Project cost dynamics for development policy-making

Cost and time overruns have been a common characteristic of development projects in many countries. This paper presents a theory of cost and time overruns based on project cost structure. The cost of a development project consists of base cost and progress cost. Base cost keeps a project ready for physical progress. Progress cost creates real physical progress on the project. This cost structure has an important inherent dynamic characteristic with implications for the efficiency and effectiveness of project management. An imbalance between annual budget and ongoing projects results in an increasing inefficiency and ineffectiveness unrelated to the quality of management of individual projects. The policy governing the starting rate of the new projects becomes very important in improving project performances. The paper also suggests some policy recommendations for commencing new projects.     

Random difference equations with subexponential innovations

We consider the random difference equations S = _d (X + S)Y and T = _d X + TY, where = _d denotes equality in distribution, X and Y are two nonnegative random variables, and S and T on the right-hand side are independent of (X, Y). Under the assumptions that X follows a subexponential distribution with a nonzero lower Karamata index, that Y takes values in [0, 1] and is not degenerate at 0 or 1, and that (X, Y) fulfills a certain dependence structure via the conditional tail probability of X given Y, we derive some asymptotic formulas for the tail probabilities of the weak solutions S and T to these equations. In doing so we also obtain some by-products which are interesting in their own right.     

Trigonometrical fitting conditions for two derivative Runge-Kutta methods

Two derivative Runge-Kutta methods are Runge-Kutta methods for problems of the form y^′ = f(y) that include the second derivative y^″ = g(y) = f^′(y)f(y) and were developed in the work of Chan and Tsai (Numer. Alg. 53, 171–194 2010). Explicit methods were considered and attention was given to the construction of methods that involve one evaluation of f and many evaluations of g per step. In this work, we consider trigonometrically fitted two derivative explicit Runge-Kutta methods of the general case that use several evaluations of f and g per step; trigonometrically fitting conditions for this general case are given. Attention is given to the construction of methods that involve several evaluations of f and one evaluation of g per step. We modify methods with stages up to four, with three f and one g evaluation and with four f and one g, evaluation based on the fourth and fifth order methods presented in Chan and Tsai (Numer. Alg. 53, 171–194 2010). We provide numerical results to demonstrate the efficiency of the new methods using four test problems.     

Multimethodology in series and parallel: strategic planning using hard and soft OR

This paper examines two distinct ways in which hard and soft operational research (OR) methodologies can be combined, in series and in parallel. Multimethodology in series is acknowledged as the simpler and more common approach. Multimethodology in parallel is identified as having the potential to provide significant benefits to projects in political, changing, or ‘wicked’ contexts that multimethodology in series cannot. Observations regarding these approaches to multimethodology are examined in light of an information systems strategic planning project in the Australian public sector. Two distinct methodologies were combined in the project: soft systems methodology and project management. These methodologies are based on the soft and hard paradigms, respectively. However, findings in this paper have the potential to be transferred to combinations of other hard and soft OR methodologies.     

On structural decompositions of finite frames

A frame in an n-dimensional Hilbert space H _n is a possibly redundant collection of vectors {f _i } _i∈I that span the space. A tight frame is a generalization of an orthonormal basis. A frame {f _i } _i∈I is said to be scalable if there exist nonnegative scalars {c _i } _i∈I such that {c _i f _i } _i∈I is a tight frame. In this paper we study the combinatorial structure of frames and their decomposition into tight or scalable subsets by using partially-ordered sets (posets). We define the factor poset of a frame {f _i } _i∈I to be a collection of subsets of I ordered by inclusion so that nonempty J?I is in the factor poset iff {f _j } _j∈J is a tight frame for H _n . We study various properties of factor posets and address the inverse factor poset problem, which inquires when there exists a frame whose factor poset is some given poset P. We then turn our attention to scalable frames and present partial results regarding when a frame can be scaled to have a given factor poset; in doing so we present a bridge between erasure resilience (as studied via prime tight frames) and scalability.     

