A numerical approximation theory for second-order integral differential equations

This paper is a companion paper to “An Oscillation Theory for Second-Order Integral Differential Equations.” The underlying theme is that both topic (oscillation theory and numerical oscillation theory) follow as a corollary to an approximation theory of quadratic forms given previously by the author. In Section I we give the mathematical preliminaries; some of which are not included in the earlier paper. This includes the relationship between the fundamental quadratic form and its integral differential equation (the Euler-Lagrange equations). In Section II the approximating quadratic forms are defined on the approximating Hilbert space. In Section III we show that our approximating hypothesis are satisfied and give the fundamental inequality relationships [Eqs. (12) and (13)]. We also show that the mth oscillation point is a continuous function of our approximating parameter. Finally in Section IV we show how that the approximating indices may be easily obtained by computer algorithms.     

Bifurcation of periodic orbits in coupled chemical reactors II

In this part of the paper we deal with computational aspects of the bifurcation problem introduced in Part I, cf. [1]. It follows from Section 3 that the bifurcation behaviour is essentially determined by the expression KP(Ω) – ∧β, where β is some constant which was assumed to be nonzero, while P(Ω) is some 2π-periodic function which was implicitly defined in Section 2. In Section 4 we first derive easily computable expressions for P(Ω) and β from the definitions of Section 2. Secondly we offer a direct, although formal, derivation for these quantities. In Section 5 we briefly show how P(Ω). β can actually be computed by means of a high speed computer and discuss a number of examples. In Section 6 finally we give some asymptotic results for systems depending on an additional parameter.     

Short-term financial planning with uncertain receipts and disbursements

The problem of short-term financial planning is to determine an optimal credit mix to meet the short-term cash needs and an optimal investment plan for excess cash. A number of linear optimization models have been developed to solve this problem, some of which are in practical use. The purpose of this paper is to generalize the assumptions of these models concerning the available information about future receipts and disbursements. It is presupposed that the financial officer has some idea as to the amount involved which, however, cannot be specified by a probability distribution. On the contrary, we assume that these ideas only permit qualitative probability statements such as the following:“That the difference between disbursements and receipts in a certain period lies in an interval I₁ is no less probable than that it lies in an interval I₂”.For this level of information we formulate a model for short-term financial planning, and we develop a solution procedure to determine the optimum financial alternatives. Finally, the entire procedure is demonstrated by a medium sized example.     

Novel method of virtual embryogenesis for structuring Artificial Neural Network controllers

The organization of an Artificial Neural Network (ANN; e.g. the organization in layers, the number of cells per layer and the degree of connectivity between the cells) has a big influence on its abilities (e.g. learning ability). In this article, we present a novel method to organize the nodes and links of an ANN in a biologically motivated manner using virtual embryogenesis (VE). The VE mimics processes observable in biology, like interaction of cells via chemical substances or tissue differentiation. In our system, a virtual embryo consists of individual cells controlled by a genome. These cells can develop to nodes in the ANN during the embryogenetic process. The embryo is implemented as a spatially and temporally discrete multi-agent model. The cells in our model interact with each other via virtual physics and virtual chemistry. With the work at hand, we show that patterns developing in VE are comparable to patterns found during natural embryogenesis. We plan to combine VE with Evolutionary Algorithms to optimize the genome of the embryo. We expect the described model of VE (in combination with Evolutionary Algorithms) to lead to novel, evolutionary shaped net structures of ANNs.     

Darstellung durch definite ternäre quadratische Formen

We study the representation behaviour of a $\text{Z}$-lattice L on a positive definite ternary quadratic space V over $\text{Q}$. As a new tool for this we use the Bruhat-Tits building of the spingroup of the completion of V at a suitable prime p. In Section 2 we show how this can be described in an elementary way as a graph whose vertices are the $\text{Z}$_p-maximal lattices on V_p, and in Section 4 we let this graph induce a graph, whose vertices are lattices on V, which differ from L only at the prime p. In Section 3 we investigate which lattices from the graph defined in Section 2 have a given vector in common. The results are used in Sections 5 and 6 to obtain information on the representation behaviour of some special lattices. In Section 5 we get a list of lattices, which represent all numbers they represent locally everywhere; this list contains that given by Watson in [16]. In Section 6 we sharpen a result of Jones and Pall from [6].     

