Inventory Lot Size Models with Vanishing Market

The paper is concerned with equipment which is being phased out because it is superseded by a technologically more advanced product. It nevertheless still requires efficient handling for the rest of its life span.An inventory lot size model without backlogs for a single commodity with a vanishing market is used. The vanishing market is represented by- a demand function that decreases with time and eventually reaches zero, implying that the planning horizon is finite and known. It is assumed that there is no lead time for replenishments. The problem is to devise an optimal management scheme for this inventory system, namely, to determine the number of replenishments and their schedule over the predicted survival time horizon of the product.The problem is completely solved for the class of demand functions which can be approximated to by positive powers of time. The solution is given in a nearly closed form and is proven to be unique.     

Split fields and direction of propagation for the solution to first-order systems of equations

The standard wave-splitting approach for the wave equation in inhomogeneous media is first reexamined. Next, by analogy with the theory of wave propagation through singular surfaces, a characterization is given for a function in space-time to represent a wave propagating in a direction. The condition is applied in connection with a simple example and found to be quite restrictive. The same problem is then considered in the Fourier-transform domain where the unknown function is an n-tuple satisfying a system of ordinary differential equations. The condition for propagation in a direction is established for the Fourier components. Next, some physical problems are considered which are expressed by partial differential equations or by integro-differential equations. The associated first-order system of equations is examined in terms of the eigenvalues of a matrix. This shows that, for any eigenvalue, the direction of propagation may change with the frequency and that arguments about the dominance of the principal part of the operator may cease to hold.     

Bayesian variable selection with sparse and correlation priors for high-dimensional data analysis

The main challenge in working with gene expression microarrays is that the sample size is small compared to the large number of variables (genes). In many studies, the main focus is on finding a small subset of the genes, which are the most important ones for differentiating between different types of cancer, for simpler and cheaper diagnostic arrays. In this paper, a sparse Bayesian variable selection method in probit model is proposed for gene selection and classification. We assign a sparse prior for regression parameters and perform variable selection by indexing the covariates of the model with a binary vector. The correlation prior for the binary vector assigned in this paper is able to distinguish models with the same size. The performance of the proposed method is demonstrated with one simulated data and two well known real data sets, and the results show that our method is comparable with other existing methods in variable selection and classification.     

Dynamic thermoviscoelastic thermistor problem with contact and nonmonotone friction

Abstract

The paper studies the evolution of the thermomechanical and electric state of a thermoviscoelastic thermistor that is in frictional contact with a reactive foundation. The mechanical process is dynamic, while the electric process is quasistatic. Friction is modeled with a nonmonotone relation between the tangential traction and tangential velocity. Frictional heat generation is taken into account and so is the strong dependence of the electric conductivity on the temperature. The mathematical model for the process is in the form of a system that consists of dynamic hyperbolic subdifferential inclusion for the mechanical state coupled with a nonlinear parabolic equation for the temperature and an elliptic equation for the electric potential. The paper establishes the existence of a weak solution to the problem by using time delays, a priori estimates and a convergence method.     

Analysis of Numerical Differentiation Formulas in a Boundary Layer on a Shishkin Grid

A problem of numerical differentiation of functions with large gradients in a boundary layer is investigated. The problem is that for functions with large gradients and a uniform grid the relative error of the classical difference formulas for derivatives may be considerable. It is proposed to use a Shishkin grid to obtain a relative error of the formulas that is independent of a small parameter. Error estimates that depend on the number of nodes of the difference formulas for a derivative of a given order are obtained. It is proved that the error estimate is uniform with respect to the small parameter. In the case of a uniform grid, a boundary layer region is indicated outside of which the numerical differentiation formulas have an error that is uniform with respect to the small parameter. The results of numerical experiments are presented.     

On the final steps of Newton and higher order methods

The Newton method is one of the most used methods for solving nonlinear system of equations when the Jacobian matrix is nonsingular. The method converges to a solution with Q-order two for initial points sufficiently close to the solution. The method of Halley and the method of Chebyshev are among methods that have local and cubic rate of convergence. Combining these methods with a backtracking and curvilinear strategy for unconstrained optimization problems these methods have been shown to be globally convergent. The backtracking forces a strict decrease of the function of the unconstrained optimization problem. It is shown that no damping of the step in the backtracking routine is needed close to a strict local minimizer and the global method behaves as a local method. The local behavior for the unconstrained optimization problem is investigated by considering problems with two unknowns and it is shown that there are no significant differences in the region where the global method turn into a local method for second and third order methods. Further, the final steps to reach a predefined tolerance are investigated. It is shown that the region where the higher order methods terminate in one or two iteration is significantly larger than the corresponding region for Newton’s method.     

