Reducing mean flow time in permutation flow shop

This paper deals with the traditional permutation flow shop scheduling problem with the objective of minimizing mean flowtime, therefore reducing in-process inventory. A new heuristic method is proposed for the scheduling problem solution. The proposed heuristic is compared with the best one considered in the literature. Experimental results show that the new heuristic provides better solutions regarding both the solution quality and computational effort.

Three-phase harmonic distortion state estimation algorithm based on evolutionary strategies

This paper presents a new methodology to estimate unbalanced harmonic distortions in a power system, based on measurements of a limited number of given sites. The algorithm utilizes evolutionary strategies (ES), a development branch of evolutionary algorithms. The problem solving algorithm herein proposed makes use of data from various power quality meters, which can either be synchronized by high technology GPS devices or by using information from a fundamental frequency load flow, what makes the overall power quality monitoring system much less costly. The ES based harmonic estimation model is applied to a 14 bus network to compare its performance to a conventional Monte Carlo approach. It is also applied to a 50 bus subtransmission network in order to compare the three-phase and single-phase approaches as well as the robustness of the proposed method. (C) 2010 Elsevier B.V. All rights reserved.

Harmonic Distortion State Estimation Using an Evolutionary Strategy

This paper presents a new methodology to estimate harmonic distortions in a power system, based on measurements of a limited number of given sites. The algorithm utilizes evolutionary strategies (ES), a development branch of evolutionary algorithms. The main advantage in using such a technique relies upon its modeling facilities as well as its potential to solve fairly complex problems. The problem-solving algorithm herein proposed makes use of data from various power-quality (PQ) meters, which can either be synchronized by high technology global positioning system devices or by using information from a fundamental frequency load flow. This second approach makes the overall PQ monitoring system much less costly. The algorithm is applied to an IEEE test network, for which sensitivity analysis is performed to determine how the parameters of the ES can be selected so that the algorithm performs in an effective way. Case studies show fairly promising results and the robustness of the proposed method.

Mean sea-level rise impacts on Santos Bay, Southeastern Brazil - physical modelling study

The greenhouse effect and resulting increase in the Earth`s temperature may accelerate the mean sea-level rise. The natural response of bays and estuaries to this rise, such as this case study of Santos Bay (Brazil), will include change in shoreline position, land flooding and wetlands impacts. The main impacts of this scenario were studied in a physical model built in the Coastal and Harbour Division of Hydraulic Laboratory, University of Sao Paulo, and the main conclusions are presented in this paper. The model reproduces near 1,000 km(2) of the study area, including Santos, Sao Vicente, Praia Grande, Cubatao, Guaruja and Bertioga cities.

Volumetric reconstruction of the mean flow around circular cylinders fitted with strakes

The volumetric reconstruction technique presented in this paper employs a two-camera stereoscopic particle image velocimetry (SPIV) system in order to reconstruct the mean flow behind a fixed cylinder fitted with helical strakes, which are commonly used to suppress vortex-induced vibrations (VIV). The technique is based on the measurement of velocity fields at equivalent adjacent planes that results in pseudo volumetric fields. The main advantage over proper volumetric techniques is the avoidance of additional equipment and complexity. The averaged velocity fields behind the straked cylinders and the geometrical periodicity of the three-start configuration are used to further simplify the reconstruction process. Two straked cylindrical models with the same pitch (p = 10d) and two different heights (h = 0.1 and 0.2d) are tested. The reconstructed flow shows that the strakes introduce in the wake flow a well-defined wavelength of one-third of the pitch. Measurements of hydrodynamic forces, fluctuating velocity, vortex formation length, and vortex shedding frequency show the interdependence of the wake parameters. The vortex formation length is increased by the strakes, which is an important effect for the suppression of vortex-induced vibrations. The results presented complement previous investigations concerning the effectiveness of strakes as VIV suppressors and provide a basis of comparison to numerical simulations.

