An Overview of Scheduling Problems Arising in Satellite Communications

Satellite communications, like batches of work in a job shop, need to be scheduled in order to use their resources as efficiently as possible. The most common satellite communications system in use today is known as Time Division Multiple Access (TDMA), in which data from earth stations is buffered before being transmitted to the appropriate receiver on a satellite. Cycles of transmission are fixed for all stations. Since the same satellite will be used for routeing data in several different ways, a schedule must be devised to use the receivers, repeaters and transmitters on board to minimize the time needed for completion of a batch of work. This paper is a survey of current scheduling algorithms used for optimizing satellite communications resources. Apart from telecommunications, the methods presented here could be applied to more general scheduling problems with renewable resources but without precedence constraints.     

Determination of total ammonium-nitrogen and free ammonia in a fermentation medium by sequential injection analysis

Summary Automated methods for the determination of ammonium and ammonia are reviewed, and techniques based on gas diffusion using a semi-permeable membrane were selected for the determination of both total ammonium-nitrogen and free ammonia in fermentation samples. A simple and robust instrument based on sequential injection analysis (SIA) consisting of a piston pump and two selector valves was used. Two different methods of ammonia detection, the Berthelot method and detection using pH-indicators, have been evaluated and compared. The indicator method showed higher reproducibility and the range of determination could easily be adjusted to match the concentrations of the samples. The range of determination could be adjusted from 0.05 mmol/l to 350 mmol/l, depending on choice of acceptor solution. This method has been evaluated with fermentation medium samples and tested on-line in a yeast fermentation process.Dedicated to Professor Dr. Wilhelm Fresenius on the occasion of his 80th birthday     

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.     

Semigroups of matrices of intermediate growth

Finitely generated linear semigroups over a field K that have intermediate growth are considered. New classes of such semigroups are found and a conjecture on the equivalence of the subexponential growth of a finitely generated linear semigroup S and the nonexistence of free noncommutative subsemigroups in S, or equivalently the existence of a nontrivial identity satisfied in S, is stated. This ‘growth alternative’ conjecture is proved for linear semigroups of degree 2, 3 or 4. Certain results supporting the general conjecture are obtained. As the main tool, a new combinatorial property of groups is introduced and studied.     

Sudoku’s french ancestors

This column is a place for those bits of contagious mathematics that travel from person to person in the community, because they are so elegant, suprising, or appealing that one has an urge to pass them on. Contributions are most welcome.     

Two crystals of doubly protonated melaminium salts: melaminium bis­(trifluoro­acetate) trihydrate and melaminium bis­(trichloro­acetate) dihydrate

Crystals of 2,4,6‐triamino‐1,3,5‐triazine‐1,3‐dium bis­(trifluoro­acetate) trihydrate, C₃H₈N₆²⁺·2CF₃COO⁻·3H₂O, and 2,4,6‐triamino‐1,3,5‐triazine‐1,3‐dium bis­(trichloro­acetate) dihydrate, C₃H₈N₆²⁺·2CCl₃COO⁻·2H₂O, both contain doubly protonated melamine rings that lie on crystallographic twofold axes. In the former structure, one water mol­ecule also lies on a twofold axis. While the trifluoro­acetate compound crystallizes in a centrosymmetric space group, the trichloro­acetate is non‐centrosymmetric, so it is useful as a material for non‐linear optics. The efficiency of second harmonic generation is about three times greater than that of KDP (KH₂PO₄). A combination of ionic and donor–acceptor hydrogen‐bond inter­actions link the melaminium(2+) residues with trifluoro­acetate or trichloro­acetate ions and water mol­ecules to form a three‐dimensional network.     

Discrete and Embedded Eigenvalues for One-Dimensional Schrödinger Operators

I present an example of a discrete Schrödinger operator that shows that it is possible to have embedded singular spectrum and, at the same time, discrete eigenvalues that approach the edges of the essential spectrum (much) faster than exponentially. This settles a conjecture of Simon (in the negative). The potential is of von Neumann-Wigner type, with careful navigation around a previously identified borderline situation.     

Risk management of a bond portfolio using options

In this paper, we elaborate a formula for determining the optimal strike price for a bond put option, used to hedge a position in a bond. This strike price is optimal in the sense that it minimizes, for a given budget, either Value-at-Risk or Tail Value-at-Risk. Formulas are derived for both zero-coupon and coupon bonds, which can also be understood as a portfolio of bonds. These formulas are valid for any short rate model that implies an affine term structure model and in particular that implies a lognormal distribution of future zero-coupon bond prices. As an application, we focus on the Hull-White one-factor model, which is calibrated to a set of cap prices. We illustrate our procedure by hedging a Belgian government bond, and take into account the possibility of divergence between theoretical option prices and real option prices. This paper can be seen as an extension of the work of Ahn and co-workers [Ahn, D., Boudoukh, J., Richardson, M., Whitelaw, R., 1999. Optimal risk management using options. J. Financ. 54, 359-375], who consider the same problem for an investment in a share.     

On Gittins’ index theorem in continuous time

We give a new and comparably short proof of Gittins’ index theorem for dynamic allocation problems of the multi-armed bandit type in continuous time under minimal assumptions. This proof gives a complete characterization of optimal allocation strategies as those policies which follow the current leader among the Gittins indices while ensuring that a Gittins index is at an all-time low whenever the associated project is not worked on exclusively. The main tool is a representation property of Gittins index processes which allows us to show that these processes can be chosen to be pathwise lower semi-continuous from the right and quasi-lower semi-continuous from the left. Both regularity properties turn out to be crucial for our characterization and the construction of optimal allocation policies.