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  • Articles  (156)
  • simulation  (156)
  • Mathematics  (109)
  • Process Engineering, Biotechnology, Nutrition Technology  (28)
  • Electrical Engineering, Measurement and Control Technology  (21)
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  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Photonic network communications 2 (2000), S. 123-133 
    ISSN: 1572-8188
    Keywords: photonic switching ; packet switching ; Clos architecture ; simulation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: Abstract Design guidelines are given to dimension large switches in the optical packet network environment developed in the framework of the ACTS project KEOPS (KEys to Optical Packet Switching). Different possible choices in the architecture and operation of the switch are proposed according to the photonic technology availability. Simulation and analytical tools are used to evaluate switch performance and they have been applied to find out suitable switch configurations that meet packet loss requirements. Results and application examples are given to show the feasibility of a packet switch for high-speed photonic transport with the available technology.
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  • 2
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    Journal of applied electrochemistry 30 (2000), S. 1-12 
    ISSN: 1572-8838
    Keywords: copper deposition ; current distributions ; microvias ; patterned electrodes ; simulation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Chemistry and Pharmacology , Electrical Engineering, Measurement and Control Technology
    Notes: Abstract Copper was deposited on micropatterned electrodes in a parallel plate reactor (PPR) using an industrial acid copper plating bath, and the deposit thickness distributions were measured. The plating bath contained, besides copper sulfate and sulfuric acid as main components, small amounts of sodium chloride and an organic additive LP-1TM. Copper deposition was carried out under various flow conditions (laminar and turbulent) and applied current densities. Three patterns, each of them consisting of a series of parallel copper microtracks, were manufactured on the electrode surface. The pattern position was chosen to be parallel or perpendicular to the flow direction, corresponding to the two extreme positions for the industrial plating process of patterned electrodes, in casu the round pattern tracks of minicoils. A multi-ion model was used to simulate copper deposition from sulphuric acid solutions, taking into account flow phenomena controlling the mass transfer rate, and the deposition kinetics. The differential equations were solved numerically by use of the multidimensional upwinding method (MDUM). Copper deposition on plane electrodes was investigated and compared to cd distributions obtained from MDUM-simulations. For the case of perpendicular pattern position in laminar flow, the deposit growth in the vias was also modelled and simulated numerically.
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  • 3
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    Journal of applied electrochemistry 30 (2000), S. 1023-1031 
    ISSN: 1572-8838
    Keywords: alkaline fuel cell ; mathematical modelling ; simulation ; single cell ; thickness
    Source: Springer Online Journal Archives 1860-2000
    Topics: Chemistry and Pharmacology , Electrical Engineering, Measurement and Control Technology
    Notes: Abstract A computational simulation was conducted by using a one-dimensional isothermal model for an alkaline fuel cell (AFC) single cell to investigate influences of the thicknesses of the separator, catalyst layer, and gas-diffusion layer in an AFC. The cell polarizations were predicted at various thicknesses and their influences were also analysed. Thickening the separator layer decreased the limiting current density and increased the slope of the ohmic polarization region. Investigation on the thickness of the anode catalyst layer showed that the optimum thickness varied between 0.04–0.15 mm according to the cell voltage. The thickness of the cathode catalyst layer significantly influenced the cell performance. Also, a limitation of thickness effect in the cathode catalyst layer was observed. This limitation was considered to be caused by the mass transfer resistance of the electrolyte.
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  • 4
    ISSN: 1572-8757
    Keywords: PSA ; pressure equalization ; extent of equalization ; simulation ; experiment
    Source: Springer Online Journal Archives 1860-2000
    Topics: Chemistry and Pharmacology , Physics , Process Engineering, Biotechnology, Nutrition Technology
    Notes: Abstract Incomplete pressure equalization (PE) is practiced in a commercial oxygen concentrator for medical use by adopting simultaneous PE and feed-pressurization for pressurizing an adsorption bed. In such a cycle configuration, extent of equalization during PE affects process performance. In order to assess the effect, performance of pressure swing adsorption (PSA) process with incomplete PE was determined by both simulations and experiments. In simulations, an equilibrium model was used with the assumptions of multicomponent Langmuir isotherms, isothermal operation, and no pressure drop through a bed. The required parameters for simulations were measured in separate experiments. PSA experiments were performed for a two-bed cycle with PE. Two kinds of pressurization, feed and product, were examined. Effects of purge amount and extent of equalization on process performance were assessed in view of productivity and light-component recovery. From the obtained results performance contours were constructed. 95 oxygen mole percent production from air with zeolite 13× was considered as a case study. In both pressurizations, an optimal specific purge and an extent of equalization for the productivity and recovery were observed, but with a different level of equalization. For a maximum productivity feed-pressurization favored incomplete PE, while a maximum recovery occurred at complete PE for both pressurizations. The simulations depicted well existence of optimum conditions, though they showed quantitative disagreement with experiments.
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  • 5
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    Computational & mathematical organization theory 6 (2000), S. 395-410 
    ISSN: 1572-9346
    Keywords: organizational learning ; organizational structure ; organizational performance ; organizational models ; reengineering ; information overload ; simulation ; decision tasks
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The performance of various organizational structures is an essential parameter in the reengineering of organizations, particularly in the current rapidly changing, competitive and information technology-dependent environment. This situation has generally resulted in a smaller workforce confronted with voluminous information-processing requirements. Naturally, the focus has been on the design of organzations that will support effective and efficient learning processes. This specific study is on the contingency modely by Ouksel et al. (1997) on the impact of organizational structure on organizational learning and performance. It expands the empirical evaluation of the model to test its robustness. This is done by conducting extensive simulations with (a) a larger number of variables in the decision tasks, and (b) a larger set of numbers for each of the numeric variables, than has been used in the past. Overall, the validity of previous results achieved has been confirmed, but the selection of the most appropriate design, that which will indeed improve learning, is even more nuanced than past studies have concluded.
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  • 6
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    Computational & mathematical organization theory 6 (2000), S. 227-247 
    ISSN: 1572-9346
    Keywords: agent-based model ; technical change ; endogenous growth ; simulation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The factors which speed and slow technological innovation have been of interest to policy makers since at least the mid 1960's. Since that time, many theoretical models of innovation at the firm level and at the industry level have been proposed. Due to limitations in computational complexity, nearly all of these models have assumed a single, representative firm type. Very few have systematically investigated the implications of markets with a variety of firm types. With increases in computing power and the advent of agent-based modeling, interactions between agent types can now be explored. In this paper, a computational model of innovative firms in competitive markets is presented. Firms devote resources to R&D which can lead to new, improved products allowing firms to steal market share from their competitors. Two types of firms, differentiated by the strategies they use in pursuing new innovations, are allowed to coexist. One type pursues exclusively radical innovations, while the other pursues exclusively incremental innovations. It will be demonstrated that under certain conditions, a synergy exists between firms of different types which allows heterogeneous populations of firms to earn more than homogeneous ones.
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  • 7
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    Annals of operations research 94 (2000), S. 139-162 
    ISSN: 1572-9338
    Keywords: irrigated system ; modeling ; multi‐agent system ; simulation ; social networks ; coordination
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract The viability of irrigated systems in the Senegal River Valley is being brought into question today due to their under‐utilization. We assume that their viability depends largely on the way their different components behave and interact. We therefore sought to examine in greater depth today's knowledge of the structure of these systems and activities performed within them. This led to the development of a multi‐agent system model, a kind of virtual irrigated system, with a special focus on rules in use for access to credit, water allocation and cropping season assessment as well as organization and coordination of farmers. The purpose of this paper is to show how this kind of tool is relevant to the study of irrigated systems' viability. As an example it is used to examine the influence of existing social networks on the viability of irrigated systems.
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  • 8
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    Computational & mathematical organization theory 6 (2000), S. 339-360 
    ISSN: 1572-9346
    Keywords: virtual team ; virtual organization ; simulation ; coordination ; rework ; project duration ; team performance
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract To date, efforts to understand virtual teaming have been largely anecdotal and atheoretical. Therefore, drawing from the extant research in the groups domain, we attempt to ground the definition of a virtual team in well-established group-level constructs, and design a simulation study to investigate the impact of different virtual team characteristics on team performance. Essentially, we argue that the virtual team is defined by three key characteristics—the virtual team context, the virtual team composition, and the virtual team structure. Using the VDT computational discrete event simulation model as our experimental platform, we simulated different virtual team models, and examined their impact on various team performance dimensions. We found that virtual team characteristics have different effects on different aspects of team performance. The virtual context team had a lower rework volume but higher coordination volume and longer project duration than the virtual composition team. Interestingly, we also found that the virtual structure team performed better than the software development team baseline model in all aspects of team performance. Based on these results, we proposed strategies to improve performance in different types of virtual team. Specifically, we propose (1) increasing the ease of communication and availability of routines in the virtual context team; (2) clarifying role expectations and fostering a team culture in the virtual composition team; and (3) implementing a lateral structure in the virtual team. Our results also suggest that firms should consider situational demands, specifically tolerance for errors and coordination volume, when considering the design of virtual teams.
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  • 9
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    Annals of the Institute of Statistical Mathematics 52 (2000), S. 438-447 
    ISSN: 1572-9052
    Keywords: Bessel distribution ; randomized gamma distribution ; von Mises-Fisher distribution ; Bessel quotient ; simulation ; path integral
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This article investigates basic properties of the Bessel distribution, a power series distribution which has not been fully explored before. Links with some well-known distributions such as the von Mises-Fisher distribution are described. A simulation scheme is also proposed to generate random samples from the Bessel distribution. This scheme is useful in Bayesian inferences and Monte Carlo computation.
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  • 10
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    Methodology and computing in applied probability 2 (2000), S. 5-21 
    ISSN: 1387-5841
    Keywords: directed pairwise-interaction point process ; directed Strauss process ; Markov random field ; simulation ; spatial point process
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this paper, we consider spatial point processes and investigate members of a subclass of the Markov point processes, termed the directed Markov point processes (DMPPs), whose joint distribution can be written in closed form and, as a consequence, its parameters can be estimated directly. Furthermore, we show how the DMPPs can be simulated rapidly using a one-pass algorithm. A subclass of Markov random fields on a finite lattice, called partially ordered Markov models (POMMs), has analogous structure to that of DMPPs. In this paper, we show that DMPPs are the limits of auto-Poisson and auto-logistic POMMs. These and other results reveal a close link between inference and simulation for DMPPs and POMMs.
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  • 11
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    Methodology and computing in applied probability 2 (2000), S. 37-58 
    ISSN: 1387-5841
    Keywords: optimization ; simulation ; Markov chain ; Monte Carlo
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We have recently developed a global optimization methodology for solving combinatorial problems with either deterministic or stochastic performance functions. This method, the Nested Partitions (NP) method has been shown to generate a Markov chain and with probability one to converge to a global optimum. In this paper, we study the rate of convergence of the method through the use of Markov Chain Monte Carlo (MCMC) methods, and use this to derive stopping rules that can be applied during simulation-based optimization. A numerical example serves to illustrate the feasibility of our approach.
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  • 12
    ISSN: 1573-0778
    Keywords: biotechnology ; dynamic modeling ; fermentation processes ; optimization ; simulation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Biology , Medicine , Process Engineering, Biotechnology, Nutrition Technology
    Notes: Abstract The infection of insect cells with baculovirus was described in a mathematical model as a part of the structured dynamic model describing whole animal cell metabolism. The model presented here is capable of simulating cell population dynamics, the concentrations of extracellular and intracellularviral components, and the heterologous product titers. The model describes the whole processes of viral infection and theeffect of the infection on the host cell metabolism. Dynamic simulation of the model in batch and fed-batch mode gave goodagreement between model predictions and experimental data. Optimum conditions for insect cell culture and viral infectionin batch and fed-batch culture were studied using the model.
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  • 13
    ISSN: 1573-8868
    Keywords: simulation ; nonlinear conditioning ; optimization ; FFT ; local perturbation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Geosciences , Mathematics
    Notes: Abstract A fast Fourier transform (FFT) moving average (FFT-MA) method for generating Gaussian stochastic processes is derived. Using discrete Fourier transforms makes the calculations easy and fast so that large random fields can be produced. On the other hand, the basic moving average frame allows us to uncouple the random numbers from the structural parameters (mean, variance, correlation length, ... ), but also to draw the randomness components in spatial domain. Such features impart great flexibility to the FFT-MA generator. For instance, changing only the random numbers gives distinct realizations all having the same covariance function. Similarly, several realizations can be built from the same random number set, but from different structural parameters. Integrating the FFT-MA generator into an optimization procedure provides a tool theoretically capable to determine the random numbers identifying the Gaussian field as well as the structural parameters from dynamic data. Moreover, all or only some of the random numbers can be perturbed so that realizations produced using the FFT-MA generator can be locally updated through an optimization process.
