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  1. 3 Fundamenta Informaticae
  2. 1 Acta Geophysica
  3. 1 Acta Innovations
  4. 1 Annales Societatis Mathematicae Polonae. Series 3: Mathematica Applicanda
  5. 1 Archives of Electrical Engineering
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  1. 2 Byrski A.
  2. 2 Schaefer R.
  3. 1 Al-Nussairi Ahmed Kateb Jumaah
  4. 1 Alimardani A.
  5. 1 Andriushchenko Kateryna
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  1. 1 2024
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1
Content available Approximate estimation of man-day in ship block production: a two-stage stochastic program
Genc Yusuf, Kafali Mustafa, Celebi Ugur Bugra
Polish Maritime Research
|
2024
|
nr 1
146--158
EN
It is critical to estimate the workforce requirements for the production of blocks in shipbuilding. In this study, the number of workforce (man-day) required for the production of a passenger ship’s double bottom block was estimated. Initially, the production of the block was observed, and the average working performance of the mounting, welding, and grinding workers was recorded. Block drawings were examined and the work required was calculated. The amount of work increased, depending on any revisions required due to incorrect or incomplete designs. The average working performance of an employee is uncertain due to environmental factors, including the weather and working conditions, as well as health (both physical and mental). A two-stage stochastic programming model with recourse was established to estimate man-day required and a Sample Average Approximation (SAA) technique was used to obtain a near-optimum solution. The results of the study were compared with shipyard records and an agreement of approximately 90% was achieved.
2
Content available remote Designing a Mathematical Model to Solve the Uncertain Facility Location Problem Using C Stochastic Programming Method
Chetthamrongchai Paitoon, Sayed Biju Theruvil, Artemova Elena Igorevna, Sharma Sandhir, Oudah Atheer Y., Al-Nussairi Ahmed Kateb Jumaah, Bashar Bashar S., Iswanto A. Heri
Foundations of Computing and Decision Sciences
|
2023
|
Vol. 48, No. 3
345--355
EN
Locating facilities such as factories or warehouses is an important and strategic decision for any organization. Transportation costs, which often form a significant part of the price of goods offered, are a function of the location of the plans. To determine the optimal location of these designs, various methods have been proposed so far, which are generally definite (non-random). The main aim of the study, while introducing these specific algorithms, is to suggest a stochastic model of the location problem based on the existing models, in which random programming, as well as programming with random constraints are utilized. To do so, utilizing programming with random constraints, the stochastic model is transformed into a specific model that can be solved by using the latest algorithms or standard programming methods. Based on the results acquired, this proposed model permits us to attain more realistic solutions considering the random nature of demand. Furthermore, it helps attain this aim by considering other characteristics of the environment and the feedback between them.
3
Content available Intelligent enterprise capital control based on Markov chain
Andriushchenko Kateryna, Liezina Anastasiia, Lavruk Vitalii, Sliusareva Liudmyla, Rudevska Viktoriia
Acta Innovations
|
2022
|
no. 45
18--30
EN
This scientific work is devoted to the processes of creating technologies, as well as the use of their mathematical representation in the form of models in the context of the formation and development of the intellectual capital of an enterprise. To select a goal, a vision was formed to prove or refute any possibility of using Markov's theory in practice, namely the creation of a stochastic model of the intellectual capital of an enterprise in monetary terms, which manifests itself in investments in intangible assets. As an initial model hypothesis, the statement is accepted that investments in the enterprise's intangible assets are a factor in the transformation of intellectual capital into the company's value. Based on the results of applying the stochastic Markov chain model, the potential profit of the company's intangible assets was estimated, the main elements of which were intellectual capital assets during the study. A matrix of transition probabilities has been formed and modeling of the limiting probabilities of the system states has been implemented. The necessary conditions and boundaries of the scope of the mathematical model are also determined. The mathematical method of modeling the company's intellectual capital proposed in the article allows determining the contribution of each of the structural components to the formation of the value of the enterprises intellectual capital, thereby making it possible to establish a current balance between all its elements, which contributes to a comprehensive study of the company's intellectual assets.
