A heuristic for scheduling general job shops to minimize maximum lateness

Based on the various priority dispatching rules, three dominant rules were formulated. Heuristic approaches were developed based on these dominant rules and dominant matrix. These heuristics can solve problems where a job may need to be processed by the same machine more than once in its operation sequence and different release times are allowed for different machines. The proposed heuristics appear to be fairly effective procedures, and various numerical results are obtained and compared with the various dispatching rules and with a branch and bound approach.     

基于多切换传输的复变量混沌系统的有限时组合同步控制

针对一类复变量混沌系统, 研究了基于多切换传输的有限时同步控制问题.首先,针对网络信号在传输过程中的同步模式,分析了多个混沌系统之间的多切换同步行为.其次,基于预设的切换传输规则,给出了有限时组合同步的定义.进而,依据有限时稳定性理论,设计了一类实现快速同步的控制器,并给出了有限时组合同步的充分条件.最后,通过数值仿真和分析验证了所设计控制方案的有效性.     

Two new formulas for the numerical evaluation of the Hilbert Transform

We develop two algorithms for the numerical evaluation of the semi-infinite Hilbert Transform of functions with a given algebraic behaviour at the origin and at infinity. The first algorithm is connected with a Gauss-Jacobi type quadrature formula for unbounded intervals; the second is based on a rational Bernstein-type operator. Error estimates for different classes of functions are shown. Finally numerical examples are given, comparing the rules among themselves.     

The card game 24 and its application to math education

The card game 24 is a mathematical game that traditionally engages elementary students to practice their mental computational skills. In this paper, we use probability to formulate and explore the game. We create score of difficulty level for solvable card combination set under various setup of game rules. Based on our findings, we create new playing rules and provide suggestions for different levels of players. Our results may serve as guidelines on introducing the game 24 into the practice of math education.     

Asymptotic expansions for trapezoidal type product integration rules

This paper is concerned with the numerical integration of functions by piecewise polynomial product integration rules followed by application of extrapolation procedures. The studied rules can be considered as generalizations of the conventional trapezoidal rule. Euler-MacLaurin type asymptotic expansions are obtained with only even powers. Furthermore, numerical examples are given in order to show the effectiveness of these methods and a comparison with rules of similar characteristics is also made.     

On the selection of subdivision directions in interval branch-and-bound methods for global optimization

This paper investigates the influence of the interval subdivision selection rule on the convergence of interval branch-and-bound algorithms for global optimization. For the class of rules that allows convergence, we study the effects of the rules on a model algorithm with special list ordering. Four different rules are investigated in theory and in practice. A wide spectrum of test problems is used for numerical tests indicating that there are substantial differences between the rules with respect to the required CPU time, the number of function and derivative evaluations, and the necessary storage space. Two rules can provide considerable improvements in efficiency for our model algorithm.The work has been supported by the Grants OTKA 2879/1991, and MKM 414/1994.     

An explicit third‐order numerical method for size‐structured population equations

A numerical method incorporating a combination of a difference scheme and several uniform and nonuniform quadrature rules is presented. The method is designed to solve size‐structured population equations with linear growth rate and nonlinear fertility and mortality rates. A detailed analysis of the global discretization error is carried out. Examples with known exact solutions have been solved numerically using the proposed method. The computations show that the global error is of third order as predicted by the theory. © 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 19: 1–21, 2003     

A Semi-Markov decision problem for proactive and reactive transshipments between multiple warehouses

Lateral transshipments are an effective strategy to pool inventories. We present a Semi-Markov decision problem formulation for proactive and reactive transshipments in a multi-location continuous review distribution inventory system with Poisson demand and one-for-one replenishment policy. For a two-location model we state the monotonicity of an optimal policy. In a numerical study, we compare the benefits of proactive and different reactive transshipment rules. The benefits of proactive transshipments are the largest for networks with intermediate opportunities of demand pooling and the difference between alternative reactive transshipment rules is negligible.     

On Birkhoff-Young quadrature of analytical functions

A simple method is given for constructing quadrature rules for the numerical integration of an analytic function over a line segment in the complex plane. The Birkhoff-Young 5-point, degree 5 rule is obtained as a special case. An error analysis is used to show how rules preferable to the Birkhoff-Young rule are easily developed.     

Szegő–Lobatto quadrature rules

Gauss-type quadrature rules with one or two prescribed nodes are well known and are commonly referred to as Gauss–Radau and Gauss–Lobatto quadrature rules, respectively. Efficient algorithms are available for their computation. Szeg? quadrature rules are analogs of Gauss quadrature rules for the integration of periodic functions; they integrate exactly trigonometric polynomials of as high degree as possible. Szeg? quadrature rules have a free parameter, which can be used to prescribe one node. This paper discusses an analog of Gauss–Lobatto rules, i.e., Szeg? quadrature rules with two prescribed nodes. We refer to these rules as Szeg?–Lobatto rules. Their properties as well as numerical methods for their computation are discussed.     

On the use of Gauss quadrature in adaptive automatic integration schemes

The use of Kronrod's scheme for automatic adaptive integration is well known. In this paper we introduce Gauss integration rules combined with a new way of estimating the errors as basic rules in automatic adaptive integration schemes. On the basis of very limited numerical experiments it seems that our scheme may be as efficient and reliable as the Kronrod scheme.Supported by NAVF (The Norwegian Research Council for Arts and Sciences).     

