Evolution systems of measures for stochastic flows

A new concept of an evolution system of measures for stochastic flows is considered. It corresponds to the notion of an invariant measure for random dynamical systems (or cocycles). The existence of evolution systems of measures for asymptotically compact stochastic flows is obtained. For a white noise stochastic flow, there exists a one to one correspondence between evolution systems of measures for a stochastic flow and evolution systems of measures for the associated Markov transition semigroup. As an application, an alternative approach for evolution systems of measures of 2D stochastic Navier–Stokes equations with a time-periodic forcing term is presented.     

A computational comparison of cyclical and non-cyclical control for stochastic production-inventory systems

Cyclical production planning is popular in real-life because of its organisational benefits. We study the application and performance of cyclical production planning in a complex stochastic production-inventory system with job shop routings. We propose a decision-support system that allows computing cost efficient cyclical production plans. Insights on the applicability and performance of cyclical production planning are obtained from an extensive simulation study in which the cyclical approach is compared with a state-of-the-art non-cyclical approach.     

Transfer operators for contractive Markov systems and stochastic stability of the invariant measure

We consider contractive Markov systems, a generalization due to Werner of iterated function systems that contract on average. We study a transfer operator for such systems and determine an appropriate function space on which this operator acts quasi-compactly and has good spectral perturbation properties. We discuss how these results apply to the stochastic stability of the invariant measure.     

Hybrid Subset Simulation method for reliability estimation of dynamical systems subject to stochastic excitation

A hybrid Subset Simulation approach is proposed for reliability estimation for general dynamical systems subject to stochastic excitation. This new stochastic simulation approach combines the advantages of the two previously proposed Subset Simulation methods, Subset Simulation with Markov Chain Monte Carlo (MCMC) algorithm and Subset Simulation with splitting. The new method employs the MCMC algorithm before reaching an intermediate failure level and splitting after reaching the level to exploit the causality of dynamical systems. The statistical properties of the failure probability estimators are derived. Two examples are presented to demonstrate the effectiveness of the new approach and to compare with the previous two Subset Simulation methods. The results show that the new method is robust to the choice of proposal distribution for the MCMC algorithm and to the intermediate failure events selected for Subset Simulation.     

Fuzzy covariance control for a class of continuous perturbed nonlinear stochastic systems

Abstract

This paper addresses the analysis and design of a fuzzy controller for a class of continuous perturbed nonlinear stochastic systems. The nonlinear systems are modeled by the Takagi‐Sugeno (T‐S) fuzzy models. The conventional LMI‐based fuzzy control method is inconvenient for directly assigning the common positive definite covariance matrix. Hence, this paper tries to develop a useful methodology to allow designers to assign a common positive definite covariance matrix for the closed‐loop system. Applying the theory of covariance control, a fuzzy controller is developed to achieve the stable conditions for the assigned common positive definite covariance matrix. Finally, a numerical example is given to demonstrate the usefulness of the proposed approach.     

Some aspects of chaotic and stochastic dynamics for structural systems

In this paper, the bifurcation behaviour of an externally excited four-dimensional nonlinear system is examined. Throughout this paper, a two-degree-of-freedom shallow arch structure under either a periodic or a stochastic excitation will be considered. For the case when the excitation is periodic, the local and global behaviour is examined in the presence of principalsubharmonic resonance and1:2 internal resonance. The method of averaging is used to obtain the first order approximation of the response of the system under resonant conditions. A standard Melnikov type perturbation method is used to show analytically that the system may exhibit chaotic dynamics in the sense of Smale horseshoe for the 1:2 internal resonance case in the absence of dissipation. In the case of stochastic excitation, the stability of the stationary solution is examined by determining themaximal Lyapunov exponent andmoment Lyapunov exponent in terms of system parameters. An asymptotic method is used to obtain explicit expressions for various exponents in the presence of weak dissipation and noise intensity. These quantities provide almost-sure stability boundaries in parameter space. When the system parameters lie outside these boundaries, it is essential to understand the nonlinear behaviour. The method of stochastic averaging is applied to obtain a set of approximate Itô equations which are then examined to describe the local bifurcation behaviour.     

Simulations and experiments of stochastic characteristics for collective short fatigue cracks in steels

ABSTRACT Stochastic characteristics prevail in the process of short fatigue crack progression. This paper presents a method taking into account the balance of crack number density to describe the stochastic behaviour of short crack collective evolution. The results from the simulation illustrate the stochastic development of short cracks. The experiments on two types of steels show the random distribution for collective short cracks with the number of cracks and the maximum crack length as a function of different locations on specimen surface. The experiments also give the variation of total number of short cracks with fatigue cycles. The test results are consistent with numerical simulations.     