Towards improving the utilization of university teaching space

There is a perception that teaching space in universities is a rather scarce resource. However, some studies have revealed that in many institutions it is actually chronically under-used. Often, rooms are occupied only half the time, and even when in use they are often only half full. This is usually measured by the ‘utilization’ which is defined as the percentage of available ‘seat-hours’ that are employed. Within real institutions, studies have shown that this utilization can often take values as low as 20–40%. One consequence of such a low level of utilization is that space managers are under pressure to make more efficient use of the available teaching space. However, better management is hampered because there does not appear to be a good understanding within space management (near-term planning) of why this happens. This is accompanied, within space planning (long-term planning) by a lack of experise on how best to accommodate the expected low utilizations. This motivates our two main goals: (i) To understand the factors that drive down utilizations, (ii) To set up methods to provide better space planning. Here, we provide quantitative evidence that constraints arising from timetabling and location requirements easily have the potential to explain the low utilizations seen in reality. Furthermore, on considering the decision question ‘Can this given set of courses all be allocated in the available teaching space?’ we find that the answer depends on the associated utilization in a way that exhibits threshold behaviour: There is a sharp division between regions in which the answer is ‘almost always yes’ and those of ‘almost always no’. Through analysis and understanding of the space of potential solutions, our work suggests that better use of space within universities will come about through an understanding of the effects of timetabling constraints and when it is statistically likely that it will be possible for a set of courses to be allocated to a particular space. The results presented here provide a firm foundation for university managers to take decisions on how space should be managed and planned for more effectively. Our multi-criteria approach and new methodology together provide new insight into the interaction between the course timetabling problem and the crucial issue of space planning.     

Oscillations spatio-temporelles engendrees par un automate cellulaire

We study a planar cellular automaton which is a simple model of a reaction-diffusion mechanism in excitable media; we are especially interested in the spatio-temporal organization which it generates. Under suitable assumptions, the sequence of the states of the plan is ultimately either stationary or periodic. In the latter case, we prove that there exists only one admissible period which is independent of the initial conditions and that a spatial organization of the plan appears, consisting of parallel equidistant target-wave-fronts growing with constant speed.     

Stability and independence of the shifts of finitely many refinable functions

Typical constructions of wavelets depend on the stability of the shifts of an underlying refinable function. Unfortunately, several desirable properties are not available with compactly supported orthogonal wavelets, e.g., symmetry and piecewise polynomial structure. Presently, multiwavelets seem to offer a satisfactory alternative. The study of multiwavelets involves the consideration of the properties of several (simultaneously) refinable functions. In Section 2 of this article, we characterize stability and linear independence of the shifts of a finite refinable function set in terms of the refinement mask. Several illustrative examples are provided. The characterizations given in Section 2 actually require that the refinable functions be minimal in some sense. This notion of minimality is made clear in Section 3, where we provide sufficient conditions on the mask to ensure minimality. The conditions are shown to be necessary also under further assumptions on the refinement mask. An example is provided illustrating how the software package MAPLE can be used to investigate at least the case of two simultaneously refinable functions.     

On the equilibrium personnel structure in the presence of vertical and horizontal mobility via multivariate Markov chains

The present paper employs the Multivariate Homogeneous Markov System (MHMS) in the context of Markov manpower planning modelling. The system is regulated by an embedded multivariate Markov process that allows us to distinguish employees’ mobility patterns that take place either within or among the existing divisions (departments) of an organization. The motivation behind this step arises from the generalization of univariate Markov manpower planning models in which the organization is considered a single (probably hierarchical) group and from the fact that departmental mobility is actually common in most realistic establishments. The first part of the paper presents the functional relations of the MHMS governing intra/inter-departmental transitions. Using these functional forms, we proceed by studying the system’s equilibrium behaviour. This asymptotic analysis reveals the inherent tendencies of the system to reach the limiting structures of specific forms and properties under conditions imposed in the long run.     

