Alzheimer random walk model: Two previously overlooked diffusion regimes

A non-Markovian one-dimensional random walk model is studied with emphasis on the phase-diagram, showing all the diffusion regimes, along with the exactly determined critical lines. The model, known as the Alzheimer walk, is endowed with memory-controlled diffusion, responsible for the model's long-range correlations, and is characterized by a rich variety of diffusive regimes. The importance of this model is that superdiffusion arises due not to memory per se, but rather also due to loss of memory. The recently reported numerically and analytically estimated values for the Hurst exponent are hereby reviewed. We report the finding of two, previously overlooked, phases, namely, evanescent log-periodic diffusion and log-periodic diffusion with escape, both with Hurst exponent H = 1/2. In the former, the log-periodicity gets damped, whereas in the latter the first moment diverges. These phases further enrich the already intricate phase diagram. The results are discussed in the context of phase transitions, aging phenomena, and symmetry breaking.

Trans-Planckian problem in the healthy extension of Horava-Lifshitz gravity

Planck scale physics may influence the evolution of cosmological fluctuations in the early stages of cosmological evolution. Because of the quasiexponential redshifting, which occurs during an inflationary period, the physical wavelengths of comoving scales that correspond to the present large-scale structure of the Universe were smaller than the Planck length in the early stages of the inflationary period. This trans-Planckian effect was studied before using toy models. The Horava-Lifshitz (HL) theory offers the chance to study this problem in a candidate UV complete theory of gravity. In this paper we study the evolution of cosmological perturbations according to HL gravity assuming that matter gives rise to an inflationary background. As is usually done in inflationary cosmology, we assume that the fluctuations originate in their minimum energy state. In the trans-Planckian region the fluctuations obey a nonlinear dispersion relation of Corley-Jacobson type. In the "healthy extension" of HL gravity there is an extra degree of freedom which plays an important role in the UV region but decouples in the IR, and which influences the cosmological perturbations. We find that in spite of these important changes compared to the usual description, the overall scale invariance of the power spectrum of cosmological perturbations is recovered. However, we obtain oscillations in the spectrum as a function of wave number with a relative amplitude of order unity and with an effective frequency which scales nonlinearly with wave number. Taking the usual inflationary parameters we find that the frequency of the oscillations is so large as to render the effect difficult to observe.

Three time-based scale formulations for the two-stage lot sizing and scheduling in process industries

In this paper, we propose three novel mathematical models for the two-stage lot-sizing and scheduling problems present in many process industries. The problem shares a continuous or quasi-continuous production feature upstream and a discrete manufacturing feature downstream, which must be synchronized. Different time-based scale representations are discussed. The first formulation encompasses a discrete-time representation. The second one is a hybrid continuous-discrete model. The last formulation is based on a continuous-time model representation. Computational tests with state-of-the-art MIP solver show that the discrete-time representation provides better feasible solutions in short running time. On the other hand, the hybrid model achieves better solutions for longer computational times and was able to prove optimality more often. The continuous-type model is the most flexible of the three for incorporating additional operational requirements, at a cost of having the worst computational performance. Journal of the Operational Research Society (2012) 63, 1613-1630. doi:10.1057/jors.2011.159 published online 7 March 2012

A modified Primal-Dual Logarithmic-Barrier Method for solving the Optimal Power Flow problem with discrete and continuous control variables

The aim of solving the Optimal Power Flow problem is to determine the optimal state of an electric power transmission system, that is, the voltage magnitude and phase angles and the tap ratios of the transformers that optimize the performance of a given system, while satisfying its physical and operating constraints. The Optimal Power Flow problem is modeled as a large-scale mixed-discrete nonlinear programming problem. This paper proposes a method for handling the discrete variables of the Optimal Power Flow problem. A penalty function is presented. Due to the inclusion of the penalty function into the objective function, a sequence of nonlinear programming problems with only continuous variables is obtained and the solutions of these problems converge to a solution of the mixed problem. The obtained nonlinear programming problems are solved by a Primal-Dual Logarithmic-Barrier Method. Numerical tests using the IEEE 14, 30, 118 and 300-Bus test systems indicate that the method is efficient. (C) 2012 Elsevier B.V. All rights reserved.