Optimising installation (R,Q) policies in distribution networks with stochastic lead times: a comparative analysis of guaranteed- and stochastic service models

This paper studies two modelling approaches to the multi-echelon inventory optimisation problem in a distribution network with stochastic demands and lead times. It compares the performance of a novel guaranteed-service model (GSM), using an installation (R, Q) inventory control policy, with a stochastic service model (SSM) considering ordering, holding and flexibility costs. From both cycle service level and fill rate perspectives, our numerical analysis of the 1-warehouse 2-retailer network shows that cost difference between both models is driven by the internal service level at the warehouse. The GSM outperforms the SSM for over 80% of the simulated instances and realises an average total cost improvement of approximately 10%. This analysis goes against earlier results that showed a relatively low-cost difference between the two approaches, and demonstrates that it is worthwhile to evaluate competing models for multi-echelon inventory optimisation in real-world supply chains with batch ordering and variable lead times.     

Multi-agent systems applications in manufacturing systems and supply chain management: a review paper

This paper offers a review of the development and use of multi-agent modelling techniques and simulations in the context of manufacturing systems and supply chain management (SCM). The objective of the paper is twofold. First, it presents a comprehensive literature review of current multi-agent systems (MAS) research applications in the field of manufacturing systems and SCM. Second, it aims to identify and evaluate some key issues involved in using MAS methods to model and simulate manufacturing systems. A variety of different MAS applications are reviewed in three different classified research areas: production design and development, production planning and control, and SCM. In presenting a detailed taxonomy of MAS applications, the paper describes MAS application domains from five different perspectives. The review suggests the MAS approach represents a feasible framework for designing and analysing real-time manufacturing operations, since the approach is capable of modelling different levels of agent behaviour and dynamical interactions. The paper also highlights a number of key issues which have to be taken into account in attempting to design MAS-based research paradigms for future applications in manufacturing systems.     

Optimal method for changing the number of kanbans in the e -Kanban system and its applications

The Toyota Motor Corporation has recently developed a new kanban system called ‘e-Kanban’, which is a parts ordering information system that operates within the communications network established between Toyota and its suppliers. One of the goals for developing the e-Kanban system was to introduce an efficient means for properly changing the number of kanbans once the required number has been calculated, as changing the number of kanbans in the kanban system directly affects the order quantity. Consequently, it is very important to monitor carefully and control changes in the number of kanbans. The paper investigates and proposes an effective method for changing the number of kanbans using the e-Kanban system. Applying this method to three problems, it is shown that the e-Kanban system can be implemented more efficiently and effectively than the original kanban system.     

用于微机电系统的类金刚石膜制备及表征

采用等离子体源离子注入和电子回旋共振-微波等离子体辅助化学气相沉积技术相结合的方法在Si衬底上制备出了性能良好的类金刚石膜.通过共聚焦Raman光谱验证了薄膜的类金刚石特性,用原子力显微镜、微摩擦计和扫描电镜等对薄膜的表面形貌、摩擦系数和耐磨损性能进行了表征和测量.结果表明,用离子注入法制备过渡层大大提高了DLC膜与衬底的结合强度,薄膜的表面比较光滑,粗糙度大约为0.198 nm,具有较低的摩擦系数(0.1～0.15),具有较好的耐磨损性能.     

Design of polymeric nanoparticles and its applications as drug delivery systems for acne treatment

Objective: The aim of this study was to evaluate a formulation made of poly(lactide-co-glycolide) (PLGA) nanoparticles containing azelaic acid for potential acne treatment.

Methods: Azelaic acid-loaded PLGA nanoparticles were prepared by spontaneous emulsification processes using poloxamer 188 as stabilizer. Several manufacturing parameters such as stirring rate, concentration of stabilizer and different recovery methods were investigated. Nanoparticles were evaluated in terms of size, zeta potential, encapsulation efficiency, release kinetics and permeation kinetics in vitro. Furthermore, in vitro toxicological studies were performed in Saccharomyces cerevisiae model.

Results: The results showed that by adjusting some formulation conditions it was possible to obtain nanoparticles with high loading and a controlled drug release. Freeze-dried recovery altered the nanoparticles structure by enhancing porous structures and mannitol was required to control the mean particle size. The centrifugation recovery was found to be the best approach to nanoparticles recovery. Similar toxicity profiles were observed for both drug-free and azelaic acid-loaded nanoparticles, with concentration-dependent decreases in cell viability.

Conclusion: These results indicate a potential formulation for controlled release delivery of azelaic acid to the follicular unit.     

Logical reconfiguration of reconfigurable manufacturing systems with stream of variations modelling: a stochastic two-stage programming and shortest path model

Designing flexible manufacturing systems in general, and flexible material handling system in particular, is a complex problem, typically approached through several stages. Here the focus is on the conceptual design stage during which valid approximation-based methods are needed. The segmented flow topology (SFT) AGV systems were developed to facilitate control of complex automated material handling systems. This paper introduces a decomposition method, directly derived from timed Petri nets (TPN) theories, to calculate the expected utilization of AGVs (as servers of SFT systems) and to derive simple operational decision rules leading to maximum system productivity at steady state, for a given deterministic routeing of discrete material through the manufacturing system.     

