Comparing methods for design follow‐up: revisiting a metal‐cutting case study

Adding another fraction to an initial fractional factorial design is often required to resolve ambiguities with respect to aliasing of factorial effects from the initial experiment and/or to improve estimation precision. Multiple techniques for design follow‐up exist; the choice of which is often made on the basis of the initial design and its analysis, resources available, experimental objectives, and so on. In this paper, we compare four design follow‐up strategies: foldover, semifoldover, D‐optimal, and Bayesian (MD‐optimal) in the context of a metal‐cutting case study previously utilized to compare fractional factorials of different run sizes. Follow‐up designs are compared for each of a , , and Plackett–Burman initial experiments. Our empirical results suggest that a single follow‐up strategy does not outperform all others in every situation. This case study serves to illustrate design augmentation possibilities for practitioners and provides some basis for the selection of a follow‐up experiment. Copyright © 2013 John Wiley & Sons, Ltd.     

A new control chart in contaminated data of t‐Student distribution for individual observations

Control charts are the most popular tool for monitoring production quality. In traditional control charts, it is usually supposed that the observations follow a multivariate normal distribution. Nevertheless, there are many practical applications where the normality assumption is not fulfilled. Furthermore, the performance of these charts in the presence of measurement errors (outliers) in the historical data has been improved using robust control charts when the observations follow a normal distribution. In this paper, we develop a new control chart for t‐Student data based on the trimmed T² control chart () through the adaptation of the elements of this chart to the case of this distribution. Simulation studies show that a control chart performs better than T² in t‐Student samples for individual observations. Copyright © 2012 John Wiley & Sons, Ltd.     

Performance and reliability analysis of a repairable discrete‐time Geo/G/1 queue with Bernoulli feedback and randomized policy

This paper is concerned with a discrete‐time G e o /G /1 repairable queueing system with Bernoulli feedback and randomized ‐policy. The service station may be subject to failures randomly during serving customers and therefore is sent for repair immediately. The ‐policy means that when the number of customers in the system reaches a given threshold value N , the deactivated server is turned on with probability p or is still left off with probability 1?p . Applying the law of total probability decomposition, the renewal theory and the probability generating function technique, we investigate the queueing performance measures and reliability indices simultaneously in our work. Both the transient queue length distribution and the recursive expressions of the steady‐state queue length distribution at various epochs are explicitly derived. Meanwhile, the stochastic decomposition property is presented for the proposed model. Various reliability indices, including the transient and the steady‐state unavailability of the service station, the expected number of the service station breakdowns during the time interval and the equilibrium failure frequency of the service station are also discussed. Finally, an operating cost function is formulated, and the direct search method is employed to numerically find the optimum value of N for minimizing the system cost. Copyright © 2017 John Wiley & Sons, Ltd.     

The local superconvergence of the linear finite element method for the poisson problem

Assume that . In this study, the Richardson extrapolation for the tensor‐product block element and the linear finite element theory of the Green's function will be combined to study the local superconvergence of finite element methods for the Poisson equation in a bounded polytopic domain (polygonal or polyhedral domain for ), where a family of tensor‐product block partitions is not required or the solution need not have high global smoothness. We present a special family of partitions satisfying, for any , e is a tensor‐product block whenever where denotes the distance between e and . By the linear finite element theory of the Green's function and the Richardson extrapolation for the tensor‐product block element, we obtain the local superconvergence of the displacement for the linear finite element method over the special family of partitions . © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 930–946, 2014     

On the probability of Magnus Carlsen reaching 2900

How likely is it that Magnus Carlsen will achieve his goal of a 2900 Elo rating? At what level of play does Magnus have a reasonable chance of reaching the 2900 goal? These two questions are of great current interest to Magnus and the chess community. The probabilistic properties of Elo's rating system are well known, and together with a Brownian motion model of rating evolution, we use simulation-based methods to address these questions. Our model assesses that Magnus has a 4.5% chance of reaching 2900 if he continues his 2020–2022 level of play. However, this increases dramatically to $80$% chance if he can repeat his hot streak performance of 2019 which is not an easy undertaking. The probabilities are intimately related to Elo's choice $K$-factor used for grandmaster chess play. Finally, we conclude with a discussion of the policy issues involved with the choice of $K$-factor.     

