A new method for constructing a minimal PERT network

A project is an enterprise consisting of several activities which are to be carried out in some specific order. The activities and the order in which they need to be carried out can be represented by a PERT network. The PERT technique is a traditional, well-known approach to the expert of project management. When networks are used, it often becomes necessary to draw dummy activities. Since the computation of project completion time is proportional to the number of arcs, including dummy arcs, it is desirable to draw a network with as few dummy activities as possible.In this paper, we propose a new method for constructing, for a given project scheduling problem, a PERT network having as small as possible the number of dummy arcs by using some results on line graphs. This algorithm deals with the existence of transitive arcs. The paper contains illustrative examples, proofs of some theoretical results as well as a comparative study with a similar algorithm known in the literature. Computational results showed the superiority of our algorithm.     

Companionability characterization for the expansion of an o-minimal theory by a dense subgroup

This paper provides a full characterization for when the expansion of a complete o-minimal theory, one that extends the theory of ordered divisible abelian groups, by a unary predicate that picks out a divisible, dense and codense group has a model companion. This result is motivated by criteria and questions introduced in the recent works [14] and [10] concerning the existence of model companions, as well as preservation results for some neostability properties when passing to the model companion. Examples are included both in which the predicate is an additive subgroup of a real ordered vector space, and where it is a multiplicative subgroup of the nonzero elements of an o-minimal expansion of a real closed field. The paper concludes with a brief discussion of neostability properties and examples that illustrate the lack of preservation (from the base o-minimal theory to the model companion of the expansion we define) for properties such as strong, NIP, and NTP₂, though there are also examples for which some or all three of those properties are preserved.     

A communication mix for an event planning: a linear quadratic approach

The communication mix is a relevant decision issue for an organization that plans the advertising campaign for a fixed future event. It is assumed that the objectives of the organization are to minimize the cost of the advertising campaign and to drive the final demand as close as possible to a target value. Two different advertising channels are available: the first affects deterministically the consumers’ demand, whereas the second presents some stochastic aspects which are out of decision-maker’s control. Some recent mathematical developments on the stochastic linear quadratic control problem allow to formulate and solve some interesting instances of the problem. A comparative analysis of the efficiency of deterministic and stochastic controls is done and the optimal feedback policies are discussed. The trade-off between efficiency and risk of an advertising channel is essential to understand the features of the optimal solutions.This study was supported by MIUR and University of Padua.     

The Gibbs' phenomenon

This paper analyses the answers of a group of first-year university Mathematics students to a questionnaire, with the aim of determining the difficulties they have when carrying out non-routine tasks related to improper integrals. The questionnaire consisted of nine questions including not only calculus tasks and determining the convergence of given improper integrals, but also intuitive questions and some paradoxical results too (for example, a figure with an infinite longitude which closes the same area as the unit circumference, or an infinite figure with a finite volume). In particular, the students were asked to interpret most of the results they had obtained. Answers given by the students to each of the questions were categorized, which allowed some initial conclusions to be reached regarding this research. From analyses carried out, one can conclude that there are students who have difficulties in articulating the different systems of representation, and have problems in connecting and relating this knowledge as a generalization of previous concepts, such as definite integrals, series and sequences.     

Application of Heuristic Techniques to the Cutting-Stock Problem for Worktops

This paper addresses a cutting-stock problem which arises in the manufacture of furniture. An heuristic has been developed to schedule the cutting of worktops of varying shapes and sizes from available raw material.The work was carried out for a local manufacturing company. Interface software written at that company allows the program to be integrated into their computer system in such a way that it can easily be run by the user.Details of the heuristic are given, together with results of some numerical experiments designed to test the robustness of the algorithm and to give some guidance as to the optimal batch size and dimensions of the raw material.Performance of the algorithm in situ supports the results of numerical experiments, the computer solution giving some improvements over the previously obtained manual solution with respect to trim loss without incurring an unacceptable build-up of offcuts.     

A newton approach for long term stability studies in power systems

This paper deals with the problem of transient and long term stability of power systems. The issue of assessing both horizons of analysis is particularly focused. This is because the long term stability may be studied by a simplified algebraic model which also captures some dynamic characteristics. Such an approach is called quasi-dynamic model. The idea of analyzing the transient period and migrating to the quasi-dynamic model is addressed in this paper. The theoretical foundation is presented and some tests are carried out in order to validate the approach.     

Dynamic programming and minimum risk paths

This paper addresses the problem of computing minimum risk paths by taking as objective the expected accident cost. The computation is based on a dynamic programming formulation which can be considered an extension of usual dynamic programming models: path costs are recursively computed via functions which are assumed to be monotonic. A large part of the paper is devoted to analyze in detail this formulation and provide some new results. Based on the dynamic programming model a linear programming model is also presented to compute minimum risk paths. This formulation turns out to be useful in solving a biobjective version of the problem, in which also expected travel length is taken into consideration. This leads to define nondominated mixed strategies. Finally it is shown how to extend the basic updating device of dynamic programming in order to enumerate all nondominated paths.     