Buckling analysis of a ring under the action of internal pressure in a cylindrical shell

Buckling analysis of a thin cylindrical shell stiffened by rings with T-shaped cross section under the action of uniform internal pressure in the shell is performed. An annular plate stiffened over the outer edge by a circular beam is used as the ring model. The classical ring model, which is a beam with a T-shaped cross section, is inappropriate in this problem, since in the case of the loss of stability, buckling deformations are localized on the ring surface. The beam model does not allow one to find the critical pressure that corresponds to such a loss of stability. In the first approximation, the problem of the loss of stability of the annular plate connected with the shell is reduced to solving the boundary value problem for finding eigenvalues of the annular plate bending equation. Approximate formulas for determining critical pressure are obtained under the assumption that the plate width is much smaller than its inner radius. The results found using the Rayleigh method and the shooting method differ slightly from each other. It has been demonstrated that the critical pressure for rings with rectangular cross section is higher than that for rings with a T-shaped cross section.     

Determining best practice production in an aluminium smelter involving sub-processes based substantially on tacit knowledge: an application of Communities of Practice

This paper considers the difficulties associated with a production process that contains a sub-process that is not fully understood and for which data for many parameters are only able to be approximately obtained. The aluminium smelting industry epitomizes such a situation. Here, the critical sub-process that exemplifies these difficulties is the actual heart of the smelter, the electrolytic processing of alumina. This sub-process of aluminium production is at best ‘fuzzy’ and relies on the smelter operators to use their experience and tacit knowledge on a day-to-day basis, that is, the sub-process involves ‘alchemy’. In this paper, this is referred to as the tacit knowledge problem. The impact of such sub-processes on production is significant and the development of a methodology that will lead to a reduced reliance on uncertain alchemy associated with them, highly beneficial. The role of Communities of Practice in finding a solution to the tacit knowledge problem is discussed together with its integration into a mixed-mode model for the determination of best practice production for the smelter.     

Investment timing and optimal capacity choice for small hydropower projects

This paper presents a method for assessing small hydropower projects that are subject to uncertain electricity prices. We present a real options-based method with continuous scaling, and we find that there is a unique price limit for initiating the project. If the current electricity price is below this limit it is never optimal to invest, but above this limit investment is made according to the function for optimal size. The connection between the real option and the physical properties of a small hydropower plant is dealt with using a spreadsheet model that performs a technical simulation of the production in a plant, based on all the important choices for such a plant. The main results of the spreadsheet are simulated production size and the investment costs, which are in turn used for finding the value of the real option and the price limit. The method is illustrated on three different Norwegian small hydropower projects.     

Optimal design of multi-purpose beam-columns

The paper deals with the optimal design of an elastic pinended member of given volume that is to serve as a beam for a part of its design life and as a column for the rest. The optimal design can be interpreted in two ways. Firstly, it is the design that has the maximum Euler buckling load in column action, subject to a prescribed maximum deflection as a beam. Secondly, it is the design that has the least deflection as a beam under a midspan concentrated load, subject to a minimum permissible Euler buckling load in column action. The effectiveness of the optimal design is judged by comparing it with a prismatic bar of the same volume.     

Nonlinear Stability of Nonstationary Cross-Flow Vortices in Compressible Boundary Layers

The nonlinear evolution of long-wavelength non stationary cross-flow vortices in a compressible boundary layer is investigated; the work extends that of Gajjar [1] to flows involving multiple critical layers. The basic flow profile considered in this paper is that appropriate for a fully three-dimensional boundary layer with O(1) Mach number and with wall heating or cooling. The governing equations for the evolution of the cross-flow vortex are obtained, and some special cases are discussed. One special case includes linear theory, where exact analytic expressions for the growth rate of the vortices are obtained. Another special case is a generalization of the Bassom and Gajjar [2] results for neutral waves to compressible flows. The viscous correction to the growth rate is derived, and it is shown how the unsteady nonlinear critical layer structure merges with that for a Haberman type of viscous critical layer.     

