Sequential Importance Sampling Algorithms for Dynamic Stochastic Programming

This paper gives a comprehensive treatment of EVPI-based sequential importance sampling algorithms for dynamic (multistage) stochastic programming problems. Both theory and computational algorithms are discussed. Under general assumptions it is shown that both an expected value of perfect information (EVPI) process and the corresponding marginal EVPI process (the supremum norm of the conditional expectation of its generalized derivative) are nonanticipative nonnegative supermartingales. These processes are used as importance criteria in the class of sampling algorithms treated in the paper. When their values are negligible at a node of the current sample problem scenario tree, scenarios descending from the node are replaced by a single scenario at the next iteration. On the other hand, high values lead to increasing the number of scenarios descending from the node. Both the small sample and asymptotic properties of the sample problem estimates arising from the algorithms are established, and the former are evaluated numerically in the context of a financial planning problem. Finally, current and future research is described. Bibliography: 49 titles. __________ Published in Zapiski Nauchnykh Seminarov POMI, Vol. 312, 2004, pp. 94–129.     

Conformational studies of 1,2,3-trichloro- and 1,2,3-tribromopropane by nuclear magnetic resonance spectroscopy: attractive parallel (1:3) halogen-hydr

Analysis of the NMR spectra of 1,2,3-trichloropropane and 1,2,3-tribromopropane in various media shows the most stable conformer to be AG_-. The populations of several conformera have been estimated by using pure trans and gauche coupling constants obtained from closely similar molecules. The calculated populations found in non-polar solvents agree well with those obtained by electron diffraction studies in the gas phase. It is suggested that the AG_- form is stabilised relative to AG₊ by the former having two parallel (1:3) halogen-hydrogen attractions against one in the AG₊ form. Comparison is made to related molecules where the most stable conformers also have the greatest number of parallel (1:3) halogen-hydrogen interactions.     

Analysis of low molecular weight hydrocarbons including 1,3-butadiene in engine exhaust gases using an aluminum oxide porous-layer open-tubular fused-silica column.

A method for the quantitative analysis of individual hydrocarbons in the C1-C8 range emitted in engine exhaust gases is described. The procedure provides base-line or near base-line resolution of C4 components including 1,3-butadiene. With a run time of less than 50 min, the light aromatics (benzene, toluene, ethyl benzene, p- and m-xylene, and o-xylene) are resolved during the same analysis as aliphatic hydrocarbons in the C1-C8 range. It is shown that typical 1,3-butadiene levels in engine exhaust are about 5 ppm at each of two engine conditions. Aromatic hydrocarbon levels show a dependence on engine operating conditions, benzene being about 20 ppm at high speed and about 40 ppm at idle.     

Search for a possible correlation between geographical area of domicile and trace element composition of human blood serum as determined by pixe

An investigation was undertaken to measure the trace elements in the blood samples by particle induced X-ray emission (PIXE). From the measured concentrations an attempt was made to group the blood specimens by pattern recognition methods as a first step in the search for a possible correlation between the geographical area of domicile and trace elemnt composition. The trend indicated that children with lower Fe and Br contents were similar in their trace element pattern, were predominantly from two district, had lower ferritin values and were breast fed longer than the remaining children in the survey.     

Massive higher spin fields coupled to a scalar: Aspects of interaction and causality

We consider in detail the most general cubic Lagrangian which describes an interaction between two identical higher spin fields in a triplet formulation with a scalar field, all fields having the same values of the mass. After performing the gauge fixing procedure we find that for the case of massive fields the gauge invariance does not guarantee the preservation of the correct number of propagating physical degrees of freedom. In order to get the correct number of degrees of freedom for the massive higher spin field one should impose some additional conditions on parameters of the vertex. Further independent constraints are provided by the causality analysis, indicating that the requirement of causality should be imposed in addition to the requirement of gauge invariance in order to have a consistent propagation of massive higher spin fields.     

Photochemical Characteristics of the mode-locking dyes 1,1′-diethyl-4,4′ carbocyanine iodide (cryptocayanine,DCI) and 1,1′-diethyl-2,2′ dicarb

The fluorescence quantum efficiencies, lifetimes and triplet—triplet absorption spectra of the cyanine dyes DCI     

Rotational isomerism in open-chain polychlorinated hydrocarbons: Problems in predicting conformations from carbon-chlorine stretching frequencies

Normal coordinate analysis calculations have been made to determine the carbon-chlorine stretching (v(C-Cl)) frequencies of model rotational isomers of 1,2-dichloroethane, 1,2-dichloropropane, 1,3-dichloropropane, 1,5-dichloropentane and 1,2,3-trichloropropane. The calculations were based on prior calculations on models of a number of primary and secondary monochlorohydrocarbons. The models were derived from the real isomers by ignoring the hydrogen atoms and considering only the heavy atom skeletal structure. The possible effect on v(C-Cl) frequencies of coupling between C-C1 stretching and adjacent CH₂ rocking modes in some isomers was taken into account where necessary. The results, and in some cases the frequency of the highest ∠CCC deformation mode, are used to establish the conformations of rotational isomers present in these molecules in the vapour, liquid and crystalline states. Conclusions are drawn concerning the applicability of known v(C-Cl) frequency structure correlations for monochlorohydrocarbons to polysubstituted chlorohydrocarbons. v(C-Cl) frequency correlations and assignments have also been made for several chloropropanes containing one CCl₃ group.     

Planning logistics operations in the oil industry

In this paper we apply stochastic programming modelling and solution techniques to planning problems for a consortium of oil companies. A multiperiod supply, transformation and distribution scheduling problem—the Depot and Refinery Optimization Problem (DROP)—is formulated for strategic or tactical level planning of the consortium's activities. This deterministic model is used as a basis for implementing a stochastic programming formulation with uncertainty in the product demands and spot supply costs (DROPS), whose solution process utilizes the deterministic equivalent linear programming problem. We employ our STOCHGEN general purpose stochastic problem generator to ‘recreate’ the decision (scenario) tree for the unfolding future as this deterministic equivalent. To project random demands for oil products at different spatial locations into the future and to generate random fluctuations in their future prices/costs a stochastic input data simulator is developed and calibrated to historical industry data. The models are written in the modelling language XPRESS-MP and solved by the XPRESS suite of linear programming solvers. From the viewpoint of implementation of large-scale stochastic programming models this study involves decisions in both space and time and careful revision of the original deterministic formulation. The first part of the paper treats the specification, generation and solution of the deterministic DROP model. The stochastic version of the model (DROPS) and its implementation are studied in detail in the second part and a number of related research questions and implications discussed.