Optimal Double Stopping Problems for Maxima and Minima of Geometric Brownian Motions

Methodology and Computing in Applied Probability - We present closed-form solutions to some double optimal stopping problems with payoffs representing linear functions of the running maxima and...     

Optimal Control of an <Emphasis Type="Italic">M/E</Emphasis><Subscript><Emphasis Type="Italic">k</Emphasis></Subscript>/1 Queueing System with a Removable Service Station

This paper studies the optimal operation of an M/E _k /1 queueing system with a removable service station under steady-state conditions. Analytic closed-form solutions of the controllable M/E _k /1 queueing system are derived. This is a generalization of the controllable M/M/1, the ordinary M/E _k /1, and the ordinary M/M/1 queueing systems in the literature. We prove that the probability that the service station is busy in the steady-state is equal to the traffic intensity. Following the construction of the expected cost function per unit time, we determine the optimal operating policy at minimum cost.     

An Algorithm for the Economic Design of <Emphasis Type="Italic">np</Emphasis> Charts for a Multiplicity of Assignable Causes

Chiu, in 1976, studied the economic design of np charts for processes subject to a multiplicity of assignable causes. Chiu developed a two-step minimization procedure to obtain the three control variables, namely, the sampling interval, the sample size and the acceptance number. Although Chiu's two-step minimization procedure is simple, applicable and down to earth, it is rather inefficient and has some drawbacks. This paper presents an algorithm to overcome these drawbacks. The results and the execution times of all numerical examples show that the accuracy and the efficiency of the algorithm is reasonably good.     

A Heuristic Decomposition Algorithm for Scheduling Problems on Mixed Graphs

We consider a scheduling problem where a set of n jobs has to be processed on a set of m machines and arbitrary precedence constraints between operations are given. Moreover, for any two operations i and j values a _ij >0 and a _ji >0 may be given where a _ij is the minimal difference between the starting times of operations i and j when operation i is processed first. Often, the objective is to minimize the makespan but we consider also arbitrary regular criteria. Even the special cases of the classical job shop problem J//C_max belong to the set of NP-hard problems. Therefore, approximation or heuristic algorithms are necessary to handle large-dimension problems. Based on the mixed graph model we give a heuristic decomposition algorithm for such a problem, i.e. the initial problem is partitioned into subproblems that can be solved exactly or approximately with a small error bound. These subproblems are obtained by a relaxation of a subset of the set of undirected edges of the mixed graph. The subproblems are successively solved and a proportion of the results obtained for one subproblem is kept for further subproblem definitions. Numerical results of the algorithm presented here are given.     

Right distributive quasigroups on algebraic varieties

In this paper we develop a structure theory of algebraic right distributive quasigroups which correspond to closed and connected conjugacy classes generating algebraic Fischer groups (in the sense of [6]) such that the mappingx x ^–1 ax, fora , is an automorphism of (as variety). We also give examples of algebraic Fischer groups where this does not happen. It becomes clear that the class of algebraic right distributive quasigroups has nice properties concerning subquasigroups, normal subquasigroups and direct product.We give a complete classification of one- and two-dimensional as well as of minimal algebraic right distributive quasigroups.     

Clumping Data in 2-Way Tables: A User-Orientated Perspective

Following a critique of existing algorithms, an algorithm is presented which will re-organize a 2-way data table to bring like rows together, and like columns together. Extensions of the method are described, and justified, to accommodate distances measured in modular arithmetic, and with bipolar columns/rows, as in repertory grid analysis. One value of the algorithms is that the user can see relationships in the tables without the data in the cells themselves ever having been transformed. Thus, users will continue to feel they own their data.     

Refining the Diffusion Approximation for the <Emphasis Type="Italic">GI</Emphasis><Superscript><Emphasis Type="Italic">x</Emphasis></Superscript><Emphasis Type="Italic">/G/c</Emphasis> Queue

This paper deals with the GI ^x /G/c queueing system in a steady state. We refine a diffusion approximation method incorporating the constraint of traffic conservation for general queueing systems. An approximate expression for the distribution of the number of customers is obtained. Numerical results are presented to show that the refined model provides improved performance.     

Effect of acetate on ferrihydrite crystallization

Mössbauer spectroscopy was used to follow the aging of ferrihydrite with different amounts of acetate, to achieve more crystalline products. Mössbauer spectra of fresh samples did not show any magnetic components. After two years aging, the solids presented crystalline fractions. Hematite formation was inhibited as acetate content increased in solids. For an acetate/iron molar ratio equal to 0.63 goethite was formed instead of hematite. X-ray diffraction confirmed these results. This work shows that synthetic samples can be used for elucidating the anti-hematitic effect of organic matter already detected in soils.     

Anisotropic<Emphasis Type="Italic">s</Emphasis>-wave or<Emphasis Type="Italic">d</Emphasis>-wave pairing? Analysis of experiments on ion irradiation of YBa<Subscript>2</Subscript>Cu<Subscript>3</Subscript>O<Subscript>7-x</Subscript> films

The effect of ion irradiation on the superconducting transition temperatureT _c and resistivityρ _ab (T) of YBa₂Cu₃O_7-x films with different oxygen content (initial temperatureT _c0≈90 K and 60 K) is studied experimentally. The dependenciesT _c /T _c0 on residual resistivityρ _o are obtained in very wide range 0.2<T _c /T _c0 <1 andρ _o μΩ·cm. The critical values ofρ _o , corresponding to the vanishing of superconductivity, are found to be an order of magnitude larger then those predicted by theory ford-wave pairing. At 0.5÷0.6<T _c /T _c0<1 the experimental data are in close agreement with theoretical dependencies, obtained for the anisotropics-wave superconductor within the BCS-framework.     

Investigations of the interlayer coupling in high-<Emphasis Type="Italic">T</Emphasis><Subscript><Emphasis Type="Italic">c</Emphasis></Subscript> cuprates

Low-field magnetizationM(H) measurements can be used to probe the nature of the screening currents and the interlayer coupling in high-T _c cuprates. Here we compare theM(H) behaviour of single crystals of Bi₂Sr₂CaCu₂O₈ and fully oxygenated and oxygen reduced YBa₂Cu₃O_7??. In YBa₂Cu₃O₇, theM(H) behaviour is consistent with anisotropic 3D superconductivity whilst in Bi₂Sr₂CaCu₂O₈, the surface screening currents are strongly affected by the presence of vortices, implying that the CuO₂ planes are coupled via a weak Josephson interaction. In oxygen-deficient YBa₂Cu₃O_6.7 (T _c =63K), theM(H) behaviour at low temperatures is similar to that found for Bi₂Sr₂CaCu₂O₈, implying that the removal of oxygen from the chains has resulted in a dimensional crossover of the superconducting state in YBa₂Cu₃O_7??. As the temperature approachesT _c , the 3D behaviour is eventually restored as thec-axis coherence length ξ _c becomes comparable with the interlayer spacingd.