Discrete Newton methods and iterated defect corrections

Summary In this paper we present a general theory for discrete Newton methods, iterated defect corrections via neighbouring problems and deferred corrections based on asymptotic expansions of the discretization error.Dedicated to Professor Dr. J. Weisinger on the occasion of his sixty-fifth birthday     

Design of manufacturing systems using queueing models

Design issues in various types of manufacturing systems such as flow lines, automatic transfer lines, job shops, flexible machining systems, flexible assembly systems and multiple cell systems are addressed in this paper. Approaches to resolving these design issues of these systems using queueing models are reviewed. In particular, we show how the structural properties that are recently derived for single and multiple stage queueing systems can be used effectively in the solution of certain design optimization problems.Supported in part by the Natural Sciences and Engineering Research Council of Canada via Operating and Strategic Grants on Modeling and Analyses of Production Systems and Modeling and Implementation of Just-in-Time Cells.Supported in part by the NSF Grants ECS-8811234 and DDM-9113008 and by Sloan Foundation Grants for the Consortium for Competitiveness and Cooperation and for the study on Competitive Semiconductor Manufacturing.     

A Niche Width Model of Optimal Specialization

Niche width theory, a part of organizational ecology, predicts whether specialist or generalist forms of organizations have higher fitness, in a continually changing environment. To this end, niche width theory uses a mathematical model borrowed from biology. In this paper, we first loosen the specialist-generalist dichotomy, so that we can predict the optimal degree of specialization. Second, we generalize the model to a larger class of environmental conditions, on the basis of the model's underlying assumptions. Third, we criticize the way the biological model is treated in sociological theory. Two of the model's dimensions seem to be confused, i.e., that of trait and environment; the predicted optimal specialization is a property of individual organizations, not of populations; and, the distinction between fine and coarse grained environments is superfluous.     

Chapter 1 Introduction: Extensions and new developments in DEA

The extensions, new developments and new interpretations for DEA covered in this paper include: (1) new measures of efficiency, (2) new models and (3) new ways of implementing established models with new results and interpretations presented that include treatments of congestion, returns-to-scale and mix and technical inefficiencies and measures of efficiency that can be used to reflect all pertinent properties. Previously used models, such as those used to identify allocative inefficiencies, are extended by means of assurance region approaches which are less demanding in their information requirements and underlying assumptions. New opportunities for research are identified in each section of this chapter. Sources of further developments and possible sources for further help are also suggested with references supplied to other papers that appear in this volume and which are summarily described in this introductory chapter.     

Bergman-Vekua theory in differential form

We develop Bergman-Vekua integral operator theory on the basis of a new kind of series suggested by polynomial operators (classP _j operators); in a sense, this is an analog of the Weierstrass approach as opposed to the Cauchy-Riemann approach in classical complex analysis, which also has advantages over the original form in boundary value problems and other applications.Dedicated to the memory of my friend, Peter Henrici     

A result from diophantine approximation which has applications in economics

We say that a real number allows poor approximations if we can find 0<=()<1 and a sequence of integers n₁2<... such that for all rationals p/q with qn. we have |–.p/q| > Kn _j ^–l– where K is a constant depending only on .In this note we prove that the set of numbers which allow poor approximations are precisely the very well-approximable numbers.The existence of numbers with poor approximations has been used by Cheng [1] to show the existence of a dense set of economies whose cone converges to the Walras equilibrium as slowly as 0(n^–1/2–) after n replications.     

Two-phases Method and Branch and Bound Procedures to Solve the Bi–objective Knapsack Problem

The classical 0–1 knapsack problem is considered with two objectives. Two methods of the two–phases type are developed to generate the set of efficient solutions. In the first phase, the set of supported efficient solutions is determined by optimizing a parameterized single-objective knapsack problem. Two versions are proposed for a second phase, determining the non-supported efficient solutions: both versions are Branch and Bound approaches, but one is breadth first, while the other is depth first. Extensive numerical experiments have been realized to compare the results of both methods.     

On generalized Stackelberg strategies

The concept of Stackelberg strategy for a nonzero-sum two-person game is extended to allow for a nonunique rational response of the follower. This leads to the notion of a generalized Stackelberg strategy for the leader, which guarantees him a cost value that cannot be exceeded, no matter what the rational response of the follower. Then, a generalized Stackelberg strategy pair is defined. A simple example is given. The idea of a generalized Stackelberg strategy and strategy pair is then applied to the situation of one leader and many rational followers.This paper is based on research supported by the National Science Foundation.     

