Modelling ship operational reliability over a mission under regular inspections

A ship is required to operate for a fixed mission period. Should a critical item of equipment fail at sea, the ship is subject to a costly event with potentially high risk to ship and crew. Given warning of a pending defect, the ship can try to return to port under its own power and thus attempt to avoid an at sea failure. Defects which lead to a failure are detected by inspection, and the task is to select the appropriate frequency of inspection to balance the number of occasions that a ship fails at sea and the number of preventive inspection based returns to port during a mission to correct a defect. The modelling entails using the delay time concept. Expressions are established for the expected number of preventive and failure returns over a mission, and an example given of a cost based balance to select an optimal inspection period. Although addressing ship reliability, the model has relevance to the mission reliability of any repairable equipment with remote main repair facilities.     

On Martingale Approximation of Adapted Processes

We show that the existence of a martingale approximation of a stationary process depends on the choice of the filtration. There exists a stationary linear process which has a martingale approximation with respect to the natural filtration, but no approximation with respect to a larger filtration with respect to which it is adapted and regular. There exists a stationary process adapted, regular, and having a martingale approximation with respect to a given filtration but not (regular and having a martingale approximation) with respect to the natural filtration.     

A Note On A Loaded Piezoelectric Transformer

Due to the coupling of mechanical and electrical quantities in a piezoceramic material, it is possible to transform a harmonic input voltage to a harmonic output voltage by using a piezoceramic transformer. The advantage of such a transformer is the avoidance of magnetic fields and the very simple assembly. The piezoelectric transformer considered here consists of several parts. Three brass and two piezoceramic rods, that are glued together. The purpose of the system is to transform a determined input voltage to a determined ouput voltage with a high efficiency. Therefore, one of the piezoceramics is excited harmonically with a frequency close to a resonance frequency of the system. According to the electromechanical coupling in piezoceramics, the transformer oscillates with the excitation frequency. Due to the piezoelectric effect an electric displacement or an electric voltage is generated between the electrodes of the second piezoceramic. The amplitude of the output voltage depends on the geometry and the load connected between the electrodes of the second piezoceramic. In this paper a theoretical model to determine the gain and input impedance for such a transformer is derived and the results are compared with experiments.     

On a Mathematical Comparison between Hierarchy and Network with a Classification of Coordination Structures

This paper proposes a mathematical model to compare a network organization with a hierarchical organization. In order to formulate the model, we define a three-dimensional framework of the coordination structure of a network and of other typical coordination structures. In the framework, we can define a network structure by contrasting it with a hierarchy, in terms of the distribution of decision making, which is one of the main features of information processing. Based on this definition, we have developed a mathematical model for evaluating coordination structures. Using this model, we can derive two boundary conditions among the coordination structures with respect to the optimal coordination structure. The boundary conditions help us to understand why an organization changes its coordination structure from a hierarchy to a network and what factors cause this change. They enable us, for example, to find points of structural change where the optimal coordination structure shifts from a hierarchy to a hierarchy with delegation or from a hierarchy with delegation to a network, when the nature of the task changes from routine to non-routine. In conclusion, our framework and model may provide a basis for discussing the processes that occur when coordination structures change between a hierarchy and a network.     

