Requirements of a Package for N-Body Simulations of the Solar System

N-body simulations of the Solar System form a challenging set of initial value problems for numerical integrators. The challenge comes from the variety of problems and their size – one recent simulation had 300,015 second order equations and required 9×10¹⁰ integration steps. A number of packages for specific types of simulations are available. I discuss what is required of a package intended to efficiently perform a wide range of N-body simulations.     

On Sparse Solvers in a Stiff Integrator of Extrapolation Type

We consider the use of software for the direct solution of sparselinear equations within a stiff integration package which usesextrapolation techniques. We discuss the effect of varying thefrequency of matrix decompositions and of altering the pivotingstrategy. We compare the use of two sparse matrix packages,NSPFAC (Sherman, 1978) and MA28 (Duff, 1977), within the chemicalkinetics package LARKIN (Deuflhard et al., 1983).     

An (<Emphasis Type="Italic">r</Emphasis>, <Emphasis Type="Italic">nQ</Emphasis>) inventory model for packaged deteriorating products with compound Poisson demand

We consider a liquid type of a deteriorating item which is packaged by an outside supplier and is delivered to final customers by a distributor. Customers arrive according to a Poisson process and ask for an integer number of packages. Unsatisfied demands are backordered. The inventory is reviewed continuously and replenished from an external supplier with a positive deterministic lead time following an (r, nQ) policy. The product in each package deteriorates continuously over time during transportation and storage. Therefore, the distributor cannot deliver exactly one unit of usable material in each package. We develop a model to determine the optimal inventory control parameters and the required size of a package to minimize expected average costs and illustrate the benefit of this method compared to a sequential approach based on an example from practice.     

The software library numeralgo

The software library numeralgo of netlib collects the packages that authors submitted together with their paper to the journal Numerical Algorithms. The items of the library are named as na x, where x stands for a sequential number identifying a specific package. In the first section, a survey of the old packages will be reported. In the next section, we list the new software related to the papers published in this issue. In the last section, we describe the netlib repository and how to obtain an item of the library numeralgo. This revised version was published online in June 2006 with corrections to the Cover Date.     

Determination of contact stresses in problems on bending of a package of transversely isotropic bars

A mechanomathematical model for bending of packages of transversely isotropic bars of rectangular cross section is proposed. Adhesion, slippage, and separation zones between the bars are considered. The resolving equations for deflections and tangential displacements are supplemented with a system of linear differential equations for determining the normal and tangential contact stresses, and boundary conditions are formulated. A scheme for analytical solution of two contact problems—a package under the action of a distributed load and a round stamp—is considered. For these packages, a transition is performed from the initial system of differential equations for determining the contact stresses, where the unknown functions are interrelated by recurrent relationships, to one linear differential equation of fourth order and then to a system of linear algebraic equations. This transition allows us to integrate the initial system and get expressions for the contact stresses.Translated from Mekhanika Kompozitnykh Materialov, Vol. 40, No. 6, pp. 761–778, November–December, 2004.     

Multiple-Model OR Packages

Multiple-model OR packages (MMORPs) are software packages which incorporate algorithms for the solution of a wide range of OR models. In this paper we consider 15 such packages which are currently available for the IBM-PC. A detailed review of these packages with respect to six common OR models [linear programming, integer programming, assignment, transportation, network analysis (PERT/CPM) and Markov processes] is presented. Criteria for choosing a MMORP are highlighted and a subjective judgement made as to whether each package is worth considering for purchase or not.     

Optimal inventory policy for specialty chemical products in multiple packages

Many products are inventoried and sold in multiple outer packages, which causes the manufacturer or distributor to maintain a segmented inventory. Oftentimes, this scenario leads to shortages in some packages and over-stock in other package types. The shortages are usually linked to specific shortage costs, and the over-stock is always associated with some sort of unnecessary holding cost that either erodes profit margins or results in increased costs for the consumer. In this paper, the inventory policy for a specialty chemical manufacturer's cleaner, which is inventoried in four unique packages, is studied. A mathematical model is developed to account for the costs associated with initial procurement, holding and repackaging (shortage), which are the primary costs associated with the inventory system. Based upon this model, an optimal inventory policy is generated that reduces the need for repackaging, without requiring a prohibitive amount of safety stock. A specific historical case is summarized, and the results of this example are compared with the results that the new inventory policy would have produced, given the same circumstances.     