A rational Arnoldi process with applications

The rational Arnoldi process is a popular method for the computation of a few eigenvalues of a large non‐Hermitian matrix and for the approximation of matrix functions. The method is particularly attractive when the rational functions that determine the process have only few distinct poles , because then few factorizations of matrices of the form A ? z_jI have to be computed. We discuss recursion relations for orthogonal bases of rational Krylov subspaces determined by rational functions with few distinct poles. These recursion formulas yield a new implementation of the rational Arnoldi process. Applications of the rational Arnoldi process to the approximation of matrix functions as well as to the computation of eigenvalues and pseudospectra of A are described. The new implementation is compared to several available implementations.     

Test for dispersion constancy in stochastic differential equation models

In this paper, we propose a constancy test for volatility in It processes based on discretely sampled data. The test statistic constitutes an integration of the Ljung–Box test statistic and the kurtosis statistic in the Jarque–Bera test. It is shown that under regularity conditions, the proposed test asymptotically follows a chi‐square distribution under the null hypothesis of constant volatility. To evaluate the test, empirical sizes and powers were examined through a simulation study. Analysis of real data including ultra‐high frequency transaction data and interest rates was also conducted for illustration. Copyright © 2011 John Wiley & Sons, Ltd.     

A model of intuitionistic analysis in which ‐definable discrete sets are subcountable

There is a model, for a system of intuitionistic analysis including Brouwer's principle for numbers and Kripke's schema, in which ‐definable discrete sets of choice sequences are subcountable.     

Global existence and optimal decay rates of solutions to conservation laws with diffusion‐type terms

We consider the Cauchy problem on nonlinear scalar conservation laws with a diffusion‐type source term. Based on a low‐frequency and high‐frequency decomposition, Green's function method and the classical energy method, we not only obtain L² time‐decay estimates but also establish the global existence of solutions to Cauchy problem when the initial data u₀(x) satisfies the smallness condition on , but not on . Furthermore, by taking a time‐frequency decomposition, we obtain the optimal decay estimates of solutions. Copyright © 2016 John Wiley & Sons, Ltd.     

On E(s2)‐optimal and minimax‐optimal supersaturated designs with 20 rows and 76 columns

We derive a previously unknown lower bound of 41 for the frequency of of an E(s²)‐optimal and minimax‐optimal supersaturated design (SSD) with 20 rows and 76 columns. This is accomplished by an exhaustive computer search that uses the combinatorial properties of resolvable 2 − (20, 10, 36) designs and the parallel class intersection pattern method. We also classify all nonisomorphic E(s²)‐optimal 4‐circulant SSDs with 20 rows and .     

Unitals Admitting All Translations

Among all 2‐‐designs, we characterize the Hermitian unitals by the existence of sufficiently many translations. In arbitrary 2‐‐designs, each group of translations with given center acts semiregularly on the set of points different from the center.     

Nonparametric significance tests for imperfect repair

Given the failure history for $K\ge 2$ independent and identical repairable systems, a nonparametric procedure is presented to test the null hypothesis of minimal repair (MR) against the alternative of imperfect repair. The main idea is that, under non-harmful (harmful) repair, systems that failed later (earlier) are more reliable than those that have failed (later). This fact allows one, at any moment in time, to rank the systems from more to less reliable and, hence, to define a vector that counts how many times the system ranked $r$ failed. When all the systems are time-truncated at the same time $T$, it is shown that, under the null hypothesis of MR, the vector of counts follows a multinomial distribution with class probabilities $p_r=K^{-1}$ for $r=1,\dots ,K$. The test proceeds by computing a chi-bar squared test statistic similar to the one used to test one-sided alternatives in the multinomial setup, which allows us to compute $p$-values using either asymptotic theory or a straightforward Monte Carlo simulation using the null multinomial distribution. Extension to the case of different truncation times is also discussed. The procedure is applied to two real datasets regarding equipment used in the mining industry.     

Finiteness Results in Triangle‐Free Quasi‐Symmetric Designs

Triangle‐free quasi‐symmetric 2‐ designs with intersection numbers ; and are investigated. Possibility of triangle‐free quasi‐symmetric designs with or is ruled out. It is also shown that, for a fixed x and a fixed ratio , there are only finitely many triangle‐free quasi‐symmetric designs. © 2012 Wiley Periodicals, Inc. J Combin Designs 00: 1‐6, 2012     

High‐order implicit staggered‐grid finite differences methods for the acoustic wave equation

Motivated by the idea that staggered‐grid methods give a greater stability and give energy conservation, this article presents a new family of high‐order implicit staggered‐grid finite difference methods with any order of accuracy to approximate partial differential equations involving second‐order derivatives. In particular, we numerically analyze our new methods for the solution of the one‐dimensional acoustic wave equation. The implicit formulation is based on the plane wave theory and the Taylor series expansion and only involves the solution of tridiagonal matrix equations resulting in an attractive method with higher order of accuracy but nearly the same computation cost as those of explicit formulation. The order of accuracy of the proposal staggered formulas are similar to the methods with conventional grids for a ‐point operator: the explicit formula is th‐order and the implicit formula is th‐order; however, the results demonstrate that new staggered methods are superior in terms of stability properties to the classical methods in the context of solving wave equations.     

