On Testing for the Number of Components in a Mixed Poisson Model

Poisson mixtures are usually used to describe overdispersed data. Finite Poisson mixtures are used in many practical situations where often it is of interest to determine the number of components in the mixture. Identifying how many components comprise a mixture remains a difficult problem. The likelihood ratio test (LRT) is a general statistical procedure to use. Unfortunately, a number of specific problems arise and the classical theory fails to hold. In this paper a new procedure is proposed that is based on testing whether a new component can be added to a finite Poisson mixture which eventually leads to the number of components in the mixture. It is a sequential testing procedure based on the well known LRT that utilises a resampling technique to construct the distribution of the test statistic. The application of the procedure to real data reveals some interesting features of the distribution of the test statistic.     

On a Mathematical Comparison between Hierarchy and Network with a Classification of Coordination Structures

This paper proposes a mathematical model to compare a network organization with a hierarchical organization. In order to formulate the model, we define a three-dimensional framework of the coordination structure of a network and of other typical coordination structures. In the framework, we can define a network structure by contrasting it with a hierarchy, in terms of the distribution of decision making, which is one of the main features of information processing. Based on this definition, we have developed a mathematical model for evaluating coordination structures. Using this model, we can derive two boundary conditions among the coordination structures with respect to the optimal coordination structure. The boundary conditions help us to understand why an organization changes its coordination structure from a hierarchy to a network and what factors cause this change. They enable us, for example, to find points of structural change where the optimal coordination structure shifts from a hierarchy to a hierarchy with delegation or from a hierarchy with delegation to a network, when the nature of the task changes from routine to non-routine. In conclusion, our framework and model may provide a basis for discussing the processes that occur when coordination structures change between a hierarchy and a network.     

Improving the computational efficiency of metric-based spares algorithms

We propose a new heuristic algorithm to improve the computational efficiency of the general class of Multi-Echelon Technique for Recoverable Item Control (METRIC) problems. The objective of a METRIC-based decision problem is to systematically determine the location and quantity of spares that either maximizes the operational availability of a system subject to a budget constraint or minimizes its cost subject to an operational availability target. This type of sparing analysis has proven essential when analyzing the sustainment policies of large-scale, complex repairable systems such as those prevalent in the defense and aerospace industries. Additionally, the frequency of these sparing studies has recently increased as the adoption of performance-based logistics (PBL) has increased. PBL represents a class of business strategies that converts the recurring cost associated with maintenance, repair, and overhaul (MRO) into cost avoidance streams. Central to a PBL contract is a requirement to perform a business case analysis (BCA) and central to a BCA is the frequent need to use METRIC-based approaches to evaluate how a supplier and customer will engage in a performance based logistics arrangement where spares decisions are critical. Due to the size and frequency of the problem there exists a need to improve the efficiency of the computationally intensive METRIC-based solutions. We develop and validate a practical algorithm for improving the computational efficiency of a METRIC-based approach. The accuracy and effectiveness of the proposed algorithm are analyzed through a numerical study. The algorithm shows a 94% improvement in computational efficiency while maintaining 99.9% accuracy.     

Stochastic integration,trace and the skeleton of wiener functionals

It is shown that the notion of trace induced by a given complete orthonormal system relates the Skorohod integral with a corresponding Ogawa‐type integral evaluated with respect to the same orthonormal systems. Similarly the multiple Wiener‐Ito integral is shown to be related to a multiple Ogawa‐type integral induced by a complete orthonormal system via the Hu‐Meyer formula with suitably defined multiple traces. The notion of skeleton of a Wiener functional relative to a given orthonormal system is defined and yields what seems to be a “natural” extension of Wiener functionals to the Cameron Martin space and the Wiener processes with a different scale.     

Remarks on the asymptotic behavior of scalar auxiliary variable (SAV) schemes for gradient-like flows

We introduce a time semi-discretization of a damped wave equation by a SAV scheme with second order accuracy. The energy dissipation law is shown to hold without any restriction on the time step. We prove that any sequence generated by the scheme converges to a steady state (up to a subsequence). We notice that the steady state equation associated to the SAV scheme is a modified version of the steady state equation associated to the damped wave equation. We show that a similar result holds for a SAV fully discrete version of the Cahn-Hilliard equation and we compare numerically the two steady state equations.     

A multidimensional tropical optimization problem with a non-linear objective function and linear constraints

We examine a multidimensional optimization problem in the tropical mathematics setting. The problem involves the minimization of a non-linear function defined on a finite-dimensional semimodule over an idempotent semifield subject to linear inequality constraints. We start with an overview of known tropical optimization problems with linear and non-linear objective functions. A short introduction to tropical algebra is provided to offer a formal framework for solving the problem under study. As a preliminary result, a solution to a linear inequality with an arbitrary matrix is presented. We describe an example optimization problem drawn from project scheduling and then offer a general representation of the problem. To solve the problem, we introduce an additional variable and reduce the problem to the solving of a linear inequality, in which the variable plays the role of a parameter. A necessary and sufficient condition for the inequality to hold is used to evaluate the parameter, whereas the solution to the inequality is considered a solution to the problem. Based on this approach, a complete direct solution in a compact vector form is derived for the optimization problem under fairly general conditions. Numerical and graphical examples for two-dimensional problems are given to illustrate the obtained results.     

