Tracking customer portfolio composition: A factor analysis approach

In this paper, we address the changing composition of a customer portfolio taking into account actions undertaken by the company to adapt its service offer to market conditions and/or technological innovations. We present a specific methodology to identify clusters of customers in different periods and then compare them over time. The classification process takes into account both qualitative and quantitative aspects of the consumption levels of the services or products offered by the company. The possibility of period‐to‐period variation in the customer portfolio and the service or product offer is also considered, in order to achieve a more realistic scenario. The core of the proposed methodology is related to the family of exploratory factorial and cluster techniques. The customers are classified by using a bicriterial clustering methodology based on ‘tandem’ analysis (multiple factor analysis+cluster analysis of the main factors). The bicriterial approach allows for a compromise between customers' consumption levels (a quantitative criterion) and their consumption/non‐consumption pattern (a qualitative criterion). The evolution of the customer portfolio composition is explored through multiple correspondence analysis. This technique allows visual comparison of the position of different clusters against time and the identification of key changes in customer consumption behavior. The methodology is tested on realistic customer portfolio scenarios for a major telecommunication company. We simulate various scenarios to show the strengths of our proposal. Copyright © 2009 John Wiley & Sons, Ltd.     

The GOWA operator based approach to multiattribute decision making using intuitionistic fuzzy sets

The aim of this paper is to develop a methodology for solving multiattribute decision making (MADM) problems in which weights of attributes and ratings of alternatives on qualitative and quantitative attributes are expressed with intuitionistic fuzzy sets (IFSs). In this methodology, relative membership/satisfaction and non-membership/non-satisfaction degrees are formulated to construct IFSs for numerical values of alternatives on quantitative attributes. Alternatives on qualitative attributes are evaluated using linguistic variables and semantics which are parameterized by IFSs. Hereby, weights and ratings of alternatives on both qualitative attributes and quantitative attributes may be expressed with IFSs in a unified way. The generalized ordered weighted averaging (GOWA) operator is further extended to the situations in which the argument values are IFSs and thus a methodology is developed to solve MADM problems using IFSs. Validity and applicability of the proposed methodology in this paper are illustrated with a real numerical example.     

Large eddy simulation of coherent structures in rectangular methane non-premixed flame

Large eddy simulation of a three-dimensional spatially developing transitional free methane non-premixed flame is performed. The solver of the governing equations is based upon a projection method. The Smagorinsky model is utilized for the turbulent subgrid scale terms. A global reaction mechanism is applied for the simulation of methane/air combustion. Simulation results clearly illustrate the coherent structure of the rectangular non-premixed flame, consisting of three distinct zones in the near field. Periodic characteristics of the coherent structures in the rectangular non-premixed flame are discussed. The predicted structure of the flame is in good agreement with the experimental results. Distributions of species concentrations across the flame surfaces are illustrated and typical flame structures in the far field are analyzed. Local mass fraction analysis and flow visualization indicate that the black spots of the flames are due to strong entrainment of oxygen into the central jet by streamwise vortices, and breaking up of the flame is caused by an enormous amount of entrainment of streamwise vortices as well as stretching of spanwise vortices at the bottom of the flame.     

Multidimensional turbulence spectra – Statistical analysis of turbulent vortices

Strong nonlinear or very fast phenomena such as mixing, coalescence and breakup in chemical engineering processes, are not correctly described using average turbulence properties. Since these phenomena are modeled by the interaction of fluid particles with single or paired vortices, distribution of the properties of individual turbulent vortices should be studied and understood. In this paper, statistical analysis of turbulent vortices was performed using a novel vortex tracking algorithm. The vortices were identified using the normalized Q-criterion with extended volumes calculated using the Biot–Savart law in order to capture most of the coherent structure related to each vortex. This new and fast algorithm makes it possible to estimate the volume of all resolved vortices. Turbulence was modeled using large-eddy simulation with the dynamic Smagorinsky–Lilly subgrid scale model for different Reynolds numbers. Number density of turbulent vortices were quantified and compared with different models. It is concluded that the calculated number densities for vortices in the inertial subrange and also for the larger scales are in very good agreement with the models proposed by Batchelor and Martinez-Bazán. Moreover, the associated enstrophy within the same size of coherent structures is quantified and its distribution is compared to models for distribution of turbulent kinetic energy. The associated enstrophy within the same size of coherent structures has a wide distribution that is normal distributed in the logarithmic scale.     

