Showing posts with label dynamical systems. Show all posts
Showing posts with label dynamical systems. Show all posts

Saturday, September 12, 2015

Human Migration Networks, the Refugee Crisis, and Operations Research

The refugee crisis in the Middle East, especially from Syria,  and Europe has been a top news story for many weeks now. The coverage has been extensive and the below graphic is compliments of USA Today.
The migrant crisis has been escalating especially the past several weeks with refugees, thousands from Syria, arriving in Greece, usually now by boat from Turkey, and then following land routes, sometimes with the assistance of various governments, to their ultimate destinations. Some have specific country preferences because they may have friends or relatives in certain locations or they have heard good things about a particular country. Germany, for example, has been identified as a final point for many because of its prosperity and also the welcome that Angela Merkel has been extending.

There have also been news articles that have included interviews with refugees who do not want to go to specific countries.

This crisis with the suffering children and families risking their lives and giving up their countries in order to escape war and strife resonates with everyone and it has become also a humanitarian crisis because of the extraordinary numbers of refugees. The crisis has been called by some Europeans as the biggest one since World War II.

In reading about the crisis and also taking to many European friends and researchers as well as practitioners about it I could not help but go back to some of my earlier work on human migration networks.

Many of my doctoral students come from different countries and, ultimately, they settle somewhere as either academics or industry professionals. My second doctoral student, Jie Pan, whose dissertation I co-supervised with Professor Alexander Eydeland, was from China and he was brilliant. In fact, his English was so good that he ended up teaching math courses at Amherst College. His dissertation was titled: "Variational inequalities in the modeling and computation of spatial economic equilibria: Structural reformulations and the method of multipliers," Department of Mathematics and Statistics, University of Massachusetts Amherst, 1992. We published papers in Operations Research, Operations Research Letters, and the European Journal of Operational Research.

Together we also did a lot of work on human migration networks. My first paper on the topic was published in Economic Letters. Since I was always fascinated by transportation and networks, studying migration was a natural application for me (and I was born in Canada so I am also a migrant, in a sense). In that paper, however, there were no costs associated with migration, which is actually a huge issue especially now in terms of the refugee crisis.  I followed up with several papers in which migration costs were introduced as well as class transformations.

With Jie Pan, we wrote a paper that modeled migration as a chaining phenomenon and also integrated Markov chains and variational inequalities.  In essence, humans can continue to migrate, which we expect to see in the migration crisis in the future. If those who locate in a certain location are not happy, then they will eventually move if the costs associated with migration are not too high relative to the utility gain. Humans compare the utilities of where they are at with the utility of another destination and include also the "transportation" or translocation cost in making their decisions.  Our paper, "Using Markov chains to model human migration in a network equilibrium framework," was published in Mathematical and Computer Modelling and, propitiously, today, I found out that the journal has made the paper available online for free, which is great.

We established in this paper that a stable population distribution is shown to exist under certain assumptions.

Other operations  researchers, who have a passion and inquisitiveness as to how people move in the long-term and where they settle,  have also used our variational inequality framework to build other human migration network models.

Sadly,  Jie Pan died at age 36. He had been diagnosed with lupus and traveled for treatment to China where he passed away. He had achieved promotion and tenure at St. Joseph's University in Philadelphia.  I also co-authored a paper with him (posthumously) while I was a Fellow at Radcliffe on evolution variational inequalities, projected dynamical systems, and human migration. The world lost a brilliant operations researcher, husband, and father.

Amazingly, the work that we did on human migration networks is now being used also in ecology especially in the case of the migration of fish!

Monday, December 9, 2013

For the Love of Networks

When the invitation came from Dr. Adilson Motter to speak at the 2013 Network Frontier Workshop that he was organizing at Northwestern University I was very intrigued, even though the workshop was to take place in early December. Since I live (most of the time) in Massachusetts, I have experience with cold weather but, for some reason, that cold on Lake Michigan is quite unique.

But, since I love researching networks and teaching about the subject and find it one of the most powerful of scientific topics in bridging disciplines, of course, I said "yes!"

This workshop, which was a huge success, and I am still savoring the talks and discussions as well as the people that I met, was a three-day event, that took place last week, December 4-6, highlighting leading-edge research on complex networks. According to the workshop website: Participants working on innovative aspects of complex systems will communicate recent results and ideas relevant to fields as diverse as brain, climate, and socio-technological research. Sessions will include theory and applications of nonlinear dynamics and statistical physics in the context of synchronization, cascades, transportation, control, and failure recovery in complex dynamical systems.

The program, which featured talks on applications ranging from climate science to brain physiology and envisioning the future Internet (my topic) can be downloaded here.  The list of invited speakers can be viewed here.  Invited speakers were from the US, Europe, and Asia, and one industrialist told me that he flew in from China just to hear me speak. I hope that I did not disappoint.