Simplified anti-Gauss quadrature rules with applications in linear algebra

The need to compute inexpensive estimates of upper and lower bounds for matrix functions of the form w ^T f(A)v with \(A\in {\mathbb {R}}^{n\times n}\) a large matrix, f a function, and \(v,w\in {\mathbb {R}}^{n}\) arises in many applications such as network analysis and the solution of ill-posed problems. When A is symmetric, u = v, and derivatives of f do not change sign in the convex hull of the spectrum of A, a technique described by Golub and Meurant allows the computation of fairly inexpensive upper and lower bounds. This technique is based on approximating v ^T f(A)v by a pair of Gauss and Gauss-Radau quadrature rules. However, this approach is not guaranteed to provide upper and lower bounds when derivatives of the integrand f change sign, when the matrix A is nonsymmetric, or when the vectors v and w are replaced by “block vectors” with several columns. In the latter situations, estimates of upper and lower bounds can be computed quite inexpensively by evaluating pairs of Gauss and anti-Gauss quadrature rules. When the matrix A is large, the dominating computational effort for evaluating these estimates is the evaluation of matrix-vector products with A and possibly also with A ^T . The calculation of anti-Gauss rules requires one more matrix-vector product evaluation with A and maybe also with A ^T than the computation of the corresponding Gauss rule. The present paper describes a simplification of anti-Gauss quadrature rules that requires the evaluation of the same number of matrix-vector products as the corresponding Gauss rule. This simplification makes the computational effort for evaluating the simplified anti-Gauss rule negligible when the corresponding Gauss rule already has been computed.     

A stable algorithm for numerical evaluation of Hankel transforms using Haar wavelets

The purpose of the paper is to propose a stable algorithm for the numerical evaluation of the Hankel transform F _n (y) of order n of a function f(x) using Haar wavelets. The integrand \(\sqrt x f(x)\) is replaced by its wavelet decomposition. Thus representing F _n (y) as a series with coefficients depending strongly on the local behavior of the function \(\sqrt x f(x)\), thereby getting an efficient and stable algorithm for their numerical evaluation. Numerical evaluations of test functions with known analytical Hankel transforms illustrate the proposed algorithm.     

Hankel Determinants of the Generalized Factorials

Denote 〈x|d〉 _n = x(x + d)(x + 2d) · · · (x + (n - 1)d) for n = 1, 2, · · ·, and 〈x|d〉₀ = 1, where 〈x|d〉 _n is called the generalized factorial of x with increment d. In this paper, we present the evaluation of Hankel determinants of sequence of generalized factorials. The main tool used for the evaluation is the method based on exponential Riordan arrays. Furthermore, we provide Hankel determinant evaluations of the Eulerian polynomials and exponential polynomials.     

On the optimal robust solution of IVPs with noisy information

We investigate the optimal solution of systems of initial-value problems with smooth right-hand side functions f from a Hölder class \(F^{r,\varrho }_{\text {reg}}\), where r ≥ 0 is the number of continuous derivatives of f, and ? ∈ (0, 1] is the Hölder exponent of rth partial derivatives. We consider algorithms that use n evaluations of f, the ith evaluation being corrupted by a noise δ_i of deterministic or random nature. For δ ≥ 0, in the deterministic case the noise δ_i is a bounded vector, ∥δ_i∥≤δ. In the random case, it is a vector-valued random variable bounded in average, (E(∥δ_i∥^q))^1/q ≤ δ, q ∈ [1, + ∞). We point out an algorithm whose L_p error (p ∈ [0, + ∞]) is O(n ^{? (r + ?)} + δ), independently of the noise distribution. We observe that the level n ^{? (r + ?)} + δ cannot be improved in a class of information evaluations and algorithms. For ε > 0, and a certain model of δ-dependent cost, we establish optimal values of n(ε) and δ(ε) that should be used in order to get the error at most ε with minimal cost.     

Functional estimation of activity criticality indices and sensitivity analysis of expected project completion time

For a PERT network, a new method is developed for estimating the criticality index of activity i (ACI _i ) as a function of the expected duration of activity i (μ _i ) and for the sensitivity analysis of the expected project completion time (μ _T ) with respect to μ _i . The proposed method evaluates the frequency of activity i being on the critical path, and thereby its ACI _i using Monte Carlo simulation or a Taguchi orthogonal array experiment at several values of μ _i , fits a logistic regression model for estimating ACI _i as a function of μ _i , and then, using the estimated ACI _i function, evaluates the amount of change in μ _T when μ _i is changed by a given amount. Unlike the previous works, the proposed method models ACI _i as a nonlinear (ie, logistic) function of μ _i , which can be used to estimate the amount of change in μ _T for a variety of changes in μ _i . Computational results indicate that the performance of the proposed method is comparable to that of direct Monte Carlo simulation.     

