A New Distribution Function for Risk Analysis

This paper presents an alternative to the beta continuous probability distribution for risk analysis. Particular attention has been given to two major applications of distributions, namely project management risk and critical path analysis (PERT). In conjunction with the beta, the triangular and normal distributions are frequently employed in order to give sufficient robustness to risk analysis. The beta distribution, as used in PERT, has a major theoretical implementation flaw. The new distribution was developed to give a possible alternative method of assessing risk. It is shown that the requirement to estimate the most pessimistic variate may be replaced by the probability to exceed the mode. Proposals for other simplifications in risk analysis are discussed. Practical means to validate the most appropriate distributions for risk analysis are outlined, and a cost-data case study is included.     

Existence and Stability for Spherical Crystals Growing in a Supersaturated Solution

We consider the growth of a spherical crystal in a supersaturatedsolution. In the first part, existence and uniqueness resultsfor radially symmetric growth are obtained, provided that thesupersaturation is not too large; conversely, when the far-fieldsupersaturation exceeds a critical value, it is shown that theradially symmetric solution ceases to exist in finite time.In the second part, we examine the linear stability of a radiallysymmetric similarity solution (in which the radius grows ast?) to shape perturbations. The results are compared with previousquasi-static analyses, and, in particular, the critical radiusat which the crystal becomes unstable is found to be largerfor small supersaturations, but smaller for large supersaturations,than those predicted by the quasi-static analysis     

On the distribution of the number of real zeros of a random polynomial

In this note, we find the distibution of the number of real zeros of a random polynomial. We also derive a formula for the expected number of complex zeros lying in a given domain of the complex plane. Bibliography: 7 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 320, 2004, pp. 69–79.     

A warehouse-based design model for reverse logistics

In this paper, an MILP formulation is proposed for the design of a reverse logistics network based on a warehouse location–allocation model, which optimizes, simultaneously, the forward and reverse networks. A single product model with unlimited capacity is first defined. Subsequently, the model is extended to a multi-product capacitated recovery network model, where capacity limitations and a multi-product system can be considered. The proposed model is compared to published work in the field, where different model assumptions have been proposed. Two cases are described so as to gain a better insight into the model and allow a comparative analysis.     

Duality for Finite Hopf Algebras Explained by Corings

We give a coring version for the duality theorem for actions and coactions of a finitely generated projective Hopf algebra. We also provide a coring analogue for a theorem of H.-J. Schneider, which generalizes and unifies the duality theorem for finite Hopf algebras and its refinements. This paper was written while the first author visited the Mathematics Departments of Syracuse University and California State University Dominguez Hills. He would like to thank both departments for their hospitality.     

Multicriteria decision making under uncertainty

Formalization for problems of multicriteria decision making under uncertainty is constructed in terms of guaranteed and weak estimates. A relevant definition of the vector maximinimax value is given. Parameterization and approximation of maximum, minimax, and maximinimax values based on the inverse logical convolution are suggested. An application for multicommodity networks is considered. Received: December 13, 2000 / Accepted: August 21, 2001?Published online May 8, 2002     

BoneRoute: An Adaptive Memory-Based Method for Effective Fleet Management

This paper presents an adaptive memory-based method for solving the Capacitated Vehicle Routing Problem (CVRP), called BoneRoute. The CVRP deals with the problem of finding the optimal sequence of deliveries conducted by a fleet of homogeneous vehicles, based at one depot, to serve a set of customers. The computational performance of the BoneRoute was found to be very efficient, producing high quality solutions over two sets of well known case studies examined.     

Quadratic data envelopment analysis

Data Envelopment Analysis (DEA) offers a piece-wise linear approximation of the production frontier. The approximation tends to be poor if the true frontier is not concave, eg in case of economies of scale or of specialisation. To improve the flexibility of the DEA frontier and to gain in empirical fit, we propose to extend DEA towards a more general piece-wise quadratic approximation, called Quadratic Data Envelopment Analysis (QDEA). We show that QDEA gives statistically consistent estimates for all production frontiers with bounded Hessian eigenvalues. Our Monte-Carlo simulations suggest that QDEA can substantially improve efficiency estimation in finite samples relative to standard DEA models.     

Effective dimensionality approach to the RKKY interaction in multilayer systems

We consider RKKY interaction in a quasi 2D system with nonparabolic dispersion. In our paper we calculate the RKKY range function assuming the in-layer confinement via effective dimensionality approach. We show, that indirect magnetic exchange in our system can be modelled by the effective spectral dimension which equals one.