Mesoscopic supply chain simulation

This paper reviews and compares existing approaches for supply chain modeling and simulation and applies the mesoscopic modeling and simulation approach using the simulation software MesoSim, an own development. A simplified real-world supply chain example is modeled with discrete event, mesoscopic and system dynamics simulation. The objective of the study is to compare the process of model creation and its validity using each approach. The study examines advantages of the mesoscopic approach for the simulation. Major benefits of the mesoscopic approach are that modeling efforts are balanced with the necessary level of detail and facilitate quick and simple model creation and simulation.     

The Use of Real-World Computer Models for Computer-Aided Design of Tracking Control Schemes for Induction Motors

The design of tracking controllers for induction motors is usually developed by neglecting the presence of power-supply devices, such as inverters, and measurement apparatuses, e.g., encoders. However, these components represent unmodeled dynamics that are present during the real operating conditions of the induction motor. Since the development of a numerical simulation study represents a low-cost, safe, and fast test to validate the design of tracking control schemes, the need arises to build a computer model of the overall system (i.e., motor, power supply, measurement devices, and tracking controller) as realistic as possible. In this context, the paper describes a computer model for simulation of an induction motor under a tracking control scheme including many real-world effects; namely, encoder's quantization, current sensors' noise, stator current dynamics, presence of a current-controlled voltage-source inverter within a stator current regulator loop, flux observer dynamics, saturation of the control signal, and discrete-time implementation of the control algorithm. The developed computer model is finally used in a case study and the simulation results obtained for an induction motor driving a single-link robotic arm under an H8 tracking control scheme are reported.     

Combining discrete-event simulation and system dynamics in a healthcare setting: A composite model for Chlamydia infection

This paper presents a composite model in which two simulation approaches, discrete-event simulation (DES) and system dynamics (SD), are used together to address a major healthcare problem, the sexually transmitted infection Chlamydia. The paper continues an on-going discussion in the literature about the potential benefits of linking DES and SD. Previous researchers have argued that DES and SD are complementary approaches and many real-world problems would benefit from combining both methods. In this paper, a DES model of the hospital outpatient clinic which treats Chlamydia patients is combined with an SD model of the infection process in the community. These two models were developed in commercial software and linked in an automated fashion via an Excel interface. To our knowledge this is the first time such a composite model has been used in a healthcare setting. The model shows how the prevalence of Chlamydia at a community level affects (and is affected by) operational level decisions made in the hospital outpatient department. We discuss the additional benefits provided by the composite model over and above the benefits gained from the two individual models.     

Supporting strategic conversations: the significance of a quantitative model building process

This paper reports on the use of a quantitative system dynamics simulation model building process that followed on from a ‘soft OR’ strategy making intervention with a top management team. The work was carried out for the Chief Constable and top team of a UK police force. The output of the ‘soft OR’ strategy making process provided the reason for, and so focus of, the simulation model. The focus of the strategic conversation was on exploring the tension between the supply of resources (in this case police officers) and the demands placed on those officers. The project involved a series of strategic conversations with members of the top team that were stimulated through the process of building a system dynamics model. The process was facilitated by two modellers—one focussing on managing the strategic enquiry, while the other considered the implications of the conversation for the construction of the system dynamics model. Through the process of gradually building the system dynamics model, a number of issues and lessons were raised for the development and delivery of effective strategy making and the strategic management of public organisations. In addition there were implications for operational research model building processes, especially when operating at senior levels and within a strategic context.     

A system dynamics model for intentional transmission of HIV/AIDS using cross impact analysis

The system dynamics approach is a holistic way of solving problems in real-time scenarios. This is a powerful methodology and computer simulation modeling technique for framing, understanding, and discussing complex issues and problems. System dynamics modeling and simulation is often the background of a systemic thinking approach and has become a management and organizational development paradigm. This paper proposes a system dynamics approach for modeling the phenomenon of intentional transmission of HIV/AIDS by non-disclosure. The model is built using the Cross Impact Analysis (CIA) method of relating entities and attributes relevant to the risky conduct of HIV+ individuals in any given community. The proposed model uses a hypothetical cross impact matrix that relates pairs of attributes. The factors that impact non-disclosure are identified by simulating the model through dynamic difference equations. After the simulation results are reviewed, two policies are introduced and tested in order to observe the progress in the system state.     

Simulation in manufacturing and business: A review

This paper reports the results of a review of simulation applications published within peer-reviewed literature between 1997 and 2006 to provide an up-to-date picture of the role of simulation techniques within manufacturing and business. The review is characterised by three factors: wide coverage, broad scope of the simulation techniques, and a focus on real-world applications. A structured methodology was followed to narrow down the search from around 20,000 papers to 281. Results include interesting trends and patterns. For instance, although discrete event simulation is the most popular technique, it has lower stakeholder engagement than other techniques, such as system dynamics or gaming. This is highly correlated with modelling lead time and purpose. Considering application areas, modelling is mostly used in scheduling. Finally, this review shows an increasing interest in hybrid modelling as an approach to cope with complex enterprise-wide systems.     

