Systematics of some beta-transitions

0⁺ excited states of even-even nuclei can arise in several ways. In order to throw some light on the mechanism of excitation of these states, the log (ft) values for beta-transitions to the 0⁺ excited state and the 0⁺ ground state of even-even nuclei have been compared. In this analysis both allowed and forbidden beta-transitions have been considered. This survey is similar to that of beta-transitions by M. Sakai. Results of the present analysis are presented and compared to that of Sakai.     

Regularity in enhancement phenomenon of allowed beta-transitions to even-even nuclei

Recent attempts to understand the beta-decay process based on logft values are mentioned. An up-to-date analysis of all allowed beta-transitions gives quite a few nuclei which show enhancement. Further study of these enhancements reveals a systematic trend in excitation energy, decay process and the existence of these even-even nuclei.     

Diophantine definability over some rings of algebraic numbers with infinite number of primes allowed in the denominator

Let K be a number field. Let W be a set of non-archimedean primes of K, let O _K , _W ={x∈K∣ord _p x≥0∀p∉W}. Then if K is a totally real non-trivial cyclic extension of ℚ, there exists an infinite set W of finite primes of K such that ℤ and the ring of algebraic integers of K have a Diophantine definition over O _K , _W . (Thus, the Diophantine problem of O _K , _W is undecidable.) Oblatum 25-III-1996 & 31-X-1996     

A heuristic algorithm for project scheduling with splitting allowed

In this article, we analyze the precedence diagramming method, the only published algorithm for time-only project scheduling with activity splitting allowed. The criteria used in this method (forward and backward pass computations) for deciding when an activity has to be interrupted are shown to be invalid in some situations. We look into the causes of these failures and propose new formulae that always provide feasible solutions. The new algorithm has been tested on 240 randomly generated problems ranging up to 600 activities and 7,200 precedence relationships, resulting in an average deviation from optima of less than 1 percent.     

Analysis of some new partition statistics

We study several statistics for integer partitions: for a random partition of an integer n we consider the average size of the smallest gap (missing part size), the multiplicity of the largest part, and the largest repeated part size. Furthermore, we estimate the number of gap-free partitions of n. 2000 Mathematics Subject Classification Primary—05A17; Secondary—11P82 Dedicated to Helmut Prodinger on the occasion of his 50th birthday P.J. Grabner is supported by the START-project Y96-MAT of the Austrian Science Fund. This material is based upon work supported by the National Research Foundation under grant number 2053740.     

The conditional gambler’s ruin problem with ties allowed

We determine the distribution of duration in the gambler’s ruin problem given that one specific player wins. In this version we allow ties in the single games. We present a unified approach which uses generating functions to prove and extend some results that were obtained in [Frederick Stern, Conditional expectation of the duration in the classical ruin problem, Math. Mag. 48 (4) (1975) 200–203; S.M. Samuels, The classical ruin problem with equal initial fortunes, Math. Mag. 48 (5) (1975) 286–288; W.A. Beyer, M.S. Waterman, Symmetries for conditioned ruin problems, Math. Mag. 50 (1) (1977) 42–45].     

一类变系数非线性Schrodinger方程的对称群分类和容许变换

从对称群和容许变换的角度讨论一类变系数非线性Schrodinger方程,给出所考察方程的非平凡点对称群。     

Analysis of some bivariate non-linear interpolatory subdivision schemes

This paper is devoted to the convergence analysis of a class of bivariate subdivision schemes that can be defined as a specific perturbation of a linear subdivision scheme. We study successively the univariate and bivariate case and apply the analysis to the so called Powerp scheme (Serna and Marquina, J Comput Phys 194:632–658, 2004).     

Polyhedral results on single node variable upper-bound flow models with allowed configurations

In this paper we investigate the convex hull of single node variable upper-bound flow models with allowed configurations. Such a model is defined by a set , where ρ is one of , = or , and Z{0,1}ⁿ consists of the allowed configurations. We consider the case when Z consists of affinely independent vectors. Under this assumption, a characterization of the non-trivial facets of the convex hull of X_ρ(Z) for each relation ρ is provided, along with polynomial time separation algorithms. Applications in scheduling and network design are also discussed.     

一类变系数非线性Schrǒdinger方程的对称群分类和容许变换(英文)

从对称群和容许变换的角度讨论一类变系数非线性Ｓｃｈｒｏｄｉｎｇｅｒ方程,给出所考察方程的非平凡点对称群     

Optimal order size to take advantage of a one-time discount offer with allowed backorders

In this paper, we develop an inventory model for determining the optimal ordering policies for a buyer who operates an inventory policy based on an EOQ-type model with planned backorders when the supplier offers a temporary fixed-percentage discount and has specified a minimum quantity of additional units to purchase. A distinguishing feature of the model is that both fixed and linear backorder costs are included, whereas previous works include only the linear backordering cost. A numerical study is performed to provide insight into the behavior of the model.     

The open shop problem with routing at a two-node network and allowed preemption

The open shop problem with routing and allowed preemption is a generalization of the two classical discrete optimization problems: the NP-hard metrical traveling salesman problem and the polynomially solvable scheduling problem, i.e., the open shop with allowed preemption. In the paper, a partial case of this problem is considered when the transportation network consists of two nodes. It is proved that the problem with two machines is polynomially solvable, while the problem is NP-hard in the strong sense in the case of not fixed number of machines.     

