The transfer of systems technology: logistics systems for underdeveloped countries

New approaches to large scale industrial development in less developed countries require closer attention to the design of the support systems needed to keep the plants running after construction. System redundancy, loose coupling of subsystems and the capability for adaptive learning become particularly important design principles given the complexity of the operating environment. This paper discusses the application of these principles to logistics systems design for a multibillion dollar steel plant. Specific guidelines are developed for the requisitioning process for spare parts and materials, for item identification, for the use of assemblies and for the organization of storage and retrieval procedures.     

Team-based reconstruction for expanding organisational ability

Organisations can be interpreted as a collection of actors who produce value for clients. In order for organisations to stay competitive there is a need for organisations to continuously develop their ability. An organisation's ability is determined by its ability to effectively apply existing knowledge to create new knowledge and to take action that forms the basis for achieving competitive advantage from knowledge-based assets. One means for developing the organisational ability is to establish a mutually accepted understanding of the context in which the actors are acting. One important part of the organisation's knowledge creation processes is to facilitate the sharing of personal knowledge. A condition for developing the organisational ability is to expand the amount of shared knowledge to an appropriate level. One type of knowledge that needs to be shared among different actors within the organisation is the knowledge about how and in which order actions are performed (contextual knowledge) in order to satisfy client needs. In this paper an approach for team-based reconstruction, used for moving from personal to shared contextual knowledge, is presented. The approach bears on the foundation of theories about knowledge management for understanding the process of externalisation and theories about language action for understanding organisations. Experiences from three case studies are presented. Team-based reconstruction can be used for (1) moving from personal knowledge to shared contextual knowledge in an efficient way, (2) arriving at a foundation for efficient organisational coordination, (3) arriving at a base for development work, and (4) organisational learning.     

Lifting for conic mixed-integer programming

Lifting is a procedure for deriving valid inequalities for mixed-integer sets from valid inequalities for suitable restrictions of those sets. Lifting has been shown to be very effective in developing strong valid inequalities for linear integer programming and it has been successfully used to solve such problems with branch-and-cut algorithms. Here we generalize the theory of lifting to conic integer programming, i.e., integer programs with conic constraints. We show how to derive conic valid inequalities for a conic integer program from conic inequalities valid for its lower-dimensional restrictions. In order to simplify the computations, we also discuss sequence-independent lifting for conic integer programs. When the cones are restricted to nonnegative orthants, conic lifting reduces to the lifting for linear integer programming as one may expect.     

Propagation of a plane wave to a materially uniform but inhomogeneous body

We produce the equations of small deformations superimposed upon large for materially uniform but inhomogeneous bodies and specialize to an isotropic material and to a homogeneous finite elastic deformation. By assuming the small deformation to be a plane wave, a set of equations for the amplitude of the wave is produced which is accompanied by an additional set of conditions. By requiring a non-trivial solution for the amplitude, we obtain the secular equation and from it a set of necessary and sufficient conditions for having a real wave speed. The second set of conditions that have to be satisfied is due to the materials inhomogeneity. Essentially, the present analysis enhances the approach of Hayes and Rivlin for materially uniform but inhomogeneous bodies. The outcome is that for such bodies the restrictions on the constitutive law for having real wave speeds for an isotropic material subjected to a pure homogeneous deformation involves the field of the inhomogeneity as well.     

A conceptual pathway to confidence intervals

Finding ways for the majority of students to better understand conventional normal theory-based statistical inference seems to be an intractable problem area for researchers. In this paper we propose a conceptual pathway for developing confidence interval ideas for the one-sample situation only from an intuitive sense to bootstrapping for students from about age 14 to first-year university. We make the case that conceptual development should start early; that probability and statistical instruction should change so that both orientate students towards interconnected stochastic conceptions; and that the use of visual imagery has the potential to stimulate students towards such a perspective. We analyse our conceptual pathway based on a theoretical framework for a stochastic conception of statistical inference based on imagery and some research evidence. Our analysis suggests that the pathway has the potential for students to become conversant with the concepts underpinning inference, to view statistics probabilistically and to integrate concepts into a coherent comprehension of inference.     