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  • 14
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    Discrete event dynamic systems 10 (2000), S. 271-294 
    ISSN: 1573-7594
    Keywords: resource allocation ; simulation ; optimization
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Stochastic discrete resource allocation problems are difficult to solve. In this paper, we propose a new algorithm designed specifically to tackle them. The algorithm combines with the Nested Partitions method, the Ordinal Optimization techniques, and an efficient simulation control technique. The resulting hybrid algorithm retains the global perspective of the Nested Partitions method and the fast convergence properties of the Ordinal Optimization. Numerical results demonstrate that the hybrid algorithm can be effectively used for many large-scale stochastic discrete optimization problems.
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  • 15
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    Mathematical geology 32 (2000), S. 985-999 
    ISSN: 1573-8868
    Keywords: autorun ; fracture ; intact length ; quality ; rock ; simulation ; spacing
    Source: Springer Online Journal Archives 1860-2000
    Topics: Geosciences , Mathematics
    Notes: Abstract An important factor in the rock quality assessment analysis from discontinuity measurements along a scanline is the correlation of intact lengths. The autorun model and first order autorun coefficient are proposed as a method for objectively quantifying intact length correlation structure and discontinuity occurrences along any scanline. Necessary definitions for the methodology are presented on a quantitative basis such as the alternative intact length percentages and experimental autorun coefficient. An expression is proposed for the number of discontinuity occurrences along a scanline depending on the scanline length, alternate intact length percentages, and the autorun coefficient. Monte Carlo simulation technique is used with a suitable autorun model to verify this expression. A mathematical expression is derived for the expected Rock Quality Designation (RQD) value by taking into account the correlation of the intact lengths. Additional simulations show the validity of the new RQD expression. With the methodology proposed much less engineering experience and judgment are required in estimating the RQD value from scanline measurements. The application of the methodology has been presented for some field data.
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  • 16
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    Mathematical geology 32 (2000), S. 367-379 
    ISSN: 1573-8868
    Keywords: random functions ; simulation ; geostatistics
    Source: Springer Online Journal Archives 1860-2000
    Topics: Geosciences , Mathematics
    Notes: Abstract This paper presents a new method of constructing random functions whose realizations can be evaluated efficiently. The basic idea is to “blend,” both stochastically and linearly, a limited set of independent initial realizations previously generated by any chosen simulation method. The blending stochastic coefficients are determined in such a way that the new random function so generated has the same mean and covariance functions as the random function used for generating the initial realizations.
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  • 17
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    Journal of electronic testing 16 (2000), S. 83-90 
    ISSN: 1573-0727
    Keywords: verification ; simulation ; code-perturbation ; coverage ; fault
    Source: Springer Online Journal Archives 1860-2000
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: Abstract We propose a simulation approach that can take a large design and swiftly cover its valid code-level operating states. The approach perturbs the program-control flow during the simulation to dynamically exhaust all branching possibilities in a verification code/program. The heuristic uses the program branching information from preprocessing the test/verification code. Using the branching information the simulation allows automatic run-time forced branching to make possible a full coverage of the instruction space spanned by the verification code/program. The aim is (1) to improve the verification simulation speed and (2) to get higher coverage rate for large core-base designs such as microprocessors or digital-signal-processing (DSP) products. A case study of a 32-bit RISC processor, used in a network system, is conducted. The application code for the processor (MCP, Myrinet control program) is used as a verification program. Despite the deviation from the valid “software-reachable state” of the system due to forced branching, a significant number of hard-to-reach hardware states (that can be reached only through the right mix of codes, often the code segments of an application software) are covered. Using the MCP program over 30% additional coverage is achieved with the proposed approach over ordinary code-based simulation for a fixed verification time. Further, compared to the conventional simulation approach, the proposed heuristic takes about 43% less compute-cycles to achieve same state coverage level.
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  • 18
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    Applied mathematics and mechanics 21 (2000), S. 425-432 
    ISSN: 1573-2754
    Keywords: general failure probability ; simulation ; failure mode ; V215.7 ; V214.4
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics , Mathematics , Physics
    Notes: Abstract A general failure probability simulation and deviation evaluation methods were presented for fuzzy safety state and fuzzy failure state. And the corresponding number integral method was simultaneously established. As the distribution of state variable and the membership of the state variable to the fuzzy safety set were normal, the general failure probability of the single failure mode had precise analytic solution, which was used to verify the precision of the presented methods. The results show that the evaluation of the simulation method convergences to the analytic solution with the number increase of the sampling. The above methods for the single failure mode was extended to the multi-mode by the expansion and probability principles. The presented methods were applied to the engineering problem. For the number of significant mode is not too many, the high precision solution can be given by the presented number simulation and number integral methods, which is illustrated by the engineering examples. In addition, the application scope of the methods was discussed.
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  • 19
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    Statistics and computing 10 (2000), S. 121-132 
    ISSN: 1573-1375
    Keywords: random sets ; random structures ; Boolean model ; Boolean random functions ; dead leaves model ; simulation ; image analysis
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We consider the construction and properties of some basic random structure models (point processes, random sets and random function models) for the description and for the simulation of heterogeneous materials. They can be specialized to three dimensional Euclidean space. Their implementation requires the use of image analysis tools.
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  • 20
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    Statistics and computing 10 (2000), S. 245-252 
    ISSN: 1573-1375
    Keywords: estimation of means ; sample mean ; simulation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Consider the random sampling of a discrete population. The observations, as they are collected one by one, are enhanced in that the probability mass associated with each observation is also observed. The goal is to estimate the population mean. Without this extra information about probability mass, the best general purpose estimator is the arithmetic average of the observations, XBAR. The issue is whether or not the extra information can be used to improve on XBAR. This paper examines the issues and offers four new estimators, each with its own strengths and liabilities. Some comparative performances of the four with XBAR are made. The motivating application is a Monte Carlo simulation that proceeds in two stages. The first stage independently samples n characteristics to obtain a “configuration” of some kind, together with a configuration probability p obtained, if desired, as a product of n individual probabilities. A relatively expensive calculation then determines an output X as a function of the configuration. A random sample of X could simply be averaged to estimate the mean output, but there are possibly more efficient estimators on account of the known configuration probabilities.
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    Optical and quantum electronics 31 (1999), S. 1179-1188 
    ISSN: 1572-817X
    Keywords: CW operation ; nitride lasers ; simulation ; VCSELs
    Source: Springer Online Journal Archives 1860-2000
    Topics: Electrical Engineering, Measurement and Control Technology , Physics
    Notes: Abstract A room-temperature (RT) continuous-wave (CW) operation of possible nitride vertical-cavity surface-emitting lasers (VCSELs) is considered in the present paper using a simple VCSEL simulation to give some essential guidelines for their proper designing. It is revealed that a substrate material has a critical influence on a possibility of reaching RT CW thresholds which practically excludes currently used sapphire substrates of relatively low thermal conductivity from this application. SQW nitride VCSELs are found to be very sensitive to an increase in temperature, which is followed by their inappropriate CW-operation characteristics. A moderate increase in a number of quantum wells in VCSEL active regions significantly improves their CW achievements, i.e. decreases RT CW thresholds as well as considerably widens their CW threshold ranges.
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    Optical and quantum electronics 31 (1999), S. 1009-1030 
    ISSN: 1572-817X
    Keywords: all-solid-source MBE ; high-power ; red ; simulation ; transverse structure
    Source: Springer Online Journal Archives 1860-2000
    Topics: Electrical Engineering, Measurement and Control Technology , Physics
    Notes: Abstract The laser diode structures reported up to now in literature for the red wavelength range are still far from optimal – mostly because many of the desired characteristics are contradictory coupled. Some of the contradictory coupled laser diode characteristics are investigated and a novel transverse layer structure is proposed. Both optical simulation and a fully self-consistent model are used in a design optimization methodology and simple evaluation and optimization criteria are derived. A number of the analyzed high-power edge-emitting GazIn1−zP/(AlxGa1−x)yIn1−yP/GaAs quantum well laser structures were prepared using all-solid-source molecular beam epitaxy for layer growth and remarkable performances were obtained (continuous wave output powers of 3 W at 670 nm, 2 W at 650 nm, and 1 W at 630 nm; threshold current densities of 350–450 A/cm2 for 670 nm, 500–540 A/cm2 for 650 nm, and less than 700 A/cm2 for 630 nm). The good agreement between measurements and simulations for the prepared structures indicate that significant performance improvements – predicted by the simulations – are still possible. The presented novel structure and design optimisation procedure can also be applied to laser diode structure optimisation in other emission ranges – like, for example, in the case of 800 nm-range edge emitting AlxGa1−xAsyP1−y/GazIn1−zAswP1−w/GaAs laser diodes.
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    Wireless personal communications 11 (1999), S. 45-62 
    ISSN: 1572-834X
    Keywords: SDMA ; smart antenna systems ; capacity ; traffic models ; mobility models ; simulation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: Abstract One of the most widely used buzzwords in mobile communications of the recent years is Space Division Multiple Access (SDMA). The introduction of an additional space domain multiple access component is likely to boost system capacity, due to the spatial reuse of physical channels within one cell. While early approaches of SDMA system modelling show capacity to be gained in the order of 300 to 400%, there remains some more in depth system analysis to be done, as inhomogeneities in the user distribution are expected to likely cause dramatic drops in the additional capacity gained by SDMA. The spatial distribution of terminals directly influences the number of channels to be gained by spatial multiplexing. Therefore, it is not until detailed models for user distribution, user mobility and the traffic load generated by users are combined with a model of the SDMA radio subsystem, that realistic approximations for these capacity gains are possible. In this paper, we discuss the issues in modelling and simulation of SDMA systems. We present an approach for integrated SDMA system modelling, discuss analytic teletraffic dimensioning methods for macro- and microcellular environments and their relevance to SDMA systems, and present some early simulation results.
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    Computational & mathematical organization theory 5 (1999), S. 167-192 
    ISSN: 1572-9346
    Keywords: rational choice ; friendship ; Markov processes ; random utility models ; simulation ; empirical test
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We propose a class of actor-oriented statistical models for closed social networks in general, and friendship networks in particular. The models are random utility models developed within a rational choice framework. Based on social psychological and sociological theories about friendship, mathematical functions capturing expected utility of individual actors with respect to friendship are constructed. Expected utility also contains a random (unexplained) component. We assume that, given their restrictions and contact opportunities, individuals evaluate their utility functions and behave such that they maximize the expected amount of utility. The behavior under consideration is the expression of like and dislike (choice of friends). Theoretical mechanisms that are modelled are, e.g., the principle of diminishing returns, the tendency towards reciprocated choices, and the preference for friendship relations with similar others. Constraints imposed on individuals are, e.g., the structure of the existing network, and the distribution of personal characteristics over the respondents. The models are illustrated by means of a data-set collected among university freshmen at 7 points in time during 1994 and 1995.
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    Journal of computational analysis and applications 1 (1999), S. 349-385 
    ISSN: 1572-9206
    Keywords: Estimation ; geometric compound ; heavy-tail modeling ; Linnik distribution ; Mittag–Leffler law ; mixture ; multivariate Laplace distribution ; random summation ; simulation ; subordination
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The paper discusses recent advances in the theory of multivariate geometric stable (GS) distributions. The results presented include characterizations, mixture representations, properties, simulation, and estimation.
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    Methodology and computing in applied probability 1 (1999), S. 127-190 
    ISSN: 1387-5841
    Keywords: combinatorial optimization ; global optimization ; importance sampling ; markov chain monte carlo ; simulated annealing ; simulation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We present a new and fast method, called the cross-entropy method, for finding the optimal solution of combinatorial and continuous nonconvex optimization problems with convex bounded domains. To find the optimal solution we solve a sequence of simple auxiliary smooth optimization problems based on Kullback-Leibler cross-entropy, importance sampling, Markov chain and Boltzmann distribution. We use importance sampling as an important ingredient for adaptive adjustment of the temperature in the Boltzmann distribution and use Kullback-Leibler cross-entropy to find the optimal solution. In fact, we use the mode of a unimodal importance sampling distribution, like the mode of beta distribution, as an estimate of the optimal solution for continuous optimization and Markov chains approach for combinatorial optimization. In the later case we show almost surely convergence of our algorithm to the optimal solution. Supporting numerical results for both continuous and combinatorial optimization problems are given as well. Our empirical studies suggest that the cross-entropy method has polynomial in the size of the problem running time complexity.