I loved the applications described as well as the methodologies, which included innovations in dynamical systems and control theory applied to networks.

Thanks to Dr. Motter  and his team at the Northwestern Institute for Complex Systems (NICO) for putting this great workshop together. You succeeded in bringing researchers, practitioners, and students together to Evanston in December for the love of networks!

Below are some photos that I managed to take even though, honestly, my digital camera seemed to freeze (although I had charged it before flying out to Chicago).

The lunches and refreshments were delicious!

And, today, UMass Amherst has delayed its opening until noon because of the inclement weather but since we are interviewing a candidate for a faculty position, I will be going in. This afternoon, we are having our annual Isenberg Reindeer Seminar in the Isenberg School of Management atrium, which is a holiday party but first there will be a Personnel Committee meeting to attend. Never a dull moment in academia!



Tuesday, September 3, 2013

Information on the Network Frontier Workshop at Northwestern University

Nothing is cooler or more fascinating than Networks!

When I received the invitation from Professor Motter of Northwestern University to speak at the upcoming 2013 Network Frontier Workshop, I had to accept. 

Professor Motter recently received the Erdos-Renyi Prize in Network Science, so congratulations are also in order!

I like the workshop poster and am featuring it above to generate more interest.  The website is now live.


For all of you who love the interdisciplinary unifying power of networks, I hope that you can join us!

The below from the poster announcement is captivating!

The Network Frontier Workshop 2013  is a three-day event highlighting leading-edge research on complex networks. Participants working on innovative aspects of complex systems will communicate recent results and ideas relevant to fields as diverse as brain, climate, and socio-technological research. Sessions will include theory and applications of nonlinear dynamics and statistical physics in the context of synchronization, cascades, transportation, control, and failure recovery in complex dynamical systems.


Tuesday, October 9, 2012

The Coolness of Dynamical Systems and Equilibrium Analysis -- from Economics to Ecological Systems to Even Sleep!

I work on systems and have beem fascinated by systems, especially network systems, since I was a child.

Who does not love transportation, for example -- from riding busses and trains, to flying, to trying out a motorcycle or a convertible?

I am especially intrigued by how actions of many individuals affect the outcomes in systems and have worked on large-scale transportation network models, food supply chains, and even ecological predator-prey networks.

I use such methodologies as network theory, optimization theory, multicriteria decision-making, game theory, as well as variational inequality theory and projected dynamical systems theory (which I helped to develop). in my research. The applications that I focus on are often of interest to many disciplines from operations research and management science to economics and engineering.

In studying complex systems,  equilibrium analysis may be interpreted as a generalization of optimization theory. Essential to such analysis is also capturing and understanding the underlying dynamics since deicison-makers interact over space and time.

Steven Strogatz's piece in The New York Times  is so beautifully written that it deserves mention and I will digress from finishing up a paper, for this reason.

I am seated in my lovely office at the School of Business, Economics and Law at the University of Gothenburg, in Sweden, where I am spending part of my sabbatical and I have been writing about my wonderful experiences here.

Strogatz, in his essay, not only points out the importance of equilibrium analysis in many different systems from the ones that are more apparent, such as those in economics, and in ecology, but also regarding sleep.

In his beautifully written piece, he captures the elegance of mathematics and how it can explain important phenomena and focuses on catastrophe theory!

When mathematics combines with fascinating applications and great writing we can say that man has evolved to a level that we should be celebrating!

Do the math or, at least, appreciate it and its powers,  and continue to see the wonders in our world!

Tuesday, September 25, 2012

Competing with Quality

In a recent blogpost, I wrote about time-based competition, and how supply chain network firms could gain a competitive advantage through quantifying the time associated with their supply chain network activities from production through delivery to their customers and how they could compete with time.

Quality is another dimension that is essential to excellence whether in the product or the services domain.

Just last weekend, my husband and I drove through the countryside to one of our favorite breakfast places, located in Ashfield, Massachusetts, close to a beautiful lake, where we purchase the best baguettes outside of Paris. We had been there several times before but this time when it took almost an hour to get our eggs and toast, it was clear that something had happened to the quality of service.

I watched the waitress, who,  rather than bringing a full order to a table, walked back and forth to just deliver a single cup of coffee at a time. Was this a work slowdown that we were experiencing  or some interesting work dynamics? As someone who works on optimizing business and other processes and really cares about efficiency, this was painful to watch and our stomaches were growling. I, finally, went up to the waiter, who was responsible for the customers in the other room,  and put in our order.

The displeasure was notable and once the order finally arrived the manager came by and said that we would not be charged for our breakfast. Indeed, the quality of the experience was so low, that the only fair price was ZERO! Of course, we tipped the waiter and the manager saw this.

