Dynamic Phase Transitions and Compensation Temperatures in a Mixed Spin-3/2 and Spin-5/2 Ising System

We examine the dynamic phase transitions and the dynamic compensation temperatures, within a mean-field approach, in the mixed spin-3/2 and spin-5/2 Ising system with a crystal-field interaction under a time-varying magnetic field on a hexagonal lattice by using Glauber-type stochastic dynamics. The model system consists of two interpenetrating sublattices with σ=3/2 and S=5/2. The Hamiltonian model includes intersublattice, intrasublattice, and crystal-field interactions. The intersublattice interaction is considered antiferromagnetic and to be a simple but interesting model of a ferrimagnetic system. We employ the Glauber transition rates to construct the mean-field dynamic equations, and we solve these equations in order to find the phases in the system. We also investigate the thermal behavior of the dynamic sublattice magnetizations and the dynamic total magnetization to obtain the dynamic phase transition points and compensation temperatures as well as to characterize the nature (continuous and discontinuous) of transitions. We also calculate the dynamic phase diagrams including the compensation temperatures in five different planes. According to the values of Hamiltonian parameters, five different fundamental phases, three different mixed phases, and six different types of compensation behaviors in the Néel classification nomenclature exist in the system.     

Mixed-Spin Ising Model in an Oscillating Magnetic Field and Compensation Temperature

Godoy et al. (Phys. Rev. B 69, 054428, 2004) presented a study of the magnetic properties of a mixed spin (1/2,1), Ising ferrimagnetic model on a hexagonal lattice without an oscillating magnetic field. They employed dynamic mean-field calculations and Monte Carlo simulations to find the compensation point of the model and to present the phase diagrams. It has been found that the N-type compensation temperature appears only when the intrasublattice interaction between spins in the σ sublattice is ferromagnetic. Moreover, the system only undergoes a second-order phase transition. In this work, we extend the study a dynamic compensation temperature of a mixed spin-1/2 and spin-1 Ising ferrimagnetic system on a hexagonal lattice in the presence of oscillating magnetic field within the framework of dynamic mean-field calculations. We find that the system displays the N-type compensation temperature. We also calculate dynamic phase diagrams in which contain the paramagnetic, ferrimagnetic, nonmagnetic fundamental phases and two different mixed phases, depending on the interaction parameters and oscillating magnetic field. The system also exhibits tricritical and reentrant behaviors.     

An efficient strategy for the activation of MIP relaxations in a multicore global MINLP solver

Solving mixed-integer nonlinear programming (MINLP) problems to optimality is a NP-hard problem, for which many deterministic global optimization algorithms and solvers have been recently developed. MINLPs can be relaxed in various ways, including via mixed-integer linear programming (MIP), nonlinear programming, and linear programming. There is a tradeoff between the quality of the bounds and CPU time requirements of these relaxations. Unfortunately, these tradeoffs are problem-dependent and cannot be predicted beforehand. This paper proposes a new dynamic strategy for activating and deactivating MIP relaxations in various stages of a branch-and-bound algorithm. The primary contribution of the proposed strategy is that it does not use meta-parameters, thus avoiding parameter tuning. Additionally, this paper proposes a strategy that capitalizes on the availability of parallel MIP solver technology to exploit multicore computing hardware while solving MINLPs. Computational tests for various benchmark libraries reveal that our MIP activation strategy works efficiently in single-core and multicore environments.     

On explicit solutions of a two-echelon supply chain coordination game

A contracting game under asymmetric information specific to two-echelon supply chain coordination between a retailer of unknown type and a supplier is studied. When the parameter which is private information to the retailer (holding cost) is known up to an interval of uncertainty, a uniform discrete approximation for retailer types leads to closed-form solutions where the joint (coordinated) optimal order quantity for a modified holding cost plays a major role. Furthermore, the closed-form solutions result in increasing information rent for higher types under easy-to-verify conditions involving strict lower limits on the total holding costs of retailer and supplier and the difference between uncoordinated optimal costs of consecutive retailer types.     

Expected gain–loss pricing and hedging of contingent claims in incomplete markets by linear programming

We analyze the problem of pricing and hedging contingent claims in the multi-period, discrete time, discrete state case using the concept of a “λ gain–loss ratio opportunity”. Pricing results somewhat different from, but reminiscent of, the arbitrage pricing theorems of mathematical finance are obtained. Our analysis provides tighter price bounds on the contingent claim in an incomplete market, which may converge to a unique price for a specific value of a gain–loss preference parameter imposed by the market while the hedging policies may be different for different sides of the same trade. The results are obtained in the simpler framework of stochastic linear programming in a multi-period setting, and have the appealing feature of being very simple to derive and to articulate even for the non-specialist. They also extend to markets with transaction costs.     

The rectilinear distance Weber problem in the presence of a probabilistic line barrier

This paper considers the problem of locating a single facility in the presence of a line barrier that occurs randomly on a given horizontal route on the plane. The objective is to locate this new facility such that the sum of the expected rectilinear distances from the facility to the demand points in the presence of the probabilistic barrier is minimized. Some properties of the problem are reported, a solution algorithm is provided with an example problem, and some future extensions to the problem are discussed.     

A new Taylor collocation method for nonlinear Fredholm‐Volterra integro‐differential equations

The aim of this article is to present an efficient numerical procedure for solving nonlinear integro‐differential equations. Our method depends mainly on a Taylor expansion approach. This method transforms the integro‐differential equation and the given conditions into the matrix equation which corresponds to a system of nonlinear algebraic equations with unkown Taylor coefficients. The reliability and efficiency of the proposed scheme are demonstrated by some numerical experiments and performed on the computer program written in Maple10. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

Oscillation criteria for second order nonlinear neutral differential equations

By refining the standard integral averaging technique, we obtain new oscillation criteria for a class of second order nonlinear neutral differential equations of the form

(r(t)(x(t)+p(t)x(t-τ))^′)^′+q(t)f(x(t),x(σ(t)))=0.     

Some properties of Hermite-based Sheffer polynomials

In this paper, the concepts and the formalism associated with monomiality principle and Sheffer sequences are used to introduce family of Hermite-based Sheffer polynomials. Some properties of Hermite-Sheffer polynomials are considered. Further, an operational formalism providing a correspondence between Sheffer and Hermite-Sheffer polynomials is developed. Furthermore, this correspondence is used to derive several new identities and results for members of Hermite-Sheffer family.