Vehicle dynamics simulations with coupled multibody and finite element models

With the advent of multibody system simulations (MSS) programs, it has become common practice to use computer modeling to evaluate vehicle dynamics performance. This approach has proved to be very effective for predicting the handling performance of vehicles; however, it has proved less successful for predicting the vehicle response at frequencies that are of interest in ride harshness and durability applications. The lack of correlation between theory and experiment can be partially traced back to tire models that are inadequate for rough road simulation. This paper presents a comprehensive vehicle dynamics model for simulating the dynamic response of ground vehicles on rough surfaces. This approach uses a MSS program to simulate the vehicle and a nonlinear FE program for the tires. Parallel processing of the tire models improves the efficiency of the overall simulation. Applications for this technology include vehicle ride and harshness analysis and durability loads simulation. This paper describes the MSS vehicle model, the tire FE model, and the interface which transfers data between the two simulations. Simulation and experiment results for a single tire without a vehicle encountering an obstacle and for a vehicle with four tires driving across a pot hole are presented. Conclusions and opportunities for further research end the paper.     

The design of a database for multiperson decision support

The MEDIATOR approach to implementing negotiation support systems views collaborative decisions as complex, evolving data objects to be managed by an extended database management system. The paper outlines the requirements and a rough design for such a DBMS. Specifically, our approach represents decision problems as multispatial mappings that eventually lead from real-world observations to group utilities. Group decision processes are represented as nested transactions which collaboratively design this mapping data structure, controlled by group communication norms represented as integrity constraints. The paper concludes with some implementation considerations, using a conceptual model base management approach.     

Combining Data Mining and Discrete Event Simulation for a value-added view of a hospital emergency department

While simulation models have furthered understanding of the operations of emergency departments (EDs) and the dynamics of the ED within the healthcare system, they only model patient treatment implicitly, tracing the paths patients follow through the ED. By identifying the core patient treatments provided by the ED and incorporating them into a Discrete Event Simulation model, this paper provides insight into the complex relationship between patient urgency, treatment and disposal, and the occurrence of queues for treatment. The essential characteristics of the presented model are used to indicate a generally applicable methodology for identifying bottlenecks in the interface between an ED and a hospital ward.     

Application of a Performance Based Approach to Economic Valuation of Information

The application of a system dynamics model to establish a monetary value for the management information to be provided by a proposed MIS for the road operations department of a contract motor carrier is described. The information system, management policies and decision rules of the department are modelled. Results from the case study are presented, and an argument is made for generalizing the demonstrated system dynamics approach to economic valuation of information to other organizations.     

The effective communication of system dynamics to improve insight and learning in management education

Experienced exponents of system dynamics in management education appreciate that feedback, non-linearities and delays are ubiquitous, and create difficulties for making intuitive judgements about the dynamic behaviour of business systems. They have applied much effort to solving this problem, offering simple, high-level causal mapping techniques to conceptualise dynamic issues, formal simulation modelling, and simulation-based learning environments. However, the use of these methods is still not extensive, and it is often disconnected from other management development pedagogies.System dynamics is ideally suited to operationalising certain concepts central to the management field, notably the resource-based and competence-based view of strategic management. However, three developments must be made if this potential is to be exploited. Firstly, system dynamics must connect with those established concepts and frameworks in the management field. Secondly, the barriers for managers to appreciate the power of system dynamics must be lowered, to make the method an integral part of the managerial mind-set. Thirdly, managers need help to climb the learning curve of understanding regarding the dynamic behaviour of the business systems they endeavour to manage, through a comprehensive set of resource-mapping and gaming simulation tools.This paper describes how these developments can be implemented, reports on experience of using the resulting learning devices and comments on possible future directions. There is an exciting opportunity for system dynamics to make a major contribution to a new strategy paradigm, based on a dynamic resource-system view of the firm, a perspective that can be extended to other fields in management and to non-business contexts.     

Probabilistic Inductive Classes of Graphs

A unifying framework—probabilistic inductive classes of graphs (PICGs)—is defined by imposing a probability space on the rules and their left elements from the standard notion of inductive class of graphs. The rules can model the processes creating real-world social networks, such as spread of knowledge, dynamics of acquaintanceships or sexual contacts, and emergence of clusters. We demonstrate the characteristics of PICGs by casting some well-known models of growing networks in this framework. Results regarding expected size and order are derived. For PICG models of connected and 2-connected graphs order, size and asymptotic degree distribution are presented. The approaches used represent analytic alternative to computer simulation, which is mostly used to obtain the properties of evolving graphs.     

