Global optimization of robust chance constrained problems

We propose a stochastic algorithm for the global optimization of chance constrained problems. We assume that the probability measure with which the constraints are evaluated is known only through its moments. The algorithm proceeds in two phases. In the first phase the probability distribution is (coarsely) discretized and solved to global optimality using a stochastic algorithm. We only assume that the stochastic algorithm exhibits a weak* convergence to a probability measure assigning all its mass to the discretized problem. A diffusion process is derived that has this convergence property. In the second phase, the discretization is improved by solving another nonlinear programming problem. It is shown that the algorithm converges to the solution of the original problem. We discuss the numerical performance of the algorithm and its application to process design.     

The impact of two-product joint lifecycles on capacity planning of remanufacturing networks

Capacity planning in the reverse channel of closed-loop supply chains (CLSCs) involves complex issues due to the different lifecycles of product offerings in combination with the variability regarding product usage time, quality level of used products and return patterns. (Georgiadis, P., Vlachos, D., Tagaras, G., 2006. The impact of product lifecycle on capacity planning of closed-loop supply chains with remanufacturing. Production and Operations Management 15; 514–527) developed a system dynamics (SD) model to study a CLSC with remanufacturing for a single product which incorporates a dynamic capacity modeling approach. We extend this SD model for two sequential product-types under two alternative scenarios regarding the market preferences over the product-types; in the first scenario, the market is considered showing no preferences, while in the second scenario, the demand over a product-type can be satisfied only by providing units of the specific type. We study how the joint lifecycles of two product-types, entry time of the second product-type to the market and used product return patterns affect the optimal policies regarding expansion and contraction of collection and remanufacturing capacities. The results of extensive numerical investigation are tested for their statistical significance using analysis of variance (ANOVA). In the first scenario, the results show that the system performs best when the two lifecycles form a trapezoid pattern for total demand while in the second scenario, when the two lifecycles form a triangular pattern.     

Traces of self-organisation and long-range memory in variations of environmental radon in soil: comparative results from monitoring in Lesvos Island and Ileia (Greece)

This paper addresses issues of self-affinity, long-memory and self-organisation in variations of radon in soil recorded in Lesvos Island, Greece. Several techniques were employed, namely (a) power-law wavelet spectral fractal analysis, (b) estimation of Hurst exponents through (b1) rescaled-range, (b2) roughness-length, (b3) variogram and (a), (c) detrended fluctuation analysis, (d) investigation of fractal dimensions and (e) analysis of five block entropies: (e1) Shannon entropy, (e2) Shannon entropy per letter, (e3) conditional entropy, (e4) Tsallis entropy, and (e5) normalised Tsallis entropy. Long-lasting antipersistency was identified during a period of anomalous radon variations following fractional Brownian modelling. Remaining variations did not exhibit analogous behaviour and followed fractional Gaussian modelling. Antipersistent power-law-beta-exponent-values between 1.5 and 2.0 were detected during anomalies. Persistent values were also found. Hurst exponents were mainly within 0 < H < 0.5. Some persistent exponents (0.5 < H < 1) were also observed. Fractal dimensions were within 1.5 < D < 2. Radon anomalies presented lower fractal dimensions. Shannon entropy ranged between 0.77 ≤ H(n) ≤ 2.38, Shannon entropy per letter, between 0.19 ≤ h ⁽ⁿ⁾ ≤ 0.59, conditional entropy, between 0.01 ≤ h _(n) ≤ 0.58, Tsallis entropy, between 0.55 ≤ S _q  ≤ 1.01 and normalised Tsallis entropy between, 0.98 ≤  $\hat{S}$  ≤ 5.42 (block-size n = 4). Entropies were lower during anomalies, indicating strong self-organisation. Persistency–antipersistency switching was observed, consistent with long-memory dynamics. Potential geological sources were discussed. The asperity-model was proposed. Findings were compared to results obtained under analogous methodologies in Ileia, Greece.     