Delay Embeddings for Forced Systems. I. Deterministic Forcing

Summary. Takens Embedding Theorem forms the basis of virtually all approaches to the analysis of time series generated by nonlinear deterministic dynamical systems. It typically allows us to reconstruct an unknown dynamical system that gives rise to a given observed scalar time series simply by constructing a new state space out of successive values of the time series. This provides the theoretical foundation for many popular techniques, including those for the measurement of fractal dimensions and Liapunov exponents, for the prediction of future behaviour, for noise reduction and signal separation, and most recently for control and targeting. Current versions of Takens Theorem assume that the underlying system is autonomous. Unfortunately this is not the case for many real systems; in the laboratory we often force an experimental system in order for it to exhibit interesting behaviour, whilst in the case of naturally occurring systems it is very rare for us to be able to isolate the system to ensure that there are no external influences. In this paper we therefore prove two versions of Takens Theorem relevant to forced systems: one applicable to the case where the forcing is unknown, and the other to the situation where we are able to determine independently the state of the forcing system (usually because we are responsible for the forcing ourselves). In a subsequent paper we shall show how to extend these results to give an analogue of Takens Theorem for randomly forced systems, leading to a new framework for the analysis of time series arising from nonlinear stochastic systems. Received March 13, 1995; final revision received April 3, 1998; accepted April 21, 1998     

Fourth-order compact schemes with adaptive time step for monodomain reaction–diffusion equations

Multigrid applied to fourth-order compact schemes for monodomain reaction–diffusion equations in two dimensions has been developed. The scheme accounts for the anisotropy of the medium, allows for any cellular activation model to be used, and incorporates an adaptive time step algorithm. Numerical simulations show up to a 40% reduction in computational time for complex cellular models as compared to second-order schemes for the same solution error. These results point to high-order schemes as valid alternatives for the efficient solution of the cardiac electrophysiology problem when complex cellular activation models are used.     

Distribution of the time to explosion for one-dimensional diffusions

We study the distribution of the time to explosion for one-dimensional diffusions. We relate this question to the computation of expectations of suitable nonnegative local martingales. Moreover, we characterize the distribution function of the time to explosion as the minimal solution to a certain Cauchy problem for an appropriate parabolic differential equation; this leads to alternative characterizations of Feller’s criterion for explosions. We discuss in detail several examples for which it is possible to obtain analytic expressions for the corresponding distribution of the time to explosion, using the methodologies developed in the paper.     

Optimal Control and Stabilization for Some Fisher-Like Models

This article concerns optimal control and stabilization for some Fisher-like models with control acting in a subdomain ω. We investigate the optimal position of ω for some optimal harvesting problems. First, we refer to a logistic model with diffusion. We remember the necessary optimality conditions, and then obtain an iterative method to improve the position of ω for the optimal harvesting effort (for a simplified model without logistic term). Next, we consider the null stabilization for a controlled Fisher model and obtain a descent method to improve the position of ω in order to get a faster stabilization to zero. Numerical tests illustrating the effect of the last method are given. We also studied the null stabilization for a prey-predator system and have reduced it to the study of the null stabilizability for a related Fisher model.     

Quillen’s stratification for fusion systems

The purpose of this note is to provide a reference for the fact that the proof of Quillen’s stratification for finite group cohomology carries over to fusion system. As in the case of Quillen’s stratification for block varieties, the proof is similar to the usual proof for group cohomology except for the use of fusion stable bisets, whose existence is due to Broto et al.     

The least square values and the shapley value for cooperative TU games

The main result proved in this paper is the fact that any Least Square Value is the Shapley value of a game obtained from the given game by rescaling. An Average per capita formula for Least Square Values, similar to the formula for the Shapley value (Dragan (1992)), will lead to this conclusion and allow a parallel computation for these values. The potential for the Least Square Values, a potential basis relative to Least Square Values and an approach similar to the one used for the Shapley value is allowing us to solve the Inverse problem for Least Square Values.     

The Statistical Analysis of a Disparity Test

A market research survey was conducted using a Disparity test to measure the change in preference for four consumer products, as the products became progressively "worn" through use. The results were analysed to see if the deterioration in average preference for a product was uniformly less than for another product, in order to see if "longer lasting" claims for this product could be made for one of the dimensions measured in the test. By fitting a suitable statistical model to the data using weighted least squares estimation it was possible to infer that it was reasonable to make such a claim for one of the products.     

The shape of the hazard function for cancer incidence

A population-based cohort consisting of 126,141 men and 122,208 women born between 1874 and 1931 and at risk for breast or colorectal cancer after 1965 was identified by linking the Utah Population Data Base and the Utah Cancer Registry. The hazard function for cancer incidence is estimated from left truncated and right censored data based on the conditional likelihood. Four estimation procedures based on the conditional likelihood are used to estimate the age-specific hazard function from the data; these were the life-table method, a kernel method based on the Nelson Aalen estimator, a spline estimate, and a proportional hazards estimate based on splines with birth year as sole covariate.The results are consistent with an increasing hazard for both breast and colorectal cancer through age 85 or 90. After age 85 or 90, the hazard function for female breast and colorectal cancer may reach a plateua or decrease, although the hazard function for male colorectal cancer appears to continue to rise through age 105. The hazard function for both breast and colorectal cancer appears to be higher for more recent birth cohorts, with a more pronounced birth-cohort effect for breast cancer than for colorectal cancer. The age specific for colorectal cancer appears to be higher for men than for women. The shape of the hazard function for both breast and colorectal cancer appear to be consistent with a two-stage model for spontaneous carcinogenesis in which the initiation rate is constant or increasing. Inheritance of initiated cells appears to play a minor role.     