New fourfolds from F‐theory

In this paper, we apply Borcea–Voisin's construction and give new examples of fourfolds containing a del Pezzo surface of degree six, which admit an elliptic fibration on a smooth threefold. Some of these fourfolds are Calabi–Yau varieties, which are relevant for the compactification of Type IIB string theory known as F‐theory. As a by‐product, we provide a new example of a Calabi–Yau threefold with Hodge numbers .     

Novelty detection based on learning entropy

The Approximate Individual Sample Learning Entropy is based on incremental learning of a predictor , where x (k) is an input vector of a given size at time k, w is a vector of weights (adaptive parameters), and h is a prediction horizon. The basic assumption is that, after the underlying process x changes its behavior, the incrementally learning system will adapt the weights w to improve the predictor . Our goal is to detect a change in the behavior of the weight increment process. The main idea of this paper is based on the fact that weight increments △ w (k), where △ w (k) = w (k + 1) ? w (k), create a weakly stationary process until a change occurs. Once a novelty behavior of the underlying process x (k) occurs, the process △ w (k) changes its characteristics (eg, the mean or variation). We suggest using convenient characteristics of △ w (k) in a multivariate detection scheme (eg, the Hotelling's T² control chart).     

Harmonic Distributions for Equitable Partitions of a Hypercube

We provide general criteria for orthogonal arrays and t‐designs on equitable partitions of a hypercube by exploring harmonic distributions. Generalized harmonic weight enumerators for real‐valued functions of are introduced and applied to eigenfunctions of the adjacency matrix of . Using this, expressions for harmonic distributions are established for every cell of an equitable partition π of . Moreover, for any given cell in the partition π, the strength of the cell as an orthogonal array is explicitly expressed, and also a characterization of a t‐design of that cell is established. We also compute strengths of cells and find t‐designs from cells based on constructions of Krotov, Borges, Rifa, and Zinoviev.     

Partial Online List Coloring of Graphs

For a graph G, let be the maximum number of vertices of G that can be colored whenever each vertex of G is given t permissible colors. Albertson, Grossman, and Haas conjectured that if G is s‐choosable and , then . In this article, we consider the online version of this conjecture. Let be the maximum number of vertices of G that can be colored online whenever each vertex of G is given t permissible colors online. An analog of the above conjecture is the following: if G is online s‐choosable and then . This article generalizes some results concerning partial list coloring to online partial list coloring. We prove that for any positive integers , . As a consequence, if s is a multiple of t, then . We also prove that if G is online s‐choosable and , then and for any , .     

Optimal Two‐Dimensional Optical Orthogonal Codes with the Best Cross‐Correlation Constraint

The study of optical orthogonal codes has been motivated by an application in an optical code‐division multiple access system. From a practical point of view, compared to one‐dimensional optical orthogonal codes, two‐dimensional optical orthogonal codes tend to require smaller code length. On the other hand, in some circumstances only with good cross‐correlation one can deal with both synchronization and user identification. These motivate the study of two‐dimensional optical orthogonal codes with better cross‐correlation than auto‐correlation. This paper focuses on optimal two‐dimensional optical orthogonal codes with the auto‐correlation and the best cross‐correlation 1. By examining the structures of w‐cyclic group divisible designs and semi‐cyclic incomplete holey group divisible designs, we present new combinatorial constructions for two‐dimensional ‐optical orthogonal codes. When and , the exact number of codewords of an optimal two‐dimensional ‐optical orthogonal code is determined for any positive integers n and .     

New lower bounds for t‐coverings

Fisher proved in 1940 that any 2‐ design with has at least v blocks. In 1975, Ray‐Chaudhuri and Wilson generalized this result by showing that every t‐ design with has at least blocks. By combining methods used by Bose and Wilson in proofs of these results, we obtain new lower bounds on the size of t‐ coverings. Our results generalize lower bounds on the size of 2‐ coverings recently obtained by the first author.