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    Journal of nondestructive evaluation 18 (1999), S. 117-126 
    ISSN: 1573-4862
    Keywords: Nondestructive evaluation ; layered cylindrical structures ; cylindrical waves ; simulation ; inverse problem
    Source: Springer Online Journal Archives 1860-2000
    Topics: Electrical Engineering, Measurement and Control Technology , Mathematics
    Notes: Abstract For the characterization of the unknown material properties of a layered cylindrical structure, axially symmetric wave signals transmitted and reflected by the structure have been used. Since only a single wave mode propagates in the structure, the measurement and analysis of the transmitted and reflected signals can be simplified significantly. The evaluation of the material properties of the layers can be achieved with great accuracy. In this paper, we first derive the transmission and reflection coefficients for the layered cylindrical structure sonified axisymmetrically by an incident cylindrical wave. We then relate the spectra of the transmitted and reflected wave signals to the transmission and reflection coefficients as ratio functions. The time-domain signals transmitted and reflected by the structure can then be reconstructed from a routine application of the Fourier integrals. A three-layered aluminum/epoxy/aluminum tube is used to illustrate the application of the expressions for both the forward and inverse problems. The results show that the technique developed in this study can be used very effectively for the characterization of layered cylindrical structures.
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    Discrete event dynamic systems 9 (1999), S. 261-284 
    ISSN: 1573-7594
    Keywords: discrete event dynamic systems ; simulation ; communications ; performance analysis ; alignment
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In the design and optimization of discrete event dynamic systems, it is often necessary to order alternative designs based on their relative performance, i.e., to rank them from best to worst. In this paper, alignment of observed performance orders with true orders is considered and properties of the alignment are investigated. Spearman's rank correlation coefficient is a measure of agreement between the observed performance orders and the true ones. It is shown that Spearman's coefficient converges exponentially in the simulation time or observation time, which gives a strong evidence of the efficiency of order comparison for discrete event dynamic systems. In the context of simulation, the effect of simulation dependence on the alignment is also discussed. It is found that neither independent simulation nor the scheme of common random numbers (CRN), a popular scheme for variance reduction, can yield dominant performance. Finally, numerical examples based on a networking optimization problem are provided to illustrate the convergence of Spearman's coefficient. In these examples, the standard clock (SC) simulation technique provides much faster convergence than either independent simulations or CRN simulations. Both the SC and CRN methods use the same random number sequence to drive many events in parallel; however, under SC the events driving the parallel experiments are all identical, whereas under CRN they may be different.
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    Analog integrated circuits and signal processing 20 (1999), S. 213-225 
    ISSN: 1573-1979
    Keywords: design ; simulation ; mixed-signal ; VHDL-AMS ; dimensional analysis ; microwave design & quantitative feedback theory
    Source: Springer Online Journal Archives 1860-2000
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: Abstract Unfortunately, the best solution for one mixed-signal design, is not the best solution for all mixed-signal designs. This is especially true in light of today’s microwave applications that span the range from low-power, low-performance type of devices, through high-power, high-frequency and high-performance applications. Digital designs are automated through the use of the VHDL hardware description language, while the mixed-signal counterparts are automated using the newly developed VHDL-AMS extension. The essential ingredients for mixed-signal design fall into the methodologies of scalable functionality, robust design and feedback techniques. Scalable functionality refers to the non-conventional methodology of dimensional analysis for establishing magnitude relationships between mixed-signal system variables. Robust design of a mixed-signal system, involves the blending of the z-domain (digital) and the s-domain (continuous), resulting in the wp-domain. Robust feedback involves the inherit feedback nature of mixed-signal systems, by providing a methodology of design that emphasizes the use of feedback for achieving the desired robust system performance tolerances despite device parameter uncertainty and noise disturbances.
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    ISSN: 1573-8868
    Keywords: simulation ; conditional simulation ; fourier methods ; band-limited fractal ; variogram ; fast kriging
    Source: Springer Online Journal Archives 1860-2000
    Topics: Geosciences , Mathematics
    Notes: Abstract We evaluate the performance and statistical accuracy of the fast Fourier transform method for unconditional and conditional simulation. The method is applied under difficult but realistic circumstances of a large field (1001 by 1001 points) with abundant conditioning criteria and a band limited, anisotropic, fractal-based statistical characterization (the von Kármán model). The simple Fourier unconditional simulation is conducted by Fourier transform of the amplitude spectrum model, sampled on a discrete grid, multiplied by a random phase spectrum. Although computationally efficient, this method failed to adequately match the intended statistical model at small scales because of sinc-function convolution. Attempts to alleviate this problem through the “covariance” method (computing the amplitude spectrum by taking the square root of the discrete Fourier transform of the covariance function) created artifacts and spurious high wavenumber content. A modified Fourier method, consisting of pre-aliasing the wavenumber spectrum, satisfactorily remedies sinc smoothing. Conditional simulations using Fourier-based methods require several processing stages, including a smooth interpolation of the differential between conditioning data and an unconditional simulation. Although kriging is the ideal method for this step, it can take prohibitively long where the number of conditions is large. Here we develop a fast, approximate kriging methodology, consisting of coarse kriging followed by faster methods of interpolation. Though less accurate than full kriging, this fast kriging does not produce visually evident artifacts or adversely affect the a posteriori statistics of the Fourier conditional simulation.
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    Journal of optimization theory and applications 103 (1999), S. 137-159 
    ISSN: 1573-2878
    Keywords: Stochastic optimization ; simulation ; estimation ; time-varying objective functions ; discrete event dynamic systems
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this paper, the optimization of time-varying objective functions, known only through estimates, is considered. Recent research defined algorithms for static optimization problems. Based on one of these algorithms, we derive an optimization scheme for the time-varying case. In stochastic optimization problems, convergence of an algorithm to the optimum prevents the algorithm from being efficiently adaptive to changes of the objective function if it is time-varying. So, convergence cannot be required in a time-varying scenario. Rather, we require convergence to the optimum with high probability together with a satisfactory dynamical behavior. Analytical and simulative results illustrate the performance of the proposed algorithm compared with other optimization techniques.
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    Adsorption 4 (1998), S. 149-158 
    ISSN: 1572-8757
    Keywords: pressure swing adsorption ; gas separation ; simulation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Chemistry and Pharmacology , Physics , Process Engineering, Biotechnology, Nutrition Technology
    Notes: Abstract In a multi-bed pressure swing adsorption (PSA) process, cycle steps with gas flow transferring from one bed to another such as equalization, purge, etc. are generally practiced to enhance the product recovery. However, if the flows for the connected beds in these steps are not balanced, the PSA process may not operate in a symmetrical manner. In the modeling of the PSA process, most of the simulations consider only one bed and assume that the rest of the beds would behave in a same way. In order to assess the impact of bed symmetry on the PSA performance, a new PSA model capable of studying bed symmetry in a two-bed system is developed. Experimental results from this paper show that uneven equalization flow can result in a lower product purity and a peculiar purity curve at different equalization levels. This phenomenon can be successfully predicted by this model. Simulation results also show that in large-scale PSA units, asymmetrical operation can cause drastically different temperature profiles in different adsorbers and hence a much lower performance. This paper demonstrates the importance of maintaining operation symmetry in PSA processes.
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    Computational & mathematical organization theory 3 (1998), S. 219-247 
    ISSN: 1572-9346
    Keywords: computational models of organizations ; organizational ecology ; cellular automata ; simulation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Research on the ecological dynamics oforganizational populations has demonstrated that competitiveconditions at the time of founding have enduring effects onorganizational survival. According to ecological theories,organizational life chances are systematically affected by density (the number of organizations in a population) at thetime of founding because the lower resource endowments thatcharacterize organizations appearing in periods of highpopulation density tend to become self-reinforcing, and—over time—amplify differences in mortality rates oforganizations founded under different conditions. However,credible arguments have been offered that could justify both positive and negative effects of the delayed effectsof population density on organizational mortality rates, andreceived empirical research in part reflects this ambiguity.To develop new insight into this issue and to explore theboundaries of received empirical results, in this study wepresent a computational model of organizational evolutionaccording to which the global dynamics of organizationalpopulations emerge from the iteration of simple rules oflocal interaction among individual organizations. We use the synthetic data produced by simulation to estimate eventhistory models of organizational mortality, and compare theparameter estimates with those reported in the most recentempirical studies of actual organizational populations. Theconclusions supported by the model qualify and extendreceived empirical results, and suggest that delayed effectsof density are highly sensitive the details of local structure of connections among members of organizationalpopulations.
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    Computational & mathematical organization theory 4 (1998), S. 43-69 
    ISSN: 1572-9346
    Keywords: simulation ; organization ; computational model ; formal logic ; cognition
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A programming language which is optimized for modelling multi-agent interaction within articulated social structures such as organizations is described with several examples of its functionality. The language is SDML, a strictly declarative modelling language which has object-oriented features and corresponds to a fragment of strongly grounded autoepistemic logic. The virtues of SDML include the ease of building complex models and the facility for representing agents flexibly as models of cognition as well as modularity and code reusability. Two representations of cognitive agents within organizational structures are reported and a Soar-to-SDML compiler is described. One of the agent representations is a declarative implementation of a Soar agent taken from the Radar-Soar model of Ye and Carley (1995). The Ye-Carley results are replicated but the declarative SDML implementation is shown to be much less computationally expensive than the more procedural Soar implementation. As a result, it appears that SDML supports more elaborate representations of agent cognition together with more detailed articulation of organizational structure than we have seen in computational organization theory. Moreover, by representing Soar-cognitive agents declaratively within SDML, that implementation of the Ye-Carley specification is necessarily consistent and sound with respect to the formal logic to which SDML corresponds.
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    Computational & mathematical organization theory 4 (1998), S. 71-95 
    ISSN: 1572-9346
    Keywords: organization modeling ; health care ; simulation ; medical protocols ; representation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Organizational simulations have been used in business, manufacturing, and engineering design tasks to gain insight into organizational process bottlenecks, and to improve the quality and efficiency of processes within these industries. As market pressures demand increased efficiencies within the health care industry, organizational simulation techniques could provide similar insight into the design of better medical care processes, or protocols, in medical organizations. To simulate the process of medical care within a specific organization however, requires models that can represent (1) unpredictable patient responses to care, (2) the flexibility needed to adapt to different patients, and (3) different preferences of health care professionals and the implicit preferences contained within the protocol. Using previous work on simulation in the Virtual Design Team (VDT), and an example protocol drawn from an existing protocol in bone marrow transplantation, we describe extensions to the VDT information-processing representation that will allow us to simulate the performance characteristics of a medical protocol used within a medical organization. Our representational extensions capture the uncertainty of medical care for patients, the activity flexibility within the organization, and the preferences of health care professionals that will make information-processing organizational simulations in the medical domain possible. We believe our representation will provide a robust simulation “tool box” that can be used to investigate the performance of specific medical protocols within different hospital settings, and explore organizational theory within the health care industry.
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    Extremes 1 (1998), S. 111-126 
    ISSN: 1572-915X
    Keywords: Poisson process ; scan statistic ; approximation ; simulation
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    Topics: Mathematics
    Notes: Abstract Given a Poisson process in two or three dimensions, we are interested in the scan statistic, i.e. the largest number of points contained in a translate of a fixed scanning set restricted to lie inside a rectangular area. The distribution of the scan statistic is accurately approximated for rectangular scanning sets, using a technique that is also extended to higher dimensions. The accuracy of the approximation is checked through simulation.
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    Journal of electroceramics 2 (1998), S. 57-66 
    ISSN: 1573-8663
    Keywords: percolation ; impedance ; geometrical arrangement ; conductivity ; simulation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Electrical Engineering, Measurement and Control Technology , Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics
    Notes: Abstract Using a computational methodology, ac impedance spectra of macroscopic mixtures of conducting and insulating hard spheres which have random or regular arrangements of the components are studied. These simulations can be used to calculate the ac electrical properties of a multi-component composite using a personal computer. It is shown in this study that ac impedance spectra are sensitive functions of the filling fraction and the geometrical arrangement of the components, and especially, the impedance spectra of the composite show the abnormal arc originated from the isolated clusters in the composite. From the simulated impedance patterns of the isolated clusters with various length, the abnormal arcs are shown to appear more distinctly when the elongated clusters are arranged along the preferred current line.
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    Nonlinear dynamics 16 (1998), S. 349-368 
    ISSN: 1573-269X
    Keywords: Dynamic parameters ; multibody dynamics ; four-bar mechanism ; simulation
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    Topics: Mathematics
    Notes: Abstract Dynamic equations of motion require a large number of parameters for each element of the system. These can include for each part their mass, location of center of mass, moment of inertia, spring stiffnesses and damping coefficients. This paper presents a technique for estimating these parameters in spatial mechanisms using any joint type, based on measurements of displacements, velocities and accelerations and of external forces and torques, for the purpose of building accurate multibody models of mechanical systems. A form of the equations of spatial motion is derived, which is linear in the dynamic parameters and based on multibody simulation code methodologies. Singular value decomposition is used to find the ‘essential parameter set’, and ‘minimum parameter set’. It is shown that a simulation of a four-bar mechanism (with spherical, universal, and revolute joints) and based on the estimated parameters gives accurate response.