Approximate solution of a parabolic equation with the use of a rational approximation to the operator exponential

For the abstract parabolic equation \(\dot x = Bx + bv\left( t \right)\) with an unbounded self-adjoint operator B, where b is a vector and v(t) is a scalar function, we suggest a solution method based on the evaluation of some rational function of the operator B. We obtain a priori estimates of the approximation error for the output function y(t) = <x(t), l>, where l is a given vector. The results of a numerical experiment for the inhomogeneous heat equation are presented.     

On the Wick theorem for mixtures of centered Gaussian distributions

We consider centered conditionally Gaussian d-dimensional vectors X with random covariance matrix Ξ having an arbitrary probability distribution law on the set of nonnegative definite symmetric d × d matrices M _d ⁺. The paper deals with the evaluation problem of mean values \( E\left[ {\prod\nolimits_{i = 1}^{2n} {\left( {{c_i},X} \right)} } \right] \) for c _i ∈ ? ^d , i = 1, …, 2n, extending the Wick theorem for a wide class of non-Gaussian distributions. We discuss in more detail the cases where the probability law ?(Ξ) is infinitely divisible, the Wishart distribution, or the inverse Wishart distribution. An example with Ξ \( = \sum\nolimits_{j = 1}^m {{Z_j}{\sum_j}} \), where random variables Z _j , j = 1, …, m, are nonnegative, and Σ _j ∈ M _d ⁺, j = 1, …, m, are fixed, includes recent results from Vignat and Bhatnagar, 2008.     

Multi-period empty container repositioning with stochastic demand and lost sales

This paper considers repositioning empty containers between multi-ports over multi-periods with stochastic demand and lost sales. The objective is to minimize the total operating cost including container-holding cost, stockout cost, importing cost and exporting cost. First, we formulate the single-port case as an inventory problem over a finite horizon with stochastic import and export of empty containers. The optimal policy for period n is characterized by a pair of critical points (A _n , S _n ), that is, importing empty containers up to A _n when the number of empty containers in the port is fewer than A _n ; exporting empty containers down to S _n when the number of empty containers in the port is more than S _n ; and doing nothing, otherwise. A polynomial-time algorithm is developed to determine the two thresholds, that is, A _n and S _n , for each period. Next, we formulate the multi-port problem and determine a tight lower bound on the cost function. On the basis of the two-threshold optimal policy for a single port, a polynomial-time algorithm is developed to find an approximate repositioning policy for multi-ports. Simulation results show that the proposed approximate repositioning algorithm performs very effectively and efficiently.     

Brochette percolation

We study bond percolation on the square lattice with one-dimensional inhomogeneities. Inhomogeneities are introduced in the following way: A vertical column on the square lattice is the set of vertical edges that project to the same vertex on Z. Select vertical columns at random independently with a given positive probability. Keep (respectively remove) vertical edges in the selected columns, with probability p (respectively 1?p). All horizontal edges and vertical edges lying in unselected columns are kept (respectively removed) with probability q (respectively 1 ? q). We show that, if p > p_c(Z²) (the critical point for homogeneous Bernoulli bond percolation), then q can be taken strictly smaller than p_c(Z²) in such a way that the probability that the origin percolates is still positive.     

An adaptive algorithm for efficient computation of level curves of surfaces

A new efficient algorithm for the computation of z?=?constant level curves of surfaces z?=?f(x,y) is proposed and tested on several examples. The set of z-level curves in a given rectangle of the (x,y)-plane is obtained by evaluating f on a first coarse square grid which is then adaptively refined by triangulation to eventually match a desired tolerance. Adaptivity leads to a considerable reduction in terms of evaluations of f with respect to uniform grid computation as in Matlab®’s contour. Furthermore, especially when the evaluation of f is computationally expensive, this reduction notably decreases the computational time. A comparison of performances is shown for two real-life applications such as the determination of stability charts and of ε??pseudospectra for linear time delay systems. The corresponding Matlab code is also discussed.     