Finished-vehicle transporter routing problem solved by loading pattern discovery

This work addresses a new transportation problem in outbound logistics in the automobile industry: the finished-vehicle transporter routing problem (FVTRP). The FVTRP is a practical routing problem with loading constraints, and it assumes that dealers have deterministic demands for finished vehicles that have three-dimensional irregular shapes. The problem solution will identify optimal routes while satisfying demands. In terms of complex packing, finished vehicles are not directly loaded into the spaces of transporters; instead, loading patterns matching finished vehicles with transporters are identified first by mining successful loading records through virtual and manual loading test procedures, such that the packing problem is practically solved with the help of a procedure to discover loading patterns. This work proposes a mixed-integer linear programming (MILP) model for the FVTRP considering loading patterns. As a special class of routing models, the FVTRP is typically difficult to solve within a manageable computing time. Thus, an evolutionary algorithm is designed to solve the FVTRP. Comparisons of the proposed algorithm and a commercial MILP solver demonstrate that the proposed algorithm is more effective in solving medium- and large-scale problems. The proposed scheme for addressing the FVTRP is illustrated with an example and tested with benchmark instances that are derived from well-studied vehicle routing datasets.     

An integrated airloads-inflow model for use in rotor aeroelasticity and control analysis

This paper offers an integrated airloads-inflow model that is ideally suited for rotor aeroelasticity and control analysis, especially for cases in which eigenvalues are desired. The airloads model is derived from a rigorous application of thin-airfoil theory with an extension to allow for other airfoil effects, including ONERA type dynamic stall. The result is a hierarchical lift model that can be simplified down to any level including conventional 2-D strip theory. The inflow model is a complete 3-D representation of shed and trailing vorticity with a skewed cylindrical wake. The inflow is expanded in shape functions which can be truncated to any desired texture. Both models are written in closed-form state-variable equations with no hidden states and no integrals over the wake. The coupling between these models (and with any structural model) is effected through simple geometric relationships. The result is a unified rotor analysis in terms of ordinary differential equations for lift, inflow, and structure.     

Approximate solution of nonlinear problems of optimal control of oscillatory processes using the method of canonical separation of motions : PMM vol.40, n 6, 1976, pp. 1024–1033

An asymptotic method of solving certain problems of optimal control of motion of the standard type systems with rotating phase is developed. It is assumed that the controls enter only the small perturbing terms, and that the fixed time interval over which the process is being considered is long enough to ensure that the slow variables change essentially. Assuming also that the system and the controls satisfy the necessary requirements of smoothness, the method of canonical averaging [1] is used to construct a scheme for deriving a simplified boundary value problem of the maximum principle. The structure of the set of solutions of the boundary value problem is investigated and a scheme for choosing the optimal solution with the given degree of accuracy in the small parameter is worked out. The validity of the approximate method of solving the boundary value problem is proved. The method suggested in [2] for constructing a solution in the first approximation for similar problems of optimal control is developed.     

Global Optimization of Stochastic Black-Box Systems via Sequential Kriging Meta-Models

This paper proposes a new method that extends the efficient global optimization to address stochastic black-box systems. The method is based on a kriging meta-model that provides a global prediction of the objective values and a measure of prediction uncertainty at every point. The criterion for the infill sample selection is an augmented expected improvement function with desirable properties for stochastic responses. The method is empirically compared with the revised simplex search, the simultaneous perturbation stochastic approximation, and the DIRECT methods using six test problems from the literature. An application case study on an inventory system is also documented. The results suggest that the proposed method has excellent consistency and efficiency in finding global optimal solutions, and is particularly useful for expensive systems.     

