The Sample Average Approximation Method Applied to Stochastic Routing Problems: A Computational Study

The sample average approximation (SAA) method is an approach for solving stochastic optimization problems by using Monte Carlo simulation. In this technique the expected objective function of the stochastic problem is approximated by a sample average estimate derived from a random sample. The resulting sample average approximating problem is then solved by deterministic optimization techniques. The process is repeated with different samples to obtain candidate solutions along with statistical estimates of their optimality gaps.We present a detailed computational study of the application of the SAA method to solve three classes of stochastic routing problems. These stochastic problems involve an extremely large number of scenarios and first-stage integer variables. For each of the three problem classes, we use decomposition and branch-and-cut to solve the approximating problem within the SAA scheme. Our computational results indicate that the proposed method is successful in solving problems with up to 2¹⁶⁹⁴ scenarios to within an estimated 1.0% of optimality. Furthermore, a surprising observation is that the number of optimality cuts required to solve the approximating problem to optimality does not significantly increase with the size of the sample. Therefore, the observed computation times needed to find optimal solutions to the approximating problems grow only linearly with the sample size. As a result, we are able to find provably near-optimal solutions to these difficult stochastic programs using only a moderate amount of computation time.     

Approximation diophantienne sur les courbes elliptiques à multiplication complexe

Let $\text{E}$ be an elliptic curve with complex multiplication, defined over $\text{Q}$. We consider linear forms on $\text{Lie}\text{(}\text{E}{}^{\mathrm{n}}\text{)}$ with coefficients in the CM field of $\text{E}$. Within this framework, we present a new measure of linear independence for elliptic logarithms in (logb)(loga)ⁿ. Like recent advances in this domain (works by Ably, David, Hirata-Kohno), our result is best possible in terms of the height of the linear forms (logb) while providing a better estimate in the height of algebraic points considered (loga), removing a term in logloga. To cite this article: M. Ably, É. Gaudron, C. R. Acad. Sci. Paris, Ser. I 337 (2003).     

A new insight into the understanding of the collapsed form of poly(N-isopropylacrylamide) molecules

Possible collapsed forms of poly(N-isopropylacrylamide) molecules are reviewed on the basis of first principle calculations. Various configurations and associated conformations are detailed. The calculated optimized structures exhibit different possibilities of creating networks of intra-molecular bonds of the hydrogen type. We show that the most remarkable one is able to form a local, self-saturated and well ordered helix. We also indicate in which direction the synthesis of the molecule should be oriented to improve its global behavior in term of hydrophobic/hydrophilic behavior.     

Energy of formation for and liquid binary alloys

We have investigated the free energy of formation for Ag_xIn_1-x and Ag_xSn_1-x liquid binary alloys at temperatures 1173 and 1250 K, respectively. A microscopic theory based on the first order perturbation has been applied. The interionic interaction and a reference liquid are the fundamental components of the theory. The interionic interaction is described by a local pseudopotential. A liquid of hard spheres (HS) of two different effective diametres and charges is used to describe the reference system. The results of the calculations for energy of formation agree very well with the available experimental data. Our calculations also reveal that a simple perturbative approach along with appropriate effective pair potentials can produce nearly quantitative results for the concerned alloys.     

On the Use of the Restitution Condition in Flexible Body Dynamics

The difference between the classical treatment offlexible body impact and the treatment of impact in flexiblemultibody dynamics is due to several fundamental reasons. Inthe classical impact theory, simple structures such as beamsand plates are used. Infinite dimensional models can bedeveloped for these simple structural elements to study theimpact dynamics and the wave propagation problem. Flexiblemultibody impact problems, on the other hand, involve bodieswith complex geometry that cannot be modeled using infinitenumber of degrees of freedom. Furthermore, the classicalimpact theory has been mainly concerned with the impactbetween a rigid mass that moves without constraints beforeit impacts a simple flexible structure. This is not amultibody simulation scenario in which the impact occursbetween kinematically constrained bodies that are subjectedto impulsive constraint forces in addition to the impactforces. These constraint forces can influence the motion ofthe two bodies immediately after impact, and as aconsequence, the simple classical theory scenario of impactdoes not apply. It is the objective of this paper to discussthe use of the restitution condition in flexible multibodyimpact problems and demonstrate that the use of thisapproach does not exclude the classical formulation.Nonetheless, the impulse momentum balance approach can serveas an effective and efficient procedure for solving theimpact problem in finite dimensional models that do not obeythe classical wave theory. Energy results of simplestructural elements are presented in order to demonstratethe consistency of using the impulse momentum balanceapproach in solving impact problems in finite dimensionalflexible body applications.     

Time Asymptotic Behaviour for a One-Velocity Transport Operator with Maxwell Boundary Condition

This paper is concerned with the spectral analysis of a one-velocity transport operator with Maxwell boundary condition in L ₁-space. After a detailed spectral analysis it is shown that the associated Cauchy problem is governed by a C ₀-semigroup. Next, we discuss the irreducibility of the transport semigroup. In particular, we show that the transport semigroup is irreducible. Finally, a spectral decomposition of the solutions into an asymptotic term and a transient one which will be estimated for smooth initial data is given.     

Finite temperature infinitesimally deformed classical and quantum gravity

Deformed classical mechanics and gravity is discussed. Infinitesimally deformed quantum field theory is reviewed. Infinitesimally deformed Bose-Einstein distribution is derived. Infinitesimally deformed thermofield dynamics is constructed and applied to a scalar field and string theories.On leave of absence from: Mathematics Department, Faculty of Science, Mansoura University, Mansoura, Egypt