Thermally Enhanced Motions of Variable-Inflow Surface Gravity-Driven Flows

In this paper, we report on theoretical and numerical studies of models for suddenly initiated variable-inflow surface gravity currents having temperature-dependent density functions when these currents are subjected to incoming radiation. This radiation leads to a heat source term that, owing to the spatial and temporal variation in surface layer thickness, is itself a function of space and time. This heat source term, in turn, produces a temperature field in the surface layer having nonzero horizontal spatial gradients. These gradients induce shear in the surface layer so that a depth-independent velocity field can no longer be assumed and the standard shallow-water theory must be extended to describe these flow scenarios. These variable-inflow currents are assumed to enter the flow regime from behind a partially opened lock gate with the lock containing a large volume of fluid whose surface is subjected to a variable pressure. Flow filament theory is used to arrive at expressions for the variable inflow velocity under the assumptions of an inviscid and incompressible fluid moving through a small opening under a lock gate at one end of a large rectangular tank containing the deep slightly more dense ambient fluid. Finding this time-dependent inflow velocity, which will then serve as a boundary condition for the solution of our two-layer system, involves solving a forced Riccati equation with time-dependent forcing arising from the surface pressure applied to the fluid in the lock.
The results presented here are, to the best of our knowledge, the first to involve variable-inflow surface gravity currents with or without thermal enhancement and they relate to a variety of phenomena from leaking shoreline oil containers to spring runoff where the variable inflow must be taken into account to predict correctly the ensuing evolution of the flow.     

Rethinking tradeoffs and OR/MS methodology

The purpose of this paper is to explore the role of a process known as the ‘evaporating cloud’ (EC) as a way of enhancing OR/MS modelling. While other authors have described the use of the EC process to explore the tradeoffs in a traditional Economic Order Quantity model, this paper demonstrates the use of the EC with a facilities location problem, which was originally solved via mixed integer programming. We relate our findings to OR/MS modelling in general, and argue that the EC could contribute effectively to different phases of the problem-solving process, for example, aiding the problem-structuring phase and helping to find better solutions in many OR/MS modelling situations. We demonstrate that the EC is a valuable tool to use in modelling practice as a problem-structuring tool, as a way of dealing specifically with tradeoffs, and that it can therefore be a useful complement to OR/MS methodology, and contribute to OR/MS practice and teaching.     

Nonlinear Oscillations of a Spring Pendulum at the 1 : 1 : 2 Resonance: Theory,Experiment, and Physical Analogies

Nonlinear spatial oscillations of a material point on a weightless elastic suspension are considered. The frequency of vertical oscillations is assumed to be equal to the doubled swinging frequency (the 1 : 1 : 2 resonance). In this case, vertical oscillations are unstable, which leads to the transfer of the energy of vertical oscillations to the swinging energy of the pendulum. Vertical oscillations of the material point cease, and, after a certain period of time, the pendulum starts swinging in a vertical plane. This swinging is also unstable, which leads to the back transfer of energy to the vertical oscillation mode, and again vertical oscillations occur. However, after the second transfer of the energy of vertical oscillations to the pendulum swinging energy, the apparent plane of swinging is rotated through a certain angle. These phenomena are described analytically: the period of energy transfer, the time variations of the amplitudes of both modes, and the change of the angle of the apparent plane of oscillations are determined. The analytic dependence of the semiaxes of the ellipse and the angle of precession on time agrees with high degree of accuracy with numerical calculations and is confirmed experimentally. In addition, the problem of forced oscillations of a spring pendulum in the presence of friction is considered, for which an asymptotic solution is constructed by the averaging method. An analogy is established between the nonlinear problems for free and forced oscillations of a pendulum and for deformation oscillations of a gas bubble. The transfer of the energy of radial oscillations to a resonance deformation mode leads to an anomalous increase in its amplitude and, as a consequence, to the break-up of a bubble.     

The efficiency of indicator-based local search for multi-objective combinatorial optimisation problems

In the last few years, a significant number of multi-objective metaheuristics have been proposed in the literature in order to address real-world problems. Local search methods play a major role in many of these metaheuristic procedures. In this paper, we adapt a recent and popular indicator-based selection method proposed by Zitzler and Künzli in 2004, in order to define a population-based multi-objective local search. The proposed algorithm is designed in order to be easily adaptable, parameter independent and to have a high convergence rate. In order to evaluate the capacity of our algorithm to reach these goals, a large part of the paper is dedicated to experiments. Three combinatorial optimisation problems are tested: a flow shop problem, a ring star problem and a nurse scheduling problem. The experiments show that our algorithm can be applied with success to different types of multi-objective optimisation problems and that it outperforms some classical metaheuristics. Furthermore, the parameter sensitivity analysis enables us to provide some useful guidelines about how to set the parameters.     

