Weber problems with mixed distances and regional demand

We consider a location problem where the distribution of the existing facilities is described by a probability distribution and the transportation cost is given by a combination of transportation cost in a network and continuous distance. The motivation is that in many cases transportation cost is partly given by the cost of travel in a transportation network whereas the access to the network and the travel from the exit of the network to the new facility is given by a continuous distance.      

On the Glivenko-Cantelli problem in stochastic programming: Mixed-integer linear recourse

Expected recourse functions in linear two-stage stochastic programs with mixed-integer second stage are approximated by estimating the underlying probability distribution via empirical measures. Under mild conditions, almost sure uniform convergence of the empirical means to the original expected recourse function is established.     

The technical efficiency of vacuum-pan sugar industry of India: An application of a stochastic frontier production function using panel data

A stochastic production frontier method is used to examine technical efficiency among Indian vacuum-pan sugar factories over a five-year period. Most factories are close to Indian best practice in terms of technical efficiency. Smaller firms and firms with access to sweeter cane are likely to be more efficient than other firms, while publicly owned firms are less efficient. There are transitory positive effects of a long crushing season on technical efficiency.     

Handling of intrinsic divergence in the orthogonal gradient method of orbital optimization in an MC-SCF framework and geometry optimization in pathological cases: I (propynal in excited states)

It is demonstrated that a generalized version of the orthogonal gradient method of orbital optimization may sometimes encounter a specific divergence problem which may be termed intrinsic to the first order method. Instead of switching over to a more sophisticated second order method one can cure the divergence problem at the first order level itself by suitably tailoring the MC-SCF operator or the MC-SCF energy matrix. Results of complete geometry optimization of propynal in^l,3nπ* and³ππ* states (pathological cases) are reported to demonstrate the usefulness of the method at an INDO-MCSCF level of approximation. The results of structure calculations are further rationalized from generalized quantum chemical bond order indices.     

Is combining meta‐GGA correlation functionals with the OPTX exchange functional useful?

The recent generalized gradient approximation (GGA) density functional OCS1 of Handy and Cohen is implemented in the deMon code and tested on a carefully selected set of problems. OCS1 is found to be accurate for molecular atomization energies, transition metal–ligand bonds, and systems with intramolecular hydrogen bonds. However, OCS1 encounters problems for systems with intermolecular hydrogen bonds. It also tends to elongate bond lengths systematically, and sometimes significantly. The OPTX exchange is combined with three meta‐GGA correlation functionals, Lap3, τ1, and τ2, the latter reported for the first time. The new meta‐GGA scheme OPTX exchange plus τ2 correlation called Oτ2 yields improved molecular geometries, NMR shielding constants, and an improved barrier height for the H+H₂ reaction. © 2005 Wiley Periodicals, Inc. Int J Quantum Chem, 2006     

A stochastic maximum principle for processes driven by fractional Brownian motion

We prove a stochastic maximum principle for controlled processes X(t)=X^(u)(t) of the form

dX(t)=b(t,X(t),u(t)) dt+σ(t,X(t),u(t)) dB^(H)(t),

where B^(H)(t) is m-dimensional fractional Brownian motion with Hurst parameter . As an application we solve a problem about minimal variance hedging in an incomplete market driven by fractional Brownian motion.     

Reduced Functions, Gradients and Hessians from Fixed-Point Iterations for State Equations

In design optimization and parameter identification, the objective, or response function(s) are typically linked to the actually independent variables through equality constraints, which we will refer to as state equations. Our key assumption is that it is impossible to form and factor the corresponding constraint Jacobian, but one has instead some fixed-point algorithm for computing a feasible state, given any reasonable value of the independent variables. Assuming that this iteration is eventually contractive, we will show how reduced gradients (Jacobians) and Hessians (in other words, the total derivatives) of the response(s) with respect to the independent variables can be obtained via algorithmic, or automatic, differentiation (AD). In our approach the actual application of the so-called reverse, or adjoint differentiation mode is kept local to each iteration step. Consequently, the memory requirement is typically not unduly enlarged. The resulting approximating Lagrange multipliers are used to compute estimates of the reduced function values that can be shown to converge twice as fast as the underlying state space iteration. By a combination with the forward mode of AD, one can also obtain extra-accurate directional derivatives of the reduced functions as well as feasible state space directions and the corresponding reduced or projected Hessians of the Lagrangian. Our approach is verified by test calculations on an aircraft wing with two responses, namely, the lift and drag coefficient, and two variables, namely, the angle of attack and the Mach number. The state is a 2-dimensional flow field defined as solution of the discretized Euler equation under transonic conditions.     

Current–voltage characteristic of BaTiO3−δ in its mixed n/p regime under oxygen potential gradients

Current (I)–voltage (V) characteristic under oxygen potential gradients was experimentally examined on single crystal BaTiO_3−δ in its mixed ion/electron/hole regime at 1000 °C. The variation of I vs. V appears similar to that of an n/p junction, but with the limiting slope (dI/dV) approaching the maximum and minimum possible equilibrium conductances in the given oxygen potential gradient as increasing forward and reverse bias, respectively. This characteristic has been precisely traced theoretically by using the partial ionic and electronic conductivities of BaTiO_3−δ as measured against uniform oxygen chemical potential in equilibrium state. The nonlinear characteristic is attributed to the redistribution of oxygen chemical potential that is caused by a non-vanishing gradient of the ionic transference number of the oxide under the given oxygen potential gradient. It is demonstrated that the bulk transport properties of a mixed conductor may be tailored by terminal voltage in a chemical potential gradient.     

一类脉冲型平稳最佳随机控制之研究

本文研究了一类平稳的脉冲控制模型，不仅证明了最佳脉冲控制的存在性而且构造出一个最佳控制．     

3-幂零矩阵的Jordan标准型在GL_n(F)共轭作用下的迷向子群

研究迷向子群的结构是有限域上典型群几何中的一个重要问题.刻画了3-幂零矩阵的Jordan标准型在GLn(F)共轭作用下的迷向子群的结构.