Numerical simulation of sphere water entry problem using Eulerian–Lagrangian method

This paper looks at the hydrodynamic’s numerical simulation of a free-falling sphere impacting the free surface of water by using the coupled Eulerian–Lagrangian (CEL) formulation included in the commercial software ABAQUS. A 3D model of a sphere with an unsteady viscous transient flow condition is used for numerical simulation. The simulation is performed for sphere with different density. The simulation results are verified by showing the computed shape of the air cavity, displacement of sphere, pinch-off time and depth that agree well with experimental results.     

湍流边界层外区扰动激发近壁区相干结构的一种机制

应用直接数值模拟的方法,研究了湍流边界层近壁区由于外区扰动的作用而导致相干结构产生的问题．结果表明:在湍流边界层近壁区的上边界存在的速度扰动,可以在近壁区内激发出相干结构,从而完善了单个相干结构的理论模型．     

Lagrangian coherent structures,transport and chaotic mixing in simple kinematic ocean models

Methods of dynamical system’s theory are used for numerical study of transport and mixing of passive particles (water masses, temperature, salinity, pollutants, etc.) in simple kinematic ocean models composed with the main Eulerian coherent structures in a randomly fluctuating ocean—a jet-like current and an eddy. Advection of passive tracers in a periodically-driven flow consisting of a background stream and an eddy (the model inspired by the phenomenon of topographic eddies over mountains in the ocean and atmosphere) is analyzed as an example of chaotic particle’s scattering and transport. A numerical analysis reveals a non-attracting chaotic invariant set Λ that determines scattering and trapping of particles from the incoming flow. It is shown that both the trapping time for particles in the mixing region and the number of times their trajectories wind around the vortex have hierarchical fractal structure as functions of the initial particle’s coordinates. Scattering functions are singular on a Cantor set of initial conditions, and this property should manifest itself by strong fluctuations of quantities measured in experiments. The Lagrangian structures in our numerical experiments are shown to be similar to those found in a recent laboratory dye experiment at Woods Hole. Transport and mixing of passive particles is studied in the kinematic model inspired by the interaction of a current (like the Gulf Stream or the Kuroshio) with an eddy in a noisy environment. We demonstrate a non-trivial phenomenon of noise-induced clustering of passive particles and propose a method to find such clusters in numerical experiments. These clusters are patches of advected particles which can move together in a random velocity field for comparatively long time. The clusters appear due to existence of regions of stability in the phase space which is the physical space in the advection problem.     

Monitoring of the Nonlinear Dynamics of Railway Wheelsets

This paper focuses on the identification of dominant coherent structures in the nonlinear dynamic behavior of railway wheelsets by Karhunen-Loève-Transform (KLT). The ultimate goal is the characterization of the rolling quality of railway wheelsets. (© 2005 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

空间一维结构分布动载荷时域识别方法

提出一种适用于空间一维结构分布动载荷的时域识别方法.基于空间分段和时间分段的思想, 推导了载荷时程识别的公式和过程.用MATLAB编写了载荷识别程序,以受分布动载荷简支梁和受随机风载荷输电导线的载荷识别对方法和程序进行验证, 并通过仿真试验研究了噪声对载荷识别的影响.结果表明,该方法对于线性问题有很高的识别精度,对于弱非线性问题能够满足工程应用要求,为分布动载荷时域识别提供了有效的途径.     

关于具有二次相关性收获率的捕食与被捕食系统极限环的存在性分析

讨论了一类两种群具有二次相关性收获率的捕食与被捕食系统,利用常微分定性方法和分支理论,得到了系统平衡点处的性态和极限环的存在性条件,并用Matlab软件对其进行数值模拟,推广了相关文献中两种群捕食模型定性分析的相应结论.     

