# Forthcoming articles

International Journal of Simulation and Process Modelling

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 International Journal of Simulation and Process Modelling (20 papers in press)  Regular Issues  Multi-agent financial market simulation: evolutionist approach   by Badiâa Hedjazi, Mohamed Ahmed-Nacer, Samir Aknine, Karima Benatchba Abstract: Financial markets are complex systems consisting of entities interacting and evolving in an uncertain environment. Their modelling and simulation requires the use on the one hand of a suitable technology, that is multi-agent systems (MAS), to model the various actors of a market, and on the other hand the evolutionary game theory to formalize interactions and heterogeneous investment strategies. The goal of this paper is to model, simulate and analyse financial markets dynamics. For this purpose, we propose three market models (fundamentalist, strategic, conventionalist) summarizing various facets of real market speculation depending on the information held and the price formation process chosen by the investors. Each model is built using a multi-agent system. Moreover, investors' agents are modelled by classifier systems that are advanced structures to study their evolutionary and adaptive aspects. Keywords: financial market; multi-agent system; simulation; classifier system; evolutionary game theory  A comparison of process modelling methods for healthcare redesign   by Gillian Mould, John Bowers Abstract: Two process modelling methods (pathway mapping and simulation), commonly used in healthcare redesign, are compared. A framework for assessing modelling capability is developed with the aid of the literature. This framework is used to compare the hard and soft modelling capabilities of the modelling methods in two healthcare redesign case studies. The first case study is the redesign of an emergency department and the second case study concerns orthopaedic outpatient clinics. It is found that pathway mapping is the most appropriate tool for the redesign of complex healthcare systems as in the case of the emergency department, where it is accessible to a wide range of users and promotes the understanding of the whole system. However, for simpler, well-defined systems, such as an outpatient clinic, simulation offers the further capability of predictive assessment, which is valuable for a full quantitative evaluation of alternative redesign options Keywords: process modelling simulation, pathway mapping, emergency department, outpatient clinic.   An agent-based simulation study for exploring organization design under environmental uncertainty   by Huanhuan Wang, Bin Hu, Hu Li Abstract: This study discusses the relationships between the Chinese environment and project-based organization (PBO) based on the perspective of contextuality of organization design. First, the background of organizations in the construction engineering consultancy area (EC-PBO) is introduced, and factors that affect their performance are analysed. Then a simulation model is proposed based on the NK model and the complementarity framework. This proposed simulation model can quantify the contextuality and special environmental factors. An agent-based simulation system is developed. Based on the simulation experiments, a coherent proposal complementary to the conventional wisdoms is made for organization design under Chinese environmental conditions. Finally our proposed simulation model is verified through empirical research. Keywords: contextuality; complementarity framework; agent-based simulation; project-based organization  Lyapunov function of SIR and SEIR model for transmission of dengue fever disease   by Syafruddin Side, Mohd Salmi Md Noorani Abstract: In this paper, we construct a new Lyapunov function for a variety of SIR and SEIR model in epidemiology. Lyapunov functions are used to show that when the basic reproduction ratio is less than or equal to one, the disease-free equilibrium is globally asymptotically stable, and when the basic reproduction ratio is greater the one, the endemic equilibrium is also globally asymptotically stable for both models. Keywords: dengue fever; Lyapunov function; stability   Intelligent agent based simulation for supporting operational planning in country reconstruction   by Agostino G. Bruzzone Abstract: This paper proposes the development of conceptual models for supporting operational planning in complex scenarios characterized by critical issues such as natural disasters, crises, asymmetric warfare, etc. In this context, its fundamental to take into consideration social and psychological aspects, so the authors developed a special kind of IA (Intelligent Agents) driving CGF (Computer Generated Forces), specific for the normalization and stabilization phase, with particular focus on CIMIC and PSYOPs operations, in order to consider the human aspects as well as the impact of social networks on this context as further development of their IA-CGF. The research provides an