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    Nonlinear dynamics 17 (1998), S. 187-203 
    ISSN: 1573-269X
    Keywords: Gear ; stochastic vibration ; Markov process ; simulation
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    Topics: Mathematics
    Notes: Abstract A dynamic and stochastic simulation model is developed for analyzing the vibration of gear transmission systems with consideration of the influence of the time-variant stiffness, loads, and gear transmission errors. The gear transmission system is viewed as a non-linear, time-correlated and stationary stochastic system. The transmission errors of gears are decomposed into harmonic and random components based on the spectral analysis. To simulate the random component, a second order Markov process with time-variant parameters considering influence of rotational speed is proposed and the method to determine the model parameters based on the random error of measured gear transmission error is developed. A simulation system is developed. The input to the simulation system is a white Gaussian noise process and harmonic errors, and the output is the rotational vibration acceleration of gears. Experiments are carried out to verify the proposed model. The influences of the random error on vibration acceleration are examined using the developed simulation system.
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    Biotechnology and Bioengineering 57 (1998), S. 676-685 
    ISSN: 0006-3592
    Keywords: methanogenesis ; sulfate reduction ; acetate ; competition ; simulation ; granular sludge ; Chemistry ; Biochemistry and Biotechnology
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Biology , Process Engineering, Biotechnology, Nutrition Technology
    Notes: The competition between acetate utilizing methane-producing bacteria (MB) and sulfate-reducing bacteria (SRB) was studied in mesophilic (30°C) upflow anaerobic sludge bed (UASB) reactors (upward velocity 1 m h-1; pH 8) treating volatile fatty acids and sulfate. The UASB reactors treated a VFA mixture (with an acetate:propionate:butyrate ratio of 5:3:2 on COD basis) or acetate as the sole substrate at different COD:sulfate ratios. The outcome of the competition was evaluated in terms of conversion rates and specific methanogenic and sulfidogenic activities. The COD:sulfate ratio was a key factor in the partitioning of acetate utilization between MB and SRB. In excess of sulfate (COD:sulfate ratio lower than 0.67), SRB became predominant over MB after prolonged reactor operation: 250 and 400 days were required to increase the amount of acetate used by SRB from 50 to 90% in the reactor treating, respectively, the VFA mixture or acetate as the sole substrate. The competition for acetate was further studied by dynamic simulations using a mathematical model based on the Monod kinetic parameters of acetate utilizing SRB and MB. The simulations confirmed the long term nature of the competition between these acetotrophs. A high reactor pH (±8), a short solid retention time (〈150 days), and the presence of a substantial SRB population in the inoculum may considerably reduce the time required for acetate-utilising SRB to outcompete MB. © 1998 John Wiley & Sons, Inc. Biotechnol Bioeng 57: 676-685, 1998
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    OR spectrum 19 (1997), S. 23-29 
    ISSN: 1436-6304
    Keywords: Job shop scheduling ; dispatching rules ; coordination ; look ahead information ; simulation ; Werkstattsteuerung ; Steuerungsregeln ; Koordination ; Vorausschauende Informationen ; Simulation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung In diesem Beitrag wird ein neuartiger Ansatz zur Koordination dezentraler Werkstattsteuerungsregeln vorgestellt und mit Hilfe einer Simulationsstudie analysiert. Die Koordination basiert auf vorausschauenden Informationen und enthält einen Auftragsnachfrage-/-angebotsmechanismus. Die Simulations-experimente zeigen, daß durch den Einsatz des Koordinationsmechanismus die Leistung herkömmlicher Steuerungsregeln signifikant verbessert wird.
    Notes: Abstract In this paper a new coordination approach for decentralized job shop scheduling rules is presented and analyzed in a simulation study. The coordination is based on look ahead information and contains a mechanism for demanding and supplying jobs. The simulation experiments show that the performance of conventional scheduling rules is significantly improved using the coordination mechanism.
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    OR spectrum 19 (1997), S. 23-29 
    ISSN: 1436-6304
    Keywords: Key words: Job shop scheduling ; dispatching rules ; coordination ; look ahead information ; simulation ; Schlüsselwörter: Werkstattsteuerung ; Steuerungsregeln ; Koordination ; Vorausschauende Informationen ; Simulation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung. In diesem Beitrag wird ein neu-artiger Ansatz zur Koordination dezentraler Werkstattsteuerungsregeln vorgestellt und mit Hilfe einer Simulationsstudie analysiert. Die Koordination basiert auf vorausschauenden Informationen und enthält einen Auftragsnachfrage-/-angebotsmechanismus. Die Simulations- experimente zeigen, daß durch den Einsatz des Koordinationsmechanismus die Leistung herkömmlicher Steuerungsregeln signifikant verbessert wird.
    Notes: Abstract. In this paper a new coordination approach for decentralized job shop scheduling rules is presented and analyzed in a simulation study. The coordination is based on look ahead information and contains a mechanism for demanding and supplying jobs. The simulation experiments show that the performance of conventional scheduling rules is significantly improved using the coordination mechanism.
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    Journal of applied electrochemistry 27 (1997), S. 1254-1264 
    ISSN: 1572-8838
    Keywords: PEFC ; simulation ; gas diffusion electrode
    Source: Springer Online Journal Archives 1860-2000
    Topics: Chemistry and Pharmacology , Electrical Engineering, Measurement and Control Technology
    Notes: Abstract A detailed one dimensional dynamic model of a gas diffusion electrode as part of a complete fuel cell model is presented. Various effects of parameter changes are considered. Comparison of experimental results and simulation is performed and a new approach to simulation of a complete current voltage curve is discussed.
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    Adsorption 3 (1997), S. 41-54 
    ISSN: 1572-8757
    Keywords: liquid crystals ; moving bed system ; simulation ; purification
    Source: Springer Online Journal Archives 1860-2000
    Topics: Chemistry and Pharmacology , Physics , Process Engineering, Biotechnology, Nutrition Technology
    Notes: Abstract We investigate convective-diffusive transport of a solute through a medium with properties that can be externally modulated in space and time. In particular, we focus on the effect of a front—a sharp transition in the convective velocity (v) and diffusivity (D)—on the evolution of the solute concentration profile. Numerical results show that by suitably moving the front during the process an anti-dispersive effect may be realized, in which the solute accumulates in a thin region close to the moving boundary. Our computations take into account the realistic case of a front having a small but finite thickness, and we find that the width of the concentration profile scales as $$\left( {1/\sqrt {Pe} } \right)$$ , where Pe is the Péclet number. This is in sharp contrast to the 1/Pe scaling observed for the ideal case of the singular front assumed in previous work. The effect of the thickness of the front and the magnitude of the drop inv andD, on the solute concentration profile has also been studied. These results are relevant in order to implement and optimize protocols that apply an externally controlled moving boundary for the purpose of separation. We also present experimental results characterizing solute transport across a stationary front, expected to display many features needed in a model for moving fronts. The concentration profile of electrophoretically mobile BSA-FITC within the boundary layer at a polyacrylamde gel-buffer interface were visualized by epifluorescence microscopy. Measured boundary layer thickness exceeded that predicted for even a finite interface, indicating that the length scale associated with real boundaries is relevant to the modeling problem.
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    ISSN: 1572-9338
    Keywords: integer programming ; discriminant analysis ; simulation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract Although there have been several journal articles on the classificatory performance of mathematical programming approaches to the two-group discriminant problem, there has been no simulation study on the classificatory performance of mathematical programming approaches to the multiple-group problem reported in the literature. This study reports the results of a simulation experiment on the classificatory performance of a single-function and a multiple-function mathematical programming model relative to that of the standard parametric procedures for the three-group problem with small training samples. The effect of second-order terms on the classificatory performance of the mathematical programming models for the three-group problem is also investigated. Furthermore, this study theoretically examines the range of parameter values of a multiple-function mathematical programming model for which its number of misclassifications in the training sample cannot exceed that of a single-function model.
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    Annals of operations research 74 (1997), S. 321-332 
    ISSN: 1572-9338
    Keywords: simulation ; modeling ; aerospace ; air route structure ; free flight ; clustering
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract Recent work performed for the Federal Aviation Administration to support the development of future concepts of air traffic management has involved simulation modeling of patterns of airspace usage by commercial and business air traffic. The objective of these efforts has been to investigate the impacts of a pattern of airspace usage known as "free flight", whereby pilots and flight dispatchers have much more freedom to choose, say, direct or wind-optimal routing through airspace. One of the figures of merit investigated is a count of "convergence pairs" as a measure of the complexity of various traffic patterns. These are cases when aircraft in the simulation model fly close to each other. Interestingly, geographic plots of convergence pairs accumulated over time bring out certain features or patterns of congested air traffic flows or flight alignments. However, these plots are also thick with "noise" or extraneous convergence pairs, whose presence detracts from the ability to perceive congested air traffic flows. Cluster analysis has been found to be an effective method of filtering these displays so that the congested flow features are discernible. The process developed for this purpose is based on a two-pass clustering approach. The process has worked well for the simulation modeling performed to date. Classification of the locations of convergence pairs into congested flow corridors is visually appealing, and has helped distinguish differences in contrasting scenarios of airspace usage. The paper presents graphical results and describes the clustering algorithms employed.
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    Computational & mathematical organization theory 3 (1997), S. 151-171 
    ISSN: 1572-9346
    Keywords: organizational performance ; planned organizational change ; resistance to change ; system dynamics ; simulation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This paper suggests that an induction of change program leads to atemporary impairment of organizational performance. A System Dynamics Modelportrays the process of planned organizational change. A set of keyvariables that facilitate or impede change is identified, quantified, andintegrated into the model. Three data sets, reproduced by simulation,demonstrate that the model is internally consistent and empiricallyadequate. The paper discusses theoretical and practical implications of the‘initial dip’ phenomenon in processes of planned change.
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    Annals of operations research 74 (1997), S. 239-257 
    ISSN: 1572-9338
    Keywords: autocorrelation ; L 1 regression ; least absolute deviations ; robust regression ; simulation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract Least absolute value (LAV) regression provides a robust alternative to least squares, particularly when the disturbances follow distributions that are nonnormal and subject to outliers. While inference in least squares estimation is well-understood, inferential procedures in the context of LAV estimation have not been studied as extensively, particularly in the presence of non-independent disturbances. In this work, we study three alternative significance test procedures in LAV regression, along with two approaches used to correct for serial correlation. The study is based on large-scale Monte Carlo simulations, and comparisons are made based on both observed significance levels and power.
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    Annals of operations research 73 (1997), S. 233-252 
    ISSN: 1572-9338
    Keywords: Data Envelopment Analysis ; model specification ; simulation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract The use of Data Envelopment Analysis for estimating comparative efficiency has become widespread, and there has been considerable academic attention paid to the development of variants of the basic DEA model. However, one of the principal weaknesses of DEA is that - unlike statistically based methods - it yields no diagnostics to help the user determine whether or not the chosen model is appropriate. In particular, the choice of inputs and out-puts depends solely on the judgement of the user. The purpose of this paper is to examine the implications for efficiency scores of using a misspecified model. A simple production process is set up. Simulation models are then used to explore the effects of applying misspecified DEA models to this process. The phenomena investigated are: the omission of significant variables; the inclusion of irrelevant variables; and the adoption of an inappropriate variable returns to scale assumption. The robustness of the results is investigated in relation to sample size; variations in the number of inputs; correlation between inputs; and variations in the importance of inputs. The paper concludes that the dangers of misspecification are most serious when simple models are used and sample sizes are small. In such circumstances, it is concluded that it will usually be to the modeller's advantage to err on the side of including possibly irrelevant variables rather than run the risk of excluding a potentially important variable from the model.
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    Mathematical geology 29 (1997), S. 993-1008 
    ISSN: 1573-8868
    Keywords: lognormal estimator ; lognormal kriging ; simulation ; conditional unbiasedness ; robustness
    Source: Springer Online Journal Archives 1860-2000
    Topics: Geosciences , Mathematics
    Notes: Abstract In an open pit mine, the selection of blocks for mill feed necessitates the use of a conditionally unbiased estimator not only to maximize profits, but also to predict precisely the grades at the mill. Estimation of blocks usually is done using a series of blasthole assays on a regular grid. In many instances, the blasthole grades show a lognormal-like distribution. This study examines an estimator based on the hypothesis of bilognormality between the true block grade and the estimate obtained using the blastholes. The properties of the estimator are established and the estimator is proven to be conditionally unbiased. It is almost as precise as the lognormal kriging estimator when the points are multilognormal. However, it is more precise than lognormal krigings when only univariate lognormality is present or when the distribution is not exactly lognormal. The estimator also is shown to be robust to errors in the specifications of the variogram model or of the expectation of Z. Contrary to lognormal krigings, the estimator does only a slight correction to the original estimate obtained using the blastholes assays.
