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.     

时滞脉冲微分方程三点边值问题解的存在性和唯一性

研究一类时滞与脉冲共存的微分方程三点边值问题,利用上下解与单调迭代方法获得了边值问题解的存在性定理和唯一性定理,给出求解该类问题解析近似解的迭代方法,得出了新的结论.     

一类离散的时滞脉冲切换系统的H_∞二次稳定性

研究了一类离散的时滞脉冲切换系统的H_∞控制问题,利用Lyapunov稳定性理论和线性矩阵不等式方法,给出了离散脉冲切换系统具有性能指标γ的充分条件.     

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.     

Ultrafast Vibrational Population Transfer Dynamics in 2‐Acetylcyclopentanone Studied by 2D IR Spectroscopy

2‐Acetylcyclopentanone (2‐ACP), which is a β‐dicarbonyl compound, undergoes keto–enol isomerization, and its enol tautomers are stabilized by a cyclic intramolecular hydrogen bond. 2‐ACP (keto form) has symmetric and asymmetric vibrational modes of the two carbonyl groups at 1748 and 1715 cm^?1, respectively, which are well separated from the carbonyl modes of its enol tautomers in the FTIR spectrum. We have investigated 2‐ACP dissolved in carbon tetrachloride by 2D IR spectroscopy and IR pump–probe spectroscopy. Vibrational population transfer dynamics between the two carbonyl modes were observed by 2D IR spectroscopy. To extract the population exchange dynamics (i.e., the down‐ and uphill population transfer rate constants), we used the normalized volumes of the cross‐peaks with respect to the diagonal peaks at the same emission frequency and the survival and conditional probability functions. As expected, the downhill population transfer time constant (3.2 ps) was measured to be smaller than the uphill population transfer time constant (3.8 ps). In addition, the vibrational population relaxation dynamics of the two carbonyl modes were observed to be the same within the experimental error and were found to be much slower than vibrational population transfer between two carbonyl modes.