Numerical simulation of the sedimentation of a tripole-like body in an incompressible viscous fluid

In this note, we discuss the application of a methodology combining distributed Lagrange multiplier based fictitious domain techniques, finite-element approximations and operator splitting, to the numerical simulation of the motion of a tripole-like rigid body falling in a Newtonian incompressible viscous fluid. The motion of the body is driven by the hydrodynamical forces and gravity. The numerical simulation shows that the distribution of mass of this rigid body and added moment of inertia compared to a simple cylinder (circular or elliptic) plays a significant role on the particle-fluid interaction. Apparently, for the parameters examined, the action of the moving rigid body on the fluid is stronger than the hydrodynamic forces acting on the rigid body.     

Rank order data in DEA: A general framework

In data envelopment analysis (DEA), performance evaluation is generally assumed to be based upon a set of quantitative data. In many real world settings, however, it is essential to take into account the presence of qualitative factors when evaluating the performance of decision making units (DMUs). Very often rankings are provided from best to worst relative to particular attributes. Such rank positions might better be presented in an ordinal, rather than numerical sense. The paper develops a general frame work for modeling and treating qualitative data in DEA and provides a unified structure for embedding rank order data into the DEA framework. The existing techniques are discussed and their equivalence is demonstrated. Both continuous and discrete projection models are provided. It is shown that qualitative data can be treated in conventional DEA methodology.     

A stochastic approach for simulating spatially inhomogeneous coagulation dynamics in the gelation regime

We present a stochastic approach for the simulation of coagulation–diffusion dynamics in the gelation regime. The method couples the mass flow algorithm for coagulation processes with a stochastic variant of the diffusion-velocity method in a discretized framework. The simulation of the stochastic processes occurs according to an optimized implementation of the principle of grouping the possible events. A full simulation of a particle system driven by coagulation–diffusion dynamics is performed with a high degree of accuracy. This allows a qualitative and quantitative analysis of the behaviour of the system. The performance of the method becomes more evident especially in the gelation regime, where the computations become usually very time consuming.     

Complex structures and composite models — An essay on methodology

A principal desideratum of a methodology adequate for the task of constructing models of complex military, socio-political phenomena, typified in C3 + I systems as found in theories of command and control, is that such a methodology be capable of capturing both the quantitative and qualitative features that such phenomena exhibit in real-world occurrences. It is our contention that current state-of-the-art tools are deficient in this regard. Which is to say, that while real-world occurrences of complex phenomena clearly exhibit both quantitative and qualitative features, most models concentrate on one aspect, to the exclusion of the other.An approach to the above-mentioned deficiency is outlined in this paper. A program is set forth that treats models of complex phenomena as formal symbolic entities in a first-order language, which in turn is comprised of both logical and proper sets of axioms. Such entities, termed composite structures, permit the distinct, but interrelated, portrayal of the quantitative and qualitative features of a given model within a unified framework of discourse.     

Generalization of simulation results practicality of statistical methods

The major purpose of this paper is to evaluate the practical use of statistical techniques in both the generalization or analysis of simulation results, and the design of simulation experiments. This problem is investigated with the help of a real-life system, namely the container terminus of ECT in Rotterdam. This system is modeled by a simulation program. The relationship between the simulation response and its input variables is modeled by a linear regression model: metamodel or auxiliary model. The paper summarizes regression analysis including generalized least squares which might be used for simulation responses with non-constant variances. The validity of the postulated regression metamodel is tested statistically: F- and t-statistics. The selection of the situations to be simulated, is done through experimental design methodology, permitting both quantitative and qualitative factors. The statistical techniques apply not only to simulation but also to real-life experiments.     

