Longevity risk and the Grim Reaper’s toxic tail: The survivor fan charts

This paper uses survivor fan charts to illustrate the prospective density functions of future male survival rates. The fan charts are based on a version of the Cairns–Blake–Dowd model of male mortality that provides a good fit to recent mortality data for England and Wales. They indicate that although none of us can escape the Grim Reaper, survivorship uncertainty is greatest for males aged a little over 90, confirming that there exists a ‘toxic tail’ for those institutions, such as annuity and pension providers, which are obliged to make payments to them for as long as they live. We also find that taking account of uncertainty in the parameters of the underlying mortality model leads to major increases in estimates of the widths of the fan charts.     

An efficient shooting algorithm for Evans function calculations in large systems

In Evans function computations of the spectra of asymptotically constant-coefficient linear operators, a basic issue is the efficient and numerically stable computation of subspaces evolving according to the associated eigenvalue ODE. For small systems, a fast, shooting algorithm may be obtained by representing subspaces as single exterior products [J.C. Alexander, R. Sachs, Linear instability of solitary waves of a Boussinesq-type equation: A computer assisted computation, Nonlinear World 2 (4) (1995) 471–507; L.Q. Brin, Numerical testing of the stability of viscous shock waves, Ph.D. Thesis, Indiana University, Bloomington, 1998; L.Q. Brin, Numerical testing of the stability of viscous shock waves, Math. Comp. 70 (235) (2001) 1071–1088; L.Q. Brin, K. Zumbrun, Analytically varying eigenvectors and the stability of viscous shock waves, in: Seventh Workshop on Partial Differential Equations, Part I, 2001, Rio de Janeiro, Mat. Contemp. 22 (2002) 19–32; T.J. Bridges, G. Derks, G. Gottwald, Stability and instability of solitary waves of the fifth-order KdV equation: A numerical framework, Physica D 172 (1–4) (2002) 190–216]. For large systems, however, the dimension of the exterior-product space quickly becomes prohibitive, growing as , where n is the dimension of the system written as a first-order ODE and k (typically n/2) is the dimension of the subspace. We resolve this difficulty by the introduction of a simple polar coordinate algorithm representing “pure” (monomial) products as scalar multiples of orthonormal bases, for which the angular equation is a numerically optimized version of the continuous orthogonalization method of Drury–Davey [A. Davey, An automatic orthonormalization method for solving stiff boundary value problems, J. Comput. Phys. 51 (2) (1983) 343–356; L.O. Drury, Numerical solution of Orr-Sommerfeld-type equations, J. Comput. Phys. 37 (1) (1980) 133–139] and the radial equation is evaluable by quadrature. Notably, the polar-coordinate method preserves the important property of analyticity with respect to parameters.     

Force Deployment in a Conventional Theatre-level Military Engagement

This paper is concerned with the study of force deployment in a conventional theatre-level military engagement. First, it discusses some of the governing parameters that affect the modelling. A non-linear programming model is then developed to describe the combat dynamics. Sensitivity analysis on the optimal solution is also discussed. The merit of the model is demonstrated by applying the formulation to study the effect of various sustainment policies on the outcome of a battle.     

Restarted GMRES preconditioned by deflation

This paper presents a new preconditioning technique for the restarted GMRES algorithm. It is based on an invariant subspace approximation which is updated at each cycle. Numerical examples show that this deflation technique gives a more robust scheme than the restarted algorithm, at a low cost of operations and memory.     

An approach to evolving novel organizational forms

A key problem in organization theory is to suggest new organizational forms. In this paper, I suggest the use of genetic algorithms to search for novel organizational forms by reproducing some of the mechanics of organizational evolution. Issues in using genetic algorithms include identification of the unit of selection, development of a representation and determination of a method for calculating organizational fitness. As an example of the approach, I test a proposition of Thompson's about how interdependent positions should be assigned to groups. Representing an organization as a collection of routines might be more general and still amenable to evolution with a genetic algorithm. I conclude by discussing possible objections to the application of this technique.Syracuse University School of Information Studies     

On the limiting distribution of pair-summable potential functions in many-particle systems

For systems with finite phase space volume, the density of states can be viewed as a multiple of the probability density of the energy, when the phase space variables are independent uniformly distributed random variables. We show that the distribution of a random variable proportional to the sum of pairwise interactions of independent identically distributed random variables converges to a limiting distribution as the number of variables goes to infinity, when the interaction satisfies certain homogeneity requirements. The moments of this distribution are simple combinations of cyclic integrals of the potential function. The existence of this limit gives information about the structure function of some systems in statistical mechanics having pair-summable interactions, even in the absence of a thermodynamic limit. The result is applied to several examples, including systems of two-dimensional point vortices.