A decision model for supplier selection in the presence of dual-role factors

Best suppliers help manufacturers to gain and sustain a competitive advantage by improving product quality, reducing cost, shortening lead-time and so on. The crucial role played by suppliers in a supply chain renders the selection of a supplier or suppliers a significant work that attracts the attention of both researchers and practitioners. In the literature, data envelopment analysis (DEA) as a nonparametric technique is often applied to conduct a performance analysis. Little attention, however, has been paid to dual-role factors in the supplier selection process. This paper proposes a novel two-step approach to select suppliers in the presence of dual-role factors. As a combination of DEA and two-person zero-sum game theory, our work considers the strategic behaviour of the external environment and is able to handle the supplier selection in a competitive environment. Moreover, the proposed model circumvents the requirement to specify the status of a dual-role factor ahead of an evaluation and is easy to solve. Finally, the applicability of the procedure is illustrated by an application to a data set of 18 suppliers.     

A Study on Abnormality in Variational and Optimal Control Problems

In this paper, a variational problem is considered with differential equality constraints over a variable interval. It is stressed that the abnormality is a local character of the admissible set; consequently, a definition of regularity related to the constraints characterizing the admissible set is given. Then, for the local minimum necessary conditions, a compact form equivalent to the well-known Euler equation and transversality condition is given. By exploiting this result and the previous definition of regularity, it is proved that nonregularity is a necessary and sufficient condition for an admissible solution to be an abnormal extremal. Then, a necessary and sufficient condition is given for an abnormal extremal to be weakly abnormal. The analysis of the abnormality is completed by considering the particular case of affine constraints over a fixed interval: in this case, the abnormality turns out to have a global character, so that it is possible to define an abnormal problem or a normal problem. The last section is devoted to the study of an optimal control problem characterized by differential constraints corresponding to the dynamics of a controlled process. The above general results are particularized to this problem, yielding a necessary and sufficient condition for an admissible solution to be an abnormal extremal. From this, a previously known result is recovered concerning the linearized system controllability as a sufficient condition to exclude the abnormality.     

Optimal design of midsurface of shells: Differentiability proof and sensitivity computation

We suppose that a shell submitted to a given load (self-weight or wind, for instance), has to resist as well as possible towards given criteria. We aim at the following problem: Is it possible to find an optimal design of the midsurface of the shell with respect to this criteria? This problem can be worked using gradient-type algorithms. In this paper we work on the differentiability proof and numerical computation of the gradient. For a given shape of the midsurface, we consider that the shell works in linear elastic conditions. We use the Budiansky-Sanders model for elastic shells, from which we get the displacement field in the shell. The criteria to be minimized are supposed to depend on the shape directly, and also through the displacement field. In this paper, we prove that the displacement field depends on the shape in a Fréchet-differentiable manner (for an appropriate topology on the set of admissible shapes). Then we give a way to compute the gradient of a given criteria from a theoretical point of view and from a numerical point of view. This allows us to use descent-type methods of optimization. They will lead to shapes which react better and better. Notice that we know nothing about convergence of these methods, the existence and unicity of a theoretical optimal solution. But from a practical point of view, it is quite interesting to be able to modify a given shape to obtain a better one.     

An exact algorithm to extend lifetime through roles allocation in sensor networks with connectivity constraints

We face the problem of scheduling optimally the activities in a wireless sensor network in order to ensure that, in each instant of time, the activated sensors can monitor all points of interest (targets) and route the collected information to a processing facility. Each sensor is allocated to a role, depending on whether it is actually used to monitor the targets, to forward information or kept idle, leading to different battery consumption ratios. We propose a column generation algorithm that embeds a highly efficient genetic metaheuristic for the subproblem. Moreover, to optimally solve the subproblem, we introduce a new formulation with fewer integer variables than a previous one proposed in the literature. Finally, we propose a stopping criterion to interrupt the optimal resolution of the subproblem as soon as a favorable solution is found. The results of our computational tests show that our algorithm consistently outperforms previous approaches in the literature, and also improves the best results known to date on some benchmark instances.     