4
Content available Hot Water Consumption Time in Multi-Apartment Buildings
Nejranowski Jerzy, Szaflik Władysław
Journal of Ecological Engineering
|
2020
|
Vol. 21, nr 4
199--202
EN
The effective consumption time of hot water in multi-apartment buildings depends on the daily activities of residents, their number, habits and overall size of the system. On the basis of the aggregated data from 8 multiapartments building, with between 36 and 291 draw-off points each, the effective consumption time during the day was determined. The data was then calculated to show the daily consumption per draw-off point. The least squares method was applied to the assumed consumption model to determine the total number of consumption hours per day.
5
Content available An algorithmic tool for supporting risk and root-cause analysis of critical incidents in Baltic Sea Region ports
Malinowski Jacek
Journal of Polish Safety and Reliability Association
|
2019
|
Vol. 10, No. 1
127--136
EN
This paper is both a summarization and extension of [6] and [7], where a stochastic model of interacting operations carried out in a generic Baltic Sea Region port was proposed and analyzed. Each operation involves a number of possible unwanted events (critical incidents) whose instances occur randomly and can cause instances of other events affecting this or other operations. This can lead to a cause-effect chain of events affecting one or multiple operations. The model presented in [6] is somewhat complex, therefore it was downgraded to a simpler, application-oriented version demonstrated in [7], where an algorithm computing the risks of critical incidents is constructed and then applied to a real-life example. The current paper, apart from presenting a method of computing the risks of critical incidents, occurring by themselves or resulting from the cascade effect, also features a method of root-cause analysis of such incidents. First, the formulas for the root-cause probabilities are derived, where such a probability quantifies the likelihood that a critical incident occurring in step h of a cascade was caused by another incident that initiated this cascade. Second, an algorithm computing the root-cause probabilities, based on the derived formulas, is constructed. This algorithm is illustrated by its application to the example given in [7]. The presented results can be used as a tool for fault propagation analysis and fault diagnosis applied not only to a port environment, but to any complex industrial system.
6
Content available Oczekiwanie w długim horyzoncie czasu trendy zmiany sposobu wykorzystania zasobów regulacyjnych do dobowego bilansowania krajowego systemu krajowego elektroenergetycznego
Czarnecki B.
Zeszyty Naukowe Wydziału Elektrotechniki i Automatyki Politechniki Gdańskiej
|
2017
|
Nr 53
53--56
PL
W artykule omówiono wyniki stochastycznego modelowania warunków dobowego bilansowania KSE w warunkach wzrostu mocy zainstalowanej źródeł OZE. Wskazano na rosnącą rolę zasobów regulacji mocy czynnej, w szczególności oczekiwany wzrost wykorzystania elektrowni szczytowo-pompowych i roli pracy pompowej dla zapewnienia bezpieczeństwa i niezawodności pracy KSE. Wskazano również na możliwe konsekwencje wzrastającej mocy zainstalowanej OZE w postaci konieczności ograniczania mocy oddawanej przez nie do sieci ze względu na bezpieczeństwo i niezawodność prowadzenia ruchu KSE oraz na możliwość obniżenia długookresowej dyspozycyjności jednostek wytwórczych centralnie dysponowanych ze względu na rosnącą liczbę odstawień i uruchomień w cyklu dobowym.
EN
The article discusses the results of stochastic modeling of daily system balancing the conditions in the scenario of increase renewable energy sources installed capacity. The results of the simulation show the increasing role of active power regulation, in particular the expected increase in the use of pumped storage and the role of the pump to ensure the safety and reliability of the NPS. Results also indicates the possible consequences of increased installed capacity of renewable energy sources in the terms of need to curtail the their output due to the safety and NPS reliability reasons.