overview about conceptual models to be implemented in a simulator for supporting CIMIC and PSYOPs operations planning during stabilization and normalization phases in country reconstruction. The authors propose the general architecture of the simulator, focusing on objects attributes and features and VV&A (Verification, Validation and Accreditation) process. Keywords: intelligent agent, country reconstruction, operational planning, simulation, CIMIC, PSYOPs  Interoperable simulation for asymmetric threats in maritime scenarios: a case based on virtual simulation and intelligent agents   by Alberto Tremori, Marina Massei, Francesca Madeo, Andrea Reverberi Abstract: This paper analyses the evolution of a complex scenario for security, focusing on the maritime environment, in particular coastal areas and harbours. New technologies provide an effective support in this asymmetric framework for situation awareness and threat assessment. Interoperable simulation, Intelligent Agents Computer Generated Force (IA_CGF), and data fusion are techniques that allow the users to obtain efficient awareness on the general on-going situation in real time and to support decision-making over complex scenarios. This paper provides an overview of a combined approach using interoperable modelling and simulation and data fusion techniques to analyse complex scenarios involving asymmetric marine environments; the idea to use intelligent agents as a driver for computer generated forces is a very critical aspect for modelling scenarios in which many entities interact (i.e. commercial and nautical traffic around a port). Keywords: maritime and harbour security, human behaviour modelling, computer generated forces, data fusion  HLA-based real time distributed simulation of a marine port for training purposes   by Marina Massei, Alberto Tremori, Simonluca Poggi, Letizia Nicoletti Abstract: This paper discusses critical issues related to cooperative training in a synthetic environment based on a network of simulators operating in the same virtual world. The authors propose an HLA-based Real Time Distributed Simulation, ST-VP (Simulation Team Virtual Port Simulator), for Training purposes, taking into account the operators' training and education, handling safety, and operative efficiency. The simulators, including full motion simulators and low-cost training workstations, cooperate and share the virtual environment based on a high level architecture. By this approach, it is possible to apply a distributed simulation to a relevant number of entities and proceed with low-cost training sessions in cooperative operations in intermodal terminals. Keywords: interoperable simulation, HLA, training, virtual environment  Special Issue on: "Multidisciplinary Approach to Complex Systems Design and Management Modelling and Simulation-based Methodologies and Tools" Petri nets with exclusive entities for decision making   by Juan Ignacio Latorre, Emilio Jimenez Abstract: The design of discrete event systems (DES) can be seen as a sequence of decisions leading to a final product that complies with a set of specifications and operates with efficiency. These decisions usually include the choice among a set of alternative structural configurations for the DES. This paper discusses the formalization of a decision problem based on a DES into an optimisation problem, stressing and making explicit the exclusiveness between alternative structural configurations. This approach broadens and improves the classical methodology for solving the mentioned problems with new ideas and techniques. A significant advantage achieved consists of increasing the efficiency of the solving techniques by removing redundant information in the Petri net model of the DES and by unifying the solution space. Keywords: decision support system; discrete event system ;DES; Petri nets; PN; exclusive entities; optimisation; undefined parameters; parametric Petri nets; decision making; alternative Petri nets; undefined Petri nets; compound Petri nets.  On the short period production planning in industrial plants: a real case study   by Francesco Longo Abstract: The present research work proposes a simulation-based tool for the short period production planning in industrial plants. The tool has been specifically developed for a real manufacturing system that produces high pressure hoses in the south of Italy. During the developmental phase an advanced simulation approach, based on programming code and tables for information storage, has been adopted. As a result the proposed modelling architecture ensures flexibility and high computational efficiency and allows comparing the system performances under different production planning scenarios obtained by applying dispatching rules, genetic algorithms and ant colony optimization algorithms. The suitability of the simulation outputs is ensured by the verification and validation activities carried out in the developmental phase; furthermore, specific subroutines allow the full integration of the simulation model with the company ERP system. Keywords: shop order scheduling, discrete event simulation, genetic algorithms, dispatching rules.  