Scheduling in a two-machine flowshop for the minimization of the mean absolute deviation from a common due date

This paper addresses the minimization of the mean absolute deviation from a common due date in a two-machine flowshop scheduling problem. We present heuristics that use an algorithm, based on proposed properties, which obtains an optimal schedule fora given job sequence. A new set of benchmark problems is presented with the purpose of evaluating the heuristics. Computational experiments show that the developed heuristics outperform results found in the literature for problems up to 500 jobs. (C) 2007 Elsevier Ltd. All rights reserved.

Harmonic Distortion of Unstrained and Strained FinFETs Operating in Saturation

The harmonic distortion (HD) exhibited by un-strained and biaxially strained fin-shaped field-effect transistors operating in saturation as single-transistor amplifiers has been investigated for devices with different channel lengths L and fin widths W(fin). The study has been performed through device characterization, 3-D device simulations, and modeling. Nonlinearity has been evaluated in terms of second- and third-order HDs (HD2 and HD3, respectively), and a discussion on its physical sources has been carried out. Also, the influence of the open-loop voltage gain AV in HD has been observed.

Harmonic distortion of 2-MOS structures for MOSFET-C filters implemented with n-type unstrained and strained FINFETS

This work investigates the harmonic distortion (HD) in 2-MOS balanced structures composed of triple gate FinFETs. HD has been evaluated through the determination of the third-order harmonic distortion (HD3), since this represents the major non-linearity source in balanced structures. The 2-MOS structures with devices of different channel lengths (L) and fin widths (W(fin)) have been studied operating in the linear region as tunable resistors. The analysis was performed as a function of the gate voltage, aiming to verify the correlation between operation bias and HD3. The physical origins of the non-linearities have been investigated and are pointed out. Being a resistive circuit, the 2-MOS structure is generally projected for a targeted on-resistance, which has also been evaluated in terms of HD3. The impact of the application of biaxial strain has been studied for FinFETs of different dimensions. It has been noted that HD3 reduces with the increase of the gate bias for all the devices and this reduction is more pronounced both in narrower and in longer devices. Also, the presence of strain slightly diminishes the non-linearity at a similar bias. However, a drawback associated with the use of strain engineering consists in a significant reduction of the on-resistance with respect to unstrained devices. (C) 2011 Elsevier Ltd. All rights reserved.

Sampled Control for Mean-Variance Hedging in a Jump Diffusion Financial Market

In this technical note we consider the mean-variance hedging problem of a jump diffusion continuous state space financial model with the re-balancing strategies for the hedging portfolio taken at discrete times, a situation that more closely reflects real market conditions. A direct expression based on some change of measures, not depending on any recursions, is derived for the optimal hedging strategy as well as for the ""fair hedging price"" considering any given payoff. For the case of a European call option these expressions can be evaluated in a closed form.

Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise

In this article, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the final value of the expectation and variance of the output. In the first problem it is desired to minimise the final variance of the output subject to a restriction on its final expectation, in the second one it is desired to maximise the final expectation of the output subject to a restriction on its final variance, and in the third one it is considered a performance criterion composed by a linear combination of the final variance and expectation of the output of the system. We present explicit sufficient conditions for the existence of an optimal control strategy for these problems, generalising previous results in the literature. We conclude this article presenting a numerical example of an asset liabilities management model for pension funds with regime switching.

Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises

In this paper we obtain the linear minimum mean square estimator (LMMSE) for discrete-time linear systems subject to state and measurement multiplicative noises and Markov jumps on the parameters. It is assumed that the Markov chain is not available. By using geometric arguments we obtain a Kalman type filter conveniently implementable in a recurrence form. The stationary case is also studied and a proof for the convergence of the error covariance matrix of the LMMSE to a stationary value under the assumption of mean square stability of the system and ergodicity of the associated Markov chain is obtained. It is shown that there exists a unique positive semi-definite solution for the stationary Riccati-like filter equation and, moreover, this solution is the limit of the error covariance matrix of the LMMSE. The advantage of this scheme is that it is very easy to implement and all calculations can be performed offline. (c) 2011 Elsevier Ltd. All rights reserved.

