Inventory Lot Size Models with Vanishing Market

The paper is concerned with equipment which is being phased out because it is superseded by a technologically more advanced product. It nevertheless still requires efficient handling for the rest of its life span.An inventory lot size model without backlogs for a single commodity with a vanishing market is used. The vanishing market is represented by- a demand function that decreases with time and eventually reaches zero, implying that the planning horizon is finite and known. It is assumed that there is no lead time for replenishments. The problem is to devise an optimal management scheme for this inventory system, namely, to determine the number of replenishments and their schedule over the predicted survival time horizon of the product.The problem is completely solved for the class of demand functions which can be approximated to by positive powers of time. The solution is given in a nearly closed form and is proven to be unique.     

Group invariant solution for a pre-existing fracture driven by a power-law fluid in impermeable rock

The effect of power-law rheology on hydraulic fracturing is investigated. The evolution of a two-dimensional fracture with non-zero initial length and driven by a power-law fluid is analyzed. Only fluid injection into the fracture is considered. The surrounding rock mass is impermeable. With the aid of lubrication theory and the PKN approximation a partial differential equation for the fracture half-width is derived. Using a linear combination of the Lie-point symmetry generators of the partial differential equation, the group invariant solution is obtained and the problem is reduced to a boundary value problem for an ordinary differential equation. Exact analytical solutions are derived for hydraulic fractures with constant volume and with constant propagation speed. The asymptotic solution near the fracture tip is found. The numerical solution for general working conditions is obtained by transforming the boundary value problem to a pair of initial value problems. Throughout the paper, hydraulic fracturing with shear thinning, Newtonian and shear thickening fluids are compared.     

A cylindrical plate with a weakly fixed curvilinear edge made of a transversally isotropic material

Free oscillations and stability under an axial compression of a thin cylindrical plate with a weakly fixed rectilinear edge made of a transversally isotropic material with low stiffness with respect to transverse displacements are considered. The curvilinear edges of the plate are assumed to be hingedly supported. The oscillation frequencies and the critical load for a plate with a free or weakly fixed edge are smaller than those for a shell closed in the circumferential direction. The shapes of oscillations and the forms of stability loss localized near the weakly fixed edge and damped at a distance from it are considered. The Timoshenko-Reissner model is used. Localized forms are analyzed by using a system of equations for Timoshenko-Reissner shallow shells, which is derived for this purpose. The main special feature of this system is that it contains a separate equation describing a solution with large variability. For the example of the stability problem under consideration, the error involved in the system of equations for Timoshenko-Reissner shallow shells is studied. The critical load values obtained with the use of the Kirchhoff-Love and Timoshenko-Reissner models are compared.     

Split fields and direction of propagation for the solution to first-order systems of equations

The standard wave-splitting approach for the wave equation in inhomogeneous media is first reexamined. Next, by analogy with the theory of wave propagation through singular surfaces, a characterization is given for a function in space-time to represent a wave propagating in a direction. The condition is applied in connection with a simple example and found to be quite restrictive. The same problem is then considered in the Fourier-transform domain where the unknown function is an n-tuple satisfying a system of ordinary differential equations. The condition for propagation in a direction is established for the Fourier components. Next, some physical problems are considered which are expressed by partial differential equations or by integro-differential equations. The associated first-order system of equations is examined in terms of the eigenvalues of a matrix. This shows that, for any eigenvalue, the direction of propagation may change with the frequency and that arguments about the dominance of the principal part of the operator may cease to hold.     

An approach for integrated scheduling and lot-sizing

In this paper a non time discrete approach is developed for an integrated planning procedure, applied to a multi-item capacitated production system with dynamic demand. The objective is to minimize the total costs, which consist of holding and setup costs for one period. The model does not allow backlog. Furthermore, a production rate of zero or full capacity is the only possibility. The result is a schedule, lot-sizes and the sequences for all lots. The approach is based on a specific property of the setup cost function, which allows for replacement of the integer formulation for the number of setup activities in the model. In a situation where the requirements for the multi-item continuous rate economic order quantity, the so-called economic production lot (EPL) formula, are fulfilled, both the EPL as well as the presented model results are identical for the instances dealt with. Moreover, with the new model problems with an arbitrary demand can be solved.     