Multicriteria approach for process modelling in strategic environmental management planning   by Antonella Petrillo, Fabio De Felice Abstract: The objective of this paper is to propose a multicriteria methodological approach based on the Analytic Network Process methodology (ANP) in order to examine the scope and feasibility of a process modelling integrated with public participation for environmental assessment. In fact, environmental challenges decisions are often characterised by complexity, irreversibility and uncertainty. Much of the complexity arises from the multiple-use nature of goods and services, difficulty in monetary valuation of ecological services and the involvement of numerous stakeholders. From this point of view, multicriteria techniques and process modelling are considered as a promising framework to take into account conflictual, multidimensional, incommensurable and uncertain effects of decisions explicitly. In particular, the integration of ANP with tools for public participation and process modelling poses certain methodological challenges, but provides an innovative approach to designing the scope of the environmental assessment and defining and assessing alternatives. Keywords: process modelling, ANP, public participation; multicriteria decision-making, environmental assessment   Measuring degree-dependent failure in scale-free networks of bipartite structure   by Yilun Shang Abstract: We study degree-dependent failure in networks consisting of two types of node with edges running only between nodes of unlike type. Both types of node are assumed to have scale-free degree distributions. These networks are called as scale-free bipartite graphs, which appear in many real-life networks. In this paper, we measure the network robustness and fragility based on a recently proposed spectral measure, natural connectivity, which is an average eigenvalue obtained from the graph spectrum. During the edge removal process, an edge between nodes with degrees $k$ and $l$ is retained with a probability proportional to $(kl)^{-\alpha}$, where $\alpha>0$ is a biased exponent so that the most connected nodes are depreciated first. A clear division between robust regime and fragile regime can be extracted based on natural connectivity by tuning the exponent $\alpha$. The theory is verified by numerical simulations. Keywords: natural connectivity; Estrada index; scale-free networks; percolation; bipartite networks.  On the use of estimated tumour marker classifications in tumour diagnosis prediction: a case study for breast cancer   by Stephan Winkler, Michael Affenzeller, Gabrial Kronberger, Michael Kommenda, Stefan Wagner, Viktoria Dorfer, Witold Jacak, Herbert Stekel Abstract: In this paper we describe the use of tumour marker estimation models in the prediction of tumour diagnoses. In previous work we have identified classification models that can be used for estimating tumour marker values on the basis of standard blood parameters. These virtual tumour markers are used in combination with blood parameters for learning classifiers that are used for predicting tumour diagnoses. Several data-based modelling approaches implemented in HeuristicLab have been applied for identifying estimators for selected tumour markers and cancer diagnoses: linear regression, k-nearest neighbour learning, artificial neural networks, and support vector machines (all optimized using evolutionary algorithms) as well as genetic programming. We have applied these modelling approaches for identifying models for breast cancer diagnoses; in the results section we summarize classification accuracies for breast cancer, and we compare classification results achieved by models that use measured marker values as well as models that use virtual tumour markers. Keywords: evolutionary algorithms; medical data analysis; tumour marker modelling; data mining.  Modelling of aerodynamic flutter on a NACA 4412 airfoil wind blade   by Drishtysingh Ramdenee, Adrian Ilinca, Ion Sorin Minea, Hussein Ibrahim Abstract: Study of aero elastic phenomena on wind turbines (WT) has become a very important issue when it comes to safety and economic considerations as WT tend towards gigantism and flexibility. At the Wind Energy Research Laboratory (WERL), several studies and papers have been conducted and published, all focusing on Computational Fluid Dynamics (CFD) approaches to model and simulate different aero elastic phenomena. Despite very interesting obtained results, CFD is very costly and difficult to be directly used for control purposes owing to consequent computational time. This paper describes a complementary lumped system approach to CFD to model flutter phenomena. This model is based on a described Matlab-Simulink model that integrates turbulence characteristics as well as characteristic aerodynamic physics. From this model, we elaborate on flutter eigen