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    Journal of electronic testing 10 (1997), S. 137-149 
    ISSN: 1573-0727
    Keywords: simulation ; yield ; SMT ; MCM ; board ; test ; DFT ; DFM
    Source: Springer Online Journal Archives 1860-2000
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: Abstract Simulation techniques used in the Manufacturing Test SIMulator(MTSIM) are described. MTSIM is a Concurrent Engineering tool used tosimulate the manufacturing test andrepair aspects of boards and MCMs from design concept through manufacturing release. MTSIM helps designers select assemblyprocess, specify Design For Test (DFT) features, select board testcoverage, specify ASIC defect level goals, establish productfeasibility, and predict manufacturing quality and cost goals. A newyield model for boards and MCMs which accounts for theclustering of solder defects is introduced and used topredict the yield at each test step. In addition, MTSIMestimates the average number of defects per board detected at eachtest step, and estimates costs incurred in test execution, faultisolation and repair. MTSIM models were validated withhigh performance assemblies at Hewlett-Packard (HP).
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    Journal of optimization theory and applications 93 (1997), S. 455-489 
    ISSN: 1573-2878
    Keywords: Subset selection ; stochastic optimization ; alignment probability ; ordered performance curve ; simulation ; modeling
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    Topics: Mathematics
    Notes: Abstract We examine in this paper the subset selection procedure in the context of ordinal optimization introduced in Ref. 1. Major concepts including goal softening, selection subset, alignment probability, and ordered performance curve are formally introduced. A two-parameter model is devised to calculate alignment probabilities for a wide range of cases using two different selection rules: blind pick and horse race. Our major result includes the suggestion of quantifiable subset selection sizes which are universally applicable to many simulation and modeling problems, as demonstrated by the examples in this paper.
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    Nonlinear dynamics 12 (1997), S. 367-397 
    ISSN: 1573-269X
    Keywords: Flexible ; simulation ; multibody ; dynamics
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    Topics: Mathematics
    Notes: Abstract The modelling of flexible elements in mechanical systems has been widely investigated through several methods issuing from both the area of structural mechanics and the field of multibody dynamics. As regards the latter discipline, beside the problem of the generation of the multibody equations of motion, the choice of a spatial discretization method for modelling flexible elements has always been considered as a critical phase of the modelling. Although this subject is abundantly tackled in the open-literature, the latter probably lacks an objective comparison between the most commonly used approaches. This contribution presents an extensive investigation of several discretization techniques of flexible beams, in a pure multibody context. In particular, it is shown that shape functions based on power series monomials are very suitable and versatile to model beams being part of a multibody system and thus constitutes an interesting alternative to finite element analysis. For this purpose, a symbolic multibody program, in which various discretization techniques were implemented, was generalized to compute the equations of motion of a general multibody system containing flexible beams.
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    Biotechnology and Bioengineering 56 (1997), S. 689-696 
    ISSN: 0006-3592
    Keywords: citric acid ; Aspergillus niger ; rotating disk contactor ; simulation ; biofilm ; Chemistry ; Biochemistry and Biotechnology
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Biology , Process Engineering, Biotechnology, Nutrition Technology
    Notes: A simple model was presented to describe the time courses of citric acid production by a rotating disc contactor (RDC) using Aspergillus niger. The model is expressed by Monod-type cell growth, Luedeking-Piret-type citric acid production rate equations, and the diffusion equation for oxygen in the biofilm. The model contains five parameters which were determined by the nonlinear least squares method by fitting the numerical solution to the experimental data. In solving the equations, the cell density of the biofilm was estimated from the value of cellular mass per unit of biofilm area using an empirical equation. The experimental time courses in citric acid production period were well simulated with this model. The relation between the specific biofilm surface area and the rate of citric acid production was also explained by the simulation using the average values of five parameters of twelve runs. © 1997 John Wiley & Sons, Inc. Biotechnol Bioeng 56: 689-696, 1997.
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    International Journal for Numerical Methods in Engineering 40 (1997), S. 655-687 
    ISSN: 0029-5981
    Keywords: crashworthiness ; multibody dynamics ; flexible structures ; simulation ; design ; optimization ; Engineering ; Numerical Methods and Modeling
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics , Technology
    Notes: Different formulations based on multibody dynamics are shown to be suitable for the development of a methodology for the impact simulation and crashworthiness design of railway vehicles. The proposed design methodology comprises different computer-aided tools of increasing complexity and accuracy which can be used with greater advantage and efficiency in the different design stages of railway stock. In general, the crashworthiness design methods and associated multibody dynamic tools which are presented in this paper require information to be obtained from numerical or experimental crush tests of specific structural components, subassemblies and critical energy absorption devices normally located in car extremities. This hybrid feature lends to the present design process various efficiency gains as a result of a better understanding of the crash and different collapse mechanisms and ease of use. To access the merits of the present methodologies some new designs are discussed and the application of the proposed numerical tools is illustrated for different structural configurations of car extremities. A formulation for the sensitivity analysis and optimization of planar constrained mechanical systems is also presented. An example of crashworthiness design of an end underframe model of a railway car is solved to demonstrate the use of the methodology. © 1997 by John Wiley & Sons, Ltd.
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    International Journal for Numerical Methods in Engineering 40 (1997), S. 817-832 
    ISSN: 0029-5981
    Keywords: piezoelectric ; sensors ; actuators ; transition ; smart ; simulation ; Engineering ; Numerical Methods and Modeling
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics , Technology
    Notes: Finite element modelling is used to study the response of plate structures on which piezoelectric active devices are mounted. Such devices are typically small in relation to the size of the structure which can be modelled as a plate or shell structure. In modelling the response of such devices, it is necessary to use a detailed model of the device but to do the same for the whole structure is computationally expensive and unnecessary. Full three-dimensional elements are used to model the piezoelectric devices because such devices are anisotropic, couple electric and elastic fields and satisfy boundary conditions independently on the two fields. Shell elements, approximated by many flat-shell elements are used in modelling the structure. Transition elements have been derived to connect the three-dimensional solid elements in the piezoelectric region to the flat-shell elements used for the plate. This approach has merits in terms of accuracy in modelling the piezoelectric device and computational economy for the plate structure. The use of shell elements is preferred for the structure since brick elements lead to unnatural stiffening of the plate and artificially high natural frequencies. The aspect ratio of the transition elements are first optimized through a numerical study and the sensor and actuator performance of the devices is then verified. © 1997 by John Wiley & Sons, Ltd.
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    Adsorption 2 (1996), S. 23-32 
    ISSN: 1572-8757
    Keywords: GCMC ; DFT ; adsorption ; MCM-41 ; buckytube ; simulation
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    Topics: Chemistry and Pharmacology , Physics , Process Engineering, Biotechnology, Nutrition Technology
    Notes: Abstract MCM-41 and buckytubes are novel porous materials with controllable pore sizes and narrow pore size distributions. Buckytubes are carbon tubes with internal diameters in the range 1–5 urn. The structure of each tube is thought to be similar to one or more graphite sheets rolled up in a helical manner. MCM-41 is one member of a new family of highly uniform mesoporous silicate materials produced by Mobil, whose pore size can be accurately controlled in the range 1.5–10 nm. We present grand canonical Monte Carlo (GCMC) simulations of single fluid and binary mixture adsorption in a model buckytube, and nonlocal density functional theory (DFT) calculations of trace pollutant separation in a range of buckytubes and MCM-41 pores. Three adsorbed fluids are considered; methane, nitrogen and propane. The GCMC studies show that the more strongly adsorbed pure fluid is adsorbed preferentially from an equimolar binary mixture. Ideal adsorbed solution theory (IAST) is shown to give good qualitative agreement with GCMC when predicting binary mixture separations. The DFT results demonstrate the very large increases in trace pollutant separation that can be achieved by tuning the pore size, structure, temperature and pressure of the MCM-41 and buckytube adsorbent systems to their optimal values.
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    Adsorption 2 (1996), S. 111-119 
    ISSN: 1572-8757
    Keywords: pressure swing adsorption ; bulk separation ; experiments ; simulation
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    Topics: Chemistry and Pharmacology , Physics , Process Engineering, Biotechnology, Nutrition Technology
    Notes: Abstract The piston-driven ultra rapid pressure swing adsorption (URPSA) equipment was developed and oxygen enrichment from air was examined as an example. The adsorbent bed is directly connected to the cylinder where a piston moves at high frequency. Thus pressurization and depressurization in the bed are driven by mechanical piston motion, which can achieve far more rapid cycles compared with the conventional pressure swing operation using valves. The cycle time is usually on the order of seconds or sub seconds. Oxygen enrichment from air up to about 60% or higher of oxygen concentration was achieved by small-scale equipment using zeolite 5A with a oxygen production capacity of 100 Nm3-product gas/m3-zeolite/hr, which is about ten times larger than those of commercialized PSAs for this purpose. A simplified numerical model describing the mass transfer taking place in URPSA was developed. The model could simulate fairly well the air separation characteristics in terms of oxygen concentration, oxygen production capacity and oxygen yield. The proposed model helps in the understanding of the basic nature of URPSA and possible applications. This novel PSA is promising as a compact yet high-capacity PSA to be utilized in a wide variety of applications.
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    Adsorption 2 (1996), S. 121-132 
    ISSN: 1572-8757
    Keywords: adsorption heat pump ; experimental kinetic data ; heat and mass transfer ; simulation ; zeolite
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    Topics: Chemistry and Pharmacology , Physics , Process Engineering, Biotechnology, Nutrition Technology
    Notes: Abstract Heat and mass transfer during the adsorption of water on zeolite has been studied both theoretically and experimentally. A dynamic simulation model of a zeolite layer has been developed to estimate the predominant transport resistances and calculations were carried out to assist the simultaneous experimental investigations. On one hand, a metallic matrix was added to the compact zeolite layer to improve the heat transfer. On the other hand, pore-forming materials such as melamine or tartaric acid were used. These organic components are removed during drying of the zeolite so that the mass transfer inside the zeolite is significantly enhanced compared to a granulated zeolite bed. The experimental investigations show that the theoretically deduced possibilities of improving the adsorption process can be realized in the manufactured zeolites. The investigations described here are of interest for the development of adsorption heat pumps. Due to the thermodynamic characteristics the adsorption system zeolite-water is a promising working pair for this application. The investigations show that the main shortcoming of these machines, the thermal output, can be increased significantly.
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    ISSN: 1572-8757
    Keywords: mixture adsorption ; cabon dioxide ; methane ; carbon pores ; simulation
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    Topics: Chemistry and Pharmacology , Physics , Process Engineering, Biotechnology, Nutrition Technology
    Notes: Abstract We have used the grand canonical Monte Carlo method to study the adsorption and selectivity of mixtures of carbon dioxide with methane and nitrogen at high (i.e., ambient) temperatures in model slit pores with graphitic surfaces. Experimental data, including new high pressure measurements for carbon dioxide and methane on a non-porous graphitic standard, were used to test the potential models. The mixture simulations predict that carbon dioxide is preferentially adsorbed in both systems. The results are discussed in terms of competing energetic and entropic effects and the underlying molecular mechanisms.
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    Adsorption 3 (1996), S. 151-163 
    ISSN: 1572-8757
    Keywords: pressure swing adsorption ; environmental ; activated carbon ; simulation ; factorial design
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    Topics: Chemistry and Pharmacology , Physics , Process Engineering, Biotechnology, Nutrition Technology
    Notes: Abstract A two-level fractional factorial study was performed by computer simulation on the periodic state process performance of a pressure swing adsorption-solvent vapor recovery process (PSA-SVR). The goal was to investigate factor (parameter) interaction effects on the process performance, i.e., interaction effects that cannot be ascertained from the conventional “one-at-a-time” approach. Effects of seven factors, i.e., the purge to feed ratio, pressure level, pressure ratio, heat transfer coefficient, feed concentration, feed volumetric flow rate and bed length to diameter ratio, on the process performance were investigated. The results were judged in terms of the light product purity, heavy product enrichment (and relative enrichment) and recovery, and bed capacity factor. Only the purge to feed ratio, pressure ratio, and feed concentration had significant effects on the benzene vapor enrichment (and relative enrichment); and no two-factor and higher interactions were observed. The light product purity was affected by all seven factors; and the relative importance of the effect of each factor depended on the levels of the other factors, i.e., significant two-factor interaction effects existed. Two-factor interaction effects also existed on the benzene vapor recovery, although the effects of all seven factors and their interactions were relatively small. The bed capacity factor was affected mainly by the purge to feed ratio, the heat transfer coefficient and the feed concentration; two factor and higher order interaction effects were insignificant. Overall, this study demonstrated the utility of fractional factorial design for revealing factor interactions and their effects on the performance of a PSA-SVR process.
