An improved class of generalized Runge–Kutta methods for stiff problems. Part I: The scalar case

A new family of p-stage methods for the numerical integration of some scalar equations and systems of ODEs is proposed. These methods can be seen as a generalization of the explicit p-stage Runge–Kutta ones, while providing better order and stability results. We will show in this first part that, at the cost of losing linearity in the formulas, it is possible to obtain explicit A-stable and L-stable methods for the numerical integration of scalar autonomous ODEs. Scalar autonomous ODEs are of very little interest in current applications. However, be begin studying this kind of problems because most of the work can be easily extended to a more general situation. In fact, we will show in a second part (entitled ‘The separated system case'), that it is possible to generalize our methods so that they can be applied to some non-autonomous scalar ODEs and systems. We will obtain linearly implicit L-stable methods which do not require Jacobian evaluations. In both parts, some numerical examples are discussed in order to show the good performance of the new schemes.     

Nondeterministic dynamic programming on a parallel coprocessing system

We describe how nondeterministic dynamic programming (DP) algorithms can be designed for a new class of parallel coprocessing systems using “functional memory”, an architecture based upon dataflow computer principles. We also show how Petri nets can be used to model and express such parallel DP algorithms. Finally, we discuss architectural improvements that would facilitate the processing of Petri net models of nondeterministic DP algorithms on functional memory computers (FMC).     

Generalizing the modeling of fuzzy logic controllers by parameterized aggregation operators

We describe the type of reasoning used in the typical fuzzy logic controller, the Mamdani reasoning method. We point out the basic assumptions in this model. We discuss the S-OWA operators which provide families of parameterized “andlike” and “orlike” operators. We generalize the Mamdani model by introducing these operators. We introduce a method, which we call Direct Fuzzy Reasoning (DFR), which results from one choice of the parameters. We develop some learning algorithms for the new method. We show how the Takagi-Sugeno-Kang (TSK) method of reasoning is an example of this DFR method.     

A new method of digital simulation for an aircraft gas turbine engine control system

An LD-9 aircraft gas turbine engine with its control system is simulated digitally by a new method, called the ‘method of spare parts’. The computer program of simulation possesses the main capabilities of a real engine altitude test facility and is called a ‘digital engine altitude simulator’. The results of simulation show that the capabilities of this new method are much better than that of the ordinary ‘method of block diagram’. The method can be used for modelling and simulating any type of gas turbine engines or industrial process control systems.     

H-measures and variants applied to parabolic equations

Since their introduction H-measures have been mostly used in problems related to propagation effects for hyperbolic equations and systems. In this study we give an attempt to apply the H-measure theory to other types of equations. Through a number of examples we present how do the differences between parabolic and hyperbolic equations reflect in the properties of H-measures corresponding to the solutions. Secondly, we apply the H-measures to the Schrödinger equation, where we succeed in proving a propagation property. However, our conclusion is that a variant of H-measures should be sought which would be better suited to parabolic problems. We propose such a variant, show some fundamental properties and illustrate its applicability by some examples. In particular, we show that the variant provides new information in a number of situations where the original H-measures did not. Finally, we describe how the new variant can be used in small amplitude homogenisation of parabolic equations.     

Adapting the task-taxon-task methodology to model the impact of chemical protective gear

The Task-Taxon-Task method (Anno et al. DNA-TR-95-115, 1996) is a statistical modeling approach to predict performance decrements on behavioral tasks in response to various stressors. We describe the basics of the T3 method and our approach to adapting it to handle more acute stressors, which can require decomposition into task networks via logical or empirical analysis. We provide an illustrative example showing how the method can be used to account for performance decrements in manual tasks associated with wearing protective gloves. This illustration provides a substantive application in which the current T3 method can be augmented to account for performance decrements in a new sub-domain, while additionally providing lessons for extending the method to new stressors, performance domains, and behavior modeling systems.     

