Flow-shop scheduling with setup and assembly operations

A scheduling model for a production system including machining, setup and assembly operations is considered. Production of a number of single-item products is ordered. Each product is made by assembling a set of several different parts. First, the parts are manufactured in a flow-shop consisting of multiple machines. Then, they are assembled into products on a single assembly stage. Setup operation and setup time are needed when a machine starts processing the parts or it changes items. The operations are partitioned into several blocks. Each block consists of the machining operations, the setup operations, and the assembly operation(s) for one or several products. The parts of the same item in a block are processed successively. The objective function is the mean completion time for all products. We consider a problem to partition the operations into blocks and sequence the parts in each block so as to minimize the objective function. Solution procedures using pseudo-dynamic programming and a branch-and-bound method are proposed. Computational experiments are carried out to evaluate the performance of the solution procedures. It has been found that a good near-optimal schedule is obtained efficiently by the proposed solution procedures.     

Analytic solutions for optimal statistical arbitrage trading

In this paper we derive analytic formulae for statistical arbitrage trading where the security price follows an Ornstein-Uhlenbeck process. By framing the problem in terms of the first-passage time of the process, we derive expressions for the mean and variance of the trade length and the return. We examine the problem of choosing an optimal strategy under two different objective functions: the expected return, and the Sharpe ratio. An exact analytic solution is obtained for the case of maximising the expected return.     

On the relaxation time of Gauss's continued-fraction map I. The Hilbert space approach (Koopmanism)

It is shown thatU ^*, the adjoint of Koopman's isometric operatorUf(x) =f(Tx) corresponding to the mapTx=x ^–1 (mod 1) of the unit interval, is isomorphic to a symmetric integral operator when restricted to a Hilbert space of holomorphic functionsf This result, also obtained by Babenko in a different setting, allows us to derive new trace formulas. Using generalized Temple's inequalities, we determine the relaxation time of the above system with great accuracy. In contrast to a widespread belief, it appears to be unrelated to the entropy of the mapT.     

The signal/noise of an HMBC spectrum can depend dramatically upon the choice of acquisition and processing parameters

The effect of various acquisition and processing parameters on the sensitivity of HMBC spectra for typical organic molecules has been systematically investigated. For molecules in the 200–600 molecular weight range, an acquisition time of 0.2 to 0.4 s, a recycle time of no more than 1.0 s, optimization for ⁿJ_CH = 8 Hz and 512 time increments (with two‐ to fourfold linear prediction) are recommended. Some form of sine bell weighting along f₂ and either Gaussian or sine bell weighting along f₁ is suggested. The use of a 0.1‐s acquisition time and/or Gaussian or exponential weighting along f₂ can result in dramatic sensitivity loss, particularly for correlation peaks involving protons with complex splitting patterns, and should be avoided. Copyright © 2009 John Wiley & Sons, Ltd.     

Relaxations in chitin: Evidence for a glass transition

Relaxations in chitin have been investigated in the temperature range 298–523 K using impedance spectroscopy in the frequency range 10⁻¹–10⁸ Hz. The objective was to detect a glass‐transition temperature for this naturally occurring, semicrystalline polysaccharide. The impedance study was complemented with X‐ray diffraction, thermogravimetric, and differential scanning calorimetry measurements. Preliminary impedance data treatment includes the subtraction of the dc conductivity contribution, the exclusion of contact and interfacial polarization effects, and obtaining a condition of minimum moisture content for further analysis. When all these aspects are taken into account, two relaxations are clearly revealed in the impedance data. For the first time, evidence is presented for a relaxation process, which exhibits a non‐Arrhenius temperature dependence, in dry α‐chitin (∼0.1% moisture content), and likely represents the primary α‐relaxation. This evidence suggests a glass transition temperature for chitin of 335 ± 10 K estimated on the basis of the temperature dependence of the conductivity and of the relaxation time. A second relaxation in dry α‐chitin, not previously reported in the literature, is observed from 353 K to the onset of thermal degradation (∼483 K) and is identified as the σ‐relaxation often associated with proton mobility. It exhibits a normal Arrhenius‐type temperature dependence with activation energy of 113 ± 3 kJ/mol. The latter has not been previously reported in the literature. A high frequency secondary β‐relaxation is also observed with Arrhenius activation energy of 45 ± 1 kJ/mol. © 2009 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 47: 932–943, 2009     

大剂量补充微量元素治疗“胃溃疡型腺癌伴广泛转移”一例

阐述了一例胃底溃疡型腺癌伴周边器官淋巴组织广泛转移患者，行“贲门MT术”姑息治疗后，经九个月大剂量多种微量元素制剂补充达到很好的临床效果。     

Contingent Solutions for the Bellman Equation in Infinite Dimensions

The present paper is concerned with the study of the Hamilton–Jacobi–Bellman equation for the time optimal control problem associated with infinite-dimensional linear control systems from the point of view of continuous contingent solutions.     

Scheduling orders on either dedicated or flexible machines in parallel to minimize total weighted completion time

We are interested in the problem of scheduling orders for different product types in a facility with a number of machines in parallel. Each order asks for certain amounts of various different product types which can be produced concurrently. Each product type can be produced on a subset of the machines. Two extreme cases of machine environments are of interest. In the first case, each product type can be produced on one and only one machine which is dedicated to that product type. In the second case, all machines are identical and flexible; each product type can be produced by any one of the machines. Moreover, when a machine in this case switches over from one product type to another, no setup is required. Each order has a release date and a weight. Preemptions are not allowed. The objective is minimizing the total weighted completion time of the orders. Even when all orders are available at time 0, both types of machine environments have been shown to be NP-hard for any fixed number (≥2) of machines. This paper focuses on the design and analysis of approximation algorithms for these two machine environments. We also present empirical comparisons of the various algorithms. The conclusions from the empirical analyses provide insights into the trade-offs with regard to solution quality, speed, and memory space. Electronic Supplementary Material The online version of this article () contains supplementary material, which is available to authorized users. This research is supported by the National Science Foundation through grants DMI-0300156 and DMI-0245603.     

使用MTV模型与Morkowitz证券组合选择模型的投资决策系统

利用期望和方差的秩系数法、MTV模型、Morkowitz证券组合选择模型构造了一实用的投资决策系统.