Half Space and Quarter Space Dirichlet Problems for the Partial Differential Equation

A customary, heuristic, method, by which the Poisson integral formula for the Dirichlet problem, for the half space, for Laplace's equation is obtained, involves Green's function, and Kelvin's method of images. Although this heuristic method leads one to guess the correct result, this Poisson formula still has to be verified directly, independently of the method by which it was arrived at, in order to be absolutely certain that a solution of the Dirichlet problem for the half space, for Laplace's equation, has been actually obtained. A similar heuristic method, as seems to be generally known, could be followed in solving the Dirichlet problem, for the half space, for the equation where is a real constant. However, in Part 1, a different, labor-saving, method is used to study Dirichlet problems for the equation. This method is essentially based on what Hadamard called the method of descent. Indeed, it is shown that he who has solved the half space Dirichlet problem for Laplace's equation has already solved the half space Dirichlet problem for the equation In Part 2, the solution formula for the quarter space Dirichlet problem for Laplace's equation is obtained from the Poisson integral formula for the half space Dirichlet problem for Laplace's equation. A representation theorem for harmonic functions in the quarter space is deduced. The method of descent is used, in Part 3, to obtain the solution formula for the quarter space Dirichlet problem for the equation by means of the solution formula for the quarter space Dirichlet problem for Laplace's equation. So that, indeed, it is also shown that he who has solved the quarter space Dirichlet problem for Laplace's equation has already solved the quarter space Dirichlet problem for the " equation" For the sake of completeness and clarity, and for the convenience of the reader, the appendix, at the end of Part 3, contains a detailed proof that the Poisson integral formula solves the half space Dirichlet problem for Laplace's equation. The Bibliography for Parts 1,2, 3 is to be found at the end of Part 1.     

Existence and uniqueness for an equation of mixed type in a rectangle

A boundary value problem is considered for an equation of mixed type in a rectangle. An energy method is used to prove uniqueness for appropriate boundary conditions. Similar considerations for the adjoint problem allow one to prove the existence of a generalized solution to the problem. It is also shown that the energy method leads naturally to a finite element method. The method is described for a special case and convergence is shown for the resulting numerical procedure.     

Modeling stochastic anomalies in an SIS system

We propose a stochastic SIS model to include both a Gaussian and Poissonian perturbation to account for noise and anomalies in the transmission rate. Conditions are given for stability to the disease free equilibrium and for positive Harris recurrence with a unique invariant measure for the endemic.     

Bayesian enhanced strategic decision making for reliability

Successful strategies for maintenance and replacement require good decisions. We might wish to determine how often to perform preventive maintenance, or the optimal time to replace a system. Alternatively, our interest might be in selecting a threshold to adopt for action under condition monitoring, or in choosing suitable warranty schemes for our products. Stochastic reliability models involving unknown parameters are often used to answer such questions. In common with other problems in operational research, some applications of maintenance and replacement are notorious for their lack of data. We present a general review and some new ideas for improving decisions by adopting Bayesian methodology to allow for the uncertainty of model parameters. These include recommendations for specifying suitable prior distributions using predictive elicitation and simple methods for Bayesian simulation. Practical demonstrations are given to illustrate the potential benefits of this approach.     

A Bayesian approach to the triage problem with imperfect classification

A collection of jobs (or customers, or patients) wait impatiently for service. Each has a random lifetime during which it is available for service. Should this lifetime expire before its service starts then it leaves unserved. Limited resources mean that it is only possible to serve one job at a time. We wish to schedule the jobs for service to maximise the total number served. In support of this objective all jobs are subject to an initial triage, namely an assessment of both their urgency and of their service requirement. This assessment is subject to error. We take a Bayesian approach to the uncertainty generated by error prone triage and discuss the design of heuristic policies for scheduling jobs for service to maximise the Bayes’ return (mean number of jobs served). We identify problem features for which a high price is paid in number of services lost for poor initial triage and for which improvements in initial job assessment yield significant improvements in service outcomes. An analytical upper bound for the cost of imperfect classification is developed for exponentially distributed lifetime cases.     

Speculative trading in mean reverting markets

Mean reversion is a feature largely recognized for the price processes of many financial securities and especially commodities. In the literature there are examples where some simple speculative strategies, before transaction costs, were devised to earn excess returns from such price processes. Actually, the gain opportunities of mean reversion must be corrected to account for transaction costs, which may represent a major issue. In this work we try to determine sufficient conditions for the parameters of a mean reverting price process as a function of transaction costs, to allow a speculative trader to have positive expectations when deciding to take a position. We estimate the mean reverting parameters for some commodities and correct them for transaction costs to assess whether the potential inefficiency is actually relevant for speculative purposes.