finding is that, for triangulations with a standard deviation of less than or equal to approximately one-half of the minimum spacing, simulations tend to reproduce the original distributions without using conditional probabilities on the generated side lengths. It is also shown that, for distributions of much larger variance, simulations may be readily tuned based on the introduction of an assumed, possibly fictitious, conditional probability for the third side in each triangle. Two distributions are used as numerical examples, one which shows that the scatter in fiber density in carbon-fiber composites can be readily simulated from the data obtained by image-processing of micrographs of ply cross-sections and a second which shows that an arbitrary distribution may be simulated through introduction of the aforementioned assumed conditional probability on the third side in each triangle.


Issue 4, Volume 7, 2013


Title of the Paper: The Yearly Production of a Manufacturing Plant Studied by DES Combined with RSM High Level Designs and Neural Networks

 

Authors: Lucia Cassettari, Marco Mosca, Roberto Mosca, Fabio Rolando

Pages: 345-354

Abstract: Authors present a study over the target function of a stochastic discrete event simulator of a manufacturing plant. They decided to test some balanced user defined designs as 42,52,72, and 92, in order to describe the existing relationship between dependent variables (efficiency of two types of machines of production line) and the independent variable (yearly production). Through this kind of design it was expected to avoid problems of robustness of adopted meta-models like those emerged in a previous work they did in which unbalanced designs based on central composite designs had been used. Eventually it has been possible to put in evidence the bound between regression meta-models and neural networks in this type of research.


Title of the Paper: Stability and Oscillations of Time-Delayed Model for the Testosterone Regulation

 

Authors: T. Tanutpanit, P. Pongsumpun, I. M. Tang

Pages: 355-362

Abstract: In this paper, we develop the mathematical model with a time delay to describe the feedback mechanisms concerning of cyclicity of the male hormonal balance on the influence of variations in the sex hormone-binding globulin (SHBG) concentration. We show that a Hopf bifurcation occurs when a time delay τ passes through a critical value. Numerical simulations are performed to illustrate the analytical results. Moreover, this model can explain the pulsatile secretion of hormones in male.


Title of the Paper: Chaos Driven Evolutionary Algorithm: A New Approach for Evolutionary Optimization

 

Authors: R. Senkerik, M. Pluhacek, D. Davendra, I. Zelinka, Z. Kominkova Oplatkova

Pages: 363-368

Abstract: This research deals with the initial investigations on the concept of a chaos-driven evolutionary algorithm Differential evolution. This paper is aimed at the embedding of simple twodimensional chaotic system, which is Lozi map, in the form of chaos pseudo random number generator for Differential Evolution. The chaotic system of interest is the discrete dissipative system. Repeated simulations were performed on standard benchmark Schwefel’s test function in higher dimensions. Finally, the obtained results are compared with canonical Differential Evolution.


Title of the Paper: Delay SIR Model with Nonlinear Incident Rate and Varying Total Population

 

Authors: Rujira Ouncharoen, Salinthip Daengkongkho, Thongchai Dumrongpokaphan, Yongwimon Lenbury

Pages: 369-378

Abstract: Recently, models describing the behavior of SIR epidemic with nonlinear incident rate have been revisited. We study the behavior of the model with time delay in which the total population size varies. Lyapunov functions are constructed to establish the global asymptotic stability of all steady states of the model. Numerical simulations are shown to confirm the main results.


Title of the Paper: Performance Analysis of the First Order Linear Stationary Iterative Methods in Solving Third Order Newton-Cotes Quadrature System

 

Authors: Mohana Sundaram Muthuvalu, Jumat Sulaiman

Pages: 379-387

Abstract: In this paper, application of the first order linear stationary iterative methods is extended to solve third order composite closed Newton-Cotes quadrature (3-CCNC) system. The performances of tested iterative methods for the 3-CCNC system are comparatively studied by their application to solve the second kind linear Fredholm integral equations. The derivation and implementation of the methods are presented. In addition, simulation results of three test problems are included to verify the performance of the methods.


Issue 5, Volume 7, 2013


Title of the Paper: Adaptive LQ Control of a Shell and Tube Heat Exchanger

 

Authors: P. Dostal, J. Vojtesek, V. Bobal

Pages: 389-397

Abstract: The paper deals with adaptive control of a shell and tube heat exchanger. Two different control inputs are considered. The procedure of the control design is based on approximation of a nonlinear model of the process by continuous-time external linear models with parameters recursively estimated via corresponding external delta models. The structures of approximating linear models are chosen on the basis of primary steady-state and dynamic analysis of the process. The control system configuration with two feedback controllers is used. The control laws for both control inputs are derived using the polynomial approach and the LQ control technique. The proposed method is verified by control simulations.


