Problems, Models and Complexity. Part II: Application to the DLSP

In Part I of this study, we suggest to identify an operations research (OR) problem with the equivalence class of models describing the problem and enhance the standard computer-science theory of computational complexity to be applicable to this situation of an often model-based OR context. The Discrete Lot-sizing and Scheduling Problem (DLSP) is analysed here in detail to demonstrate the difficulties which can arise if these aspects are neglected and to illustrate the new theoretical concept. In addition, a new minimal model is introduced for the DLSP which makes this problem eventually amenable to a rigorous analysis of its computational complexity.     

Molecular dynamics simulation of entropy and surface tension for grain boundary of α-Fe

The grain boundary is an interface and the surface tension is one of its important thermodynamic properties. In this paper, the surface tension of the ∑9 grain boundary for α-Fe at various temperatures and pressures is calculated by means of Computer Molecular Dynamics (CMD). The results agree satisfactorily with the experimental data. It is shown that the contribution of entropy to surface tension of grain boundary can be ignored. The project supported by the National Natural Science Foundation of China and the Science Foundation of Chinese Academy of Sciences.     

Quantum Mutual Entropy for a Multilevel Atom Interacting with a Cavity Field

We derive an explicit formula for the quantum mutual entropy as a measure of the total correlations in a multi-level atom interacting with a cavity field. We describe its theoretical basis and discuss its practical relevance. The effect of the number of levels involved on the quantum mutual entropy is demonstrated via examples of three-, four- and five-level atom. Numerical calculations under current experimental conditions are performed and it is found that the number of levels present changes the general features of the correlations dramatically. PACS numbers: 32.80.−t, 42.50.Ct, 03.65.Ud, 03.65.Yz.     

New efficient numerical procedures for solving stochastic variational problems with a priori maximum pointwise error estimates

In a previous paper we gave a new formulation and derived the Euler equations and other necessary conditions to solve strong, pathwise, stochastic variational problems with trajectories driven by Brownian motion. Thus, unlike current methods which minimize the control over deterministic functionals (the expected value), we find the control which gives the critical point solution of random functionals of a Brownian path and then, if we choose, find the expected value.This increase in information is balanced by the fact that our methods are anticipative while current methods are not. However, our methods are more directly connected to the theory and meaningful examples of deterministic variational theory and provide better means of solution for free and constrained problems. In addition, examples indicate that there are methods to obtain nonanticipative solutions from our equations although the anticipative optimal cost function has smaller expected value.In this paper we give new, efficient numerical methods to find the solution of these problems in the quadratic case. Of interest is that our numerical solution has a maximal, a priori, pointwise error of O(h3/2) where h is the node size. We believe our results are unique for any theory of stochastic control and that our methods of proof involve new and sophisticated ideas for strong solutions which extend previous deterministic results by the first author where the error was O(h²).We note that, although our solutions are given in terms of stochastic differential equations, we are not using the now standard numerical methods for stochastic differential equations. Instead we find an approximation to the critical point solution of the variational problem using relations derived from setting to zero the directional derivative of the cost functional in the direction of simple test functions.Our results are even more significant than they first appear because we can reformulate stochastic control problems or constrained calculus of variations problems in the unconstrained, stochastic calculus of variations formulation of this paper. This will allow us to find efficient and accurate numerical solutions for general constrained, stochastic optimization problems. This is not yet being done, even in the deterministic case, except by the first author.     

平衡规划问题的熵函数方法及其在混合交通流中的应用

将参变极值问题的极大熵函数方法应用到求解平衡规划问题中,通过先验分布信息和Kullback熵概念,给出了平衡规划问题基于Kullback熵表示的熵函数求解方法,并将平衡规划的极大熵函数方法应用于求解混合交通平衡分配问题．     

A new formula for the saddle-to-scission time

We propose a new formula for the saddle-to-scission time that is more general that the one based on Kramers' approach. Its validity and applicability is then studied in detail. Such a formula is useful for the evaluation of the fission time of very heavy nuclei.     

Numerical analysis for stochastic age-dependent population equations with Poisson jumps

In this paper, stochastic age-dependent population equations with Poisson jumps are considered. In general, most of stochastic age-dependent population equations with jumps do not have explicit solutions, thus numerical approximation schemes are invaluable tools for exploring their properties. The main purpose of this paper is to develop a numerical Euler scheme and show the convergence of the numerical approximation solution to the true solution.     

Estimating market shares in each market segment using the information entropy concept

Sales data of a certain product for the various competitors are usually available at the aggregate level. However these data give no clue to the heterogeneities in the sales pattern across different market segments. Heterogeneities are caused by different purchasing behavior in each market segment; as a purchaser in a segment will be attracted to the attributes of the product most important to that segment. This concept can be formalized via a simple attraction model that utilizes an elasticity measure for each quality or price attribute [G.S. Carpenter, L.G. Cooper, D.M. Hanssens, D.F. Midgley, Modeling asymmetric competition, Marketing Science 7 (4) (1998) 393–412]. Assessment of these elasticities is not difficult since customer response – in each market segment – to perception of quality and price is tracked by most firms [J. Ross, D. Georgoff, A survey of productive and quality issues in manufacturing. The state of the industry, Industrial Management 3 (5) (1991) 22–25]. This paper attempts to formulate a generic framework based on the information entropy concept that utilizes such an attraction model to estimate competitors’ sales in each market segment.     

Metric fluctuations,entropy, and the Wheeler-deWitt equation

Quantization using quantum potentials is described in terms of momentum fluctuations, and it is related to Fisher information and entropy. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 152, No. 1, pp. 32–44, July, 2007.     

Coordinating inventory control and pricing strategies: The continuous review model

We analyze an infinite horizon, single product, continuous review model in which pricing and inventory decisions are made simultaneously and ordering cost includes a fixed cost. We show that there exists a stationary (s,S) inventory policy maximizing the expected discounted or expected average profit under general conditions.