Dynamic thermoviscoelastic thermistor problem with contact and nonmonotone friction

Abstract

The paper studies the evolution of the thermomechanical and electric state of a thermoviscoelastic thermistor that is in frictional contact with a reactive foundation. The mechanical process is dynamic, while the electric process is quasistatic. Friction is modeled with a nonmonotone relation between the tangential traction and tangential velocity. Frictional heat generation is taken into account and so is the strong dependence of the electric conductivity on the temperature. The mathematical model for the process is in the form of a system that consists of dynamic hyperbolic subdifferential inclusion for the mechanical state coupled with a nonlinear parabolic equation for the temperature and an elliptic equation for the electric potential. The paper establishes the existence of a weak solution to the problem by using time delays, a priori estimates and a convergence method.     

A methodology for aiding hazardous materials transportation decisions

Transportation through tunnels is currently prohibited in the Netherlands for certain classes of hazardous materials. Abolishing this regulation is under consideration. However, risks to the public are associated with both tunnel routes and diversions. The question then is: which of these routes is, for a specific location, more acceptable in terms of risk?This paper presents a methodology that was developed for aiding such transportation decisions. It is based on the decision analysis approach, which is argued to offer the appropriate perspective in dealing with acceptable risk problems, and includes an approach for providing insight into potential value judgments required for arriving at a decision. Outcome valuation is treated from a monetary perspective. The necessary computing can be performed with a desk calculator (which was a requirement put forward by the client).The paper also presents an application to a specific decision problem.     

Persistence of Diophantine flows for quadratic nearly integrable Hamiltonians under slowly decaying aperiodic time dependence

The aim of this paper is to prove a Kolmogorov type result for a nearly integrable Hamiltonian, quadratic in the actions, with an aperiodic time dependence. The existence of a torus with a prefixed Diophantine frequency is shown in the forced system, provided that the perturbation is real-analytic and (exponentially) decaying with time. The advantage consists in the possibility to choose an arbitrarily small decaying coefficient consistently with the perturbation size. The proof, based on the Lie series formalism, is a generalization of a work by A. Giorgilli.     

Ordered Site Access and Optimal Forest Rotation

The ordered-site-access model of forest harvesting formulated for once-and-for-all forests in [7] is extended to the case of ongoing forests. The economic content of the corresponding optimal harvest schedule is delineated. For an infinite harvest sequence, the optimal schedule is shown to include the classical Faustmann rotation as a special case, and the effect of net revenue functions changing with harvest is studied. For the practically more important case of planning for a finite sequence of [INLINEEQUATION] harvests, the optimal harvest schedule is determined for a Faustmann environment with limited, and unlimited harvesting capacity, and its rapid convergence to the Faustmann rotation is shown for the case of unlimited harvesting capacity. The case of harvest cost functions varying with harvest rate is discussed. The existence of a steady-state optimal harvesting schedule (involving a pathwise uniform age distribution) for the more realistic Heaps-Neher environment and its relation to the Faustmann rotation are analyzed. The evolution of the optimal harvest schedule for a finite harvest sequence in a Heaps-Neher environment toward this steady-state (Faustmann type) rotation is demonstrated.     