Normative agent-based simulation for supply chain planning

This paper presents an agent-based simulation framework for supply chain (SC) planning, introducing the notion of normative agent. The analysis of the relevant literature shows that most research works carried out in this area aim to handle specific problems and contexts. Although some methodologies and more generic solutions have been proposed, they are not able to cope with SCs in which regulation plays an important role, whether issued by a government agent or by an international institution. Several SCs, such as in the energy, food, chemical, and forestry areas, are highly regulated. Explicitly modelling the actors involved in the regulation of SCs using normative agents allowed us to evaluate the potential benefits of alternative strategies for planning of regulated SCs. The modelling of a biodiesel SC is presented as a case study.     

Improved penalty calculations for a mixed integer branch-and-bound algorithm

This paper presents an extension of Tomlin's penalties for the branch-and-bound linear mixed integer programming algorithm of Beale and Small. Penalties which are uniformly stronger are obtained by jointly conditioning on a basic variable and the non-basic variable yielding the Tomlin penalty. It is shown that this penalty can be computed with a little additional arithmetic and some extra bookkeeping. The improvement is easy to incorporate for the normal case as well as when the variables are grouped into ordered sets with generalized upper bounds. Computational experience bears out the usefulness of the extra effort for predominantly integer problems.     

Equivalence of Differential System

Using reflecting function of Mironenko we construct some differential systems which are equivalentto the given differential system.This gives us an opportunity to find out the monodromic matrix of these periodicsystems which are not integrable in finite terms.     

Joint Determination of Production Cycle and Inspection Intervals in a Deteriorating Production System

This paper considers production-maintenance policy for the deteriorating production system which can go ‘out of control’ while producing items. Once out of control, the production process produces some proportion of defective items. The defective items are reworked at some cost before being shipped, or, if passed to the customer, incur much larger warranty cost. Thus, to operate this system economically, periodic inspection and restoration of the process are needed. A mathematical model representing the expected annual cost is developed to determine the production cycle and process inspection intervals jointly. A case of equally spaced inspection intervals is solved by using an approximation to the cost function.     

三次Hermite插值方法在证券投资分析中的应用

利用三次Hermite插值公式给出了寻找曲线之间相似程度的算法,对于给定股票的任意一段曲线形状,文章利用该算法找出走势与之相似的股票,将原来只能寻找股价曲线满足特定形状(如W底)的股票的方法进行了推广,对于证券投资者来说是一个有效的工具.同时文章将相似算法应用于利用某只股票的历史走势来预测该股票价格的将来走势,具有有效的投资指导意义.实验证明,文章给出的算法是行之有效的.     

Discrete time queues and matrix-analytic methods

This is an expository paper dealing with discrete time analysis of queues using matrix-analytic methods (MAM). Discrete time analysis queues has always been popular with engineers who are very keen on obtaining numerical values out of their analyses for the sake of experimentation and design. As telecommunication systems are based more on digital technology these days than analog the need to use discrete time analysis for queues has become more important. Besides, we find that several queues which are difficult to analyse by the continuous time approach are sometimes easier to analyse using discrete time method. Of course, there are some queueing problems which are easier to analyse using continuous time approach instead of discrete time. We discuss, in this paper, both the advantages and disadvantages of discrete time analysis. The paper focusses on setting up several queueing systems as discrete time quasi-birth-and-death processes and then shows how to use matrix-geometric method (MGM), a class of MAM, to analyse the problems. We point out that there are other methods for analysing such queues but MGM provides a much simpler approach for setting up the problems in order to obtain semi-explicit results for computational tractability. We also point out some of the shortcomings of MGM. The paper mainly focusses on the Geo/Geo/1, PH/PH/1, GI/G/1 and GI/G/1/K systems and some of the related problems, including vacation models with time-limited visits.     

A topological approach to the problem of chaotic tides

We study the existence of subharmonic solutions and solutions with complicated dynamics in a Duffing-type equation which arises from the study of forced tides. This is a model which involves an almost enclosed basin, connected to the sea by a narrow strait. Such a basin turns out to be a nonlinear Helmholtz resonator. The proofs are based on developments of the theory of topological horseshoes in connection with some geometric features associated to linked twist maps.     

The Compressibility of Checkerboard Surfaces of Link Diagrams

Consider the checkerboard surfaces defined by some link diagrams. When they are not orientable, one considers the boundary surfaces of small regular neighborhoods of them. This article studies the compressibility problem of these kinds of surfaces in the link complements. The problem is solved by devising a normalization theory for the compressing discs, which brings up an algorithm to read out compressibility directly from the link diagrams. As an application of the algorithm, the compressibility changes under Reidermeister moves are studied. Diagrams from the knot tables are also studied, and surprisingly, some of them are shown to define completely compressible surfaces of this kind. Infinitely many examples of non-alternating knot diagrams with incompressible surfaces of this kind are also constructed.     