Title of the Paper: A Delay-Differential Equations Model of Calcium Homeostasis: Effects of Parathyroid Hormone and Vitamin D

 

Authors: Inthira Chaiya, Chontita Rattanakul, Sahattaya Rattanamongkonkul, Wannapa Panitsupakamon, Sittipong Ruktamatakul

Pages: 398-405

Abstract: Calcium is essential for human. Apart from providing skeletal strength, calcium also plays important role in a wide range of biological functions. In this paper, calcium homeostasis, the mechanism that maintains the serum calcium level to be in the normal range, is investigated mathematically. A mathematical model is formulated to incorporate the effects of parathyroid hormone, vitamin D and time delay on calcium homeostasis. The conditions on the model parameters for which a periodic solution exists are then derived by means of Hopf bifurcation theorem. Moreover, various kinds of dynamic behavior of the model are also investigated numerically.


Title of the Paper: Feature selection and model selection algorithm using incremental mixed variable ant colony optimization for support vector machine classifier

 

Authors: Hiba Basim Alwan, Ku Ruhana Ku-Mahamud

Pages: 406-414

Abstract: Support Vector Machine (SVM) is a present day classification approach originated from statistical approaches. Two main problems that influence the performance of SVM are selecting feature subset and SVM model selection. In order to enhance SVM performance, these problems must be solved simultaneously because error produced from the feature subset selection phase will affect the values of the SVM parameters and resulted in low classification accuracy. Most approaches related with solving SVM model selection problem will discretize the continuous value of SVM parameters which will influence its performance. Incremental Mixed Variable Ant Colony Optimization (IACOMV) has the ability to solve SVM model selection problem without discretising the continuous values and simultaneously solve the two problems. This paper presents an algorithm that integrates IACOMV and SVM. Ten datasets from UCI were used to evaluate the performance of the proposed algorithm. Results showed that the proposed algorithm can enhance the classification accuracy with small number of features.


Title of the Paper: Using Nonparametric Balance between Exploitation and Exploration on Fuzzy Ant-Based Clustering

 

Authors: Phichete Julrode, Siriporn Supratid

Pages: 415-429

Abstract: Balancing between exploitation and exploration in a search space is significant key to cope with fast convergence and divergence. Thus, such type of balance can lead to achieve the global optimal solution. This paper proposed a new improved version of fuzzy ant-based clustering, using a nonparametric balance between exploitation and exploration (NIFAC). Such proposed method does not only integrate ant-based clustering and fuzzy c-means, but also remarkably apply the techniques of balancing between exploitation and exploration without using any arbitrarily defined parameter to control the search in the balance. The performance measurements relate to F-measures, FCM objective degree and Xie-Beni validity index. The experiments are operated on real-world as well as artificial data sets. The results show the prominent higher performance of the proposed method in terms of clustering correctness than several other types of effective methods including other related ant-based clustering and fuzzy means.


Title of the Paper: Dynamic Output Feedback Fault Tolerant Controller for an Exploited Polynomial Fish Population Model

 

Authors: A. Ait Kaddour, N. Elalami, E. Elmazoudi

Pages: 430-437

Abstract: This paper deals with the design of robust fault estimation and fault tolerant control of a continuous age structured model of a harvested fishery system. Takagi-Sugeno approach is used to represent the harvested fish population model, where the effort is used as control term, the age classes as states and the quantity of captured fish per unit of effort as measured output. Actuators faults are initially estimated using a fuzzy observer. Then, based on the fault estimation, an observer based dynamic output feedback fault tolerant controller is designed to reject the effect of faults by stabilizing the closed loop system. The synthesis of the control and the observer are independently made. The conditions of the observer convergence and of the control existence are formulated in terms of Linear Matrix Inequalities. The simulation results demonstrate the effectiveness and applicability of the proposed design method.


Issue 6, Volume 7, 2013


Title of the Paper: The Glucose-Insulin-Incretin Model for Bariatric Surgery and T2DM Improvement Mechanisms with Two Delays

 

Authors: Puntip Toghaw, Yongwimon Lenbury

Pages: 439-447

Abstract: In 2012 Toghaw et al. introduced a mathematical model of the glucose-insulin-incretins system to investigate plausible hypotheses to explain the rapid, weight-independent glycemic effects of bariatric surgery by comparing the pre-surgery simulated time series with those under various hypotheses, namely the lower intestinal hypothesis, the upper intestinal, and the ghrelin hypothesis. The model system has been reduced to a system of 9 differential equations by excluding the plasma ghrelin concentration factor following the discovery made in the work of Toghaw et al. in 2012. In the present work, we modify the model system in order to incorporate two time-delays. The model system was analyzed to investigate the effect of delays on the complex dynamic behavior of the system. In addition, the simulations under the three hypotheses will be compared.


