A model of JIT make-to-stock inventory with stochastic demand

We consider a firm that manages its internal manufacturing operations according to a just-in-time (JIT) system but maintains an inventory of finished goods as a buffer against random demands from external customers. We formulate a model in which finished goods are replenished by a small fixed quantity each time period. In the interest of schedule stability, the size of the replenishment quantity must remain fixed for a predetermined interval of time periods. We analyse the single-interval problem in depth, showing how to compute a cost-minimising value of the replenishment quantity for a given interval length, and characterising the optimal cost, inventory levels and service as functions of the interval length and initial inventory. The model displays significant cost and service penalties for schedule stability. A dynamic version of the problem is also formulated, and shown to be convex in nature with relatively easily computed optima.     

Convective Heat Transfer past Small Cylindrical Bodies

Convective heat transfer from an array of small, cylindrical bodies of arbitrary shape in an unbounded, two-dimensional domain is a singular perturbation problem involving an infinite logarithmic expansion in the small parameter ε, representing the order of magnitude of the size of the bodies. Using the method of matched asymptotic expansions, we formulate a hybrid asymptotic-numerical method to solve for the dimensionless, steady-state temperature. We assume that the velocity field of the fluid surrounding the bodies is arbitrary but known. From our asymptotic solution for an arbitrary velocity field, we present the results for two special cases: a uniform flow field and a simple shear flow field. We demonstrate the asymptotic results of the hybrid method through a number of examples and, in a particular case, we compare these results to an exact analytical solution.     

Enumeration of three-dimensional convex polygons

A self-avoiding polygon (SAP) on a graph is an elementary cycle. Counting SAPs on the hypercubic lattice ℤ ^d withd≥2, is a well-known unsolved problem, which is studied both for its combinatorial and probabilistic interest and its connections with statistical mechanics. Of course, polygons on ℤ ^d are defined up to a translation, and the relevant statistic is their perimeter. A SAP on ℤ ^d is said to beconvex if its perimeter is “minimal”, that is, is exactly twice the sum of the side lengths of the smallest hyper-rectangle containing it. In 1984, Delest and Viennot enumerated convex SAPs on the square lattice [6], but no result was available in a higher dimension. We present an elementar approach to enumerate convex SAPs in any dimension. We first obtain a new proof of Delest and Viennot's result, which explains combinatorially the form of the generating function. We then compute the generating function for convex SAPs on the cubic lattice. In a dimension larger than 3, the details of the calculations become very cumbersome. However, our method suggests that the generating function for convex SAPs on ℤ ^d is always a quotient ofdifferentiably finite power series.     

Polling systems in heavy traffic: Exhaustiveness of service policies

We study the expected delay in cyclic polling models with general ‘branching-type’ service disciplines. For this class of models, which contains models with exhaustive and gated service as special cases, we obtain closed-form expressions for the expected delay under standard heavy-traffic scalings. We identify a single parameter associated with the service discipline at each queue, which we call the ‘exhaustiveness’. We show that the scaled expected delay figures depend on the service policies at the queues only through the exhaustiveness of each of the service disciplines. This implies that the influence of different service disciplines, but with the same exhaustiveness, on the expected delays at the queues becomes the same when the system reaches saturation. This observation leads to a new classification of the service disciplines. In addition, we show monotonicity of the scaled expected delays with respect to the exhaustiveness of the service disciplines. This induces a complete ordering in terms of efficiency of the service disciplines. The results also lead to new rules for optimization of the system performance with respect to the service disciplines at the queues. Further, the exact asymptotic results suggest simple expected waiting-time approximations for polling models in heavy traffic. Numerical experiments show that the accuracy of the approximations is excellent for practical heavy-traffic scenarios. This revised version was published online in June 2006 with corrections to the Cover Date.     

Preparation and Eh--pH diagrams of Fe(II)--Fe(III) green rust compounds; hyperfine interaction characteristics and stoichiometry of hydroxy-chloride, -sulphate and -carbonate

Fe(II)--Fe(III) hydroxy-chloride, -sulphate and -carbonate were prepared by oxidation of a ferrous hydroxide precipitate in anion-containing aqueous solutions. The compounds are characterized by monitoring the redox potential E_h and the pH of stochiometric suspension vs time with the appropriate concentration ratios. X-ray diffraction allows us to characterize the crystal structure by distinguishing “green rust one” (GR1) from “green rust two” (GR2). Since green rusts (GRs) are of a pyroaurite-sjögrenite-like structure, i.e., consisting of intercalated foreign anions and water molecules in the interlayers between the brucite-like layers of Fe(OH)₂, their chemical formulae can be determined from the Mössbauer spectra. Three quadrupole doublets are observed: D₁ and D₂ correspond to a ferrous state with isomershift IS of about 1.27 mm s^-1 and quadrupole splittings QS of about 2.85 and 2.60 mm s^-1, respectively, whereas D₃ corresponds to a ferric state with IS and QS of about 0.4 mm s^-1. The hyperfine parameters of these doublets are similar from one green rust to another but their intensity ratios vary considerably. Finally, E_h and pH equilibrium diagrams of the Fe species in the presence of chloride, sulphate and carbonate anions contained within the water solution are drawn and the thermodynamic conditions of existence and degrees of oxidation of green rusts are discussed.     

Conformal Invariance and Gravitational Coupling in Quantum Field Theory

We study the quantum constraints of a conformalinvariant action for a scalar field. For this purpose webriefly present a reformulation of the duality principleadvanced earlier in the context of generally covariant quantum field theory, and apply it toexamine the finite structure of the quantum constraints.This structure is shown to admit a dimensional coupling(a coupling mediated by a dimensional coupling parameter) of states to gravity. Invariancebreaking is introduced by defining a preferredconfiguration of dynamical variables in terms of thelargescale characteristics of the universe. In thisconfiguration a close relationship between the quantumconstraints and the Einstein equations isestablished.