Physical model,theoretical aspects and applications of the flight of a ball in the atmosphere. Part III: Theory in the case of vertical angular frequency and in the general spin-case

If a ball is viewed as a rigid body, its flight in the atmosphere can be described by six ordinary differential equations, which has been derived in the first part of this paper. In this following third part, some further theoretical aspects in the case of vertical angular frequency will be pointed out using an unknown transformation of the original independent variable, i.e. the time, as indicated in Part II. Last, but not least, the general case of angular frequency is to be treated. A rough qualitative discussion of the solutions is given as well as—if the equations are viewed as a three-dimensional dynamical system—the unique stable equilibrium, which depends on the spin. This equilibrium turns out to be globally attractive, which can be proved by the construction of a suitable Ljapunov function. Then, the ball flight system can be transformed into a fourth-order scalar differential equation.     

Inter-comparison and validation of computational fluid dynamics codes in two-stage meandering channel flows

This paper presents a study in the inter-comparison and validation of three-dimensional computational fluid dynamics codes which are currently used in river engineering. Finite volume codes PHOENICS, FLUENT and SSIIM; and finite element code TELEMAC3D are considered in this study. The work has been carried out by competent hydraulic modellers who are users of the codes and not involved in their development. This paper is therefore written from the perspective of independent practitioners of the techniques. In all codes, the flow calculations are performed by solving the three-dimensional continuity and Reynolds-averaged Navier–Stokes equations with the k–ε turbulence model. The application of each code was carried out independently and this led to slightly different, but nonetheless valid, models. This is particularly seen in the different boundary conditions which have been applied and which arise in part from differences in the modelling approaches and methodology adopted by the different research groups and in part from the different assumptions and formulations implemented in the different codes. Similar finite volume meshes are used in the simulations with PHOENICS, FLUENT and SSIIM while in TELEMAC3D, a triangular finite element mesh is used. The ASME Journal of Fluids Engineering editorial policy is taken as a minimum framework for the control of numerical accuracy. In all cases, grid convergence is demonstrated and conventional criteria, such as Y⁺, are satisfied. A rigorous inter-comparison of the codes is performed using large-scale experimental data from the UK Flood Channel Facility for a two-stage meandering channel. This example data set shows complex hydraulic behaviour without the additional complications found in natural rivers. Standardised methods are used to compare each model with the available experimental data. Results are shown for the streamwise and transverse velocities, secondary flow, turbulent kinetic energy, bed shear stress and free surface elevation. They demonstrate that the models produce similar results overall, although there are some differences in the predicted flow field and greater differences in turbulent kinetic energy and bed shear stress. This study is seen as an essential first step in the inter-comparison of some of the computational fluid dynamics codes used in the field of river engineering.     

On linear monotone iteration and Schwarz methods for nonlinear elliptic PDEs

Summary The Schwarz Alternating Method can be used to solve elliptic boundary value problems on domains which consist of two or more overlapping subdomains. The solution is approximated by an infinite sequence of functions which results from solving a sequence of elliptic boundary value problems in each subdomain. In this paper, proofs of convergence of some Schwarz Alternating Methods for nonlinear elliptic problems which are known to have solutions by the monotone method (also known as the method of subsolutions and supersolutions) are given. In particular, an additive Schwarz method for scalar as well some coupled nonlinear PDEs are shown to converge to some solution on finitely many subdomains, even when multiple solutions are possible. In the coupled system case, each subdomain PDE is linear, decoupled and can be solved concurrently with other subdomain PDEs. These results are applicable to several models in population biology. This work was in part supported by a grant from the RGC of HKSAR, China (HKUST6171/99P)     

A generating set search method using curvature information

Direct search methods have been an area of active research in recent years. On many real-world problems involving computationally expensive and often noisy functions, they are one of the few applicable alternatives. However, although these methods are usually easy to implement, robust and provably convergent in many cases, they suffer from a slow rate of convergence. Usually these methods do not take the local topography of the objective function into account. We present a new algorithm for unconstrained optimisation which is a modification to a basic generating set search method. The new algorithm tries to adapt its search directions to the local topography by accumulating curvature information about the objective function as the search progresses. The curvature information is accumulated over a region thus smoothing out noise and minor discontinuities. We present some theory regarding its properties, as well as numerical results. Preliminary numerical testing shows that the new algorithm outperforms the basic method most of the time, sometimes by significant relative margins, on noisy as well as smooth problems. This work was supported by the Norwegian Research Council (NFR).