modes and eigen values in an aim to apply control strategies and relate ANSYS-based CFD modelling to the lumped system. Keywords: flutter, aero elasticity, computational fluid dynamics, vibration, wind turbines, fluid-structure interaction, lumped system, Matlab-Simulink, CFX, ANSYS  Special Issue on: "Simulation and Process Modelling in Safety and Emergencies" Dynamics of Software Systems projects during the Requirements Process Improvementby Aminah Zawedde, Ddembe Williams Abstract: Requirements process improvement (RPI) in software systems projects has received much attention by both researchers and practitioners. RPI is aimed at systematically controlling changes in the requirements process and making improvements that result in good quality requirements specifications at reduced costs and delivered within the specified schedule. RPI activities are dynamic and complex processes managing all changes to the requirements process. Therefore, in order to meet customer, business and regular industrial needs, organizations need to have an effective RPI that will result in quality requirements, work within the stipulated budget and schedule. This paper explores the dynamics that exists among the factors that influence a successful RPI in order to provide the understanding required to explain how the underpinning process attributes affect the quality and associated costs of the RE specification delivered to the customer. A systematic approach for RPI has been used to provide the understanding required by process improvement teams in order to effectively undertake process improvement. The authors contend that the developed system dynamics based quality-cost RPI model is a generic framework for an effective approach to RPI. The model allows a systematic inquiry that yields explanations and provides RPI stakeholders with a common decision making framework. The model was validated by practicing process improvement consultants and managers and makes a contribution towards understanding the quality-cost dynamics of requirements process improvement. Keywords: software systems; cost; quality; schedule; RPI; System Dynamics Modelling  Special Issue on: "Research Challenges in Developing Advanced Solutions in Industry and Supply Chains Modelling and Simulation for Building 21st Century Enterprises" Optimizing plant layout decisions based on emulation models: technical framework and practical insights   by Robert Schoech, Susanne Schmid, Christian Hillbrand Abstract: Planning, implementation and operation of cut-to-size plants are very costly and time-consuming processes. Due to various possible combinations of plant building blocks and because each plant is designed as a uniquely customized system, the complexity of these plants can be enormous. Hence, the decisions to be taken within the planning process very often exceed human cognitive limits. Therefore, this paper describes a decision supporting approach based on discrete event simulation, which enables the planner to model, emulate, simulate and animate the plant processes. This in turn facilitates exact forecasts of the attainable performance. Based on the proposition of a generic system architecture for this decision support system (DSS), we provide possible solutions for processing of control system orders and task handling in the simulation environment. These mechanisms have been implemented and validated. This article describes a case study of the designed DSS within the plant planning process at a large German kitchen manufacturer. Finally, we discuss the opportunities arising from this approach as well as its future potential. Keywords: discrete event simulation; emulation; central hierarchical control systems; decision support system; cut-to-size plants; plant engineering  Advanced design of the pasta drying process with simulation tools   by Mattia Armenzoni, Federico Solari, Davide Marchini, Roberto Montanari, Eleonora Bottani, Giuseppe Vignali, Gino Ferretti Abstract: This work aims at investigating the industrial drying process of pasta. The analysis carried out consists of two parts. First, a scientific method, called Finite Difference Model (FDM), was applied to the drying process of pasta, with the purpose of developing a simulation model able to reproduce the process. The model was implemented under Microsoft ExcelTM, through an ad hoc spreadsheet that automatically calculates the trend of temperature and moisture as a function of time for a simple cylindrical product of infinite length (i.e., spaghetti). The results obtained from the Microsoft ExcelTM simulator were then validated by means of: 1. The comparison with a real industrial case; 2. The comparison with the results provided by Computational Fluid Dynamics (CFD) software, called Tdyn Multiphysics (for the thermal results). In the second part, we analysed the industrial equipment used for the drying process, i.e. the static dryer. A CFD model was developed with the commercial software Tdyn Multiphysics, with the purpose of assessing the