Calibration of a Mathematical Model for Urban Planning

The operational value of the mathematical models used in regional or urban planning is mainly dependent upon the possibility of adequate calibration so as to make them actually represent the social and economic problem under study. In this paper we give a formulation of the calibration problem for a singly constrained exponential model, use it to calibrate a specific model that is actually being used to plan the development of a large Italian town, and obtain results that improve by about 30% a standard currently used calibration procedure.     

Influence of model management systems on decision making: empirical evidence and implications

Model management (MM) regards decision models as an important organisational resource deserving prudent management. Despite the remarkable volume of model management literature compiled over the past twenty-odd years, very little is known about how decision makers actually benefit from employing model management systems (MMS). In this paper, we report findings from an experiment designed to verify the idea that the adequacy of modeling support provided by a MMS influences the decision maker's problem solving performance and behaviour. We show that the decision makers who receive adequate modelling support from MMS outperform those without such support. Also, we provide empirical evidence that the MMS help turn the decision makers' perception of problem solving from a number crunching task into development of solution strategies, consequently changing their decision making behaviour.     

A rational random behaviour model of choice

In this paper, a multinomial-Dirichlet-geometric model of consumer brand choice is developed. This individual-level stochastic choice model is derived as an extension of Theil's theory of rational random behaviour. These behavioural assumptions permit modelling of changes in likelihood of purchase as consumers are confronted with environmental factors whose occurrence and exact nature could not be anticipated at the planning stage of a shopping trip. Moreover, the model allows for uncertainties about future events which might affect actual choice to be built into the choice process alongside a traditional choice model which reflects preferences and/or utilities (and potential uncertainties surrounding them). Empirical results using consumer diary purchase panel data indicate a strong superiority of the model developed compared with previous models which assume stationary preference vectors.     

Importance of verifying queue model assumptions before planning with simulation software

This case study uses empirical data gathered at an Australian refinery to verify the assumptions for queue distributions before using special-purpose software to plan the off-road-truck hauling of titanium dioxide to a refinery (n = 773). Easy-to-use spreadsheet software is utilized to verify assumptions for queue models. Managers are able to make decisions based on economic implications of queue models to avoid making costly planning mistakes. Analysts can use nonparametric hypothesis-testing techniques to verify distribution assumptions for optimization without having to write hard-to-maintain and complex algebraic linear equations or nonlinear search routines.     

An axiomatization of the disjunctive permission value for games with a permission structure

Players that participate in acooperative game with transferable utilities are assumed to be part of apermission structure being a hierarchical organization in which there are players that need permission from other players before they can cooperate. Thus a permission structure limits the possibilities of coalition formation. Various assumptions can be made about how a permission structure affects the cooperation possibilities. In this paper we consider thedisjunctive approach in which it is assumed that each player needs permission from at least one of his predecessors before he can act. We provide an axiomatic characterization of thedisjunctive permission value being theShapley value of a modified game in which we take account of the limited cooperation possibilities.     

Optimum step-stress accelerated degradation test for Wiener degradation process under constraints

To assess a product's reliability for subsequent managerial decisions such as designing an extended warranty policy and developing a maintenance schedule, Accelerated Degradation Test (ADT) has been used to obtain reliability information in a timely manner. In particular, Step-Stress ADT (SSADT) is one of the most commonly used stress loadings for shortening test duration and reducing the required sample size. Although it was demonstrated in many previous studies that the optimum SSADT plan is actually a simple SSADT plan using only two stress levels, most of these results were obtained numerically on a case-by-case basis. In this paper, we formally prove that, under the Wiener degradation model with a drift parameter being a linear function of the (transformed) stress level, a multi-level SSADT plan will degenerate to a simple SSADT plan under many commonly used optimization criteria and some practical constraints. We also show that, under our model assumptions, any SSADT plan with more than two distinct stress levels cannot be optimal. These results are useful for searching for an optimum SSADT plan, since one needs to focus only on simple SSADTs. A numerical example is presented to compare the efficiency of the proposed optimum simple SSADT plans and a SSADT plan proposed by a previous study. In addition, a simulation study is conducted for investigating the efficiency of the proposed SSADT plans when the sample size is small.     