7
Content available remote A point process approach for spatial stochastic modeling of thunderstorm cells
Kriesche B., Hess R., Schmidt V.
Probability and Mathematical Statistics
|
2017
|
Vol. 37, Fasc. 2
471--496
EN
In this paper we consider two different approaches for spatial stochastic modeling of thunderstorms. Thunderstorm cells are represented using germ-grain models from stochastic geometry, which are based on Cox or doubly-stochastic cluster processes. We present methods for the operational fitting of model parameters based on available point probabilities and thunderstorm records of past periods. Furthermore, we derive formulas for the computation of point and area probabilities according to the proposed germ-grain models. We also introduce a conditional simulation algorithm in order to increase the model’s ability to precisely predict thunderstorm events. A systematic comparison of area probabilities, which are estimated from the proposed models, and thunderstorm records conclude the paper.
8
Content available remote Spatio-temporal evolution of aftershock energy release following the 1989, MW6.9, LOMA Prieta earthquake in California
Gospodinov D.
Acta Geophysica
|
2017
|
Vol. 65, no. 3
565--573
EN
We apply a stochastic model to study Benioff strain release after the Mw6.9 October 18, 1989 Loma Prieta strong earthquake in north California, USA. The model is developed, following a compound Poisson process and contours the evolution of strain release during the aftershock sequence following the main shock occurrence. First, the temporal evolution of the aftershock decay rate was modeled by the Restricted Epidemic Type Aftershock Sequence (RETAS) model and after that the recognized best fit model is integrated into the strain release stochastic analysis. The applied stochastic model of Benioff strain release empowers a more detailed study by detecting possible deviations between observed data and model. Real values of the cumulative Benioff strain release surpass the expected modeled ones, indicating, that large aftershocks cluster at the beginning of the Loma Prieta sequence immediately after the occurrence of the main shock. Strain release spatial analysis reveals release patterns, which change during the aftershock sequence.
9
Content available remote Przepięcia w sieciach z izolowanym punktem neutralnym
Sayenko Y., Popov A., Pawełek R.
Przegląd Elektrotechniczny
|
2015
|
R. 91, nr 11
86-89
PL
W artykule omówiono problemy związane z przepięciami ferrorezonansowymi oraz łukowymi przy jednofazowych zwarciach doziemnych w sieciach z izolowanym punktem neutralnym. Zaprezentowano model obliczeniowy i wyniki badań symulacyjnych mające na celu określenie zakresu parametrów sieci, przy jakich występują warunki stabilnego ferrorezonansu. Przedstawiono wyniki badań dotyczące przepięć ziemnozwarciowych. W obu przypadkach założono stochastyczny charakter zjawisk. Wykazano, że krotność przepięcia ziemnozwarciowego jest proporcjonalna do napięcia przebicia izolacji.
EN
The paper deals with problems regarding ferroresonance overvoltages and transient overvoltages due to single-phase faults in isolated networks. The calculation model has been presented as well as simulation results aiming at the determination of network parameters for stable ferroresonance conditions. Results are presented concerning transient overvoltages under ground faults. The stochastic character of phenomena has been taken into account. It has been shown that the multiplicity of overvoltage fault is proportional to the voltage insulation breakdown.
10
Content available remote Recenzja książki pt. An Introduction to Differential Equations, Volume 2 : Stochastic Modeling, Methods and Analysis autorstwa: A. G. Ladde i G. S. Ladde
Jurlewicz A.
Mathematica Applicanda
|
2015
|
Vol. 43, No. 2
313--316
EN
The book under review presents advanced tools of stochastic calculus and stochastic differential equations of Itô type, illustrated by several problems and applications. It is a continuation of Volume 1: Deterministic Modeling, Methods and Analysis. It is addressed to interdisciplinary graduate/undergraduate students and to interdisciplinary young researchers.
11
Content available remote Positive definite norm dependent matrices in stochastic modeling
Kuniewski S. P., Misiewicz J.K.