Integrating expert systems and mathematical programming: An example in infrastructure management

This report describes the integration of an integer programming model and an expert system. The application involves selecting bridges for repair/maintenance with the State of New Jersey. The integrated system has been designed for a PC environment using the GAMS/ZOOM optimization package in conjunction with the RuleMaster expert system in a loosely coupled fashion. The advantages of this approach are discussed. Testing has been carried out with data generated from a portion of New Jersey's highway system.Statistics and Operations Research Series Report SOR-88-10, April 1989)     

Prospects and challenges in R package development

R, a software package for statistical computing and graphics, has evolved into the lingua franca of (computational) statistics. One of the cornerstones of R’s success is the decentralized and modularized way of creating software using a multi-tiered development model: The R Development Core Team provides the “base system”, which delivers basic statistical functionality, and many other developers contribute code in the form of extensions in a standardized format via so-called packages. In order to be accessible by a broader audience, packages are made available via standardized source code repositories. To support such a loosely coupled development model, repositories should be able to verify that the provided packages meet certain formal quality criteria and “work”: both relative to the development of the base R system as well as with other packages (interoperability). However, established quality assurance systems and collaborative infrastructures typically face several challenges, some of which we will discuss in this paper.     

Boosting in Cox regression: a comparison between the likelihood-based and the model-based approaches with focus on the R-packages <Emphasis Type="Italic">CoxBoost</Emphasis> and <Emphasis Type="Italic">mboost</Emphasis>

Despite the limitations imposed by the proportional hazards assumption, the Cox model is probably the most popular statistical tool used to analyze survival data, thanks to its flexibility and ease of interpretation. For this reason, novel statistical/machine learning techniques are usually adapted to fit its requirements, including boosting. Boosting is an iterative technique originally developed in the machine learning community to handle classification problems, and later extended to the statistical field, where it is used in many situations, including regression and survival analysis. The popularity of boosting has been further driven by the availability of user-friendly software such as the R packages mboost and CoxBoost, both of which allow the implementation of boosting in conjunction with the Cox model. Despite the common underlying boosting principles, these two packages use different techniques: the former is an adaptation of model-based boosting, while the latter adapts likelihood-based boosting. Here we contrast these two boosting techniques as implemented in the R packages from an analytic point of view; we further examine solutions adopted within these packages to treat mandatory variables, i.e. variables that—for several reasons—must be included in the model. We explore the possibility of extending solutions currently only implemented in one package to the other. A simulation study and a real data example are added for illustration.     

一般工商业零售电价套餐适应性评估与优化方法

在电力体制改革的大背景下,合理评估零售电价套餐适应性,对控制电网经营风险和推进售电侧改革有重要意义。针对我国电力市场以及一般工商业的特点,首先从竞争、用户以及市场环境角度出发建立了一般工商业零售电价套餐评估指标体系;其次将层次分析法和改进的灰色白化权函数相结合,对电价套餐进行适应性评估;最后针对该评估方法建立了基于蚁群算法的优化模型,以最小成本得到提高电价套餐适应性等级的优化方案,并验证了该方法具有良好的鲁棒性,具有一定的参考意义。     

Linear Programming Applications on Microcomputers

Linear programming is normally thought of as an application to be run on large computers, and for many problems that is the case. However, there are many problems of a suitable size to run on microcomputers, and a variety of packages have appeared on the market in the last year or two claiming to solve linear programming problems on popular microcomputers. The paper considers the features to look for in a package and the type of problem to consider for solution on microcomputers.     

