Sequential Importance Sampling Algorithms for Dynamic Stochastic Programming

This paper gives a comprehensive treatment of EVPI-based sequential importance sampling algorithms for dynamic (multistage) stochastic programming problems. Both theory and computational algorithms are discussed. Under general assumptions it is shown that both an expected value of perfect information (EVPI) process and the corresponding marginal EVPI process (the supremum norm of the conditional expectation of its generalized derivative) are nonanticipative nonnegative supermartingales. These processes are used as importance criteria in the class of sampling algorithms treated in the paper. When their values are negligible at a node of the current sample problem scenario tree, scenarios descending from the node are replaced by a single scenario at the next iteration. On the other hand, high values lead to increasing the number of scenarios descending from the node. Both the small sample and asymptotic properties of the sample problem estimates arising from the algorithms are established, and the former are evaluated numerically in the context of a financial planning problem. Finally, current and future research is described. Bibliography: 49 titles. __________ Published in Zapiski Nauchnykh Seminarov POMI, Vol. 312, 2004, pp. 94–129.     

Inclusion of carbon nanotubes in a TiO2 sol-gel matrix

We report here the successful inclusion of carbon nanotubes (CNs) into a TiO₂ matrix prepared by a sol-gel method. The presence of CNs in the sol-gel matrix and the structure of the film were analyzed principally by transmission electron microscopy. Complementary information about the behavior of embedded carbon nanotubes versus heat treatment and ion irradiation were obtained by X-ray photoelectron spectroscopy. The elaboration of an inorganic matrix containing embedded carbon nanotubes leads to a new nanocomposite. The possible applications of this nanocomposite are discussed.     

Numerical solutions of the shallow water equations with discontinuous bed topography

A simple scheme is developed for treatment of vertical bed topography in shallow water flows. The effect of the vertical step on flows is modelled with the shallow water equations including local energy loss terms. The bed elevation is denoted with z_b^‐ for the left and z_b⁺ for the right values at each grid point, hence exactly representing a discontinuity in the bed topography. The surface gradient method (SGM) is generalized to reconstruct water depths at cell interfaces involving a vertical step so that the fluxes at the cell interfaces can accurately be calculated with a Riemann solver. The scheme is verified by predicting a surge crossing a step, a tidal flow over a step and dam‐break flows on wet/dry beds. The results have shown good agreements compared with analytical solutions and available experimental data. The scheme is efficient, robust, and may be used for practical flow calculations. Copyright © 2002 John Wiley & Sons, Ltd.     

(2 + 1) Resonance enhanced multiphoton ionization of hydrogen chloride in a pulsed supersonic jet: Vacuum wavenumbers of rotational lines with detailed band analysis for excited electronic states of HCl

A comprehensive study of the excited electronic states of HCl is reported. Using resonance enhanced multiphoton ionization ((2 + 1) REMPI) and time-of-flight mass spectrometry (TOFMS) over 120 band systems are analyzed. Supersonic jet techniques are used to prepare rotationally cold species for laser spectroscopy in the 77 000 to 96 000 cm⁻¹ region. At least 50 new electronic states are characterized as well as several features only tentatively assigned previously. A long vibrational progression consisting of 29 vibrational levels of the deeply bound V¹Σ⁺(0⁺) valence/ion-pair state is studied. We also extend the identification and analysis to high vibrational levels of low-lying Rydberg states. The assignments of [²Π_i] Rydberg state complexes are evaluated in terms of spin-orbit coupling and united-atom calculations. In several band systems, the spectra exhibit anomalous rotational line intensities and broadened linewidths which are consistent with predissociation. Multiphoton ionization with mass spectrometry permits the investigation of isotope effects as well as the appearance of fragment species associated with repulsive potential curves.     

Three-dimensional Schwarzschild spacetimes

In the following we find all of the three-dimensional flat spacetimes which are static and rotationally symmetric.     

Quantum General Relativity,Torsion and Uncertainty Relations

It is shown that in gravitational theories with torsion one is led to commutation rules corresponding to Landau-Peierls type uncertainty relations.     

Estimating a reduced rank regression model for non-normal variables

A method using third order moments for estimating the regression coefficients as well as the latent state scores of the reduced-rank regression model when the latent variable(s) are non-normally distributed is presented in this paper. It is shown that the factor analysis type indeterminacy of the regression coefficient matrices is eliminated. A real life example of the proposed method is presented. Differences of this solution with the reduced-rank regression eigen solution are discussed.