Electron beam induced second-harmonic generation in Er(3+) doped PbO-GeO(2) glasses containing silver nanoparticles

Electron beam induced second harmonic generation (SHG) is studied in Er(3+) doped PbO-GeO(2) glasses containing silver nanoparticles with concentrations that are controlled by the heat-treatment of the samples. The SHG is observed at T = 4.2 K using a p-polarized laser beam at 1064 nm. Enhancement of the SHG is observed in the samples that are submitted to electron beam incidence. The highest value of the nonlinear susceptibility, 2.08 pm/V, is achieved for the sample heat-treated during 72 h and submitted to an electron beam current of 15 nA. The samples that were not exposed to the electron beam present a susceptibility of a parts per thousand 0.5 pm/V.

Harmonic distortion analysis of double gate graded-channel MOSFETs operating in saturation

In this work we present an analysis of harmonic distortion (HD) in graded-channel (GC) gate-all-a round (GAA) devices operating in saturation region for analog applications. The study has been performed through device characterization and two-dimensional process and device simulations. The overall study has been done on the total and third order HDs. When applied in the saturation regime as an amplifier, the GC outperforms conventional GAA transistors presenting simultaneously higher transconductance, lower drain output conductance and more than 15 dB improved linearity. The influence of channel length reduction on the H D is also analyzed. Although slight linearity degradation is observed in both the conventional and the GC devices when reducing the channel length, the HD presented by the GC transistor is significantly lower than the one showed by conventional device for any Studied channel length. This allows AC input signal amplitude up to 20 times higher than the conventional GAA for a same specified distortion level. (C) 2008 Elsevier Ltd. All rights reserved.

A generalized multi-period mean-variance portfolio optimization with Markov switching parameters

In this paper, we deal with a generalized multi-period mean-variance portfolio selection problem with market parameters Subject to Markov random regime switchings. Problems of this kind have been recently considered in the literature for control over bankruptcy, for cases in which there are no jumps in market parameters (see [Zhu, S. S., Li, D., & Wang, S. Y. (2004). Risk control over bankruptcy in dynamic portfolio selection: A generalized mean variance formulation. IEEE Transactions on Automatic Control, 49, 447-457]). We present necessary and Sufficient conditions for obtaining an optimal control policy for this Markovian generalized multi-period meal-variance problem, based on a set of interconnected Riccati difference equations, and oil a set of other recursive equations. Some closed formulas are also derived for two special cases, extending some previous results in the literature. We apply the results to a numerical example with real data for Fisk control over bankruptcy Ill a dynamic portfolio selection problem with Markov jumps selection problem. (C) 2008 Elsevier Ltd. All rights reserved.

Using a New Criterion to Identify Sites for Mean Soil Water Storage Evaluation

Establishing a few sites in which measurements of soil water storage (SWS) are time stable significantly reduces the efforts involved in determining average values of SWS. This study aimed to apply a new criterion the mean absolute bias error (MABE)-to identify temporally stable sites for mean SWS evaluation. The performance of MABE was compared with that of the commonly used criterion, the standard deviation of relative difference (SDRD). From October 2004 to October 2008, SWS of four soil layers (0-1.0, 1.0-2.0,2.0-3.0, and 3.0-4.0 m) was measured, using a neutron probe, at 28 sites on a hillslope of the Loess Plateau, China. A total of 37 SWS data sets taken over time were divided into two subsets, the first consisting of 22 dates collected during the calibration period from October 2004 to September 2006, and the second with 15 dates collected during the validation period from October 2006 to October 2008. The results showed that if a critical value of 5% for MABE was defined, more than half the sites were temporally stable for both periods, and the number of temporally stable sires generally increased with soil depth. Compared with SDRD, MABE was more suitable for the identification of time-stable sites for mean SS prediction. Since the absolute prediction error of drier sites is more sensitive to changes in relative difference in terms of mean SWS prediction, the sites of wet sectors should be preferable for mean SWS prediction for the same changes in relative difference.