performance of four different layouts of a static dryer for pasta. The ultimate aim is to investigate the performance of the drying process as a function of the dryer configuration in order to optimize it. Keywords: static dryer; pasta; FDM analysis; CFD analysis, simulation  Analysis of demand-supply interaction and inventory buildup strategies for products with short life cycles   by Adriano Solis, Rong Pan, Bixler Paul, Letizia Nicoletti Abstract: Revenues and profits from short life cycle products will depend upon careful formulation and execution of production plans in response to demands in the marketplace. This research contributes to the development of the production and inventory buildup strategies for short life cycle products under different demand-supply scenarios. A modified Bass diffusion model is used to characterize the product demand pattern with consideration of demand-sales interaction. We develop cost models based on production costs, inventory carrying costs, backlog costs, and cost of lost sales for a number of different production scenarios. The optimal production rate is obtained by minimizing the total cost. We also investigate the benefit of an initial buildup of inventory before the products sales period starts. Keywords: short life cycle products; innovation diffusion; demand-supply interaction; inventory buildup; delayed product roll-out.  Special Issue on: "ICLS-2012 Simulation and Processing of Large Scale Systems" ComplexSim: a flexible simulation platform for complex systems   by Fabrizio Messina, Giuseppe Pappalardo, Corrado Santoro Abstract: This paper describes ComplexSim, a C-based simulation platform to support the study of P2P systems and complex networks. Its architecture is based on two layers: the Parallel Simulation Kernel manages the execution of simulations on SMP systems, by supporting the definition and the scheduling of tasks and events with a clean API; the Complex Network Data & Runtime manages the definition of a complex network as a graph of entities with user-defined attributes and runtime behaviour. The paper describes ComplexSim architecture as well as the provided API. Moreover, some experimental results are reported, showing that, also in the case of huge complex networks having hundred million nodes, ComplexSim features better performances, in terms of memory consumption and processing times, with respect to similar solutions. Keywords: complex networks; complex systems; peer to peer; overlay networks; simulations; pthreads; threads; symmetric multiprocessor systems; SMP; parallel programming; application programming interface; API; dynamic graphs; memory consumption; processing time.  Concurrent simulation in the cloud with the mJADES framework   by Antonio Cuomo, Massimiliano Rak, Umberto Villano Abstract: In this paper we discuss the design and implementation of mJADES, a new simulation engine that runs on top of an ad-hoc federation of cloud providers and is designed to perform multiple concurrent simulations. These features make mJADES an attractive environment for the simulation of complex systems, in which it is often desirable to perform many simulation runs, either for statistical validation or to compare the system behaviour in several different conditions. Given a set of simulation tasks, mJADES is able automatically to acquire the computing resources needed from the cloud and to distribute the simulation runs to be executed. Keywords: discrete-event simulation; cloud computing; concurrency; platform-as-a-service; process-oriented simulation  Special Issue on: "Special issue on Multidisciplinary Approach to Complex Systems Design and Management Modelling and Simulation-based Methodologies and Tools" Bayesian knowledge modelling for healthcare practices   by Eugene Santos, Keum Joo Kim, Fei Yu, Deqing Li, Joseph M. Rosen Abstract: Healthcare situations are ever increasingly complex that team performance can easily deteriorate when medical procedures are delivered by teams composed of individuals having different intentions. In fact, medical errors resulting in catastrophic outcomes are often due to the conflicting goals, plans, or intentions among those individuals. In order to improve this situation, we propose a computational framework to model and simulate the healthcare professionals decision-making processes. We also provide a methodology to evaluate team performance by analyzing gaps among individuals whose goals are deduced from their perceptions and observations based on intent inferencing. In particular, we focus on the dynamic change of the healthcare professionals decision making processes when the patient condition is changing over time while accounting for the various providers individual differences. Understanding, analyzing and aiding individuals to make better decisions for improving patient safety by providing a state-of-the-art computational approach is our ultimate research goal. Keywords: healthcare team; intent inferencing; clinical decision-making; gap analysis; medical error