Analysis of some mixed-models for block and split-plot designs

In this paper we consider analysis of several models, where the structure of the covariance matrix is intermediate between that of intra-class correlation form and completely arbitrary. The designs considered are incomplete blocks and split-plot. Some of these models arise in studies of growth-curves, learning processes and other areas. Analysis is generally in terms of likelihood ratio tests. Supported in part by NRC Grant A. 7272.     

Analysis of some low order quadrilateral Reissner-Mindlin plate elements

Four quadrilateral elements for the Reissner-Mindlin plate model are considered. The elements are the stabilized MITC4 element of Lyly, Stenberg and Vihinen  (1933), the MIN4 element of Tessler and Hughes (1983), the Q4BL element of Zienkiewicz et al. (1993) and the FMIN4 element of Kikuchi and Ishii (1999). For all elements except the Q4BL element, a unifying variational formulation is introduced, and optimal H and L error bounds uniform in the plate thickness are proven. Moreover, we propose a modified Q4BL element and show that it admits the optimal H and L error bounds uniform in the plate thickness. In particular, we study the convergence behavior of all elements regarding the mesh distortion.

     

Analysis of some mixed elements for the Stokes problem

In this paper we discuss some mixed finite element methods related to the reduced integration penalty method for solving the Stokes problem. We prove optimal order error estimates for bilinear-constant and biquadratic-bilinear velocity-pressure finite element solutions. The result for the biquadratic-bilinear element is new, while that for the bilinear-constant element improves the convergence analysis of Johnson and Pitkäranta (1982). In the degenerate case when the penalty parameter is set to be zero, our results reduce to some related known results proved in by Brezzi and Fortin (1991) for the bilinear-constant element, and Bercovier and Pironneau (1979) for the biquadratic-bilinear element. Our theoretical results are consistent with the numerical results reported by Carey and Krishnan (1982) and Oden et al. (1982).     

Minimizing due date related measures for a single machine scheduling problem with outsourcing allowed

This paper considers two single-machine scheduling problems with outsourcing allowed where each job can be either processed on an in-house single-machine or outsourced. They include the problem of minimizing maximum lateness and outsourcing costs, and that of minimizing total tardiness and outsourcing costs. Outsourcing is commonly required as a way to improve productivity in various companies including electronics industries and motor industries. The objective is to minimize the weighted sum of the outsourcing cost and the scheduling measure represented by either one of maximum lateness and total tardiness, subject to outsourcing budget. It is proved that the problem is NP-hard. Some solution properties are characterized to derive heuristic algorithms, and also a branch-and-bound algorithm. Numerical experiments are conducted to evaluate performance of the derived algorithms.     

On the balancing principle for some problems of Numerical Analysis

We discuss a choice of weight in penalization methods. The motivation for the use of penalization in computational mathematics is to improve the conditioning of the numerical solution. One example of such improvement is a regularization, where a penalization substitutes an ill-posed problem for a well-posed one. In modern numerical methods for PDEs a penalization is used, for example, to enforce a continuity of an approximate solution on non-matching grids. A choice of penalty weight should provide a balance between error components related with convergence and stability, which are usually unknown. In this paper we propose and analyze a simple adaptive strategy for the choice of penalty weight which does not rely on a priori estimates of above mentioned components. It is shown that under natural assumptions the accuracy provided by our adaptive strategy is worse only by a constant factor than one could achieve in the case of known stability and convergence rates. Finally, we successfully apply our strategy for self-regularization of Volterra-type severely ill-posed problems, such as the sideways heat equation, and for the choice of a weight in interior penalty discontinuous approximation on non-matching grids. Numerical experiments on a series of model problems support theoretical results.     

Analysis of some interior point continuous trajectories for convex programming

In this paper, we analyse three interior point continuous trajectories for convex programming with general linear constraints. The three continuous trajectories are derived from the primal–dual path-following method, the primal–dual affine scaling method and the central path, respectively. Theoretical properties of the three interior point continuous trajectories are fully studied. The optimality and convergence of all three interior point continuous trajectories are obtained for any interior feasible point under some mild conditions. In particular, with proper choice of some parameters, the convergence for all three interior point continuous trajectories does not require the strict complementarity or the analyticity of the objective function. These results are new in the literature.     

Analysis for some properties of discrete time Markov decision processes

This paper investigates properties of the optimality equation and optimal policies in discrete time Markov decision processes with expected discounted total rewards under weak conditions that the model is well defined and the optimality equation is true. The optimal value function is characterized as a solution of the optimality equation and the structure of optimal policies is also given.     

Analysis of asymptotic distributions of some profitability characteristics of trade algorithms

The asymptotic behavior of a model sequence of price increments and some probability characteristics of a trade algorithm are investigated. It is proved that characteristics such as the number of buy and sell transactions and the value of total profitability are asymptotically normal for a stationary m-dependent sequence of price increments. Approximate formulas are derived to calculate their mathematical expectations and variances as functions of parameters of the price series and the trade algorithm. Some results of numerical experiments are presented.