We have been doing a lot of research on supply chain network competition and that was the major theme in the Supply Chain Network Economics book that I wrote while I was a Radcliffe Institute for Advanced Study Fellow at Harvard University on my previous sabbatical.

How firms compete not only on the differentiated products that they produce but also on the quality of their products and how the underlying network economics of the competition evolves and leads to prices, quality levels, and product flows, is a topic that has fascinated me and my students lately.

Indeed, quality is emerging as an important feature/characteristic in numerous products, ranging from food to pharmaceuticals  to durable manufactured products such as automobiles to high tech products, including microprocessors and even services associated with the Internet. It has been argued that firms, in reality, do not differentiate their products to make them different, or to give consumers more variety but, rather, to make them better so that consumers purchase the firm’s product. Moreover, although the differentiated product may even cost more to produce, it may result in higher profits since consumers may be drawn to such products. Hence, quality is implicit in product differentiation.

In a recent paper, "A Dynamic Network Oligopoly Model with Transportation Costs, Product Differentiation, and Quality Competition," Anna Nagurney and Dong Li, which we will be presenting at the upcoming INFORMS conference in Phoenix, Arizona, and at the North American Regional Science Association Conference on Ottawa, Canada, we developed a supply chain network oligopoly model with differentiated products and quality levels. The framework is that of Cournot-Nash competition in which the firms compete by determining their optimal product shipments as well as the quality levels of their particular products. In addition to the model development, we obtained stability analysis results, and also proposed a discrete-time algorithm for the dynamic tracking of the continuous-time trajectories of the firms’ product shipments and quality levels over time.

The static and dynamic network models that we constructed in this paper generalize former models in several
significant ways, while retaining the spatial component in that:

(1). We consider product differentiation;
(2). We incorporate quality levels associated with the individual firms’ products, as strategic variables, along with the product shipments, and we include the associated total costs as well as appropriate demand price functions at the demand markets, and
(3). We capture the critical transportation costs associated with linking the production side with the demand markets via a network.

In addition, we provided both qualitative analysis as well as an algorithmic scheme, along with numerical examples, which is made possible through projected dynamical systems theory, which can handle constraints and the associated discontinuities, unlike classical dynamical systems theory. Projected dynamical systems was the topic of the book that I wrote with Dr. Ding Zhang. It was the second volume in the International Series in Operations Research & Management Science.

Sunday, June 24, 2012

Supernetwork Center Associates to Speak in Orlando, Florida

Summer is a time that academics from around the globe typically do a lot of traveling, writing, regenerating themselves, and speak at conferences.

Next week, several of the Supernetwork Center Associates will be traveling to Orlando, Florida to speak at the 9th AIMS Conference on Dynamical Systems, Differential Equations and Applications, for which Professor Patrizia Daniele of the University of Catania in Italy has organized a special session.

The special session is SS58 and it is on Variational Analysis and Equilibrium Problems.

The papers presented in this special session will include research on supply chain networks and corporate financial risks by Professor Jose M. Cruz of the University of Connecticut and Professor Zugang "Leo" Liu of Penn State University at Hazleton, on electric supply chains  by Patrizia, as well as a paper by her with Professors Fuminori Toyasaki of York University in Canada and Tina Wakolbinger of the Vienna University of Economics and Business on economic equilibrium problems with nonlinear constraints.  Tina will also be presenting a paper of ours on electronic waste flows, co-authored with Dr. Toyasaki and her doctoral student, Thomas Nowak.

 It is great to see our academic genealogical tree growing.

Even Professor Stephen Robinson of the University of Wisconsin will be speaking in this session. There will also be other colleagues from Italy and from Canada so it will be a terrific reunion for some members of our Virtual Center for Supernetworks.

I sometimes refer to our Supernetwork Team as a mini - United Nations because of  the many different countries of origin of the Center Associates (Cape Verde, Italy, Ukraine, Canada, China, Greece, India, Iran, and even the US) and  how well we work together and collaborate (perhaps we do this better than the UN).

I will be missing this conference, however, since I am packing my bags and will be returning soon to the US, having spent most of the month of June in my new appointment as a Visiting Professor of Operations Management at the University of Gothenburg in Sweden.

Coincidentally, tonight is the England vs. France soccer match in Euro 2012,  and I spoke with Patrizia the other day and recalled fondly how we were at a conference in Erice, Sicily, back in 2006, when Italy beat France in the World Cup and the festivities I will never forget. Somehow I managed to fly back on Alitalia to Boston the day after and all went smoothly (I even got upgraded since I can speak soccer and this helps).

Patrizia will be watching the soccer game tonight before she flies to the US and I will be doing exactly the same.