On the cutting stock problem under stochastic demand

This paper addresses the one-dimensional cutting stock problem when demand is a random variable. The problem is formulated as a two-stage stochastic nonlinear program with recourse. The first stage decision variables are the number of objects to be cut according to a cutting pattern. The second stage decision variables are the number of holding or backordering items due to the decisions made in the first stage. The problem`s objective is to minimize the total expected cost incurred in both stages, due to waste and holding or backordering penalties. A Simplex-based method with column generation is proposed for solving a linear relaxation of the resulting optimization problem. The proposed method is evaluated by using two well-known measures of uncertainty effects in stochastic programming: the value of stochastic solution-VSS-and the expected value of perfect information-EVPI. The optimal two-stage solution is shown to be more effective than the alternative wait-and-see and expected value approaches, even under small variations in the parameters of the problem.

Stability of numerical schemes on staggered grids

This paper considers the stability of explicit, implicit and Crank-Nicolson schemes for the one-dimensional heat equation on a staggered grid. Furthemore, we consider the cases when both explicit and implicit approximations of the boundary conditions arc employed. Why we choose to do this is clearly motivated and arises front solving fluid flow equations with free surfaces when the Reynolds number can be very small. in at least parts of the spatial domain. A comprehensive stability analysis is supplied: a novel result is the precise stability restriction on the Crank-Nicolson method when the boundary conditions are approximated explicitly, that is, at t =n delta t rather than t = (n + 1)delta t. The two-dimensional Navier-Stokes equations were then solved by a marker and cell approach for two simple problems that had analytic solutions. It was found that the stability results provided in this paper were qualitatively very similar. thereby providing insight as to why a Crank-Nicolson approximation of the momentum equations is only conditionally, stable. Copyright (C) 2008 John Wiley & Sons, Ltd.

The dynamics of cargo driven by molecular motors in the context of asymmetric simple exclusion processes

We consider the dynamics of cargo driven by a collection of interacting molecular motors in the context of ail asymmetric simple exclusion process (ASEP). The model is formulated to account for (i) excluded-volume interactions, (ii) the observed asymmetry of the stochastic movement of individual motors and (iii) interactions between motors and cargo. Items (i) and (ii) form the basis of ASEP models and have already been considered to study the behavior of motor density profile [A. Parmeggiani. T. Franosch, E. Frey, Phase Coexistence in driven one-dimensional transport, Phys. Rev. Lett. 90 (2003) 086601-1-086601-4]. Item (iii) is new. It is introduced here as an attempt to describe explicitly the dependence of cargo movement on the dynamics of motors in this context. The steady-state Solutions Of the model indicate that the system undergoes a phase transition of condensation type as the motor density varies. We study the consequences of this transition to the behavior of the average cargo velocity. (C) 2009 Elsevier B.V. All rights reserved.

Critical behavior of a contact process with aperiodic transition rates

We performed Monte Carlo simulations to investigate the steady-state critical behavior of a one-dimensional contact process with an aperiodic distribution of rates of transition. As in the presence of randomness, spatial fluctuations can lead to changes of critical behavior. For sufficiently weak fluctuations, we give numerical evidence to show that there is no departure from the universal critical behavior of the underlying uniform model. For strong spatial fluctuations, the analysis of the data indicates a change of critical universality class.

Effects of torsional disorder on poly-para-phenylene

We study the effect of thermal disorder on the electronic structure of one-dimensional poly-para-phenylene (PPP). In a real chain the torsion angles between rings are bound to be distributed over a range of values, which depend on temperature, and thus the chain is intrinsically disordered. In this study we simulated this kind of thermally induced off-diagonal disorder through the simple Huckel method. We base our Hamiltonian on ab initio results for the effect of temperature on torsion angles, and the effect of torsion angles on the energy gap. We analyze the electronic structure of 200-monomer-long chains focusing on the density of states, and the associated localization character (measured by the inverse participation ratio). Our results contrast with the usually assumed Gaussian-shaped density of localized states for disordered systems. (C) 2009 Elsevier B.V. All rights reserved.