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    Annals of operations research 67 (1996), S. 183-210 
    ISSN: 1572-9338
    Keywords: Capacity planning ; emergency services ; health care ; simulation
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    Topics: Mathematics , Economics
    Notes: Abstract Due to its highly stochastic nature and complex interaction between services involved, health care has been a demanding area of application for computer simulation. This paper includes details and results of a simulation study realized in the Surgical Emergency Department at Istanbul University School of Medicine. The purpose is to suggest new bed capacities to improve the current system, and also to provide the management with guidelines for their expansion plans. For this aim, arrival rates, treatment procedures, inpatient admittance, and service durations have been carefully analyzed and modeled. The model, coded in SLAM-II simulation language, has been run under several bed capacity scenarios, and resulting queueing and waiting patterns have been discussed in detail.
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    Computational & mathematical organization theory 2 (1996), S. 171-195 
    ISSN: 1572-9346
    Keywords: organization design ; simulation ; organization modeling ; organizational analysis tools
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    Topics: Mathematics
    Notes: Abstract Large scale and multidisciplinary engineering projects (e.g., design of a hospital building) are often complex. They usually involve many interdependent activities and require intensive coordination among actors (i.e., designers) to deal with activity interdependencies. To make such projects more effective and efficient, one needs to understand how coordination requirements are generated and what coordination mechanisms should be applied for given project situations. Our research on the Virtual Design Team (VDT) attempts to develop a computational model of project organizations to analyze how activity interdependencies raise coordination needs and how organization design and communication tools change team coordination capacity and project performance. The VDT model is built based on contingency theory (Galbraith, 1977) and our observations about collaborative and multidisciplinary work in large, complex projects. VDT explicitly models actors, activities, communication tools and organizations. Based on our extended information-processing view of organizations, VDT simulates the actions of, and interactions among actors as processes of attention allocation, capacity allocation, and communication. VDT evaluates organization performance by measuring emergent project duration, direct cost, and coordination quality. The VDT model has been tested internally, and evaluated externally through case-studies. We found three way qualitative consistency among predictions of the simulation model, of organization theory, and of experienced project managers. In this paper, we present the VDT model in detail and discuss some general issues involved in computational organization modeling, including level of abstraction of tasks and actors' reasoning, and model validation.
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    ISSN: 1572-882X
    Keywords: crack propagation ; simulation ; films ; compacts
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    Topics: Agriculture, Forestry, Horticulture, Fishery, Domestic Science, Nutrition , Process Engineering, Biotechnology, Nutrition Technology
    Notes: Abstract A model originally developed to simulate crack propagation in viscoplastic materials, where the micromechanism consists of void growth, has been evaluated for both pigmented films and porous compacts of cellulose derivatives. The program allows both visualization of crack growth and the calculation of crack velocity. The program is easy to use, enabling many simulations to be performed with minimum effort. The agreement with experimental observation both qualitatively and quantitatively is very good.
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    Finance and stochastics 1 (1996), S. 25-41 
    ISSN: 1432-1122
    Keywords: Key words: Martingale estimating function ; option pricing ; quasi-likelihood ; simulation ; stochastic differential equation ; volatility. ; JEL classification: G12 ; Mathematics Subject Classification (1991): 62M05
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    Topics: Mathematics , Economics
    Notes: Abstract. In the present paper we consider a model for stock prices which is a generalization of the model behind the Black–Scholes formula for pricing European call options. We model the log-price as a deterministic linear trend plus a diffusion process with drift zero and with a diffusion coefficient (volatility) which depends in a particular way on the instantaneous stock price. It is shown that the model possesses a number of properties encountered in empirical studies of stock prices. In particular the distribution of the adjusted log-price is hyperbolic rather than normal. The model is rather successfully fitted to two different stock price data sets. Finally, the question of option pricing based on our model is discussed and comparison to the Black–Scholes formula is made. The paper also introduces a simple general way of constructing a zero-drift diffusion with a given marginal distribution, by which other models that are potentially useful in mathematical finance can be developed.
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    Cytotechnology 21 (1996), S. 149-153 
    ISSN: 1573-0778
    Keywords: animal cells ; complex structured models ; simulation
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    Topics: Biology , Medicine , Process Engineering, Biotechnology, Nutrition Technology
    Notes: Abstract Recent advances in computer technology have promoted the design and use of detailed, computer-based models for biological systems. For many non-biological systems, the complexity of such simulations may be considered inappropriate and unwieldy, but in biological systems, and more specifically in animal cell culture, this level of complexity simply mimics what is only beginning to be understood about metabolic processs. With this in mind, we contend that complex, structured models are vital tools in the investigation of fundamental biological processes. An example of such a simulation, which describes the commercial production of therapeutic proteins by animal cell cultures, is considered.
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    Mathematical geology 28 (1996), S. 723-734 
    ISSN: 1573-8868
    Keywords: simulation ; probability field ; uniform transform ; filtering ; histogram reproduction
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    Topics: Geosciences , Mathematics
    Notes: Abstract A combination of factorial kriging and probability field simulation is proposed to correct realizations resulting from any simulation algorithm for either too high nugget effect (noise) or poor histogram reproduction. First, a factorial kriging is done to filter out the noise from the noisy realization. Second, the uniform scores of the filtered realization are used as probability field to sample the local probability distributions conditional to the same dataset used to generate the original realization. This second step allows to restore the data variance. The result is a corrected realization which reproduces better target variogram and histogram models, yet honoring the conditioning data.
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    Statistics and computing 6 (1996), S. 277-287 
    ISSN: 1573-1375
    Keywords: Bayesian inference ; contingency tables ; Gibbs sampling ; graphical methods ; hypothesis testing ; independence ; intraclass tables ; model comparison ; predictive densities ; quasisymmetry ; simulation
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    Topics: Computer Science , Mathematics
    Notes: Abstract In this paper we present a simulation and graphics-based model checking and model comparison methodology for the Bayesian analysis of contingency tables. We illustrate the approach by testing the hypotheses of independence and symmetry on complete and incomplete simulated tables.
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    Journal of optimization theory and applications 91 (1996), S. 363-388 
    ISSN: 1573-2878
    Keywords: Stochastic optimization ; simulation ; discrete event dynamic systems
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    Topics: Mathematics
    Notes: Abstract Recent research has demonstrated that ordinal comparison has fast convergence despite the possible presence of large estimation noise in the design of discrete event dynamic systems. In this paper, we address the fundamental problem of characterizing the convergence of ordinal comparison. To achieve this goal, an indicator process is formulated and its properties are examined. For several performance measures frequently used in simulation, the rate of convergence for the indicator process is proven to be exponential for regenerative simulations. Therefore, the fast convergence of ordinal comparison is supported and explained in a rigorous framework. Many performance measures of averaging type have asymptotic normal distributions. The results of this paper show that ordinal comparison converges monotonically in the case of averaging normal random variables. Such monotonicity is useful in simulation planning.
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    Journal of optimization theory and applications 91 (1996), S. 585-615 
    ISSN: 1573-2878
    Keywords: Stochastic optimization ; simulation ; estimation ; stochastic comparison ; simulated annealing
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    Topics: Mathematics
    Notes: Abstract The problem of stochastic optimization for arbitrary objective functions presents a dual challenge. First, one needs to repeatedly estimate the objective function; when no closed-form expression is available, this is only possible through simulation. Second, one has to face the possibility of determining local, rather than global, optima. In this paper, we show how the stochastic comparison approach recently proposed in Ref. 1 for discrete optimization can be used in continuous optimization. We prove that the continuous stochastic comparison algorithm converges to an ∈-neighborhood of the global optimum for any ∈〉0. Several applications of this approach to problems with different features are provided and compared to simulated annealing and gradient descent algorithms.
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    Statistics and computing 6 (1996), S. 85-92 
    ISSN: 1573-1375
    Keywords: Cluster analysis ; Conditional Gaussian distribution ; EM algorithm ; graphical modelling ; location model ; mixture maximum likelihood ; simulation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract One possible approach to cluster analysis is the mixture maximum likelihood method, in which the data to be clustered are assumed to come from a finite mixture of populations. The method has been well developed, and much used, for the case of multivariate normal populations. Practical applications, however, often involve mixtures of categorical and continuous variables. Everitt (1988) and Everitt and Merette (1990) recently extended the normal model to deal with such data by incorporating the use of thresholds for the categorical variables. The computations involved in this model are so extensive, however, that it is only feasible for data containing very few categorical variables. In the present paper we consider an alternative model, known as the homogeneous Conditional Gaussian model in graphical modelling and as the location model in discriminant analysis. We extend this model to the finite mixture situation, obtain maximum likelihood estimates for the population parameters, and show that computation is feasible for an arbitrary number of variables. Some data sets are clustered by this method, and a small simulation study demonstrates characteristics of its performance.
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    Communications in Numerical Methods in Engineering 12 (1996), S. 223-228 
    ISSN: 1069-8299
    Keywords: Discretization ; heat conduction ; simulation ; Engineering ; Engineering General
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    Topics: Mathematics , Technology
    Notes: A different approach to discretization is described with which complicated three-dimensional heat transfer problems can be solved with a finite volume approach on a general curvilinear grid. It represents an improvement on the existing methods in that it can easily be expanded to three-dimensional problems. A concise explanation of the transformation process is given, together with a discussion of the discretization procedure. The method is evaluated by solving two simple test problems and comparing the results with those of existing methods and the analytical solution. In conclusion it is found that this method yields equally or more accurate results than the existing methods, with the additional advantage of being easily expandable to three-dimensional problems.
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    Biotechnology and Bioengineering 50 (1996), S. 145-150 
    ISSN: 0006-3592
    Keywords: high-pressure homogenization ; cell disruption ; cell size distribution ; simulation ; Chemistry ; Biochemistry and Biotechnology
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Biology , Process Engineering, Biotechnology, Nutrition Technology
    Notes: Measurements of size distributions are provided for the breakage of commercial packed bakers' yeast cells as a function of operating pressure and number of passes through a Manton Gaulin high-pressure homogenizer. A two parameter model was developed, based upon the use of a Boltzmann function, to simulate the changes in size distribution that accompany the cell breakage process. The effects of operating pressure and number of passes are incorporated in the model and the result is used to simulate the particle size distribution of the cell homogenate. The results show that there is little breakage below a threshold pressure of 115 bar and above which breakage is critically dependent upon the pressure and number of passes through the homogenizer. The analysis provides a means of studying the efficiency of centrifugation that may follow cell disruption and provides the basis for further studies of size distribution changes accompanying cell disruption. © 1996 John Wiley & Sons, Inc.
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    Biotechnology and Bioengineering 49 (1996), S. 172-184 
    ISSN: 0006-3592
    Keywords: biofilm ; diffusion ; model ; mixed-culture ; simulation ; Chemistry ; Biochemistry and Biotechnology
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Biology , Process Engineering, Biotechnology, Nutrition Technology
    Notes: About 10 years ago a set of mass balance equations for mathematical modeling of mixed-culture biofilms (MCBs) was presented. That model was able to describe the progression of the biofilm thickness and the spatial distribution and development in time of particulate and dissolved components in the biofilm as a function of transport and transformation processes. Experimental observations made in the past years have shown that some of the assumptions made in that MCB model were too simple. Therefore, an extended MCB model with additional processes has been developed. This model includes a more flexible description of transport of dissolved components in the biofilm and considers diffusive transport of particulate components in the biofilm solid matrix, changes of the biofilm liquid phase volume fraction (porosity), and simultaneous detachment and attachment of cells and particles at the biofilm surface. The extended MCB model is implemented in AQUASIM, a new computer program designed for the analysis of aquatic systems, which is used here to illustrate and discuss the effect of the additional processes on MCB behavior. © 1996 John Wiley & Sons, Inc.