Closed-form analysis of a higher-order composite box beam theory

A higher-order theory is developed for composite box beams with rectangular, closed cross-sections. Each cross-section is therefore divided into two flanges and webs. Displacement representations are chosen for each part separately. The in-plane kinematics is 2nd order for the flanges and even 3rd order for the webs. The kinematics of the four parts is interconnected with the help of geometric coupling. All in-plane stress components can be obtained directly by using a reduced stiffness matrix for each single layer. The layups of the laminates for the flanges and webs are independent from each other. Only a symmetric layup with balanced angles is necessary. The determined differential equation system of 2nd order including four independent functions can be solved completely in a closed-form analytical manner. As an actual example a cantilever beam under combined bending moment and transverse force is considered. The results obtained by this new theory are compared with the results of a FEM-model with a very fine shell element discretization. (© 2009 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Modelling of closed-chain manipulators on an excavator vehicle

The main focus of this paper is to develop a physics-based model for a closed-chain manipulator in an excavator vehicle. The derivation of closed-chain manipulator dynamic equations with a structure similar to open-chain manipulator equations is an important research problem, particularly with reference to controller design. In this paper, an approach for deriving closed-chain manipulator equations with an open-chain structure, based on trigonometric t-formulae, is presented. Holonomic loop closure constraints are employed in order to derive the closed-chain mechanism dynamics from the reduced system dynamics. The closed-chain equations, with a structure similar to serial link equations, are presented. The model incorporates the dynamic properties of the manipulator and bucket. The dynamic model for the excavation system is validated against measured data obtained from a full-scale closed-chain excavator vehicle. A dynamic model is important for the design of control strategies for trajectory tracking, a key requirement for automating the excavation task. It is noted that even though the results presented in this paper are focused on a particular excavator vehicle, the research is generic and can be adapted to any closed-chain manipulator.     

Bayesian variable selection with sparse and correlation priors for high-dimensional data analysis

The main challenge in working with gene expression microarrays is that the sample size is small compared to the large number of variables (genes). In many studies, the main focus is on finding a small subset of the genes, which are the most important ones for differentiating between different types of cancer, for simpler and cheaper diagnostic arrays. In this paper, a sparse Bayesian variable selection method in probit model is proposed for gene selection and classification. We assign a sparse prior for regression parameters and perform variable selection by indexing the covariates of the model with a binary vector. The correlation prior for the binary vector assigned in this paper is able to distinguish models with the same size. The performance of the proposed method is demonstrated with one simulated data and two well known real data sets, and the results show that our method is comparable with other existing methods in variable selection and classification.     

Designing new European rail freight services

We present an optimization model for design of transportation services, with a particular emphasis on how attention to service quality affects the design. The model is applied to a real-world case study where opportunities for new rail-based freight transportation services are explored. Fleet sizing is introduced to the service network design, because cost of acquiring locomotives is high, and inefficient resource utilization could result if fleet sizing is carried out a posteriori. The problem is a cross-border planning problem, introducing need for change of locomotives at borders, and separate fleets of locomotives thus have to be modelled. Demand in the system is characterized by various commodity groups with different service quality requirements. We propose a mixed integer programming model with a nonlinear objective function. The model finds the most profitable operations for the train operator when important service quality factors are accounted for.     

Analysis of a dynamic contact problem for electro-viscoelastic cylinders

We consider a mathematical model which describes the antiplane shear deformations of a piezoelectric cylinder in frictional contact with a foundation. The process is mechanically dynamic and electrically static, the material behavior is described with a linearly electro-viscoelastic constitutive law, the contact is frictional and the foundation is assumed to be electrically conductive. Both the friction and the electrical conductivity condition on the contact surface are described with subdifferential boundary conditions. We derive a variational formulation of the problem which is of the form of a system coupling a second order hemivariational inequality for the displacement field with a time-dependent hemivariational inequality for the electric potential field. Then we prove the existence of a unique weak solution to the model. The proof is based on abstract results for second order evolutionary inclusions in Banach spaces. Finally, we present concrete examples of friction laws and electrical conductivity conditions for which our result is valid.     

Existence results for dynamic adhesive contact of a rod

The existence and uniqueness of the weak solution to the model for the dynamics of a viscoelastic rod which is in adhesive contact with an obstacle is established. The model consists of a hyperbolic equation for the vibrations of the rod coupled with a nonlinear ordinary differential equation (ODE) for the evolution of the bonding function. The model allows for failure, i.e., complete debonding, in finite time. The existence of the weak solution is established by using an existence result for ODEs and the Schauder fixed-point theorem. The limit of an elastic rod when the viscosity vanishes is studied, too.     

