Optimal Control of a Stochastic Assembly Production Line

The system under consideration comprises n workstations in parallel and one assembly workstation. The workstations are either reliable or unreliable and the product demand is random. The n different type parts are processed first in the parallel workstations and then are joined in the assembly workstation. By minimizing the expected discounted cost, it is shown that the optimal control policy is of the bang–bang type and can be described by a set of switching manifolds. The structural properties of the optimal policy, such as monotonicity and asymptotic behavior, are investigated. These structural properties are very useful to find the optimal policy in large-size systems. Three numerical examples are given to demonstrate the results.     

Explicit results for a class of asset-selling problems

We consider the following optimal selection problem: There are n identical assets which are to be sold, one at a time, to coming bidders. The bids are i.i.d. where there are only two possible bid-values, with known probabilities. The stream of bidders constitutes a general renewal process, and rewards are continuously discounted at a constant rate. The objective is to maximize the total expected discounted revenue from the sale of the n assets. The optimal policy here is stationary, where the decision in question is only whether to accept a low bid or not; the answer is affirmative depending on a critical number n^* of remaining assets. In this paper we derive an explicit formula for n^*, being a function of the Laplace transform of the renewal distribution evaluated at the discount rate, the probability for a low bid, and the ratio between the two bid-values. We also specify the pertinent value functions. Applications of the model are discussed in detail, and extensions are made to include holding costs and to allow for optimal pricing.     

Predictor-corrector Methods with Improved Absolute Stability Regions

Generalized predictor-corrector methods with an extended regionof absolute stability are studied. Choosing an extrapolation-predictorand a backward-differentiation-corrector, methods of ordersup to 6 are constructed. The real stability boundaries of thesemethods are of magnitude m², where m is the number of right-handside evaluations per integration step. The coefficients of themethods can be generated during the computation for arbitraryvalues of m. The storage requirements are limited and are independentof m.     

Structural theory of special functions

A block diagram is suggested for classifying differential equations whose solutions are special functions of mathematical physics. Three classes of these equations are identified: the hypergeometric, Heun, and Painlevé classes. The constituent types of equations are listed for each class. The confluence processes that transform one type into another are described. The interrelations between the equations belonging to different classes are indicated. For example, the Painlevé-class equations are equations of classical motion for Hamiltonians corresponding to Heun-class equations, and linearizing the Painlevé-class equations leads to hypergeometric-class equations. The “confluence principle” is stated, and an example of its application is given. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 119, No. 1, pp. 3–19, April, 1999.     

Nonasymptotic Bounds on the L 2 Error of Neural Network Regression Estimates

The estimation of multivariate regression functions from bounded i.i.d. data is considered. The L ₂ error with integration with respect to the design measure is used as an error criterion. The distribution of the design is assumed to be concentrated on a finite set. Neural network estimates are defined by minimizing the empirical L ₂ risk over various sets of feedforward neural networks. Nonasymptotic bounds on the L ₂ error of these estimates are presented. The results imply that neural networks are able to adapt to additive regression functions and to regression functions which are a sum of ridge functions, and hence are able to circumvent the curse of dimensionality in these cases.     

The p-median problem under uncertainty

Consider the need to currently locate p facilities but it is possible that up to q additional facilities will have to be located in the future. There are known probabilities that 0 ? r ? q facilities will need to be located. The p-median problem under uncertainty is to find the location of p facilities such that the expected value of the objective function in the future is minimized. The problem is formulated on a graph, properties of it are proven, an integer programming formulation is constructed, and heuristic algorithms are suggested for its solution. The heuristic algorithms are modified to reduce the run time by about two orders of magnitude with minimal effect on the quality of the solution. Optimal solutions for many problems are found effectively by CPLEX. Computational results using the heuristic algorithms are presented.     