Title of the Paper: Emission Spectra of LH4 Complex: Full Hamiltonian Model

 

Authors: Pavel Herman, David Zapletal

Pages: 448-455

Abstract: To be able to create an ideal energy source in the future - an artificial photosynthetic complex, the first step is a detailed understanding of the function of photosynthetic complexes in living organisms. Knowledge of the microscopic structure of some photosynthetic systems and their function invokes during last twenty years long and intensive investigation of many theoretical and experimental laboratories. Photosynthesis starts with the absorption of a solar photon by one of the light-harvesting (LH) pigmentprotein complexes and transferring the excitation energy to the reaction center where a charge separation is initiated. The geometric structure of such LH complexes is known in great detail, e.g. for the LH2 and LH4 complexes of purple bacteria. Absorption and steady state fluorescence spectra of exciton states for ring molecular system, which can model the peripheral cyclic antenna unit LH4 of the bacterial photosystem from purple bacteria are presented. The cumulant-expansion method of Mukamel et al. is used for the calculation of spectral responses of the system with excitonphonon coupling. Dynamic disorder, interaction with a bath, in Markovian approximation simultaneously with uncorrelated static disorder in local excitation energies are taking into account in our simulations. We compare calculated absorption and steady state fluorescence spectra for LH4 ring obtained within the full Hamiltonian model with our previous results calculated within the nearest neighbour approximation model. All calculations were done in software package Mathematica.


Title of the Paper: Modeling the Effects of Parathyroid Hormone and Calcitonin on Calcium Homeostasis

 

Authors: Inthira Chaiya, Chontita Rattanakul, Sahattaya Rattanamongkonkul, Wannapa Panitsupakamon, Sittipong Ruktamatakul

Pages: 456-465

Abstract: In this paper, we propose a system of ordinary differential equations in order to describe calcium homeostasis by considering parathyroid hormone and calcitonin as two major regulating hormones. Geometric singular perturbation is utilized in order to obtain the conditions on the system parameters that differentiate various kinds of dynamic behavior. Numerical simulations are also carried out to confirm our theoretical predictions.


Title of the Paper: PI Controller Optimization using Genetic Algorithm for Tremor Suppression

 

Authors: A. As’arry, M. Z. Md. Zain, M. Hussein, M. Mailah, Z. M. Yusop, M. S. Ammoo

Pages: 466-474

Abstract: Debilitating conditions for patients with hand tremor may find their daily activities such as writing and holding objects affected. Thus an active tremor device could be an option to suppress hand tremor. This study presents a tremor test rig as the initial stage to develop active controller. The system identification is used to locate approximate models of tremor test rig based on observed input output data pairs. The parametric identification of the hand tremor using least square (LS) with auto-regressive exogenous input (ARX) model structure is considered. Ones the model is obtained, the PI controller is used to actuate the linear voice coil actuator (LVCA) for tremor suppression. The accelerometer is used for feedback controller. The genetic algorithm (GA) is employed to optimize parameter of PI controller. The findings verified that the dynamic model obtained is the best description to represent tremor test rig and the system show stability. In simulation study, the PI controller optimized by GA was work well to suppress tremor on test rig model.


Title of the Paper: Stability and Persistence of Delayed Resistant and Sensitive Bacterial Strains Interaction under Impulsive Drug Treatment

 

Authors: Pailin Chayapham, Yongwimon Lenbury

Pages: 475-484

Abstract: Drug resistance occurs when living organisms such as bacteria, viruses, fungi and parasites change in ways that render the medications used incapable of curing the disease or medical conditions they cause. The microorganisms which have become resistant to most antimicrobials are commonly referred to as “superbugs”. This development is a major concern to patients and physicians because a resistant infection may be vital, being able to spread to others, and impose huge costs to individuals and society. Here, we consider a model of the dynamic interaction between sensitive and resistant strains of pathogens in a nutrient limiting environment of the gastrointestinal tract. A delay in the process of conversion from a sensitive strain to a resistant strain is incorporated by addition of a delay in the rate equation of the resistant strain with an exponential factor to account for the probability that a resistant bacteria survives from the time t to the time t. The system is analyzed for the stability of its various equilibrium solutions. The model is then expanded to take into account the effect of periodic drug treatment leading us to a system of delayed impulsive differential equations. Conditions are discovered under which the system is persistent, and stability of the susceptible strain free equilibrium and the bacterial free equilibrium can be expected.