Semi-Markov failure rates processes

Usually, a reliability function is defined by a failure rate which is a real function taking the non-negative real values. In this paper the failure rate is assumed to be a stochastic process with non-negative and right continuous trajectories. The reliability function is defined as an expectation of a function of that random process. Particularly, the failure rate defined by the semi-Markov processes is considered here. The theorems dealing with the renewal equations for the conditional reliability functions with a semi-Markov process as a failure rate are presented in this paper. A system of that kind of equations for the discrete state space semi-Markov process is applied for calculating the reliability function for the 3-states semi-Markov random walk. Using the introduced system of renewal equations for the countable state space, the reliability function for the Furry-Yule failure rate process is obtained.     

Monotonicity and stability of periodic polling models

This paper deals with the stability of periodic polling models with a mixture of service policies. Customers arrive according to independent Poisson processes. The service times and the switchover times are independent with general distributions. The necessary and sufficient condition for the stability of such polling systems is established. The proof is based on the stochastic monotonicity of the state process at the polling instants. The stability of only a subset of the queues is also analyzed and, in case of heavy traffic, the order of explosion of the queues is given. The results are valid for a model with set-up times, and also when there is a local priority rule at the queues.This work was supported in part by a Fellowship of the Netherlands Organization for Scientific Research NWO-ECOZOEK.     

Analysis of a two‐level method for anisotropic diffusion equations on aligned and nonaligned grids

This paper is on the convergence analysis for two‐grid and multigrid methods for linear systems arising from conforming linear finite element discretization of the second‐order elliptic equations with anisotropic diffusion. The multigrid algorithm with a line smoother is known to behave well when the discretization grid is aligned with the anisotropic direction; however, this is not the case with a nonaligned grid. The analysis in this paper is mainly focused on two‐level algorithms. For aligned grids, a lower bound is given for a pointwise smoother, and this bound shows a deterioration in the convergence rate, whereas for ‘maximally’ nonaligned grids (with no edges in the triangulation parallel to the direction of the anisotropy), the pointwise smoother results in a robust convergence. With a specially designed block smoother, we show that, for both aligned and nonaligned grids, the convergence is uniform with respect to the anisotropy ratio and the mesh size in the energy norm. The analysis is complemented by numerical experiments that confirm the theoretical results. Copyright © 2012 John Wiley & Sons, Ltd.     

Minimum dimension of a functional observer with specifiable dynamical properties

The article considers the construction of a functional observer with a given rate of convergence for the most general case: a vector state functional of a linear dynamical system with a vector output. An upper bound is derived on the minimum dimension of such an observer, which holds for almost all functionals. An algorithm is proposed for constructing an observer that achieves this bound. The algorithm can be used to construct a functional observer for almost all specified spectra (i.e., with the exception of a set of measure zero). The scalar observer method previously developed by the authors and proposed in the present article is based on canonical form Luenberger observability for systems with vector output.     

Bayesian decision-making in inventory modelling

The objective of this paper is to advocate the use of Bayesianmethods in tackling decision problems with limited past data.It is assumed that a Bayesian approach is least likely to besuccessful when there is no information on which to base a meaningfulprior. Here we use a limiting, invariant, form of the conjugateprior distribution to represent this ignorance. The resultsof decisions based on Bayesian methods with this ‘non-informative’prior are compared with those which result from deriving a pointestimate for the unknown parameter. The particular context consideredhere is that of a single-period inventory model with compoundPoisson demand made up of a known demand size distribution butan unknown demand rate. The demand rate is assumed to be highenough for a normal approximation to the compound Poisson distributionto be used, in which case it is possible to analyse the behaviourdirectly. An extension to the multi-period model with zero leadtime is considered briefly. The results lend support to theuse of Bayesian methods, with or without a meaningful prior,for which the analysis and computation are no more complex thanthose required by standard methods.