A two-bottleneck system with binomial yields and rigid demand

This study considers multistage production systems where production is in lots and only two stages have non-zero setup costs. Yields are binomial and demand, needing to be satisfied in its entirety, is “rigid”. We refer to a stage with non-zero setup cost as a “bottleneck” (BN) and thus to the system as “a two-bottleneck system” (2-BNS). A close examination of the simplest 2-BNS reveals that costs corresponding to a particular level of work in process (WIP) depend upon costs for higher levels of WIP, making it impossible to formulate a recursive solution.For each possible configuration of intermediate inventories a production policy must specify at which stage to produce next and the number of units to be processed. We prove that any arbitrarily “fixed” production policy gives rise to a finite set of linear equations, and develop algorithms to solve the two-stage problem. We also show how the general 2-BNS can be reduced to a three-stage problem, where the middle stage is a non-BN, and that the algorithms developed can be modified to solve this problem.     

Interface of global and local semantics in a self-navigating system based on the concept lattice

If the syntax–semantics interaction is driven by the interface, it also interrupts the interaction on its own right. Because the syntax is verified to be isomorphic to the semantics, the interaction is open to the diagonal argument leading to a contradiction. That is why it is necessary to introduce a particular interface to drive the interface to make the interaction possible despite the contradiction. In this context we propose the system implemented with the syntax–semantics loop by using a concept lattice and a particular weak quantifier. This system is expressed as the self-navigating system which wanders in a two-dimensional space, encounters some landmarks, constructs the relationship among landmarks to which decision making with respect to the move is referred. The syntax of this system is defined as two-dimensional move and the semantics is defined as a concept lattice [B. Ganter, R. Wille, Formal Concept Analysis, Springer, Berlin, 1999] constructed by the binary relation between landmarks and some properties of landmarks, and by Galois connection. To implement the interface driving and interrupting the interaction between syntax and semantics, we divided semantics into local and global concept lattices, and introduce a weak quantifier to connect a local with a global lattice. Because the contradiction results from diagonal argument or using a normal quantifier ∀, the use of a quantifier is restricted dependent on the situation to avoid a contradiction. It is shown that due to the role of a weak quantifier our self-navigating system is both robust and open to the emergent property through simulating studies.     

Applying a Power Penalty Method to Numerically Pricing American Bond Options

In this paper, we aim to develop a numerical scheme to price American options on a zero-coupon bond based on a power penalty approach. This pricing problem is formulated as a variational inequality problem (VI) or a complementarity problem (CP). We apply a fitted finite volume discretization in space along with an implicit scheme in time, to the variational inequality problem, and obtain a discretized linear complementarity problem (LCP). We then develop a power penalty approach to solve the LCP by solving a system of nonlinear equations. The unique solvability and convergence of the penalized problem are established. Finally, we carry out numerical experiments to examine the convergence of the power penalty method and to testify the efficiency and effectiveness of our numerical scheme.     

Influence of Scholarships on STEM Teachers: Cluster Analysis and Characteristics

Science, technology, engineering, and mathematics (STEM) teachers' perceptions about the influence of scholarship on their decision to teach and to teach in a high‐needs school were examined using cluster analysis. Three hundred and four STEM scholars, who were currently teaching, and who received funding from 45 institutions located throughout the United States responded to this national survey that was part of a larger cross‐sectional program evaluation. Three disparate clusters were identified: less committed to becoming a teacher and teaching in a high‐needs school, highly committed to becoming a teacher but not to teaching in a high‐needs school, and highly committed to becoming a teacher and teaching in a high‐needs school. Furthermore, the results indicated that the recipient's race and the time when the scholar learned about the scholarship were related to cluster membership. These results can be used to target STEM majors who may be influenced by scholarships to enter teaching and to teach in high‐needs schools.     

