一类具有非局部扩散的时滞Lotka-Volterra竞争模型的行波解

本文研究一类具有非局部扩散的时滞Lotka-Volterra竞争模型{(δ)/(δ)t u1(x,t)=d1 [(J1*u1)(x,t)-u1(x,t)]+r1u1(x,t)[1 - a1u1(x,t)- b1u1(x,t-Τ1)-c1u2(x,t-Τ2)],(δ)/(δ)tu2(x,t)=d2[(J2*u2)(x,t)-u2(x,t)]+r2u2(x,t)[1 - a2u2(x,t)- b2u2(x,t -Τ3)-c2u1(x,t-Τ4)]行波解的存在性问题.通过利用交叉迭代技巧,我们可以把行波解的存在性转化为寻找一对适当的上下解,这篇文章中的结果推广了已有的一些结果.     

Minimizing the total completion time in a single-machine scheduling problem with a learning effect

This paper introduces a new time-dependent learning effect model into a single-machine scheduling problem. The time-dependent learning effect means that the processing time of a job is assumed to be a function of total normal processing time of jobs scheduled in front of it. In most related studies, the actual job processing time is assumed to be a function of its scheduled position when the learning effect is considered in the scheduling problem. In this paper, the actual processing time of a job is assumed to be proportionate to the length and position of the already scheduled jobs. It shows that the addressed problem remains polynomially solvable for the objectives, i.e., minimization of the total completion time and minimization of the total weighted completion time. It also shows that the shortest processing time (SPT) rule provides the optimum sequence for the addressed problem.     

Optimal deteriorating items production inventory models with random machine breakdown and stochastic repair time

This study develops deteriorating items production inventory models with random machine breakdown and stochastic repair time. The model assumes the machine repair time is independent of the machine breakdown rate. The classical optimization technique is used to derive an optimal solution. A numerical example and sensitivity analysis are shown to illustrate the models. The stochastic repair models with uniformly distributed repair time tends to have a larger optimal total cost than the fixed repair time model, however the production up time is less than the fixed repair time model. Production and demand rate are the most sensitive parameters for the optimal production up time, and demand rate is the most sensitive parameter to the optimal total cost for the stochastic model with exponential distribution repair time.     

Approximation of M/M/c retrial queue with PH-retrial times

We consider the M/M/c retrial queues with PH-retrial times. Approximation formulae for the distribution of the number of customers in service facility and the mean number of customers in orbit are presented. Some numerical results are presented.     

Optimizing departure times in vehicle routes

Most solution methods for the vehicle routing problem with time windows (VRPTW) develop routes from the earliest feasible departure time. In practice, however, temporary traffic congestion make such solutions non-optimal with respect to minimizing the total duty time. Furthermore, the VRPTW does not account for driving hours regulations, which restrict the available travel time for truck drivers. To deal with these problems, we consider the vehicle departure time optimization (VDO) problem as a post-processing of a VRPTW. We propose an ILP formulation that minimizes the total duty time. The results of a case study indicate that duty time reductions of 15% can be achieved. Furthermore, computational experiments on VRPTW benchmarks indicate that ignoring traffic congestion or driving hours regulations leads to practically infeasible solutions. Therefore, new vehicle routing methods should be developed that account for these common restrictions. We propose an integrated approach based on classical insertion heuristics.     

高频金融时间序列的模型化研究进展回顾

从高频和超高频金融数据的基本统计特征出发,回顾了(超)高频金融时间序列模型化研究的发展历程及相关特征,并详细介绍了高频数据模型研究中针对久期序列建立ACD模型族的研究与进展.对ACD模型族,介绍了两种主要类型:强ACD模型和弱ACD模型.最后展望了高频金融时间序列中ACD模型的研究.     

icoshift: An effective tool for the alignment of chromatographic data

The Interval Correlation Optimised Shifting algorithm (icoshift) has recently been introduced for the alignment of nuclear magnetic resonance spectra. The method is based on an insertion/deletion model to shift intervals of spectra/chromatograms and relies on an efficient Fast Fourier Transform based computation core that allows the alignment of large data sets in a few seconds on a standard personal computer. The potential of this programme for the alignment of chromatographic data is outlined with focus on the model used for the correction function. The efficacy of the algorithm is demonstrated on a chromatographic data set with 45 chromatograms of 64,000 data points. Computation time is significantly reduced compared to the Correlation Optimised Warping (COW) algorithm, which is widely used for the alignment of chromatographic signals. Moreover, icoshift proved to perform better than COW in terms of quality of the alignment (viz. of simplicity and peak factor), but without the need for computationally expensive optimisations of the warping meta-parameters required by COW. Principal component analysis (PCA) is used to show how a significant reduction on data complexity was achieved, improving the ability to highlight chemical differences amongst the samples.