Analytical existence of solutions to a system of nonlinear equations with application

We study the existence of analytical solutions to a system of nonlinear equations under constraints linked to the analysis of a road safety measure without computing second derivatives. We formally demonstrate this existence of solutions by applying a matrix inversion principle through Schur complement to a subsystem of equations derived from the main system. The analytical results thus obtained are used to construct a simple iterative procedure to look for optimal solutions as well as an initial solution adapted to data of each case study. We illustrate our results with simulated accident data obtained from the setting-up of a road safety measure. The numerical solutions thus obtained are then compared to those given through a classic Newton-Raphson type approach directly applied to the main system.     

Hopscotch method: The numerical solution of the Frank-Kamenetskii partial differential equation

Numerical solutions to the Frank-Kamenetskii partial differential equation modelling a thermal explosion in a cylindrical vessel are obtained using the hopscotch scheme. We observe that a nonlinear source term in the equation leads to numerical difficulty and hence adjust the scheme to accommodate such a term. Numerical solutions obtained via MATLAB, MATHEMATICA and the Crank-Nicolson implicit scheme are employed as a means of comparison. To gain insight into the accuracy of the hopscotch scheme the solution is compared to a power series solution obtained via the Lie group method. The numerical solution is also observed to converge to a well-known steady state solution. A linear stability analysis is performed to validate the stability of the results obtained.     

Method of successive projections for finding a common point of sets in metric spaces

Many problems in applied mathematics can be abstracted into finding a common point of a finite collection of sets. If all the sets are closed and convex in a Hilbert space, the method of successive projections (MOSP) has been shown to converge to a solution point, i.e., a point in the intersection of the sets. These assumptions are however not suitable for a broad class of problems. In this paper, we generalize the MOSP to collections of approximately compact sets in metric spaces. We first define a sequence of successive projections (SOSP) in such a context and then proceed to establish conditions for the convergence of a SOSP to a solution point. Finally, we demonstrate an application of the method to digital signal restoration.     

Koszul Bicomplexes and Generalized Koszul Complexes in Projective Dimension One

We describe Koszul type complexes associated with a linear map from any module to a free module, and vice versa with a linear map from a free module to an arbitrary module, generalizing the classical Koszul complexes. Given a short complex of finite free modules, we assemble these complexes to what we call Koszul bicomplexes. They are used in order to investigate the homology of the Koszul complexes in projective dimension one. As in the case of the classical Koszul complexes, this homology turns out to be grade sensitive. In a special setup, we obtain necessary conditions for a map of free modules to be lengthened to a short complex of free modules.     

Price coordination in distribution channels: A dynamic perspective

In this study, we investigate two important questions related to dynamic pricing in distribution channels: (i) Are coordinated pricing decisions efficient in a context where prices have carry-over effects on demand? (ii) Should firms practice a skimming or a penetration strategy if they choose to coordinate or to decentralize their activities? To answer these questions, we consider a differential game that takes place in a bilateral monopoly where the past retail prices paid by consumers contribute to the building of a reference price. The latter is used by consumers as a benchmark to evaluate the value of the product, and by firms to decide whether to adopt a skimming or a penetration strategy.     

Kato Space for Dirichlet Forms

We study the space of Kato measures relative to a Dirichlet form and we prove that a local solution of a problem relative to a Kato measure is locally continuous. Moreover if the measure of an intrinsic ball is equivalent to a power of the radius we prove also that the density of the form relative to a local solution is locally a Kato measure.     

Non-interactive geometric probing: Reconstructing non-convex polygons

We address the problem of characterizing polygonal shapes that can be reconstructed from a class of scanners that have asymmetric resolution. We approach this problem using the methodology of non-interactive probing.

Laser raster scanners provide very high precision along the direction of a scan, but it is not practical to place scans very close to each other. A system capable of generating an omni-directional scan pattern can make a series of directional measurements sufficient to permit the reconstruction of a scanned polygon based on the position of edge crossings and the path of the scanning beam between edge crossings. We provide a procedure to reconstruct a polygon from such a data set, as well as a characterization of the shapes that can be reconstructed given a particular scan density. Our system applies to both concave and convex polygons, as well as to polygons containing holes.     