On a socioeconomic mathematical model and its calibration

This paper is concerned with an operational issue arising in the use of spatial interaction models for solving actual planning problems. In particular it introduces an axiom about the concept of distance detterence and hence a calibration procedure. Such procedure is then used to calibrate two models actually being used to plan the development of a large Italian town and the results obtained on the adherence of the model to the problem being modelled improve by about 50% those given by a currently used calibration procedure.     

Understanding what a proof is: a classroom-based approach

Being unaware of the assumptions underlying a deductive argument is widespread among learners and is a major stumbling block to their understanding of proof. Thus, the basic idea of the present paper is that at some points in the course of secondary education there should be classroom-based interventions addressing this difficulty and making the axiomatic organization of mathematics a theme. Students should be made aware that there are axioms in mathematics, what their role is and how mathematicians come to agree about which axioms should be accepted. An axiom which is not yet accepted is simply a hypothesis. A hypothesis is evaluated by deductively drawing consequences and by investigating whether these consequences agree with experience or should be accepted for other reasons. The teaching intervention discussed in this paper exemplifies this idea by way of the example of ancient attempts at modelling the path of the sun, the so-called “anomaly of the sun”. It is investigated to what extent the teaching intervention fostered students’ understanding of the conditionality of mathematical/astronomical statements, that is, of the fact that the truth of these statements is dependent on the initial hypotheses.     

Symbolic-numeric Gaussian cubature rules

It is well known that Gaussian cubature rules are related to multivariate orthogonal polynomials. The cubature rules found in the literature use common zeroes of some linearly independent set of products of basically univariate polynomials. We show how a new family of multivariate orthogonal polynomials, so-called spherical orthogonal polynomials, leads to symbolic-numeric Gaussian cubature rules in a very natural way. They can be used for the integration of multivariate functions that in addition may depend on a vector of parameters and they are exact for multivariate parameterized polynomials. Purely numeric Gaussian cubature rules for the exact integration of multivariate polynomials can also be obtained.We illustrate their use for the symbolic-numeric solution of the partial differential equations satisfied by the Appell function F₂, which arises frequently in various physical and chemical applications. The advantage of a symbolic-numeric formula over a purely numeric one is that one obtains a continuous extension, in terms of the parameters, of the numeric solution. The number of symbolic-numeric nodes in our Gaussian cubature rules is minimal, namely m for the exact integration of a polynomial of homogeneous degree 2m−1.In Section 1 we describe how the symbolic-numeric rules are constructed, in any dimension and for any order. In Sections 2, 3 and 4 we explicit them on different domains and for different weight functions. An illustration of the new formulas is given in Section 5 and we show in Section 6 how numeric cubature rules can be derived for the exact integration of multivariate polynomials. From Section 7 it is clear that there is a connection between our symbolic-numeric cubature rules and numeric cubature formulae with a minimal (or small) number of nodes.     

Models for petroleum field exploitation

This paper presents some models for an early evaluation of a petroleum field. Based on crude assumptions about a reservoir, our models suggest decisions concerning platform capacity, drilling programme and production. We start out with a simple production planning model using linear programming. By mixed integer programming techniques the model is gradually extended. The most sophisticated version of the model can propose platform capacity, where and when wells should be drilled, and the production from the wells. The models are tested on numerical examples, and the results are discussed. From the experiments we conclude that the problems are very hard to solve, and that the size of problems that can be solved is limited by the computational burden. Finally we give some ideas for future work that may provide better solution methods.