Ermakov Approach for Minisuperspace Oscillators

The Wheeler–DeWitt equation of arbitrary Hartle–Hawking factor ordering for several minisuperspace universe models, such as the pure gravity Friedmann–Robertson–Walker and Taub ones, is mapped onto the dynamics of corresponding classical oscillators. The latter ones are studied by the classical Ermakov invariant method, which is a natural approach in this context. For the more realistic case of a minimally coupled massive scalar field, one can study, within the same type of approach, the corresponding squeezing features as a possible means of describing cosmological evolution. Finally, we comment on the analogy with the accelerator physics.     

Odd-Excited Binomial States of the Radiation Field and Some of Their Statistical Properties

In this paper a new state called odd-excited binomial state (OEBS) is introduced. It interpolates between the odd number state and the odd-excited coherent state. We discuss some statistical properties, such as the Glauber second-order correlation function and squeezing phenomenon (normal and amplitude-squared squeezing) for this state. The quasiprobability distribution functions (Husimi Q-function and Wigner W-function) are also examined.     

Sequential Importance Sampling Algorithms for Dynamic Stochastic Programming

This paper gives a comprehensive treatment of EVPI-based sequential importance sampling algorithms for dynamic (multistage) stochastic programming problems. Both theory and computational algorithms are discussed. Under general assumptions it is shown that both an expected value of perfect information (EVPI) process and the corresponding marginal EVPI process (the supremum norm of the conditional expectation of its generalized derivative) are nonanticipative nonnegative supermartingales. These processes are used as importance criteria in the class of sampling algorithms treated in the paper. When their values are negligible at a node of the current sample problem scenario tree, scenarios descending from the node are replaced by a single scenario at the next iteration. On the other hand, high values lead to increasing the number of scenarios descending from the node. Both the small sample and asymptotic properties of the sample problem estimates arising from the algorithms are established, and the former are evaluated numerically in the context of a financial planning problem. Finally, current and future research is described. Bibliography: 49 titles. __________ Published in Zapiski Nauchnykh Seminarov POMI, Vol. 312, 2004, pp. 94–129.     

Application of rainbow schlieren deflectometry to measure temperature and oxygen concentration in a laminar gas-jet diffusion flame

The quantitative rainbow schlieren deflectometry (RSD) technique was applied to measure temperature and oxygen concentration in an axisymmetric hydrogen gas-jet diffusion flame burning in quiescent air at fuel jet exit Reynolds number of 70. Schlieren measurements were compared with conventional measurements using a thermocouple and a gas-sampling probe. Good agreement between the two measurement techniques was achieved on the fuel-lean side of the flame.     

Estimating a reduced rank regression model for non-normal variables

A method using third order moments for estimating the regression coefficients as well as the latent state scores of the reduced-rank regression model when the latent variable(s) are non-normally distributed is presented in this paper. It is shown that the factor analysis type indeterminacy of the regression coefficient matrices is eliminated. A real life example of the proposed method is presented. Differences of this solution with the reduced-rank regression eigen solution are discussed.     

Stationary turbulent closure via the Hopf functional equation

Exact closed-form solutions are exhibited for the Hopf equation for stationary incompressible 3D Navier-Stokes flow, for the cases of homogeneous forced flow (including a solution with depleted nonlinearity) and inhomogeneous flow with arbitrary boundary conditions. This provides an exact method for computing two- and higher-point moments, given the mean flow.     

A Recursive Algorithm for Order Cycle-time that Minimizes Logistics Cost

A firm's logistics cost, including shipping and inventory-carrying, is a substantial percentage of its sales. Nevertheless, typical inventory-control methods ignore or insufficiently represent the shipping cost. This paper describes a recursive algorithm that determines the reorder cycle-time that minimizes total logistics cost. It allows for a realistic accounting of shipping cost, which is modelled here as a function of shipping distance and weight. The algorithm uses a relaxation procedure to identify a suitable initial approximation to the optimal order cycle-time and then, through a series of recursive steps, moves to the optimal result. We demonstrate the algorithm with a single item, with a group of items that share a common order cycle, and with multi-items when item demands are random variables. Experience with this algorithm indicates that it converges to the optimal result in a very few steps.     

τ-CHEBYSHEV AND τ-COCHEBYSHEV SUBPSACES OF BANACH SPACES

The concepts of quasi-Chebyshev and weakly-Chebyshev and σ-Chebyshev were defined [3 - 7], andas a counterpart to best approximation in normed linear spaces, best coapprozimation was introduced by Franchetti and Furi^[1]. In this research, we shall define τ-Chebyshev subspaces and τ-cochebyshev subspaces of a Banach space, in which the property τ is compact or weakly-compact, respectively. A set of necessary and sufficient theorems under which a subspace is τ-Chebyshev is defined.