Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier

Based on the matrix-analytic approach to fluid flows initiated by Ramaswami, we develop an efficient time dependent analysis for a general Markov modulated fluid flow model with a finite buffer and an arbitrary initial fluid level at time 0. We also apply this to an insurance risk model with a dividend barrier and a general Markovian arrival process of claims with possible dependencies in successive inter-claim intervals and in claim sizes. We demonstrate the implementability and accuracy of our algorithms through a set of numerical examples that could also serve as test cases for comparing other solution approaches.      

Mixing methodologies to enhance the implementation of healthcare operational research

Healthcare Operational Research (OR) has had limited success in achieving a sufficient level of stakeholder acceptance to lead to implementation of results. This research study is aimed at combining OR methodologies to achieve greater acceptance of results for organizational change. Patient flow delays in the Paediatric intensive care unit (PICU) at Children's Hospital of Wisconsin were identified using case studies. Patient flow was modelled using hard OR (simulation) using case study findings, with active stakeholder participation, and enhanced with outcomes research. Outcomes research allowed achieving greater clinical relevance of OR findings. Results from hard OR, particularly for politically sensitive issues, were persuasive but inadequate to result in change. Soft OR (cognitive mapping) was used to identify new issues and enhance results. Consequently, the planned PICU expansion was deferred, and resources focused on improving staffing strategies identified independently from both hard and soft OR. These findings suggest that: (1) Outcomes research can play a unique role to enhance results in healthcare OR. (2) After obtaining a holistic understanding of the system using hard and soft OR, stakeholders are willing to implement results from each independently, supporting the development of a common form of knowledge, which is consistent with Mixed-Mode Modelling. (3) Hard OR, enhanced with outcomes research, with active stakeholder participation, and combined with soft OR, results in greater acceptance and sustained organizational change.     

Acute Triangulations of Flat Mobius Strips

In this paper we investigate the acute triangulations of flat Mobius strips. We find out that we can always triangulate a flat Mobius strip with at most nine acute triangles, and sometimes (but not always) that many triangles are really needed.     

Generalization of Einstein relation for doped organic semiconductors

Under the assumption of Gaussian energy distributions of the lowest unoccupied molecular orbital (LUMO) and the highest occupied molecular orbital (HOMO), analytical expressions of generalized Einstein relation for electron and hole transport in doped organic semiconductor thin films are developed. Numerical calculations show that, although traditional Einstein relation still holds for low carrier concentrations, that is, the diffusion-coefficient-to-mobility ratio in units of k_BT/q, with k_B the Boltzmann’s constant, T the temperature and q the elementary charge, equals 1. But when the electron (hole) concentration is high, the diffusion-coefficient-to-mobility ratio for electrons (holes) changes strongly with the electron (hole) concentration, the doping level, the mean energy of LUMOs (HOMOs) of the dopant E_Ld (E_Hd) and the host E_L (E_H), as well as their variances. Dopants with E_Ld<E_L (E_Hd>E_H) affect the diffusion-coefficient-to-mobility ratio mainly in the range of low and middle carrier concentrations, while those with E_Ld>E_L (E_Hd<E_H) have significant effect only in the range of high carrier concentrations. It was found that there can be a maximum in the dependence of the diffusion-coefficient-to-mobility ratio on the quasi-Fermi energy or carrier concentration exist, for appropriate values of the doping level, the mean energy and variance of LUMO or HOMO states of the dopant. PACS 71.20.Rv; 72.90.+y; 73.50.-h     

Coupled Thermo-Hydro-Mechanical and Chemical Analysis of Expansive Clay Subjected to Heating and Hydration

A fully coupled formulation combining reactive transport and an existing thermo-hydro-mechanical (THM) code is presented. Special attention has been given to phenomena likely to be encountered in clay barriers used as part of containment systems of nuclear waste. The types of processes considered include hydrolysis, complex formation, oxidation/reduction reactions, acid/base reactions, precipitation/dissolution of minerals and cation exchange. Both kinetically-controlled and equilibrium-controlled reactions have been incorporated. The total analytical concentrations (including precipitated minerals) are adopted as basic transport variables and chemical equilibrium is achieved by minimizing Gibbs Free Energy. The formulation has been incorporated in a general purpose computer code capable of performing numerical analysis of engineering problems. A validation exercise concerning a laboratory experiment involving the heating and hydration of an expansive compacted clay is described.     

Second order evolution equations with time-dependent subdifferentials

We study an abstract second order nonlinear evolution equation in a real Hilbert space. We consider time-dependent convex functions and their subdifferentials operating on the first derivative of the unknown function. Introducing appropriate assumptions on the convex functions and other data, we prove the existence and uniqueness of a strong solution, and give some applications of the abstract theorem to hyperbolic variational inequalities with time-dependent constraints.      

Modelling aesthetic variables in the valuation of paintings: an interval goal programming approach

The economic valuation of works of art is a decisive subject in the general field of valuation. Unlike in other areas of valuation, the explanatory power of the directly observable and quantifiable variables is very low, therefore, aesthetic criteria must be used to obtain valuation models with a greater explanatory power. Frequently, these aesthetic criteria are not always precise, and experts usually express them as an interval of values. This paper describes different valuation models that use the goal programming optimisation method to include explanatory variables of the closing price in the form of intervals of values. We have also modelled the possibility that an expert can determine the relevance of each observation in the formation of the valuation function depending on the degree of precision with which the variables have been defined.