Quantum model of emerging grammars

A special class of quantum recurrent nets (QRNs) simulating Markov chains with absorbing states is introduced. The absorbing states are exploited for pattern recognition: each class of patterns is attracted to a unique absorbing state. Due to quantum interference of patterns, each combination of patterns acquires its own meaning: it is attracted to a certain combination of absorbing states which is different from those of individual attractions. This fundamentally new effect can be interpreted as formation of a grammar, i.e., a set of rules assigning certain meaning to different combinations of patterns. It appears that there exists a class of unitary operators in which each member gives rise to a different artificial language with associated grammar.     

On obtaining higher order convergence for smooth periodic functions

We present two algorithms for multivariate numerical integration of smooth periodic functions. The cubature rules on which these algorithms are based use fractional parts of multiples of irrationals in combination with certain weights. Previous work led to algorithms with quadratic and cubic error convergence. We generalize these algorithms so that one can use them to obtain general higher order error convergence. The algorithms are open in the sense that extra steps can easily be taken in order to improve the result. They are also linear in the number of steps and their memory cost is low.     

A family of rules for parameter choice in Tikhonov regularization of ill-posed problems with inexact noise level

We consider Tikhonov regularization of linear ill-posed problems with noisy data. The choice of the regularization parameter by classical rules, such as discrepancy principle, needs exact noise level information: these rules fail in the case of an underestimated noise level and give large error of the regularized solution in the case of very moderate overestimation of the noise level. We propose a general family of parameter choice rules, which includes many known rules and guarantees convergence of approximations. Quasi-optimality is proved for a sub-family of rules. Many rules from this family work well also in the case of many times under- or overestimated noise level. In the case of exact or overestimated noise level we propose to take the regularization parameter as the minimum of parameters from the post-estimated monotone error rule and a certain new rule from the proposed family. The advantages of the new rules are demonstrated in extensive numerical experiments.     

基于CVaR测度和期权市场化定价的供应链协调研究

本文基于条件风险值(CVaR)和期权市场化定价规则,研究了具有风险规避特性的销售商和风险中性的供应商组成的供应链系统的协调问题。首先,利用CVaR风险测度工具建立了包含风险厌恶系数的销售商目标函数,得出了满足供应链协调的期权参数之间的关系。之后又根据Black-Schoels(B-S)模型得到满足市场化定价规则的期权参数之间的关系。通过联立上述两个条件证明了存在既满足供应链协调条件又满足期权市场化定价规则的期权定价组合(o^*,e^*),说明满足市场化定价规则的的期权契约能很好地协调风险规避型供应链。另外,文章还分析了模型中主要参数对该期权定价组合以及供应链各方利润的影响。最后,以数值分析的方式探讨了各参数实际对供应链系统运作效率的影响程度。     

On extrapolation of Jagerman and Stetter rules

In this paper quadrature rules introduced by Jagerman [1] and Stetter [2] are considered and asymptotic expansions for the error given. This allows to make use of the Romberg extrapolation process. Such rules can be viewed as generalizations of the well-known mid-point rule. Thus, numerical examples comparing these rules are finally presented.     

Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules

We show how to obtain a fast component-by-component construction algorithm for higher order polynomial lattice rules. Such rules are useful for multivariate quadrature of high-dimensional smooth functions over the unit cube as they achieve the near optimal order of convergence. The main problem addressed in this paper is to find an efficient way of computing the worst-case error. A general algorithm is presented and explicit expressions for base 2 are given. To obtain an efficient component-by-component construction algorithm we exploit the structure of the underlying cyclic group. We compare our new higher order multivariate quadrature rules to existing quadrature rules based on higher order digital nets by computing their worst-case error. These numerical results show that the higher order polynomial lattice rules improve upon the known constructions of quasi-Monte Carlo rules based on higher order digital nets.     

Quadrature rules for integrals of fuzzy-number-valued functions

In this paper, we introduce some quadrature rules for the Henstock integral of fuzzy-number-valued mappings by giving error bounds for mappings of bounded variation and of Lipschitz type. We also consider generalizations of classical quadrature rules, such as midpoint-type, trapezoidal and three-point-type quadrature. Finally, we study δ-fine quadrature rules and we present some numerical applications.     

Structure analysis of higher-order variational integrators and implementation of SUNDMAN adaptivity in time

In this paper, we investigate the use of different higher-order polynomial bases for the temporal approximation as well as various higher-order quadrature rules. The resulting time integration schemes partially differ in their numerical properties, especially in order convergence and energy error. Further, an adaptivity of the time increment to optimize the computational effort is implemented using a time transformation according to SUNDMAN. Using an example with viscoelastic material behavior that models a bungee jumper, we show its advantages to minimize the energy error. (© 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

On modified Gregory rules based on a generalised mixed interpolation formula

A mixed interpolation function in its generalised form is used to derive the generalised modified Gregory formulae These formulae are expressed in the form of the classical rules along with two correction terms. The error terms are briefly discussed. The newly derived quadrature formulae are tested with certain numerical examples, which shows the efficiency of the generalised modified rules over classical Gregory rules, as well as the modified rules based on the mixed trigonometric interpolation. The importance of the error terms are also discussed.