Towards spetses I

We present a formalization, using data uniquely defined at the level of the Weyl group, of the construction and combinatorial properties of unipotent character sheaves and unipotent characters for reductive algebraic groups over an algebraic closure of a finite field. This formalization extends to the case where the Weyl group is replaced by a complex reflection group, and in many cases we get families of unipotent characters for a mysterious object, a kind of reductive algebraic group with a nonreal Weyl group, the spets.In this first part, we present the general results about complex reflection groups, their associated braid groups and Hecke algebras, which will be needed later on for properties of spetses. Not all irreducible complex reflection groups will give rise to a spets (the ones which do so are called spetsial), but all of them afford properties which already allow us to generalize many of the notions attached to the Weyl groups through the approach of generic groups (see [BMM1]).To Claude Chevalley     

Invarianz gewisser Operatorenklassen unter nichtkommutativen ergodischen Mitteln

Let be a group of *-automorphisms on the algebra of bounded linear operators on a complex Hilbert space H. Then the strongly closed convex hull of the orbit of any compact operator under consists of compact operators. The same is true if one replaces compact by nuclear, Hilbert-Schmidt or positive Fredholm. We further discuss these results in the framework of the noncommutative mean ergodic theorem of KOVACS and SZ#x00FC;CS and formulate an analogous theorem for the algebra of compact operators on a complex Hilbert space.

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Gefördert von der Deutschen Forschungsgemeinschaft im Rahmen des Forschungsvorhabens Ko 506/1.     

“Quasiphoton” in an active medium. II. An example: The one-dimensional wave equation with a small deviating argument

In the present work we use the example of the one-dimensional wave equation with a small deviating argument to illustrate the constructions of the author's previous paper Quasiphoton in an active medium. The significance of the concept of propagation velocity introduced there, as well as the relation between the change in the propagation frequency along a ray and the parameters characterizing the concentrated solution, are discussed.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 156, pp. 136–142, 1986.In conclusion, the author wants to express his sincrere gratitude to I. A. Molotkov for suggesting this problem, and to the participants of the diffraction seminar of LGU-LOMI for stimulating discussions.     

Characterization of regular singular linear systems of difference equations

This paper deals with linear systems of difference equations whose coefficients admit generalized factorial series representations atz=. We are concerned with the behavior of solutions near the pointz= (the only fixed singularity for difference equations). It is important to know whether a system of linear difference equations has a regular singularity or an irregular singularity. To a given system () we can assign a number , called the Moser's invariant of (), so that the system is regular singular if and only if 1. We shall develop an algorithm, implementable in a computer algebra system, which reduces in a finite number of steps the system of difference equations to an irreducible form. The computation ot the number can be done explicitly from this irreducible form.     

Model reduction techniques for sampled-data systems

An approximately balanced realization of linear finite-dimensional sampled-data systems is proposed. The theoretical support of the approximately balancing algorithm is represented by a result on the asymptotic expansions with respect to the sampling step of the sampled controllability and observability graminas. Reduced order models obtained as singular perturbational approximations of approximately balanced realizations of sampled-data systems are shown to be acceptable solutions to the sampled-data system model reduction problem in the sense that, enjoying some asymptotic properties, they come close to the exact solutions as the sampling step decreases. An example illustrates the results.     

Multi-stage stochastic optimization applied to energy planning

This paper presents a methodology for the solution of multistage stochastic optimization problems, based on the approximation of the expected-cost-to-go functions of stochastic dynamic programming by piecewise linear functions. No state discretization is necessary, and the combinatorial explosion with the number of states (the well known curse of dimensionality of dynamic programming) is avoided. The piecewise functions are obtained from the dual solutions of the optimization problem at each stage and correspond to Benders cuts in a stochastic, multistage decomposition framework. A case study of optimal stochastic scheduling for a 39-reservoir system is presented and discussed.     

Sur un mouvement particulier d'un profil muni d'une cavité fermée par un couvercle élastique et remplie de liquide

Resumé L'auteur considère le mouvement d'un profil sans pointe pesant, possédant une cavité fermée par un couvercle élastique et contenant un liquide parfait, dans un fluide parfait incompressible, en mouvement irrotationnel, au repos à l'infini. Dans la première partie, il forme les équations du mouvement du système, démontre l'existence de mouvements de translation horizontale uniforme du profil avec repos relatif du liquide et du couvercle et établit que l'un d'eux, noté mouvement _o est stable.Dans le deuxiéme partie, il étudie les petits mouvements du système voisins du mouvement _o.