Demonstratio Mathematica
|
2014
|
Vol. 47, nr 1
211--231
EN
Positive definite norm dependent matrices are of interest in stochastic modeling of distance/norm dependent phenomena in nature. An example is the application of geostatistics in geographic information systems or mathematical analysis of varied spatial data. Because the positive definiteness is a necessary condition for a matrix to be a valid correlation matrix, it is desirable to give a characterization of the family of the distance/norm dependent functions that form a valid (positive definite) correlation matrix. Thus, the main reason for writing this paper is to give an overview of characterizations of norm dependent real functions and consequently norm dependent matrices, since this information is somehow hidden in the theory of geometry of Banach spaces.
12
Content available remote Przewidywanie jako metoda zapobiegania stanom zagrożeń komunikacyjnych
Barczak A.
Zeszyty Naukowe. Problemy Transportu i Logistyki / Uniwersytet Szczeciński
|
2012
|
Nr 19
7--18
PL
W referacie uzasadniono tezę, że to nie pojedynczy uczestnik ruchu drogowego jest „winien” powstawania zagrożeń komunikacyjnych, lecz są one powodowane zależnościami między elementami systemu komunikacyjnego, a przede wszystkim relacjami pomiędzy kierującymi pojazdami. Do modelowania stochastycznych zależności zastosowano sieci bayesowskie. Pokazano możliwości i zalety zastosowania formalizmu teorii gier jako modelu badania relacji między uczestnikami ruchu drogowego w projektowaniu procesów zapobiegania stanom zagrożeń komunikacyjnych. Podkreślono konieczność opracowania modelu działania kierowcy i innych użytkowników dróg komunikacyjnych z uwzględnieniem ich cech psychologicznych oraz aspektów socjalnych. Praca stanowi etap rozpoznania problematyki zastosowania teorii gier w badaniach bezpieczeństwa w transporcie drogowym z uwzględnieniem niepełnych danych i niepewnych informacji.
EN
In this paper, the postulate was validated that it is not just one person responsible for the traffic accident but the interdependence between all elements of the traffic process, with the emphasis placed on the drivers interactions. Stochastic interrelations were modeled using Bayesian Belief Networks. The possibility of application of the game theory as a tool for modeling interactions between drivers was appointed and the advantages obtained in the domain of the road safety management were indicated. The need for the development of the model comprising drivers interactions not only in the physical (vehicles) dimension but also in the psychological and social dimensions was expressed. This paper is a first step towards the application of the game theory in the research of the safety management in the road transportation, especially taking account of cases where the available information is partially missing and uncertain.
13
Content available Influence of electric vehicle charging rates on transformer derating in harmonic-rich battery charger applications
Jouybari-Moghaddam M., Alimardani A., Hosseinian S.H.
Archives of Electrical Engineering
|
2012
|
Vol. 61, nr 4
483-497
EN
A study on plug-in electric vehicle (PEV) charging load and its impacts on distribution transformers loss-of-life, is presented in this paper. The assessment is based on residential PEV battery charging. As the exact forecasting of the charging load is not possible, the method for predicting the electric vehicle (EV) charging load is stochastically formulated. With the help of the stochastic model, the effect of fixed, time of use, and real-time charging rates on the charging load and the resultant impact on transformer derating is investigated. A 38-bus test system is adopted as the test system including industrial harmonic sources. Test results demonstrate that uncontrolled EV charging might causes a noticeable change in the K-factor of the transformer, emerging the need for derating, while applying real-time rates for battery charging loads conquers this problem even in case of harmonic-rich chargers.
14
Content available remote Modeling Proteolysis from Mass Spectrometry Proteomic Data
Gambin A., Kluge B.