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    International Journal for Numerical Methods in Engineering 39 (1996), S. 3535-3551 
    ISSN: 0029-5981
    Keywords: dynamics ; multibody system ; flexibility ; simulation ; natural coordinates ; component synthesis ; Engineering ; Engineering General
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics , Technology
    Notes: In this paper, a new method for the dynamic simulation of mechanisms with flexible bodies is presented. The principal object of this work is to define the flexible bodies based on the modelization technique developed for rigid bodies using ‘natural co-ordinates’. In the rigid case, each body is defined by means of the Cartesian co-ordinates of some of its points and the Cartesian components of some of its unit vectors, which are pointed in the direction of the pairs axis that connect the body to its neighbours. In the flexible case, more variables are needed to define each body: on the one hand, two additional unit vectors are considered, rigidly attached to an already existing one, constituting a rigid orthogonal triedron, that will become the local reference frame of the body and on the other, amplitudes of static and dynamic modes, corresponding to component synthesis with fixed boundaries, are considered. There are an infinite number of dynamic modes, so that the analyst should make a selection of the most relevant ones for each problem; their amplitudes will be added to the body variables. However, there are a finite number of static modes: three for each point, except for the local frame origin, and two for each unit vector, except for the three that define the local frame; static modes amplitudes will not increase the number of body variables, since they may be expressed as the difference between the values of the points in local co-ordinates (respectively, the values of the unit vectors) in a body deformed configuration and their values in the undeformed one, that is, they may be expressed in terms of the co-ordinates of points and components of unit vectors that already define the body. This idea leads to a totally new dynamic formulation.
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    Adsorption 1 (1995), S. 213-231 
    ISSN: 1572-8757
    Keywords: adsorptive separation ; thermal parametric pumping ; modeling ; simulation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Chemistry and Pharmacology , Physics , Process Engineering, Biotechnology, Nutrition Technology
    Notes: Abstract A detailed model for the recuperative parametric pumping is presented. The model includes intraparticle mass transfer resistance, axial diffusion and non-linear equilibrium represented by Langmuir equation. The sensitivity studies shows that process performance strongly increases when cycle time increases and φ B /φ T ratio and particle size decreases. It also shows that bottom and top dead volumes do not influence much the process performance. Evolution of the histories of concentrations and temperatures, the bed performance from cycle to cycle and the bed dynamics at the cyclic steady state have been discussed. The model revealed itself as useful to simulate the behavior of the recuperative parametric pumping process and was applied to predict optimal experimental results for the system phenol-water/Duolite ES-861 (Part II).
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    Adsorption 1 (1995), S. 203-211 
    ISSN: 1572-8757
    Keywords: simulation ; pressure swing adsorption ; fixed bed system ; bulk separation
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    Topics: Chemistry and Pharmacology , Physics , Process Engineering, Biotechnology, Nutrition Technology
    Notes: Abstract Effects of variable feed composition on the performance of a pressure swing adsorption process are analyzed by simulation. Two scenarios are considered. The first, “increasing impurity,” case considers low impurity concentration in the feed followed by high impurity concentration in the feed. The second, “decreasing impurity,” case considers high impurity concentration in the feed followed by low impurity concentration in the feed. These results are compared against a case which has an impurity concentration in the feed at an average of the high and the low impurity concentrations. Simulations show that the increasing impurity scenario is expected to perform better, and the decreasing impurity scenario is expected to perform worse than the average feed concentration case.
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    Adsorption 1 (1995), S. 321-333 
    ISSN: 1572-8757
    Keywords: processes and applications—bulk separation ; simulation ; pressure swing adsorption
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    Topics: Chemistry and Pharmacology , Physics , Process Engineering, Biotechnology, Nutrition Technology
    Notes: Abstract Gas separation of a binary gas mixture by various pressure swing adsorption (PSA) cycles was studied by a numerical simulation in order to provide a guidance in selecting PSA cycles. PSA cycles considered in this study are 3, 4-step cycles for production of only one component and a cycle with pressure equalization for production of a light component. 4 and 5-step cycles for simultaneous production of both components of a binary gas mixture are also considered. Separation of a CH4/CO2 gas mixture with zeolite 5A was chosen as a case study. Performances of cycles were examined and compared in view of purity, recovery and productivity. Their relative advantages were discussed. Inclusion of a purging step to a 3-step cycle for production of only one component improves a cycle performance. Further performance improvement of a cycle for production of a light component can be achieved by employing pressure equalization. Sircar's 4-step cycle with a recycle of effluent shows the best performance in view of purity and recovery among cycles for simultaneous production of both components.
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    Journal of electronic testing 6 (1995), S. 277-294 
    ISSN: 1573-0727
    Keywords: delay fault ; diagnosis ; critical path tracing ; simulation
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    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: Abstract Due to physical defects or process variations, a logic circuit may fail to operate at the desired clock speed. So, verifying the timing behavior of digital circuits is always necessary, and needs to test for delay faults. When a delay fault has been detected, a specific diagnostic method is required to locate the site of the fault in the circuit. So, a reliable method for delay fault diagnosis is proposed in this paper. Firstly, we present the basic diagnostic method for delay faults, which is based on multivalued simulation and critical path tracing. Next, heuristics are given that decrease the number of critical paths and improve diagnosis results. In the second part of this paper, we provide an approximate method to refine the results obtained with the basic diagnostic process. We compute the detection threshold of the potential delay faults, and use statistical studies to classify the faults from the most likely to be the cause of failure to the less likely. Finally, results obtained with ISCAS'85 circuits are presented to show the effectiveness of the method.
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  • 80
    ISSN: 1573-7594
    Keywords: optimization ; standard clock ; ordinal optimization ; communication network ; voice/data integration ; simulation
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    Topics: Mathematics
    Notes: Abstract In this paper we apply the ideas of ordinal optimization and the technique of Standard Clock (SC) simulation to the voice-call admission-control problem in integrated voice/data multihop radio networks. This is an important problem in networking that is not amenable to exact analysis by means of the usual network modeling techniques. We first describe the use of the SC approach on sequential machines, and quantify the speedup in simulation time that is achieved by its use in a number of queueing examples. We then develop an efficient simulation model for wireless integrated networks based on the use of the SC approach, which permits the parallel simulation of a large number of admission-control policies, thereby reducing computation time significantly. This model is an extension of the basic SC approach in that it incorporates fixed-length data packets, whereas SC simulation is normally limited to systems with exponentially distributed interevent times. Using this model, we demonstrate the effectiveness of ordinal-optimization techniques, which provide a remarkably good ranking of admission-control policies after relatively short simulation runs, thereby facilitating the rapid determination of good policies. Moreover, we demonstrate that the use of crude, inaccurate analytical and simulation models can provide highly accurate policy rankings that can be used in conjunction with ordinal-optimization methods, provided that they incorporate the key aspects of system operation.
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    Mathematical geology 27 (1995), S. 149-172 
    ISSN: 1573-8868
    Keywords: uncertainty models ; conditional distributions ; simulation ; variogram ; kriging
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    Topics: Geosciences , Mathematics
    Notes: Abstract Approximate local confidence intervals are constructed from uncertainty models in the form of the conditional distribution of the random variable Z given values of variables [Zi, i=1,...,n]. When the support of the variable Z is any support other than that of the data, the conditional distributions require a change of support correction. This paper investigates the effect of change of support on the approximate local confidence intervals constructed by cumulative indicator kriging, class indicator kriging, and probability kriging under a variety of conditions. The conditions are generated by three simulated deposits with grade distributions of successively higher degree of skewness; a point support and two different block supports are considered. The paper also compares the confidence intervals obtained from these methods using the most used measures of confidence interval effectiveness.
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    Biotechnology and Bioengineering 46 (1995), S. 202-217 
    ISSN: 0006-3592
    Keywords: batch process ; steady-stage process ; fermentation ; modeling ; simulation ; ethanol ; Chemistry ; Biochemistry and Biotechnology
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Biology , Process Engineering, Biotechnology, Nutrition Technology
    Notes: The aim of the present study was the development of a general simulation module for fermentation within the framework of existing chemical process simulators. This module has been applied to an industrial plant which produces ethanol from beet molasses and fresh beet juice by Saccharomyces cerevisiae. An unstructured mechanistic model has been developed with kinetic laws that are based on a chemically defined reaction scheme which satisfies stoichiometric constraints. This model can be applied to different culture conditions and takes into account secondary byproducts such as higher alcohols. These byproducts are of prime importance and need to be correctly estimated because a sequence of distillation columns follow the fermentor in the plant. Important measurement campaigns have been performed on the plant to validate the model. Plant operation has been successfully simulated using the same kinetic model for both continuous and fed-batch modes of production. © 1995 John Wiley & Sons, Inc.
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    Annals of operations research 53 (1994), S. 175-197 
    ISSN: 1572-9338
    Keywords: Variance reduction ; simulation ; control variates ; importance sampling ; common random numbers ; stratification ; conditioning ; efficiency
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    Topics: Mathematics , Economics
    Notes: Abstract This paper provides an overview of the five most commonly used statistical techniques for improving the efficiency of stochastic simulations: control variates, common random numbers, importance sampling, conditional Monte Carlo, and stratification. The paper also describes a mathematical framework for discussion of efficiency issues that quantifies the trade-off between lower variance and higher computational time per observation.
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    Annals of operations research 53 (1994), S. 391-418 
    ISSN: 1572-9338
    Keywords: Autoregressive process ; confidence interval ; output analysis ; simulation ; statistics ; time series
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    Topics: Mathematics , Economics
    Notes: Abstract We revisit and update the autoregressive-output-analysis method for constructing a confidence interval for the steady-state mean of a simulated process by using Rissanen's predictive least-squares criterion to estimate the autoregressive order of the process. This order estimator is strongly consistent when the output is autoregressive. The order estimator is combined with the standard autoregressive-output-analysis method to form a confidence-interval procedure. Alternatives for estimating the degrees of freedom for the procedure are investigated. The main result is an asymptotically valid confidence-interval procedure that, empirically, has good small-sample properties.
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    Annals of operations research 52 (1994), S. 107-129 
    ISSN: 1572-9338
    Keywords: DSS ; intelligent front-ends ; knowledge-based systems ; MADM ; outranking ; Scheduling ; simulation
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    Topics: Mathematics , Economics
    Notes: Abstract Knowledge-based systems (KBS) can help to make simulation available to a large group of users. We want to exemplify this by describing a decision support system (DSS) for short term rescheduling in manufacturing called SIMULEX. It couples expert systems, simulation, and a multiattribute decision making (MADM) procedure to assist the production manager. After an introduction to simulation as a problem solving tool, the current problems in production control and the goals of the project are described. Then, the various components of SIMULEX are explained in some detail. Some results and a short outlook conclude the article.
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    Cytotechnology 14 (1994), S. 219-232 
    ISSN: 1573-0778
    Keywords: animal cells ; cellular metabolism ; cultivation ; hybridomas ; modelling ; monoclonal antibody ; process control ; optimisation ; simulation
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    Topics: Biology , Medicine , Process Engineering, Biotechnology, Nutrition Technology
    Notes: Abstract The objective of this paper is to explore the range of methods and strategies available for the process control and optimization of monoclonal antibody production by hybridoma cell culture. Emphasis will be placed on the choice of the level of complexity incorporated into the process control and optimisation procedure. It will be shown that the behaviour of hybridomas in culture is influenced by sophisticated cellular metabolic activities and various interactive environmental factors and that the understanding and modelling of the way hybridomas grow in the bioreactor should enable optimisation of bioreactor operating conditions to achieve maximum monoclonal antibody formation. However, due to the lack of on-line instrumentation of important biological variables and the incomplete knowledge of hybridoma cultivation process, there exist many limitations and challenges to the advent of applications of process control and optimisation in this field. To solve the problem, introduction of industrially practical biological measurements and development of new control concepts are inevitable. At the end of this paper, we shall discuss possible schemes for the control of the physsiological state of cells in order that balanced cell growth and maximum monoclonal antibody synthesis may be achieved.
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    Discrete event dynamic systems 4 (1994), S. 87-111 
    ISSN: 1573-7594
    Keywords: Discrete event systems ; piecewise deterministic control ; manufacturing systems ; simulation ; stochastic approximation ; gradient estimation ; perturbation analysis
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    Topics: Mathematics
    Notes: Abstract This paper deals with a class of piecewise determinstic control systems for which the optimal control can be approximated through the use of an optimization-by-simulation approach. The feedback control law is restricted to belong to an a priori fixed class of feedback control laws depending on a (small) finite set of parameters. Under some general conditions developed in this paper, infinitesimal perturbation analysis (IPA) can be used to estimate the gradient of the objective function with respect to these parameters for finite horizon simulation and the consistency of the IPA estimators, as the simulation length goes to infinity, is assured. Also, the parameters can be optimized through a stochastic approximation (SA) algorithm combined with IPA. We prove that in this context, under appropriate conditions, such an approach converges towards the optimum.