Geodesic vector fields and Eikonal equation on a Riemannian manifold

In this paper, we study the impact of geodesic vector fields (vector fields whose trajectories are geodesics) on the geometry of a Riemannian manifold. Since, Killing vector fields of constant lengths on a Riemannian manifold are geodesic vector fields, leads to the question of finding sufficient conditions for a geodesic vector field to be Killing. In this paper, we show that a lower bound on the Ricci curvature of the Riemannian manifold in the direction of geodesic vector field gives a sufficient condition for the geodesic vector field to be Killing. Also, we use a geodesic vector field on a 3-dimensional complete simply connected Riemannian manifold to find sufficient conditions to be isometric to a 3-sphere. We find a characterization of an Einstein manifold using a Killing vector field. Finally, it has been observed that a major source of geodesic vector fields is provided by solutions of Eikonal equations on a Riemannian manifold and we obtain a characterization of the Euclidean space using an Eikonal equation.     

Entropy, longevity and the cost of annuities

This paper presents an extension of the application of the concept of entropy to annuity costs. Keyfitz (1985) introduced the concept of entropy, and analysed this in the context of continuous changes in life expectancy. He showed that a higher level of entropy indicates that the life expectancy has a greater propensity to respond to a change in the force of mortality than a lower level of entropy. In other words, a high level of entropy means that further reductions in mortality rates would have an impact on measures like life expectancy. In this paper, we apply this to the cost of annuities and show how it allows the sensitivity of the cost of a life annuity contract to changes in longevity to be summarized in a single figure index.     

Boundedness and Dissipativity of Truncated Rotations on Uniform Planar Lattices

The finiteness of computer arithmetic can lead to some dramatic differences between the behaviour of a continuous dynamical system and a computer simulation. A thorough rigorous theoretical analysis of what may or what does happen is usually extremely difficult and to date little has been done even in relatively simple contexts. The comparative behaviour of a rotation mapping in the plane and on a uniform lattice in the plane is one such example. Simulations show that the rounding operator applied to a planar rotation mapping more or less preserves the qualitative behaviour of the original mapping, whereas the application of the truncation operator to a planar rotation can lead to quite different dynamical features. In this paper a theoretical justification of the properties of the planar rotation mappings under truncation to a, uniform integer lattice is provided, in particular properties of boundedness and dissipativity are investigated.     

An orthotropic plate model for decks of suspension bridges

The main purpose of the present paper is to compare two different kinds of approaches in modeling the deck of a suspension bridge: in the first approach we look at the deck as a rectangular plate and in the second one we look at the deck as a beam for vertical deflections and as a rod for torsional deformations. Throughout this paper we will refer to the model corresponding to the second approach as the beam-rod model. In our discussion, we observe that the beam-rod model contains a larger number of elastic parameters if compared with the isotropic plate model. For this reason the beam-rod model is supposed to be more appropriate to describe the behavior of the deck of a real suspension bridge. A possible strategy to make the plate model more efficient could be to relax the isotropy condition with a more general condition of orthotropy, which is expected to increase the number of elastic parameters. In this new setting, a comparison between the two approaches becomes now possible.Basic results are proved for the suggested problem, from existence and uniqueness of solutions to spectral properties. We suggest realistic values for the elastic parameters thus obtaining with both approaches similar responses in the static and dynamic behavior of the deck. This can be considered as a preliminary article since many work has still to be done with the perspective of formulating models for a complete suspension bridge which take into account not only the deck but also the action on it of cables and hangers. With this perspective, a section is devoted to possible future developments.     

A priori orienteering with time windows and stochastic wait times at customers

In the pharmaceutical industry, sales representatives visit doctors to inform them of their products and encourage them to become an active prescriber. On a daily basis, pharmaceutical sales representatives must decide which doctors to visit and the order to visit them. This situation motivates a problem we more generally refer to as a stochastic orienteering problem with time windows (SOPTW), in which a time window is associated with each customer and an uncertain wait time at a customer results from a queue of competing sales representatives. We develop a priori routes with the objective of maximizing expected sales. We operationalize the sales representative’s execution of the a priori route with relevant recourse actions and derive an analytical formula to compute the expected sales from an a priori tour. We tailor a variable neighborhood search heuristic to solve the problem. We demonstrate the value of modeling uncertainty by comparing the solutions to our model to solutions of a deterministic version using expected values of the associated random variables. We also compute an empirical upper bound on our solutions by solving deterministic instances corresponding to perfect information.     

A canonical dual approach for solving linearly constrained quadratic programs

This paper provides a canonical dual approach for minimizing a general quadratic function over a set of linear constraints. We first perturb the feasible domain by a quadratic constraint, and then solve a “restricted” canonical dual program of the perturbed problem at each iteration to generate a sequence of feasible solutions of the original problem. The generated sequence is proven to be convergent to a Karush-Kuhn-Tucker point with a strictly decreasing objective value. Some numerical results are provided to illustrate the proposed approach.