Flow by mean curvature inside a moving ambient space

We show some computations related to the motion by mean curvature flow of a submanifold inside an ambient Riemannian manifold evolving by Ricci or backward Ricci flow. Special emphasis is given to the possible generalization of Huisken’s monotonicity formula and its connection with the validity of some Li–Yau–Hamilton differential Harnack-type inequalities in a moving Riemannian manifold.     

Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and Particle Swarm Optimization

The motivation for this paper is to introduce a hybrid neural network architecture of Particle Swarm Optimization and Adaptive Radial Basis Function (ARBF–PSO), a time varying leverage trading strategy based on Glosten, Jagannathan and Runkle (GJR) volatility forecasts and a neural network fitness function for financial forecasting purposes. This is done by benchmarking the ARBF–PSO results with those of three different neural networks architectures, a Nearest Neighbors algorithm (k-NN), an autoregressive moving average model (ARMA), a moving average convergence/divergence model (MACD) plus a na?¨ve strategy. More specifically, the trading and statistical performance of all models is investigated in a forecast simulation of the EUR/USD, EUR/GBP and EUR/JPY ECB exchange rate fixing time series over the period January 1999–March 2011 using the last 2 years for out-of-sample testing.     

Brillouin spectra of mixed alkali glasses: xCs2O(1−x)Na2O5SiO2

The Brillouin spectra of a series of mixed alkali glasses, of the composition _xCs₂O(1?x)Na₂O5SiO₂, have been measured and analyzed. Significant nonlinearities are found for the variation of the isothermal compressibility [K_T,0(T_f)] and Landau-Placzeck ratio, with a minimum observed in each as a function of x, while the longitudinal and transverse sound velocities and related elastic constants, C₁₁, C₄₄ and Young's modulus, E, vary monotonically (nearly linearly) with x. The results are interpreted in connection with related ultrasonic data and the effect of varying composition on the mechanical properties of mixed alkali glasses.     

Synthesis and characterization of novel oxotechnetium (99Tc and 99mTc) and oxorhenium complexes from the 2,2'-bipyridine (NN)/thiol (S) mixed-ligand system

The synthesis and characterization of oxotechnetium and oxorhenium mixed-ligand complexes of the general formula MO[NN][S](3) (M = (99)Tc and Re), where NN represents the bidentate ligand 2,2'-bipyridine and S represents a monodentate thiophenol, is reported. The complexes were prepared by ligand exchange reactions using (99)Tc-gluconate and ReOCl(3)(PPh(3))(2) as precursors for the oxotechnetium and oxorhenium complexes, respectively. Compound 1 (M = (99)Tc, S = 4-methylthiophenol) crystallizes in the monoclinic space group P2(1)/a, a = 23.12(1) A, b = 14.349(6) A, c = 8.801(4) A, beta = 94.81(2) degrees, V = 2918(2) A(3), Z = 4. Compound 3 (M = Re, S = 4-methylthiophenol) crystallizes in the monoclinic space group P2(1)/a, a = 23.018(9) A, b = 14.421(5) A, c = 8.775(3) A, beta = 94.78(1) degrees, V = 2903(2) A(3), Z = 4. Compound 4 (M = Re, S = 4-methoxythiophenol) crystallizes in the orthorhombic space group Pbca, a = 16.32(1) A, b = 24.55(2) A, c = 16.94(1) A, V = 6788(9) A(3), Z = 8. In all cases, the coordination geometry around the metal is distorted octahedral with the equatorial plane being defined by the three sulfur atoms of the thiophenols and one nitrogen atom of 2,2'-bipyridine, while the apical positions are occupied by the second nitrogen atom of 2,2'-bipyridine and the oxygen of the M=O core. The complexes are stable, neutral, and lipophilic. Complete (1)H and (13)C NMR assignments are reported for all complexes. The analogous oxotechnetium complexes have been also synthesized at tracer level ((99m)Tc) by mixing the 2,2'-bipyridine and the corresponding thiol with Na(99m)TcO(4) generator eluate using NaBH(4) as reducing agent. Their structure was established by chromatographic comparison with authentic oxotechnetium and oxorhenium complexes using high performance liquid chromatography techniques.