Bank-office Process Management in the Financial Services: a Simulation Approach Using a Model Generator

For the last ten years or so, developments in simulation software and methodology have been focused in two areas: (1) automating the model-building process; and (2) interfacing with other techniques and systems. That both academic and commercial research continues to be carried out in these areas is evidence of the continued popularity of the simulation technique. The most popular application areas where simulation modelling is used include manufacturing (engineering and process), warehousing and communications; not surprisingly, research and developments have therefore been concentrated in these areas. This paper describes the development of a simulation model generator for a different application area, that of clerical office processing of paper and documents for financial service companies. It outlines the reasons why there is a need for such a model generator and discusses the initial design requirements. The paper goes on to detail the developments and re-defined criteria required as the model generator brief changes as a result of practical applications.     

A Faster Deterministic Maximum Flow Algorithm

Cheriyan and Hagerup developed a randomized algorithm to compute the maximum flow in a graph with n nodes and m edges in O(mn + n² log²n) expected time. The randomization is used to efficiently play a certain combinatorial game that arises during the computation. We give a version of their algorithm where a general version of their game arises. Then we give a strategy for the game that yields a deterministic algorithm for computing the maximum flow in a directed graph with n nodes and m edges that runs in time O(mn(log_{m/n log n}n)). Our algorithm gives an O(mn) deterministic algorithm for all m/n = Ω(n^ε) for any positive constant ε, and is currently the fastest deterministic algorithm for computing maximum flow as long as m/n = ω(log n).     

Expression of theSU(2) rotation matrices D( j ) in terms of normalized irreducible tensorial matrices

TheSU(2) rotation matricesD ^(j), specified in terms of axis and angle of rotation, are expressed as linear combination of normalized irreducible tensorial matricces (NITM) of rankl = 0 to 2j rotated to the polar angles of the axis. The rotated NITM are constructed from spherical harmonics of the same rank. Since this formulation requires no matrix products, it may be computationally more efficient than Euler angle formulas, particularly for largej. Rotated NITM and formulas for theD ^(j) withj = 1/2 andj = 1 are written out explicitly. A formula for the structure constants of the products of conformable NITM is also given in terms of 3-j and 6-j symbols.     

Properties of neodymium-doped aluminophosphate laser glasses

Translated from Zhurnal Prikladnoi Spektroskopii, Vol. 56, No. 1, pp. 90–95, January, 1992.     

On the existence of <Emphasis Type="Bold">1, 3</Emphasis>P <Emphasis Type="Bold">o</Emphasis> resonances in H<Superscript>-</Superscript> between n = 2 and 3 H thresholds

We examine the influence of relativistic and QED effects on the existence of the ^1,3P ^o H^- resonances between n = 2 and 3 hydrogen thresholds, the relativistic and QED corrections and the coupling effects between the high singlet and triplet states are considered as first-order perturbations. We firstly obtain accurate non-relativistic resonant energies and widths of fifteen ¹P ^o resonances, and fifteen ³P ^o resonances. The fifteen ¹P ^o resonances are classified to be ₃ (2, 0) ^- _n ( 4 ? n ? 12) and ₃ (1, 1) ⁺ _n ( 3 ? n ? 8). The fifteen ³P ^o resonances are classified to be ₃ (2, 0) ⁺ _n ( 3 ? n ? 12) and ₃ (1, 1) ^- _n ( 4 ? n ? 8). We found there exist six Feshbach resonances for ₃ (2, 0) ^- _n (¹P ^o ) series, four Feshbach resonances for ₃ (1, 1) ⁺ _n (¹P ^o ) series, seven Feshbach resonances for ₃ (2, 0) ⁺ _n (³P ^o ) series, and three Feshbach resonances for ₃ (1, 1) ^- _n (¹P ^o ) series. Received 22 February 2002 Published online 24 September 2002     

On some nonlinear problems in mathematical physics with exponents close to critical ones

The paper deals with several problems having the following common feature. The differential equation under consideration contains a power function of the solution or of its gradient, with the exponent depending on a small parameter. This dependence is such that a certain property of the solutions corresponding to the positive values of the parameter may disappear as the latter tends to zero. This phenomenon is shown to be lacking in the case where not only the said exponent, but also the coefficients of the equation depend on the small parameter in a suitable way. Several theorems are proved on sharp conditions, ensuring such uniformity of various properties exhibited by the solutions. Bibliography: 44 titles. Dedicated to Olga Arsenievna Oleinik This paper has been supported in part by the Russian Foundation for Basic Research (Project 93-013-1744) and by the International Science Foundation (Grant MIE000). Translated from Trudy Seminara imeni I. G. Petrovskogo, No. 19, pp. 000-000, 0000.     

The universal nilpotent group compactification of a semigroup

The purpose of this paper is to introduce an algebra of functions on a semitopological semigroup and to study these functions from the point of view of universal semigroup compactification. We show that the corresponding semigroup compactification of this algebra is universal with respect to the property of being a nilpotent group.

     

Chalcogenide based all-solid-state thin electroplated ion-selective membrane for Hg(II) flow-injection determinations

The response to Hg(II) of a thin all-solid-state Te-doped silver chalcogenide membrane, described by the general formula Ag₂ + δSe_{1 − x}Te_x, which has been electrochemically prepared following a previously proposed approach, has been investigated. The kinetics of formation of the membrane's secondary dynamic response to Hg(II) has been successfully combined with the precise timing and transient signal, typical for flow-injection (FI) measurements, in developing a sensitive and reliable mercury FI detector. Under optimized stream conditions it exhibits a linear Nernstian response, with a double slope of the calibration graph of 59 mV dec⁻¹, over the mercury(II) concentration range 10⁻⁶ − 10⁻³ M, the typical sample throughput amounting to about 70 samples per hour. The observed chemical amplification of the signal is due to the specificity of the processes dominating the initial step in formation of the steady-state signal of the membrane to mercury. The analytical performance of the Hg(II) FI detector, as regards sensitivity, reproducibility, selectivity and long-term stability has been thoroughly investigated. The exact procedure for membrane electrodeposition is given and the potential of the proposed approach as a cost-effective way for preparing chalcogenides of unique structure and properties has been outlined in the above context.