A coloured window on pre-service teachers’ conceptions of rational numbers

In undergraduate mathematics courses, pre-service elementary school teachers are often faced with the task of re-learning some of the concepts they themselves struggled with in their own schooling. This often involves different cognitive processes and psychological issues than initial learning: pre-service teachers have had many more opportunities to construct understandings and representations than initial learners, some of which may be more complex and engrained; pre-service teachers are likely to have created deeply-held–and often negative–beliefs and attitudes toward certain mathematical ideas and processes. In our recent research, we found that pre-service teachers who used a particular computer-based microworld, one emphasising visual representations of and experimental interactions with elementary number theory concepts, overcame many cognitive and psychological difficulties reported in the literature. In this study, we investigate the possibilities of using a similarly-designed microworld that involves a set of rational number concepts. We describe the affordances of this microworld, both in terms of pre-service teacher learning and research on pre-service teacher learning, namely, the helpful “window” it gave us on the mathematical meaning-making of pre-service teachers. We also show how their interactions with this microworld provided many with a new and aesthetically-rich set of visualisations and experiences.     

Trajectories of lattice particles using the new approach to no integrability

We study two systems which lead to a lattice when an integration path is specified in “aesthetic field theory”. One of these cases involves nonsoliton type particles (magnitudes of maxima and minima oscillate in time). The other system is made up of soliton type particles. The two systems are intrinsically three-dimensional. We speak of the third dimension as “time”. In one of our solutions, the particles move on straight line trajectories, insofar as our numerical work indicates. In the other solution, the soliton type particles undergo what appears to be simple harmonic motion in both the x- and y-directions (loop motion). We then study these two systems using the new approach to integrability which involves a superposition principle and is characterized by a unique change function at each point. We still find multi maxima and minima. The systems are not as symmetric as the lattice. The soliton characteristic is preserved by the new method. We investigated the motion of lattice particles. We found evidence of maxima (minima) regions coalescing so that the location of the maxima (minima) became difficult to follow. The concept of location of particles may not even have a well-defined meaning here. We find examples of soliton particles appearing and disappearing. We conclude that the manner of integration in a no integrability theory can transform a system with well-defined trajectories into a system where particles can no longer be followed in time.     

Spin-glass-type state in complex nonmagnetic systems

We briefly review our works concerned with generalized models of spin glass, which describe a wide class of glasses (multipole systems, real cluster glasses, and others). We consider several new models and discuss how the scenario of glass transition depends on different factors. We propose a classification of the behaviors of complex spin glasses depending on the system symmetry properties.     

Expectation-Stock Dynamics in Multi-Agent Fisheries

In this paper we consider a game-theoretic dynamic model describing the exploitation of a renewable resource. Our model is based on a Cournot oligopoly game where n profit-maximizing players harvest fish and sell their catch on m markets. We assume that the players do not know the law governing the reproduction of the resource. Instead they use an adaptive updating scheme to forecast the future fish stock. We analyze the resulting dynamical system which describes how the fish population and the forecasts (expectations) of the players evolve over time. We provide results on the existence and local stability of steady states. We consider the set of initial conditions which give non-negative trajectories converging to an equilibrium and illustrate how this set can be characterized. We show how such sets may change as some structural parameters of our model are varied and how these changes can be explained. This paper extends existing results in the literature by showing that they also hold in our two-dimensional framework. Moreover, by using analytical and numerical methods, we provide some new results on global dynamics which show that such sets of initial conditions can have complicated topological structures, a situation which may be particularly troublesome for policymakers.     

Inclusion of flexibility benefits in discounted cash flow analyses for investment evaluation: A simulation/optimization model