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    Statistics and computing 4 (1994), S. 189-201 
    ISSN: 1573-1375
    Keywords: Markov random fields ; posterior Gibbs distributions ; simulation ; Swendsen-Wang algorithm ; Gibbs sampler ; restoration ; monitoring convergence
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    Topics: Computer Science , Mathematics
    Notes: Abstract We show in detail how the Swendsen-Wang algorithm, for simulating Potts models, may be used to simulate certain types of posterior Gibbs distribution, as a special case of Edwards and Sokal (1988), and we empirically compare the behaviour of the algorithm with that of the Gibbs sampler. Some marginal posterior mode and simulated annealing image restorations are also examined. Our results demonstrate the importance of the starting configuration. If this is inappropriate, the Swendsen-Wang method can suffer from critical slowing in moderately noise-free situations where the Gibbs sampler convergence is very fast, whereas the reverse is true when noise level is high.
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    Discrete event dynamic systems 4 (1994), S. 129-169 
    ISSN: 1573-7594
    Keywords: Transfer lines ; tandem queues ; performance analysis ; simulation
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    Topics: Mathematics
    Notes: Abstract We extend previous research on the use of models ofcontinuous tandem (CT) lines for performance analysis ofdiscrete tandem (DT) production lines. We formalize the translation of input parameters from the DT line to the CT model, as well as the translation of performance measures (PMs) obtained from the CT model back to the DT line. We show that although the CT model conceptually represents a line with continuous fluid, it can be represented as a generalized semi-Markov process (GSMP). This representation leads to a simple and concise simulation algorithm for a CT model. We investigate the accuracy of the CT model for prediction of PMs in the DT line, and show that, with proper translation of parameters and PMs, the CT model provides reasonable estimates for the DT line PMs. We provide preliminary results on gradient estimation for CT models via infinitestimal perturbation analysis. The aim of the paper is to provide a firm foundation for the future exploration of CT models as a means to parameter optimization for DT lines.
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    Annals of the Institute of Statistical Mathematics 45 (1993), S. 211-221 
    ISSN: 1572-9052
    Keywords: Approximation ; estimation variance ; pair correlation function ; Poisson process ; product density ; simulation
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    Topics: Mathematics
    Notes: Abstract Approximations of the estimation variances of kernel estimators of the pair correlation function and the product density of a planar Poisson process are given. Furthermore, a heuristic approximation of the estimation variance of an estimator of the pair correlation function of a “general” planar point process is suggested. All formulae have been tested by simulation experiments.
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    Mathematical geology 25 (1993), S. 329-355 
    ISSN: 1573-8868
    Keywords: spatial entropy ; Gaussian model ; simulation ; fluid flow
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    Topics: Geosciences , Mathematics
    Notes: Abstract The majority of geostatistical estimation and simulation algorithms rely on a covariance model as the sole characteristic of the spatial distribution of the attribute under study. The limitation to a single covariance implicitly calls for a multivariate Gaussian model for either the attribute itself or for its normal scores transform. The Gaussian model could be justified on the basis that it is both analytically simple and it is a maximum entropy model, i.e., a model that minimizes unwarranted structural properties. As a consequence, the Gaussian model also maximizes spatial disorder (beyond the imposed covariance) which can cause flow simulation results performed on multiple stochastic images to be very similar; thus, the space of response uncertainty could be too narrow entailing a misleading sense of safety. The ability of the sole covariance to adequately describe spatial distributions for flow studies, and the assumption that maximum spatial disorder amounts to either no additional information or a safe prior hypothesis are questioned. This paper attempts to clarify the link between entropy and spatial disorder and to provide, through a detailed case study, an appreciation for the impact of entropy of prior random function models on the resulting response distributions.
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    Journal of electronic testing 4 (1993), S. 33-41 
    ISSN: 1573-0727
    Keywords: Finite state machine ; functional testing ; graph traversal ; simulation
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    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: Abstract This article presents a test generation method for sequential circuits based on their synthesis specifications as finite state machines (FSM) and provides comparison with random test generation. The finite state machines are represented by their state transition graph (STG). The test generation method is performed in two phases. The first phase is functional. It generates a test sequence which is one of the shortest input sequences going through all the transitions of the state transition graph machine. This sequence provides a high fault coverage of stuck-at faults on the synthesized circuit compared to a randomly generated test sequence. This fault coverage is very close to the ones of other sequences derived by fault-oriented test generation approaches [9], [10], although these latter sequences are much longer. The trend of the fault coverage curve for different test sequences including progressively the transitions of the test sequence defined in the first phase is similar to the one of the fault coverage curve of a random sequence but for same lengths the first curve gives larger fault coverage. Both curves grow rapidly until a given ratio of faults is detected then continue to grow very slowly exhibiting low efficiency. The second phase of the test generation method is fault-oriented. It uses a fault simulation based approach in order to compute the test sequence for the remaining faults not detected by the first phase. At the end of this phase the test sequence for all the nonredundant faults is derived and, the combinationally redundant faults and the sequentially redundant faults are distinguished.
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    Mathematical methods of operations research 38 (1993), S. 235-260 
    ISSN: 1432-5217
    Keywords: Boolean model ; damaged forests ; mark correlation function ; marked point process ; M/G/∞ ; random compact set ; simulation ; spatial correlation ; spatial statistics ; stochastic model ; tumor
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    Topics: Mathematics , Economics
    Notes: Abstract This paper discusses some models of stochastic geometry which are of potential interest for operations research. These are the Boolean model, a certain model for random compact sets and marked point processes. The Boolean model is a generalization of the well-known queueing systemM/G/∞. The random compact set model may be useful for modelling spatial spreading processes such as fires, cancers or holes in the Earth's surface. Marked point processes are used here as models of forests and used for a statistical study of the spatial distribution of damaged trees.
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    Statistics and computing 3 (1993), S. 27-35 
    ISSN: 1573-1375
    Keywords: elemental set ; Mahalanobis distance ; masking ; Monte Carlo testing ; normalized distance ; outliers ; simulation ; stalactite plot
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Detection of multiple outliers in multivariate data using Mahalanobis distances requires robust estimates of the means and covariance of the data. We obtain this by sequential construction of an outlier free subset of the data, starting from a small random subset. The stalactite plot provides a cogent summary of suspected outliers as the subset size increases. The dependence on subset size can be virtually removed by a simulation-based normalization. Combined with probability plots and resampling procedures, the stalactite plot, particularly in its normalized form, leads to identification of multivariate outliers, even in the presence of appreciable masking.
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    Biotechnology and Bioengineering 42 (1993), S. 571-578 
    ISSN: 0006-3592
    Keywords: mycelial morphology ; fractals ; ultrasonic scattering ; filtration ; simulation ; Chemistry ; Biochemistry and Biotechnology
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Biology , Process Engineering, Biotechnology, Nutrition Technology
    Notes: A new technique based on a fractal model has been developed for the quantification of the macroscopic morophology of mycelia. The morphological structuring is treated as a fractal object, and the fractal dimension, determined by an ultrasonic scattering procedure developed for the purpose, serves as a quantitative morphological index. Experimental observations reported earlier and simulations of mycelial growth, carried out using a probabilistic-geometric growth model developed for the purpose, both validate the applicability of the fractal model. In experiments with three different species, the fractal dimensions of pelletous structures were found to be in the range 1.45-2.0 and those of filamentous structures were in the range 1.9-2.7, with values around 2.0 representing mixed morphologies. Fractal dimensions calculated from simulated mycelia are in rough agreement with these ranges. The fractal dimension is also found to be relatively insensitive to the biomass concentration, as seen by dilution of the original broths. The relation between morphology and filtration properties of the broths has also been studied. The fractal dimension shows a strong correlation with the index of cake compressibility and with the Kozeny constant, two filtration parameters that are known to be morphology dependent. This technique could thus be used to develop correlations between the morphology, represented by the fractal dimension, and important morphology-dependent process variables. © 1993 John Wiley & Sons, Inc.
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    Biotechnology and Bioengineering 42 (1993), S. 315-325 
    ISSN: 0006-3592
    Keywords: multistage tower aeration tank ; activated sludge process ; kinetics ; Peclet number ; dispersion model ; simulation ; Chemistry ; Biochemistry and Biotechnology
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Biology , Process Engineering, Biotechnology, Nutrition Technology
    Notes: This study's objective was to clarify both experimentally and theoretically whether a vertical multistage tower aeration tank system is advantageous as compared with a completely mixed system, particularly with respect to purification efficiency, sludge settleability, and excess sludge production. In comparing the two systems: (1) purification efficiency in the multistage tower aeration system with partial fluid mixing with a large Peclet number was higher than in a corresponding completely mixed system for all applied organic loadings; (2) the multistage tower aeration system had some definite advantages with respect to sludge settleability and excess sludge production; (3) the activated sludge system's higher performance with partial fluid mixing was shown quantitatively with the axial dispersion model in conjunction with growth kinetics which involved rapid uptake such as biosorption and subsequent oxidative biodegradation processes of organic substances. © 1993 John Wiley & Sons, Inc.
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    Annals of operations research 39 (1992), S. 157-172 
    ISSN: 1572-9338
    Keywords: Score function method ; likelihood ratio ; sensitivity analysis ; simulation ; Monte Carlo methods ; conditioning
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract We consider first a discrete event static system that is to be simulated at values of a parameter or vector of parametersθ. The system is assumed driven by an inputX, where typicallyX is a vector of variables whose densityf θ (x) depends on the parameterθ. For the purpose of optimizing, finding roots, or graphing the expected performanceE θ L(X) for performance measureL, it is useful to estimate not only the expected value but also its gradient. An unbiased estimator for the latter is the score function estimator $$L(X)S(\theta ) = L(X)\frac{\partial }{{\partial \theta }}\ln f_\theta (x).$$ This estimator and likelihood ratio analogues typically require variance reduction, and we consider conditioning on the value of the score function for this purpose. The efficiency gains due to performing the Monte Carlo conditionally can be very large. Extension to discrete event dynamic systems such as theM/G/1 queue and other more complicated systems is considered.
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    Annals of operations research 39 (1992), S. 1-39 
    ISSN: 1572-9338
    Keywords: Stochastic programming ; stochastic quasigradient methods ; discrete event systems ; simulation ; concurrent approximation and optimization
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract In this paper, stochastic programming techniques are adapted and further developed for applications to discrete event systems. We consider cases where the sample path of the system depends discontinuously on control parameters (e.g. modeling of failures, several competing processes), which could make the computation of estimates of the gradient difficult. Methods which use only samples of the performance criterion are developed, in particular finite differences with reduced variance and concurrent approximation and optimization algorithms. Optimization of the stationary behavior is also considered. Results of numerical experiments and convergence results are reported.
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    Mathematical geology 24 (1992), S. 99-128 
    ISSN: 1573-8868
    Keywords: correlation ; fractal functions ; fractional Brownian bridges ; hydrology ; expert input ; mining ; Monte Carlo ; nonstationary ; probability ; random walk ; reservoir engineering ; risk analysis ; sampling ; simulation ; stochastic process ; trajectory ; waste cleanup
    Source: Springer Online Journal Archives 1860-2000
    Topics: Geosciences , Mathematics
    Notes: Abstract This paper describes a new method of analyzing the risk incurred when the outcome of a decision depends on interpolated values, for example, on the flow through an aquifer sparsely sampled for permeability or on the ratio of waste to ore in a mineral deposit sparsely sampled for grade. The method uses large families of interpolations constructed between sample values using adaptations of the well-known midpoint displacement method for generating pseudo-fractional Brownian motion trajectories. The parameters defining each family are chosen interactively by specialists to incorporate their expert knowledge. Each family, or ensemble, then defines a population of values for any global characteristic (functional) such as flow rate or waste ratio. The probabilities of various outcomes are estimated by counting them and calculating their ratios. For example, if 900 out of 1000 are acceptable the chance of success is estimated to be 90%.
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    Mathematical methods of operations research 36 (1992), S. 477-495 
    ISSN: 1432-5217
    Keywords: Cost-oriented assembly line balancing ; heuristic algorithms ; worst-case analysis ; simulation ; NP-completeness ; time complexity
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract Two new heuristic algorithms for solving cost-oriented assembly line balancing problems -the Wage-Rate-Method (WR) and the Wage-Rate-Smoothing-Method (WRS) — are presented and compared with two known heuristics — the Positional-Weight-Method (PW) and the Positional-Weight-Wage-Rate-Difference-Method (PWWD) with respect to their solution qualities. Firstly, the heuristics are outlined and their computational effort is stated. Then, a theoretical worst-case bound for the solution quality is given and the results of an extensive performance study are reported. In the study the heuristics were investigated with respect to their solution quality by solving randomly generated line balancing problems and problems from literature. It can be concluded that PWWD and WRS are generally superior to PW and WR.
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