Annihilating and power-commuting generalized skew derivations on lie ideals in prime rings

Let R be a prime ring of characteristic different from 2 and 3, Q_r its right Martindale quotient ring, C its extended centroid, L a non-central Lie ideal of R and n ≥ 1 a fixed positive integer. Let α be an automorphism of the ring R. An additive map D: R → R is called an α-derivation (or a skew derivation) on R if D(xy) = D(x)y + α(x)D(y) for all x, y ∈ R. An additive mapping F: R → R is called a generalized α-derivation (or a generalized skew derivation) on R if there exists a skew derivation D on R such that F(xy) = F(x)y + α(x)D(y) for all x, y ∈ R.     

On Generalized Derivations and Centralizers of Operator Algebras with Involution

Let B(H) be the algebra of all bounded linear operators on a complex Hilbert space H and A(H) ? B(H) be a standard operator algebra which is closed under the adjoint operation. Let F: A(H)→ B(H) be a linear mapping satisfying F(AA*A) = F(A)A*A + Ad(A*)A + AA*d(A) for all A ∈ A(H), where the associated linear mapping d: A(H) → B(H) satisfies the relation d(AA*A) = d(A)A*A + Ad(A*)A + AA*d(A) for all A ∈ A(H). Then F is of the form F(A) = SA ? AT for all A ∈ A(H) and some S, T ∈ B(H), that is, F is a generalized derivation. We also prove some results concerning centralizers on A(H) and semisimple H^*-algebras.     

Every graph is (2,3)-choosable

A total weighting of a graph G is a mapping ? that assigns to each element z ∈ V (G)∪E(G) a weight ?(z). A total weighting ? is proper if for any two adjacent vertices u and v, ∑ _e∈E(u) ?(e)+?(u)≠∑ _e∈E(v) ?(e)+?(v). This paper proves that if each edge e is given a set L(e) of 3 permissible weights, and each vertex v is given a set L(v) of 2 permissible weights, then G has a proper total weighting ? with ?(z) ∈ L(z) for each element z ∈ V (G)∪E(G).     

A Note on Generalized Lagrangians of Non-uniform Hypergraphs

Set \(A\subset {\mathbb N}\) is less than \(B\subset {\mathbb N}\) in the colex ordering if m a x(A△B)∈B. In 1980’s, Frankl and Füredi conjectured that the r-uniform graph with m edges consisting of the first m sets of \({\mathbb N}^{(r)}\) in the colex ordering has the largest Lagrangian among all r-uniform graphs with m edges. A result of Motzkin and Straus implies that this conjecture is true for r=2. This conjecture seems to be challenging even for r=3. For a hypergraph H=(V,E), the set T(H)={|e|:e∈E} is called the edge type of H. In this paper, we study non-uniform hypergraphs and define L(H) a generalized Lagrangian of a non-uniform hypergraph H in which edges of different types have different weights. We study the following two questions: 1. Let H be a hypergraph with m edges and edge type T. Let C _m,T denote the hypergraph with edge type T and m edges formed by taking the first m sets with cardinality in T in the colex ordering. Does L(H)≤L(C _m,T ) hold? If T={r}, then this question is the question by Frankl and Füredi. 2. Given a hypergraph H, find a minimum subhypergraph G of H such that L(G) = L(H). A result of Motzkin and Straus gave a complete answer to both questions if H is a graph. In this paper, we give a complete answer to both questions for {1,2}-hypergraphs. Regarding the first question, we give a result for {1,r ₁,r ₂,…,r _l }-hypergraph. We also show the connection between the generalized Lagrangian of {1,r ₁,r ₂,? ,r _l }-hypergraphs and {r ₁,r ₂,? ,r _l }-hypergraphs concerning the second question.     

On Ranks of Polynomials

Let V be a vector space over a field k, P : V → k, d ≥?3. We show the existence of a function C(r, d) such that rank(P) ≤ C(r, d) for any field k, char(k) > d, a finite-dimensional k-vector space V and a polynomial P : V → k of degree d such that rank(?P/?t) ≤ r for all t ∈ V ??0. Our proof of this theorem is based on the application of results on Gowers norms for finite fields k. We don’t know a direct proof even in the case when k = ?.