Analysis of a two‐level method for anisotropic diffusion equations on aligned and nonaligned grids

This paper is on the convergence analysis for two‐grid and multigrid methods for linear systems arising from conforming linear finite element discretization of the second‐order elliptic equations with anisotropic diffusion. The multigrid algorithm with a line smoother is known to behave well when the discretization grid is aligned with the anisotropic direction; however, this is not the case with a nonaligned grid. The analysis in this paper is mainly focused on two‐level algorithms. For aligned grids, a lower bound is given for a pointwise smoother, and this bound shows a deterioration in the convergence rate, whereas for ‘maximally’ nonaligned grids (with no edges in the triangulation parallel to the direction of the anisotropy), the pointwise smoother results in a robust convergence. With a specially designed block smoother, we show that, for both aligned and nonaligned grids, the convergence is uniform with respect to the anisotropy ratio and the mesh size in the energy norm. The analysis is complemented by numerical experiments that confirm the theoretical results. Copyright © 2012 John Wiley & Sons, Ltd.     

A general method for constructing Timoshenko-type theories

The equations of the plane theory of for the elasticity bending of a long strip are reduced by the method of simple iterations to the solution of a system of two equations for the displacement of the axis of the strip and the shear stress. If the transverse load varies slowly along the strip, the resolvent equations reduce to a single equation that is identical to the classical equation for the bend of a beam. When a local load is applied, the resolvent equation acquires an additional singular term that is the solution of the equation for the shear stresses under the assumption that the displacement (deflection) is a function of small variability. The convergence of the solution in an asymptotic sense is demonstrated. The application of the method of simple iterations to the dynamic equations for the bending of a strip also leads to a system of two resolvent equations in the displacement of the axis of the strip and the shear stress. These equations reduce to a single equation that is identical with the well-known Timoshenko equation. Hence, the procedure for using the method of simple iterations that has been developed can be classified as a general method for obtaining Timoshenko-type theories. An equation is derived for the bending of a strip on an elastic base with an isolated functional singular part with two bed coefficients, corresponding to the transverse and longitudinal springiness of the base.     

Minimum Path Problems in Normed Spaces: Reflection and Refraction

The paper deals with the existence and characterization of minimum or extremum paths connecting two given points in a vector space, which is divided by a barrier (a curve C if the space is 2-dimensional) into two parts with different norms. The global problem of existence of polygonal paths of shortest length is dealt with in Section 2. An example shows that, for a curve with a point of inflection, such paths may not exist. However, the existence of such paths is proved for a more restricted class of curves (Theorem 2.3). The notion of permissible polygonal paths is introduced, and it is shown that, for a very general class of curves, such paths of shortest length do exist (Theorem 2.2).Sections 3 and 4 deal with the local conditions at the intersection of the extremal path with the curve C. Theorem 4.1 establishes a geometric characterization of the point of intersection, and Eqs. (13) and (15) are formulas for the angles that the segments of the extremal path make with a fixed axis or with the normal to C at the point of intersection. The case where the unit circles of the tax norms are Euclidean circles with different radii leads to the traditional Snell law. Section 6 deals with the law of reflection at the curve C, which in the case of the Euclidean norm asserts the equality of the angles of incidence and reflection. The n-dimensional case, where the curve C is replaced by a hypersurface, is considered briefly in Section 7.     

Dimonoids

It is proved that a system of axioms for a dimonoid is independent and Cayley’s theorem for semigroups has an analog in the class of dimonoids. The least separative congruence is constructed on an arbitrary dimonoid endowed with a commutative operation. It is shown that an appropriate quotient dimonoid is a commutative separative semigroup. The least separative congruence on a free commutative dimonoid is characterized. It is stated that each dimonoid with a commutative operation is a semilattice of Archimedean subdimonoids, each dimonoid with a commutative periodic semigroup is a semilattice of unipotent subdimonoids, and each dimonoid with a commutative operation is a semilattice of a-connected subdimonoids. Various dimonoid constructions are presented.     

Properties of boolean functions with a tree decomposition

Boolean functions that have a multiple disjoint decomposition scheme in the form of a tree are considered. Properties of such functions are given for the case that the functions are increasing, unate, and/or have no vacuous variables. The functions with a binary decomposition scheme are of special interest. The modulus of sensitivity is defined, and evaluated for some classes of functions. The modulus of sensitivity is interesting from the point of view of semantic information processing. It is found that the sensitivity for the class of functions with a given disjoint binary decomposition scheme is much smaller than for the unrestricted class of boolean functions. This indicates that these functions are potentially useful in pattern recognition of discrete data.The authors gratefully acknowledge the financial support of the National Research Council of Canada through a postdoctoral fellowship and an operating grant respectively.