Coupling of h and p finite elements: Application to free vibration analysis of plates with curvilinear plan-forms

This paper presents a method for coupling isoparametric cubic quadrilateral h-elements and straight sided serendipity quadrilateral p-elements. The p-elements are used to model the interior of the domain while the h-elements are used to describe accurately the curved boundaries. At a common side shared by a p-element and an arbitrary number of h-elements, the field variables are minimized in the least square sense with respect to the degrees-of-freedom of the h-elements. This leads to a set of equations which relate the degrees-of-freedom of the coupled elements on the shared side. The method is applied to the calculation of frequencies for plates with curvilinear plan-forms. The effects of shear deformation and rotary inertia are taken into account. The frequencies are obtained for a sectorial plate with simply supported radial edges and free circular edge, an annular sectorial plate with simply supported radial edges and clamped circular edges, and a circular plate with one concentric ring support. Furthermore, new accurate frequencies are given for a fully clamped square plate with a corner cut-out. Constant meshes are used and convergence is sought by increasing progressively the degree p of the interpolating polynomial. The fast convergence and high accuracy of the method are validated through convergence and comparison studies.     

一类矩阵方程的Hermitian R-对称定秩解

本文研究了矩阵方程AX = B 的Hermitian R-对称最大秩和最小秩解问题. 利用矩阵秩的方法, 获得了矩阵方程AX = B有最大秩和最小秩解的充分必要条件以及解的表达式, 同时对于最小秩解的解集合, 得到了最佳逼近解.     

Distance-Balanced Graphs

Distance-balanced graphs are introduced as graphs in which every edge uv has the following property The number of vertices closer to u than to v is equal to the number of vertices closer to v than to u. Basic properties of these graphs are obtained. The new concept is connected with symmetry conditions in graphs and local operations on graphs are studied with respect to it. Distance-balanced Cartesian and lexicographic products of graphs are also characterized. Several open problems are posed along the way. Received August 31, 2005     

T-Classification of Regular Semigroups

On any regular semigroup S, the least group congruence σ, the greatest idempotent separating congruence μ and the least band congruence β are used to give the T-classification of regular semigroups as follows. These congruences generate a sublattice Λ of the congruence lattice C(S) of S. We consider the triples (Λ,K,T), where K and T are the restrictions of the K- and T-relations on C(S) to Λ. Such triples are characterized abstractly and form the objects of a category T whose morphisms are surjective K-preserving homomorphisms subject to a mild condition. The class of regular semigroups is made into a category T whose morphisms are fairly restricted homomorphisms. The main result of the paper is the existence of a representative functor from T to T. The effect of the T-classification to P-semigroups is considered in some detail.     

The relaxation-time limit in the quantum hydrodynamic equations for semiconductors

The relaxation-time limit from the quantum hydrodynamic model to the quantum drift-diffusion equations in R³ is shown for solutions which are small perturbations of the steady state. The quantum hydrodynamic equations consist of the isentropic Euler equations for the particle density and current density including the quantum Bohm potential and a momentum relaxation term. The momentum equation is highly nonlinear and contains a dispersive term with third-order derivatives. The equations are self-consistently coupled to the Poisson equation for the electrostatic potential. The relaxation-time limit is performed both in the stationary and the transient model. The main assumptions are that the steady-state velocity is irrotational, that the variations of the doping profile and the velocity at infinity are sufficiently small and, in the transient case, that the initial data are sufficiently close to the steady state. As a by-product, the existence of global-in-time solutions to the quantum drift-diffusion model in R³ close to the steady-state is obtained.     

Computational fluid dynamics modelling of gas jets impinging onto liquid pools

Gas jets impinging onto a gas–liquid interface of a liquid pool are studied using computational fluid dynamics modelling, which aims to obtain a better understanding of the behaviour of the gas jets used metallurgical engineering industry. The gas and liquid flows are modelled using the volume of fluid technique. The governing equations are formulated using the density and viscosity of the “gas–liquid mixture”, which are described in terms of the phase volume fraction. Reynolds averaging is applied to yield a set of Reynolds-averaged conservation equations for the mass and momentum, and the k–ε turbulence model. The deformation of the gas–liquid interface is modelled by the pressure jump across the interface via the Young–Laplace equation. The governing equations in the axisymmetric cylindrical coordinates are solved using the commercial CFD code, FLUENT. The computed results are compared with experimental and theoretical data reported in the literature. The CFD modelling allows the simultaneous evaluation of the gas flow field, the free liquid surface and the bulk liquid flow, and provides useful insight to the highly complex, and industrially significant flows in the jetting system.     