Fundamenta Informaticae
|
2010
|
Vol. 103, nr 1-4
89-104
EN
In this paper we propose a mathematical model of the proteolysis process. Protein digestion is modelled with the use of chemical master equation (CME), i.e. the system of stochastic differential equations corresponding to the network of enzymatic reactions. We present an efficient approach to model parameters’ estimation (i.e. enzyme activities) from time series of mass spectrometry data. These results extend previous results in three directions: by relaxing the stationarity of the proteolysis process assumption, by allowing cuts at arbitrary sites in the peptide sequence and by incorporating knowledge from biological databases.
15
Content available Zastosowanie losowej metody elementów skończonych do analizy losowej zmienności nośności granicznej fundamentu bezpośredniego
Pieczyńska J., Puła W.
Górnictwo i Geoinżynieria
|
2009
|
R. 33, z. 1
485-495
PL
Autorzy podjęli próbę analizy nośności granicznej, uwzględniającej zmienność parametrów podłoża przy zastosowaniu Losowej Metody Elementów Skończonych. Do obliczeń wykorzystano niezagłębiony fundament pasmowy, posadowiony bezpośrednio na nieważkim gruncie spoistym. Dzięki temu dokonano redukcji wzoru na nośność według Terzaghi'ego i stosując serię symulacji Monte Carlo wyznaczono pierwsze dwa momenty nośności granicznej. Ponadto powyższe analizy prowadzono przy założeniu zróżnicowanej skali fluktuacji parametrów podłoża w kierunku pionowym oraz poziomym (uwzględnienie anizotropii) oraz podjęto próbę odniesienia się do możliwości zaistnienia najgorszego przypadku skali, dla którego nośność graniczna byłaby najmniejsza.
EN
Accepting specified soil properties to a designing process plays a vital role in safety of foundations. Taking this problem into consideration the authors tried to analyse bearing capacity predictions, involving random soil properties, by the random finite element method (RFEM). The analysis has been confined itself to a strip surface footing on the weightless cohesive subsoil. The soil properties have been modeled by lognormal cohesion random field and specially selected friction angle random field of bounded distributions. The numerical computations have been carried out by the finite element method in conjunction with Monte Carlo simulations. They have resulted by the first two statistical moments of bearing capacity. Moreover this analysis have shown the importance of the correlation length values as well as its changes in horizontal and vertical direction on bearing capacity predictions. At the end the authors try to relate to the worst case of correlation length to which bearing capacity is the lowest.
16
Content available remote Stochastic Model of Evolutionary and Immunological Multi-Agent Systems: Mutually Exclusive Actions
Byrski A., Schaefer R.
Fundamenta Informaticae
|
2009
|
Vol. 95, nr 2/3
263-285
EN
The mathematical model of the biologically inspired, memetic, agent-based computation systems EMAS and iEMAS conformed to BDI standard is presented. The state of the systems and their dynamics are expressed as stationary Markov chains. Such an approach allows to better understand their complex behavior as well as their limitations.
17
Content available remote Stochastic Model of Evolutionary and Immunological Multi-Agent Systems: Parallel Execution of Local Actions
Schaefer R., Byrski A., Smołka M.
Fundamenta Informaticae
|
2009
|
Vol. 95, nr 2/3
325-348
EN
The refined model for the biologically inspired agent-based computation systems EMAS and iEMAS conforming to the BDI standard is presented. Moreover, their evolution is expressed in the form of the stationary Markov chains. This paper generalizes the results obtained by Byrski and Schaefer [7] to a strongly desired case in which some agents’ actions can be executed in parallel. In order to find the Markov transition rule, the precise synchronization scheme was introduced, which allows to establish the stepwise stochastic evolution of the system. The crucial feature which allows to compute the probability transition function in case of parallel execution of local actions is the commutativity of their transition operators. Some abstract conditions expressing such a commutativity which allow to classify the agents’ actions as local or global are formulated and verified in a very simple way. The above-mentioned Markov model constitutes the basis of the asymptotic analysis of EMAS and iEMAS necessary to evaluate their search possibilities and efficiency.