Efficient optimisation of a vehicle suspension system, using a gradient-based approximation method, Part 1: Mathematical modelling

A methodology is proposed for the efficient determination of gradient information, when performing gradient based optimisation of an off-road vehicle’s suspension system. The methodology is applied to a computationally expensive, non-linear vehicle model, that exhibits severe numerical noise. A recreational off-road vehicle is modelled in MSC.ADAMS, and coupled to MATLAB for the execution of the optimisation. The successive approximation method, Dynamic-Q, is used for the optimisation of the spring and damper characteristics. Optimisation is performed for both ride comfort and handling. The determination of the objective function value is performed using computationally expensive numerical simulations.This paper proposes a non-linear pitch-plane model, to be used for the gradient information, when optimising ride comfort. When optimising for handling, a non-linear four wheel model, that includes roll, is used. The gradients of the objective function and constraint functions are obtained through the use of central finite differences, within Dynamic-Q, via numerical simulation using the proposed simplified models. The importance of correctly scaling these simplified models is emphasised. The models are validated against experimental results. The simplified vehicle models exhibit significantly less numerical noise than the full vehicle simulation model, and solve in significantly less computational time.     

Solid structures in a highly agitated bed of granular materials

A series of experiments are described in which bubbles and solid structures are produced in a highly agitated bed of vertically shaken granular materials. To identify the physical mechanisms behind bubbling, three-dimensional simulations of the aforementioned systems are performed on a graphics processing unit (GPU). The gas dynamics above and within shaken granular materials is solved using large-eddy simulations (LES) while the dynamics of grains is described through molecular dynamics. Here, the interaction between the grain surfaces is modeled using the generalized form of contact theory developed by Hertz. In addition, the coefficient of kinetic friction is assumed to depend on the relative velocity of slipping. The results show both a qualitative and a quantitative agreement between simulations and experiments. They imply that the instantaneous formation and failure of granular aggregates could play an important role in the nucleation, growth, departure and collapse of bubbles in shaken granular materials. This promising effort in GPU computing may position the GPU as a compelling future alternative to traditional simulation techniques.     

Polygonal approximation of flows

The analysis of the qualitative behavior of flows generated by ordinary differential equations often requires quantitative information beyond numerical simulation which can be difficult to obtain analytically. In this paper we present a computational scheme designed to capture qualitative information using ideas from the Conley index theory. Specifically we design an combinatorial multivalued approximation from a simplicial decomposition of the phase space, which can be used to extract isolating blocks for isolated invariant sets. These isolating blocks can be computed rigorously to provide computer-assisted proofs. We also obtain local conditions on the underlying simplicial approximation that guarantees that the chain recurrent set can be well-approximated.     

Two-Dimensional Riemann Problems for the Compressible Euler System

Riemann problems for the compressible Euler system in two space dimensions are complicated and difficult, but a viable alternative remains missing. The author lists merits of one-dimensional Riemann problems and compares them with those for the current two-dimensional Riemann problems, to illustrate their worthiness. Two-dimensional Riemann problems are approached via the methodology promoted by Andy Majda in the spirits of modern applied mathematics; that is, simplified model is built via asymptotic analysis, numerical simulation and theoretical analysis. A simplified model called the pressure gradient system is derived from the full Euler system via an asymptotic process. State-of-the-art numerical methods in numerical simulations are used to discern smallscale structures of the solutions, e.g., semi-hyperbolic patches. Analytical methods are used to establish the validity of the structure revealed in the numerical simulation. The entire process, used in many of Majda＇s programs, is shown here for the two-dimensional Riemann problems for the compressible Euler systems of conservation laws     

Nonlocality of Reaction-Diffusion Equations Induced by Delay: Biological Modeling and Nonlinear Dynamics

We present a short survey on the biological modeling, dynamics analysis, and numerical simulation of nonlocal spatial effects, induced by time delays, in diffusion models for a single species confined to either a finite or an infinite domain. The nonlocality, a weighted average in space, arises when account is taken of the fact that individuals have been at different points in space at previous times. We discuss and compare two existing approaches to correctly derive the spatial averaging kernels, and we summarize some of the recent developments in both qualitative and numerical analysis of the nonlinear dynamics, including the existence, uniqueness (up to a translation), and stability of traveling wave fronts and periodic spatio-temporal patterns of the model equations in unbounded domains and the linear stability, boundedness, global convergence of solutions and bifurcations of the model equations in finite domains.