On the integral equation formulations of some 2D contact problems

Two integral equations, representing the mechanical response of a 2D infinite plate supported along a line and subject to a transverse concentrated force, are examined. The kernels of the integral operators are of the type (x−y)ln|x−y| and (x−y)²ln|x−y|. In spite of the fact that these are only weakly singular, the two equations are studied in a more general framework, which allows us to consider also solutions having non-integrable endpoint singularities. The existence and uniqueness of solutions of the equations are discussed and their endpoint singularities detected.Since the two equations are of interest in their own right, some properties of the associated integral operators are examined in a scale of weighted Sobolev type spaces. Then, new results on the existence and uniqueness of integrable solutions of the equations that in some sense are complementary to those previously obtained are derived.     

Numerosities of labelled sets: a new way of counting

The notions of “labelled set” and “numerosity” are introduced to generalize the counting process of finite sets. The resulting numbers, called numerosities, are then used to develop nonstandard analysis. The existence of a numerosity function is equivalent to the existence of a selective ultrafilter, hence it is independent of the axioms of ZFC.     

A determinantal approach to Sheffer–Appell polynomials via monomiality principle

In this article, the Sheffer and Appell polynomials are combined to introduce the family of Sheffer–Appell polynomials by using operational methods. The determinantal definition and other properties of the Sheffer–Appell polynomials are established. As particular cases of these polynomials, the Sheffer–Bernoulli and Sheffer–Euler polynomials are introduced and their determinantal definitions are obtained. The operational correspondence between the Appell and Sheffer–Appell polynomials is used to derive the results for the Sheffer–Appell polynomials. Certain results for the Hermite–Appell and Laguerre–Appell polynomials are also obtained.     

S-Classification of Regular Semigroups

On any regular semigroup S, the greatest idempotent pure congruence τ the greatest idempotent separating congruence μ and the least band congruence β are used to give the S-classification of regular semigroups as follows. These congruences generate a sublattice Λ of the congruence lattice C(S) of S. We consider the triples (Λ,K,T), where K and T are the restrictions of the K- and T-relations on C(S) to Λ. Such triples are characterized abstractly and form the objects of a category S whose morphisms are surjective K- and T-preserving homomorphisms subject to a mild condition. The class of regular semigroups is made into a category S whose morphisms are fairly restricted homomorphisms. The main result of the paper is the existence of a representative functor from S to S. The effect of the S-classification on Reilly semigroups and cryptogroups is discussed briefly.     

JUMP DETECTION BY WAVELET IN NONLINEAR AUTOREGRESSIVE MODELS

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Struktur der Grenzschicht zwischen einem feldfreien Plasma und einem Magnetfeld im Vakuum

Self-consistent solutions of Vlasov's equations describing a plane boundary layer without shear are given. The currents within the layer are due to free and trapped electrons. The ion current is neglected sincem _e ?m _i . The free electrons and the ions are assumed Maxwellian at infinity. For the trapped electrons a one parameter family of distribution functions is assumed. Profiles are computed for potentials, fields, densities and currents for different numbers of trapped electrons. Numerical solutions are obtained by applying the method of finite elements to a variational formulation of the problem.     

On some confidence intervals for estimating the mean of a skewed population

A number of methods are available in the literature to measure confidence intervals. Here, confidence intervals for estimating the population mean of a skewed distribution are considered. This note proposes two alternative confidence intervals, namely, Median t and Mad t, which are simple adjustments to the Student's t confidence interval. In order to compare the performance of these intervals, the following criteria are considered: (i) coverage probability; (ii) average width; and (iii) ratio of coverage to width. A simulation study has been undertaken to compare the performance of the intervals. The simulation study shows that for small sample size and moderate to highly skewed distributions, the proposed Median t performs the best in the sense of higher coverage, and the Mad t performs best in the sense of smaller confidence width. The proposed methods are very easy to calculate and are not overly computer-intensive, like Bootstrap confidence intervals. Some real-life examples have been considered that support the findings of the paper to some extent.     

A note on wavelet subspaces

The wavelet subspaces of the space of square integrable functions on the affine group with respect to the left invariant Haar measure dν are studied using the techniques from Vasilevski (Integral Equ. Operator Theory 33:471–488, 1999) with respect to wavelets whose Fourier transforms are related to Laguerre polynomials. The orthogonal projections onto each of these wavelet subspaces are described and explicit forms of reproducing kernels are established. Isomorphisms between wavelet subspaces are given.