18
Content available remote Stochastic approach to chemical reactors modeling
Bobkov S., Chumadova E.
Czasopismo Techniczne. Mechanika
|
2008
|
R. 105, z. 2-M
49-56
EN
Applicability of the Kolmogorov.s equations for mathematical simulation of gases purification under low temperature plasma tubular reactor was considered. Comparison of the obtained results with other simulation methods and experimental data was performed.
PL
W pracy przedstawiono możliwość zastosowania równań Kołmogorowa do matematycznego modelowania oczyszczania gazów w niskotemperaturowym, plazmowym reaktorze rurowym. Przedstawiono porównanie wyników zaproponowanej symulacji z wynikami innych metod i eksperymentów.
19
Stochastyczna analiza nośności granicznej
Przewłócki J.
Zeszyty Naukowe. Budownictwo / Politechnika Śląska
|
2003
|
z. 97
137-144
PL
Praca dotyczy modelowania stochastycznego ośrodka gruntowego metodami nośności granicznej. Zaproponowano probabilistyczne modyfikacje metod oszacowań i charakterystyk, które zastosowano do oceny nośności granicznej ławy fundamentowej posadowionej na idealnie spoistym podłożu. W pierwszym przypadku, wyznaczono dystrybuanty nośności granicznej stanowiące probabilistyczne, górne i dolne oszacowania. Metodę charakterystyk powiązano ze stochastyczną metodą różnic skończonych, a przyjęcie spójności w postaci pola losowego pozwoliło na uwzględnienie w analizie przestrzennej zmienności ośrodka gruntowego.
EN
The paper deals with a stochastic modeling of soil medium using limit analysis methods. Modifications of theorems of limit analysis and the method of characteristics are proposed. They are applied to a problem of bearing capacity of a strip footing based on the ideally cohesive subsoil. The distribution functions of the bearing capacity are considered as the probabilistic upper and the lower bounds. In the case of the method of characteristics, the stochastic finite difference method has been adopted. The influence of the spatial variability of cohesion on the standard deviation of the ultimate collapse load has been determined.
20
Współczesne tendencje deterministycznego opisu turbulencji - metoda LES
Chmielniak T., Drobniak S.
Zeszyty Naukowe Katedry Mechaniki Stosowanej / Politechnika Śląska
|
2000
|
z. 14
17-26
PL
W pracy przedstawiono współczesny stan badań w zakresie deterministycznego opisu turbulencji z zastosowaniem metody LES (arge Eddy Simulation). Omówiono ograniczenia tradycyjnego modelowania turbulencji opartego na ujęciu stochastycznym, które stały się powodem podjęcia prac zmierzających do rozwoju metod deterministycznego opisu turbulencji. Wykazano, że niedostateczne nadal możliwości obliczeniowe najszybszych nawet obecnie komputerów ograniczają możliwości uzyskania w pełni deterministycznych rozwiązań DNS (Direct Numerical Simulation) do zakresu niewielkich liczb Reynoldsa. Dlatego też w niniejszej pracy przedstawiono podstawy intensywnie obecnie rozwijanej techniki LES (Large Eddy Simulation), która wydaje się być rozsądnym kompromisem między dążeniem do uzyskania w pełni deterministycznych rozwiązań równania Naviera-Stokesa a możliwościami obliczeniowymi współrzędnych komputerów.
EN
The paper presents contemporary developments in the field of deterministic description of turbulence with special reference to Large Eddy Simulation (LES) methods. The limitations of conventional turbulence modelling based on stochastic methodology have been discussed and the reasons for development of deterministic approach were outlined. It has been shown that the computational power of the fastest available computers restrict the possible DNS (Direct Numerical Simulation) solutions to the range of small Reynolds numbers. Finally the basic assumptions have been formulated for the LES formalism, that seem to offer the reasonable compromise between the tendency towards the deterministic solution of Navier-Stokes equations and the existing computational resources
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