A Branch & Cut algorithm for a four-index assignment problem

In this paper, we examine the orthogonal Latin squares (OLS) problem from an integer programming perspective. The OLS problem has a long history and its significance arises from both theoretical aspects and practical applications. The problem is formulated as a four-index assignment problem whose solutions correspond to OLS. This relationship is exploited by various routines (preliminary variable fixing, branching, etc) of the Branch & Cut algorithm we present. Clique, odd-hole and antiweb inequalities implement the ‘Cut’ component of the algorithm. For each cut type a polynomial-time separation algorithm is implemented. Extensive computational analysis examines multiple aspects concerning the design of our algorithm. The results illustrate clearly the improvement achieved over simple Branch & Bound.     

Parallel discrete event simulation algorithm for manufacturing supply chains

Parallel discrete event simulation (PDES) is concerned with the distributed execution of large-scale system models on multiple processors. It is an enabler in the implementation of the virtual enterprise concept, integrating semi-autonomous models of production cells, factories, or units of a supply chain. The key issue in PDES is to maintain causality relationships between system events, while maximizing parallelism in their execution. Events can be executed conservatively only when it is safe to do so, sacrificing the extent to which potential parallelism of the system can be exploited. Alternatively, they can be processed optimistically without guarantee of correctness, but incurring the overhead of a rollback to an earlier saved state when causality error is detected. The paper proposes a modified optimistic scheme for distributed simulation of constituent models of a supply chain in manufacturing, which exploits the inherent operating characteristics of its domain.     

Structure and reflective properties of Al-Cu-Fe quasicrystalline thin film prepared by laser induced arc method

Al-Cu-Fe thin films were prepared by laser induced arc (laser-arc) method from a single source—Al₆₃Cu₂₅Fe₁₂ alloy, which was proved to consist of quasicrystalline phase together with approximant phase. The composition of the deposited films meets the requirement for formation of icosahedral symmetry phase. Quasicrystalline phase was obtained after annealing the amorphous as-deposit film samples. The optical properties of the samples were investigated. Thin film samples of Al, Cu and Fe deposited under the same condition were employed for comparison. The results showed specific reflective properties of Al-Cu-Fe quasicrystal thin film in some wavelength range. The optical conductivity of the films exhibited a negative peak, centered about 440 nm in range of 190 to 800 nm. The Al-Cu-Fe quasicrystal thin films could absorb almost all the ray in the wavelength range from 420nm to 450 nm. The ratio of absorption was greater than 99%.     

Noncollinear optical parametric amplification in lithium triborate seeded by a cw Ti:sapphire laser

Experimental investigations of a type-I noncollinear phase-matched optical parametric amplification based on lithium triborate, which was pumped by a 5-ns second-harmonic pulses from a Q-switched Nd:YAG, seeded by a cw Ti:sapphire laser at 800 nm, was presented. The experiments generated 2-ns signal output pulses at 800 nm, the maximum signal output pulse energy reached 19 μJ, the corresponding parametric gain was 44 dB. Furthermore, the experiments demonstrate that the 65 nm-FWHM parametric fluorescence gain spectrum could also be observed. A quantitative account of the ultrabroadband parametric fluorescence gain spectrum was given with our theory. The experimental measurements are in agreement with theoretical calculations.     

Optical investigation of cavitation erosion by laser-induced bubble collapse

By means of a new force sensor based on optical beam deflection (OBD), the mechanical effects of laser-matter interaction underwater at different incident laser energy are investigated in detail. The experimental results show that a target underwater is impacted in turn by laser-plasma ablation force and high-speed liquid-jet impulse induced by bubbles collapse in the vicinity of a solid boundary. Furthermore, the amplitudes of the two forces increase monotonously with laser energy. According to the ablation force detected by the experiment and the theoretical relationship between laser intensity and ablation pressure, the value of liquid-jet impact against a solid boundary can be easily obtained. In addition, based on the model of a collapsing bubble, some characteristic parameters, such as the liquid-jet impact velocity, the maximum bubble radius, the bubble energy can also be obtained at different laser energy, which are valuable in the corresponding research fields.     

<Emphasis Type="Italic">L</Emphasis><Subscript>1</Subscript> linear interpolator for missing values in time series

We propose a minimum mean absolute error linear interpolator (MMAELI), based on theL ₁ approach. A linear functional of the observed time series due to non-normal innovations is derived. The solution equation for the coefficients of this linear functional is established in terms of the innovation series. It is found that information implied in the innovation series is useful for the interpolation of missing values. The MMAELIs of the AR(1) model with innovations following mixed normal andt distributions are studied in detail. The MMAELI also approximates the minimum mean squared error linear interpolator (MMSELI) well in mean squared error but outperforms the MMSELI in mean absolute error. An application to a real series is presented. Extensions to the general ARMA model and other time series models are discussed. This research was supported by a CityU Research Grant and Natural Science Foundation of China.     

The components of the Wired Spanning Forest are recurrent

 We show that a.s. all of the connected components of the Wired Spanning Forest are recurrent, proving a conjecture of Benjamini, Lyons, Peres and Schramm. Our analysis relies on a simple martingale involving the effective conductance between the endpoints of an edge in a uniform spanning tree. We believe that this martingale is of independent interest and will find further applications in the study of uniform spanning trees and forests. Received: 20 April 2001 / Revised version: 23 July 2002 / Published online: 14 November     

Non-existence of phase transition of oriented percolation on Sierpinski carpet lattices

 A percolation problem on Sierpinski carpet lattices is considered. It is obtained that the critical probability of oriented percolation is equal to 1. In contrast it was already shown that the critical probability p _c of percolation is strictly less than 1 in Kumagai [9]. This result shows a difference between fractal-like lattice and ℤ ^d lattice. Received: 15 May 2002 / Revised version: 11 October 2002 / Published online: 21 February 2003 Mathematics Subject Classification (2000): Primary: 60K35, 82B43; Secondary: 82B26     

Lower bounds for densities of uniformly elliptic random variables on Wiener space

 In this article, we generalize the lower bound estimates for uniformly elliptic diffusion processes obtained by Kusuoka and Stroock. We define the concept of uniform elliptic random variable on Wiener space and show that with this definition one can prove a lower bound estimate of Gaussian type for its density. We apply our results to the case of the stochastic heat equation under the hypothesis of unifom ellipticity of the diffusion coefficient. Received: 6 November 2001 / Revised version: 27 February 2003 / Published online: 12 May 2003 Key words or phrases: Malliavin Calculus – Density estimates – Aronson estimates