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The motion of a heavy profile without sharp edge, with a cavity closed by an elastic cover and containing an in viscid liquid in an inviscid incompressible fluid in irrotational motion (at rest at infinity) is investigated.In the first part the equations of motion of the system are given. The existence of motions of horizontal uniform translation of the profile with liquid and cover at rest is proved. The stability of one of them, denoted by motion _o, is established. The second part deals with the study of the small oscillations of the system in the vicinity of the motion _o.

     

A Kantorovich-type convergence analysis for the Gauss-Newton-Method

Summary We present a (semilocal) Kantorovich-type convergence analysis for the Gauss-Newton-Method which reduces to the wellknown Newton-Kantorovich-Theorem for the Newton-Method in a natural way. Additionnally a classification of the nonlinear regression problem into adequate and not-adequate models is obtained.     

Parameters of the periodic response of a system with friction-affected constraints and harmonic excitation

Summary The periodic response of a single-freedom multi-body system with friction-affected constraints acted upon by a harmonic excitation is determined by numerical simulation. The contribution of the constraints to the generalized friction force, the influence of gravity and zero-gravity environment, and the consequences, when several constraints are considered without friction, are investigated. The effects of a small artificial damping on the response, and the possibilities of an equivalent damping for the friction-affected constraints are also examined.

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Zusammenfassung Die periodische Bewegung eines Mehrkörpersystems mit einem Freiheitsgrad und reibungsbehafteten Bindungen bei harmonischer Erregung wird durch numerische Simulation bestimmt. Untersucht werden der Beitrag der Bindungen zur verallgemeinerten Reibungskraft, der Einfluß des Schwerefeldes und der Schwerelosigkeit und die Folgen, wenn einige Bindungen als reibungsfrei angenommen werden. Die Auswirkungen einer kleinen künstlichen Dämpfung auf die Bewegung, und die Möglichkeiten einer äquivalenten Dämpfung an Stelle der reibungsbehafteten Bindungen wird auch untersucht.

     

The Remaining Service Time upon Reaching a High Level in M/G/1 Queues

The distribution of the remaining service time upon reaching some target level in an M/G/1 queue is of theoretical as well as practical interest. In general, this distribution depends on the initial level as well as on the target level, say, B. Two initial levels are of particular interest, namely, level 1 (i.e., upon arrival to an empty system) and level B–1 (i.e., upon departure at the target level).In this paper, we consider a busy cycle and show that the remaining service time distribution, upon reaching a high level B due to an arrival, converges to a limiting distribution for B. We determine this asymptotic distribution upon the first hit (i.e., starting with an arrival to an empty system) and upon subsequent hits (i.e., starting with a departure at the target) into a high target level B. The form of the limiting (asymptotic) distribution of the remaining service time depends on whether the system is stable or not. The asymptotic analysis in this paper also enables us to obtain good analytical approximations of interesting quantities associated with rare events, such as overflow probabilities.     

A characteristic property of elliptic Plücker transformations

We discuss elliptic Plücker transformations of three-dimensional elliptic spaces. These are permutations on the set of lines such that any two related (orthogonally intersecting or identical) lines go over to related lines in both directions. It will be shown that for classical elliptic 3-spaces a bijection of its lines is already a Plücker transformation, if related lines go over to related lines. Moreover, if the ground field admits only surjective monomorphisms, then bijection can be replaced by injection.Dedicated to Walter Benz on the occasion of his 65th birthday     

On the periodic solutions of a forced second-order equation

Summary We study the equations for two-dimensional irrotational motion induced in a rectangular tank of water which is forced to oscillate horizontally in a periodic fashion (shallow water sloshing). The problem reduces to a second-order non-autonomous ordinary differential equation. We rigorously show the existence of many solutions obtained previously by numerical computations, and in addition we show that there are many other bounded solutions. We use simple shooting to obtain irregular solutions of the kind obtained by the methods of dynamical systems. In addition, we obtain a kind of kneading theory whereby we can order the initial conditions according to the pattern of spikes exhibited by the solutions.