高校科研创新与管理的演化博弈分析

科学研究是高校的四大重要职能之一,也是一个大学综合实力的重要体现,高校对教师科研创新的激励政策和管理对全校科研氛围至关重要。以参与人有限理性为前提,本文首先分析了高校当前体制环境下影响科研工作者和管理部门决策的因素,基于演化博弈视角建立高校科研工作者与管理部门之间行为的博弈支付矩阵,构建了相关行为的复制动态方程,然后,基于演化博弈理论研究了科研人员和管理部门行为的演化路径以及影响演化的因素,研究得出了科研人员个体不同策略选择对群体行为产生的影响。为系统化、定量化的研究科研创新行为,本文基于Matlab GUI平台对科研创新与管理进行了演化仿真。系统分析了不同的初始条件和决策参数对演化结果的影响。本文的分析方法可为高校及科研管理部门提供决策支持,以适时采取适度的奖励政策,引导科研向高水平方向演化,提高高校的科研创新水平。     

On a Resurgence of Management Simulations and Games

The past few years have seen a significant resurgence of interest in ‘management games’ and ‘management flight simulators’, one particularly active source of such work being the system dynamics community. After proposing a distinction between games and simulations, this paper provides some background to these developments by briefly describing the historical roots of the field and the fundamental ideas of the system dynamics community, which are now giving rise to ‘microworlds’. The training advantages of management simulations and games are then discussed. The paper closes with a note on the research and findings of the system dynamics field and by offering some words of warning on the perils of simulation and game use. Two scenarios for how the use of simulations and games as management education devices might develop in the future are proposed. An Appendix describes five examples of very different types of management simulations and games.     

Modelling of closed-chain manipulators on an excavator vehicle

The main focus of this paper is to develop a physics-based model for a closed-chain manipulator in an excavator vehicle. The derivation of closed-chain manipulator dynamic equations with a structure similar to open-chain manipulator equations is an important research problem, particularly with reference to controller design. In this paper, an approach for deriving closed-chain manipulator equations with an open-chain structure, based on trigonometric t-formulae, is presented. Holonomic loop closure constraints are employed in order to derive the closed-chain mechanism dynamics from the reduced system dynamics. The closed-chain equations, with a structure similar to serial link equations, are presented. The model incorporates the dynamic properties of the manipulator and bucket. The dynamic model for the excavation system is validated against measured data obtained from a full-scale closed-chain excavator vehicle. A dynamic model is important for the design of control strategies for trajectory tracking, a key requirement for automating the excavation task. It is noted that even though the results presented in this paper are focused on a particular excavator vehicle, the research is generic and can be adapted to any closed-chain manipulator.     

Neural networks for a class of bi-level variational inequalities

In this paper, a class of bi-level variational inequalities for describing some practical equilibrium problems, which especially arise from engineering, management and economics, is presented, and a neural network approach for solving the bi-level variational inequalities is proposed. The energy function and neural dynamics of the proposed neural network are defined in this paper, and then the existence of the solution and the asymptotic stability of the neural network are shown. The simulation algorithm is presented and the performance of the proposed neural network approach is demonstrated by some numerical examples.     

A Hybrid Model for Pricing and Hedging of Long-dated Bonds

Abstract

Long-dated fixed income securities play an important role in asset-liability management, in life insurance and in annuity businesses. This paper applies the benchmark approach, where the growth optimal portfolio (GOP) is employed as numéraire together with the real-world probability measure for pricing and hedging of long-dated bonds. It employs a time-dependent constant elasticity of variance model for the discounted GOP and takes stochastic interest rate risk into account. This results in a hybrid framework that models the stochastic dynamics of the GOP and the short rate simultaneously. We estimate and compare a variety of continuous-time models for short-term interest rates using non-parametric kernel-based estimation. The hybrid models remain highly tractable and fit reasonably well the observed dynamics of proxies of the GOP and interest rates. Our results involve closed-form expressions for bond prices and hedge ratios. Across all models under consideration we find that the hybrid model with the 3/2 dynamics for the interest rate provides the best fit to the data with respect to lowest prices and least expensive hedges.     

Numerical and physical modeling of the dynamics of the Lorenz system

This paper describes a modification of the method of power series for the construction of approximate solutions of the Lorenz system. The results of a computer-aided simulation are presented. Also, physical modeling of the dynamics of the Lorenz system for processes occurring in an electric circuit is considered.     

System dynamic modelling and simulation of hydrodynamic machines

A graph-theoretic framework for the dynamic simulation of hydrodynamic (both axial and radial flow) machines is presented in this article. The physics based analytical models are developed by considering the dynamics of the hydraulic fluid flow and its interaction with the mechanical components. A linear graph is used to capture the topology of the system and the interconnection of the constituent components. Using the graph-theoretic framework, a dynamic model of an automotive hydrodynamic torque converter is developed to simulate its behaviour under different flow conditions. The ability of the model to capture different features of the torque converter will also be demonstrated by simulation. The simulation results are compared with and validated by experimental results in the literature.