A financial model of flexible manufacturing systems planning under uncertainty: identification,valuation and applications of real options

Flexible manufacturing systems (FMS) have been considered to be essential for manufacturers to succeed in the uncertain market place. Flexibility typically comes at a price and is only valuable as a hedge against environmental uncertainty. It is important to determine an appropriate level of flexibility in the production system while considering the tradeoffs between its costs and benefits. This paper proposes to apply a real option theoretic approach to the modeling and analysis of various types of uncertainty involved in an FMS's operational environment. In comparison with financial options, real options in the context of an FMS, namely, production options, are identified and accordingly a pricing model for production options is proposed based on the option theory. Based on the valuation of production options, a general framework of flexibility planning is formulated. The real option approach surmounts traditional discounted cash flow analysis based valuation methods that tend to ignore the upside potentials to an investment from management flexibility. The proposed model is tested in a refrigerator company that deals with high product variety and uncertain demand.     

Models for automated storage and retrieval systems: a literature review

Automated Storage and Retrieval Systems (AS/RS) are warehousing systems that use mechanised devices to accomplish the repetitive tasks of storing and retrieving parts in racks. Since these systems represent a significant investment and considerable operating costs, their use must be as efficient as possible. AS/RS performance is the result of the interaction of many complex and stochastic subsystems. This reality creates a need for robust and efficient evaluation models. This article complements previous surveys on AS/RS by focusing on the particular research question addressed by each work and the associated assumptions used for the various models designed for evaluating AS/RS. Dynamic models based on simulation dominate the most recent literature; however, static approaches based on travel-time modelling have strongly contributed to the study of AS/RS. This review includes dynamic – simulation-based – models, but considers also steady-state (travel-time-based) models. We believe that this review may be of great help to researchers and industrial users in their search for the best modelling approach for a specific problem.     

Boltzmann, Lotka and Volterra and spatial structural evolution: an integrated methodology for some dynamical systems.

It is shown that Boltzmann's methods from statistical physics can be applied to a much wider range of systems, and in a variety of disciplines, than has been commonly recognized. A similar argument can be applied to the ecological models of Lotka and Volterra. Furthermore, it is shown that the two methodologies can be applied in combination to generate the Boltzmann, Lotka and Volterra (BLV) models. These techniques enable both spatial interaction and spatial structural evolution to be modelled, and it is argued that they potentially provide a much richer modelling methodology than that currently used in the analysis of 'scale-free' networks.     

An association model for mixtures containing any number of alkanes and any number of alcohols: Application to alcohol-alkane binary systems

A previously derived association model for mixtures of any number of alcohols and alkanes is applied here to alcohol-alkane binary systems. The model contains two adjustable parameters: a self-association constant for the alcohol and a parameter that reflects physical interactions. Correlations for the two parameters are presented which allow the model to be used as a two-, one-, or zero-parameter model, depending on the amount of experimental data available. All three forms of the model provide adequate results for these systems over a fairly wide temperature range.Paper presented at the Twelfth Symposium on Thermophysical Properties, June 19–24, 1994, Boulder, Colorado, U.S.A.     

Scheduling in production,supply chain and Industry 4.0 systems by optimal control: fundamentals,state-of-the-art and applications

This paper presents a survey on the applications of optimal control to scheduling in production, supply chain and Industry 4.0 systems with a focus on the deterministic maximum principle. The first objective is to derive major contributions, application areas, limitations, as well as research and application recommendations for the future research. The second objective is to explain control engineering models in terms of industrial engineering and production management. To achieve these objectives, optimal control models, qualitative methods of performance analysis and computational methods for optimal control are considered. We provide a brief historic overview and clarify major mathematical fundamentals whereby the control engineering terms are brought into correspondence with industrial engineering and management. The survey allows the grouping of models with only terminal constraints with application to master production scheduling, models with hybrid terminal–logical constraints with applications to short term job and flow shop scheduling, and hybrid structural–terminal–logical constraints with applications to customised assembly systems such as Industry 4.0. Computational algorithms in state, control and adjoint variable spaces are discussed.     

PERTS: an environment for specification and verification of reactive systems

In this paper, we describe the design and implementation of an environment for specification, analysis and verification of reactive systems. The environment allows the user to develop specification in the graphical formalism of Statecharts and analyze them using a simulation tool. A built-in translator tool translates the specification into an Esterel program for the purpose of carrying out verification. Through such an approach, we have been able to integrate the powerful graphical formalism of Statecharts, which is very appealing to engineers, and the power of the formal verification environment of Esterel. Since we translate Statecharts, which can be non-deterministic, to Esterel programs, which are fully deterministic, the system overcomes the non-determinism in the specifications by enforcing priority. The behavior of Esterel programs generated by the translator follow Harel and Naamad's ‘step’ semantics. In the paper, we describe the main components of the PERTS environment and the principles underlying the translation and illustrate the use of the system for specification and verification using an example.