Principles of development of an interactive computing system for analyzing the stability and inflatibility of a parachute

This article describes the structure of a software package developed to study the stationary modes of motion of parachute systems and analyze their stability. A brief discussion of optimality criteria for such packages is given. A classification of the instabilities in the mechanics of a parachute is presented.Translated fromDinamicheskie Sistemy, No. 6, pp. 3–10, 1987.     

Financial Modelling on Microcomputers

The financial modelling packages for microcomputers can be considered as falling into one of three categories:- visual spread sheets, micro base structured models and structured models which are compatible across, and allow communications between, micros and mainframes. This paper describes the three types of package, discusses the pros and cons of each, and offers a guide to system selection.     

Using RngStreams for parallel random number generation in C++ and R

The RngStreams software package provides one viable solution to the problem of creating independent random number streams for simulations in parallel processing environments. Techniques are presented for effectively using RngStreams with C++ programs that are parallelized via OpenMP or MPI. Ways to access the backbone generator from RngStreams in R through the parallel and rstream packages are also described. The ideas in the paper are illustrated with both a simple running example and a Monte Carlo integration application.     

Hands-on tutorial for parallel computing with R

Due to the increasing availability of powerful hardware resources, parallel computing is becoming an important issue, as a noticeable speedup may be achieved. The statistical programming language R allows for parallel computing on computer clusters as well as multicore systems through several packages. This tutorial gives a short, practical overview of four, in view of the authors, important packages for parallel computing in R, namely multicore, snow, snowfall and nws. First, the general principle of parallelizing simple tasks is briefly illustrated based on a statistical cross-validation example. Afterwards, the usage of each of the introduced packages is being demonstrated on the example. Furthermore, we address some specific features of the packages and provide guidance for selecting an adequate package for the computing environment at hand.     

A new R package for actuarial survival models

We develop a new R package that computes the probability density function, the hazard rate function, the integrated hazard rate function, and the quantile function for forty four survival models commonly used in actuarial science. A real data application of the package is illustrated. It is hoped that this package could be useful for actuarial scientists.     

Analysis of the effects of a pulsed electromagnetic field on the dynamic response of electrically conductive composites

The effects of pulsed electromagnetic fields on the dynamic mechanical response of electrically conductive anisotropic plates are studied. The analysis is based on the simultaneous solving of the system of nonlinear partial differential equations that include equations of motion and Maxwell’s equations. Physics-based hypotheses for electro-magneto-mechanical coupling in anisotropic composite plates and dimension reduction solution procedures for the nonlinear system of the governing equations are presented. A numerical solution procedure for the resulting two-dimensional nonlinear system of the governing equations has been developed and consists of the sequential application of time and spatial integration and quasilinearization. The developed methodology is applied to the problem of the dynamic response of a long current-carrying unidirectional carbon fiber polymer matrix composite plate subjected to transverse impact load and in-plane pulsed electromagnetic load. The interacting effects of the pulsed electric current, external magnetic field, and mechanical load are studied.     

minPtest: a resampling based gene region-level testing procedure for genetic case-control studies

Current technologies generate a huge number of single nucleotide polymorphism (SNP) genotype measurements in case-control studies. The resulting multiple testing problem can be ameliorated by considering candidate gene regions. The minPtest R package provides the first widely accessible implementation of a gene region-level summary for each candidate gene using the min $P$ test. The latter is a permutation-based method that can be based on different univariate tests per SNP. The package brings together three different kinds of tests which were scattered over several R packages, and automatically selects the most appropriate one for the study design at hand. The implementation of the minPtest integrates two different parallel computing packages, thus optimally leveraging available resources for speedy results.     

Open-source machine learning: R meets Weka

Two of the prime open-source environments available for machine/statistical learning in data mining and knowledge discovery are the software packages Weka and R which have emerged from the machine learning and statistics communities, respectively. To make the different sets of tools from both environments available in a single unified system, an R package RWeka is suggested which interfaces Weka’s functionality to R. With only a thin layer of (mostly R) code, a set of general interface generators is provided which can set up interface functions with the usual “R look and feel”, re-using Weka’s standardized interface of learner classes (including classifiers, clusterers, associators, filters, loaders, savers, and stemmers) with associated methods.