A new Branch and Bound method for a discrete truss topology design problem

Our paper considers a classic problem in the field of Truss Topology Design, the goal of which is to determine the stiffest truss, under a given load, with a bound on the total volume and discrete requirements in the cross-sectional areas of the bars. To solve this problem we propose a new two-stage Branch and Bound algorithm. In the first stage we perform a Branch and Bound algorithm on the nodes of the structure. This is based on the following dichotomy study: either a node is in the final structure or not. In the second stage, a Branch and Bound on the bar areas is conducted. The existence or otherwise of a node in this structure is ensured by adding constraints on the cross-sectional areas of its incident bars. In practice, for reasons of stability, free bars linked at free nodes should be avoided. Therefore, if a node exists in the structure, then there must be at least two incident bars on it, unless it is a supported node. Thus, a new constraint is added, which lower bounds the sum of the cross-sectional areas of bars incident to the node. Otherwise, if a free node does not belong to the final structure, then all the bar area variables corresponding to bars incident to this node may be set to zero. These constraints are added during the first stage and lead to a tight model. We report the computational experiments conducted to test the effectiveness of this two-stage approach, enhanced by the rule to prevent free bars, as compared to a classical Branch and Bound algorithm, where branching is only performed on the bar areas.     

The Ricci flow in a class of solvmanifolds

In this paper, we study the Ricci flow of solvmanifolds whose Lie algebra has an abelian ideal of codimension one, by using the bracket flow. We prove that solutions to the Ricci flow are immortal, the ω-limit of bracket flow solutions is a single point, and that for any sequence of times there exists a subsequence in which the Ricci flow converges, in the pointed topology, to a manifold which is locally isometric to a flat manifold. We give a functional which is non-increasing along a normalized bracket flow that will allow us to prove that given a sequence of times, one can extract a subsequence converging to an algebraic soliton, and to determine which of these limits are flat. Finally, we use these results to prove that if a Lie group in this class admits a Riemannian metric of negative sectional curvature, then the curvature of any Ricci flow solution will become negative in finite time.     

Anderson acceleration of the alternating projections method for computing the nearest correlation matrix

In a wide range of applications it is required to compute the nearest correlation matrix in the Frobenius norm to a given symmetric but indefinite matrix. Of the available methods with guaranteed convergence to the unique solution of this problem the easiest to implement, and perhaps the most widely used, is the alternating projections method. However, the rate of convergence of this method is at best linear, and it can require a large number of iterations to converge to within a given tolerance. We show that Anderson acceleration, a technique for accelerating the convergence of fixed-point iterations, can be applied to the alternating projections method and that in practice it brings a significant reduction in both the number of iterations and the computation time. We also show that Anderson acceleration remains effective, and indeed can provide even greater improvements, when it is applied to the variants of the nearest correlation matrix problem in which specified elements are fixed or a lower bound is imposed on the smallest eigenvalue. Alternating projections is a general method for finding a point in the intersection of several sets and ours appears to be the first demonstration that this class of methods can benefit from Anderson acceleration.     

Approximating connected facility location with buy-at-bulk edge costs via random sampling

In the connected facility location problem with buy-at-bulk edge costs we are given a set of clients with positive demands and a set of potential facilities with opening costs in an undirected graph with edge lengths obeying the triangle inequality. Moreover, we are given a set of access cable types, each with a cost per unit length and a capacity such that the cost per capacity decreases from small to large cables, and a core cable type of infinite capacity. The task is to open some facilities and to connect them by a Steiner tree using core cables, and to build a forest network using access cables such that the edge capacities suffice to simultaneously route all client demands unsplit to the open facilities. The objective is to minimize the total cost of opening facilities, building the core Steiner tree, and installing the access cables. In this paper, we devise a constant-factor approximation algorithm for this problem based on a random sampling technique.