It has been argued that conventional discounted cash flow (DCF) techniques, which are commonly used for investment justification, are inadequate and may even be inappropriate for the justification of advanced manufacturing systems whose strategic value comes from such attributes as flexibility. The problem lies in the proper estimation of the value of flexibility in financial or cash flow terms, so that the DCF techniques, which are otherwise conceptually sound, become relevant. This involves an assessment of the value of the flexibility of the manufacturing system in dealing with the uncertainties in its operating environment. We propose a simulation-optimization methodology for this assessment in cash flow terms and use it in a DCF framework. We use simulation to generate the environmental parameters in each period of an appropriate evaluation horizon. We develop a mathematical programming model to determine the distribution of the possible net revenues of the system in each period by capturing the combined effect of the different types of flexibilities that the manufacturing system may possess. We illustrate the application of our methodology using numerical examples and discuss how it can be used to assess the value of flexibility in cash flow terms. We show that our approach facilitates the justification of capital investment in advanced manufacturing systems which tend to get undervalued under the traditional DCF approaches. It would also help managers address such important questions as “how much incremental investment should we be willing to make now for the additional flexibility features?” and “does the expected present value of the future benefits of added flexibility justify the incremental capital investment now?” In essence, our paper addresses the question as to appropriate techniques or approaches for justifying proposed strategic investment decisions.     

Local maxima of solutions to some nonsymmetric reaction‐diffusion systems

In this study, we examine the solution profile of some reaction‐diffusion systems. The systems are derived after approximating the Arrhenius term in our system which models the sintering process and consists of two coupled equations in terms of two unknowns. The unknowns describe the temperature of the solid and the concentration of the fuel. We show the evolution over time of local temperature hot spots. The key idea is to use ‘microscopic scaling’ around the temperature hot spot at the initial time along with asymptotic analysis. We also provide some numerical results that support the efficiency of our analysis. Copyright © 2013 John Wiley & Sons, Ltd.     

A General Decomposition Algorithm for Parallel Queues with Correlated Arrivals

Queueing with correlated arrivals occurs when customers arrive at a set of queues simultaneously. The difficulty in analyzing systems with correlated arrivals is due to the fact that the individual queueing systems are stochastically dependent. Exact methods for analyzing these systems are computationally intensive and are limited to only a few special cases. In this paper, we consider a system of parallel queues with bulk service and correlated arrivals. We show how the matrix-geometric approach can be used to obtain the performance measures of the system. We also develop an algorithm for large systems that efficiently approximates the performance measures by decomposing it into individual queueing systems. Finally, we describe how the principles of our decomposition algorithm can be extended to analyze a variety of different parallel queueing systems with correlated arrivals. We then evaluate the accuracy of our algorithm through a numerical study.     

排队系统中的泰勒展开方法

综述了排队系统中的泰勒展开方法。它由Gong和Hu在1990s首次提出,并在最近几年里有了一些新的发展。首先,通过GI/GI/1队列的简单例子介绍其基本原理;其次,展示如何应用该方法分析相关性队列和离去过程;然后,阐述如何基于该方法发展排队网络近似的高阶矩方法;最后,讨论未来的几个可能研究方向。     

Studying the interdependence of contractual and operational flexibilities in the market of specialty chemicals

This paper focuses on the market of specialty chemicals and deals with the joint investigation and valuation of contractual and operational flexibilities from a manufacturers’ point of view. In this market, customized services related to research, development and manufacturing of chemicals, intermediates and active pharmaceutical ingredients are offered to a small number of customers. Traditionally, customers are granted a large degree of freedom with respect to demand quantity and time exposing the manufacturer to high uncertainty and financial risk. Using a model-based approach we quantify the effect of this contractual flexibility and relate it to the manufacturing flexibility concerning capacity allocation. Through the valuation of these flexibilities we provide first insights for the manufacturer on which customer requests to accept, how to set up the associated contracts with the customers and how to allocate capacity for a given portfolio of products.     

Noise can create periodic behavior and stabilize nonlinear diffusions

It is shown that unlike nondegenerate (linear) diffusion processes, nonlinear diffusion processes can have a periodic law. We provide an example of a nonlinear diffusion for which periodic behavior is even created by the noise, i.e. no periodicity occurs when the noise is turned off. In the second part of the paper we give an example of a one-dimensional nonlinear diffusion which can be stabilized by noise. Finally we show also that the N-dimensional (N ≥ 2) ‘linear’ diffusion approximations of that system are stabilized by noise.     

On birational transformations of pairs in the complex plane

This article deals with the study of the birational transformations of the projective complex plane which leave invariant an irreducible algebraic curve. We try to describe the state of the art and provide some new results on this subject.