Self-adjoint extensions and spectral analysis in the Calogero problem

In this paper, we present a mathematically rigorous quantum-mechanical treatment of a one-dimensional motion of a particle in the Calogero potential alpha x(-2). Although the problem is quite old and well studied, we believe that our consideration based on a uniform approach to constructing a correct quantum-mechanical description for systems with singular potentials and/or boundaries, proposed in our previous works, adds some new points to its solution. To demonstrate that a consideration of the Calogero problem requires mathematical accuracy, we discuss some `paradoxes` inherent in the `naive` quantum-mechanical treatment. Using a self-adjoint extension method, we construct and study all possible self-adjoint operators (self-adjoint Hamiltonians) associated with a formal differential expression for the Calogero Hamiltonian. In particular, we discuss a spontaneous scale-symmetry breaking associated with self-adjoint extensions. A complete spectral analysis of all self-adjoint Hamiltonians is presented.

Self-adjoint extensions and spectral analysis in the generalized Kratzer problem

We present a mathematically rigorous quantum-mechanical treatment of a one-dimensional non-relativistic motion of a particle in the potential field V(x) = g(1)x(-1) + g(2)x(-2), x is an element of R(+) = [0, infinity). For g(2) > 0 and g(1) < 0, the potential is known as the Kratzer potential V(K)(x) and is usually used to describe molecular energy and structure, interactions between different molecules and interactions between non-bonded atoms. We construct all self-adjoint Schrodinger operators with the potential V(x) and represent rigorous solutions of the corresponding spectral problems. Solving the first part of the problem, we use a method of specifying self-adjoint extensions by (asymptotic) self-adjoint boundary conditions. Solving spectral problems, we follow Krein`s method of guiding functionals. This work is a continuation of our previous works devoted to the Coulomb, Calogero and Aharonov-Bohm potentials.

Shared information in stationary states at criticality

We consider bipartitions of one-dimensional extended systems whose probability distribution functions describe stationary states of stochastic models. We define estimators of the information shared between the two subsystems. If the correlation length is finite, the estimators stay finite for large system sizes. If the correlation length diverges, so do the estimators. The definition of the estimators is inspired by information theory. We look at several models and compare the behaviors of the estimators in the finite-size scaling limit. Analytical and numerical methods as well as Monte Carlo simulations are used. We show how the finite-size scaling functions change for various phase transitions, including the case where one has conformal invariance.

A Direct Numerov Sixth-order Numerical Scheme to Accurately Solve the Unidimensional Poisson Equation with Dirichlet Boundary Conditions

In this article, we present an analytical direct method, based on a Numerov three-point scheme, which is sixth order accurate and has a linear execution time on the grid dimension, to solve the discrete one-dimensional Poisson equation with Dirichlet boundary conditions. Our results should improve numerical codes used mainly in self-consistent calculations in solid state physics.

Number of particle creation and decoherence in the nonideal dynamical Casimir effect at finite temperature

In this work we investigate the dynamical Casimir effect in a nonideal cavity by deriving an effective Hamiltonian. We first compute a general expression for the average number of particle creation, applicable for any law of motion of the cavity boundary, under the only restriction of small velocities. We also compute a general expression for the linear entropy of an arbitrary state prepared in a selected mode, also applicable for any law of motion of a slow moving boundary. As an application of our results we have analyzed both the average number of particle creation and linear entropy within a particular oscillatory motion of the cavity boundary. On the basis of these expressions we develop a comprehensive analysis of the resonances in the number of particle creation in the nonideal dynamical Casimir effect. We also demonstrate the occurrence of resonances in the loss of purity of the initial state and estimate the decoherence times associated with these resonances. Since our results were obtained in the framework of the perturbation theory, they are restricted, under resonant conditions, to a short-time approximation. (C) 2009 Elsevier Inc. All rights reserved.

Density profiles in the raise and peel model with and without a wall; physics and combinatorics

We consider the raise and peel model of a one-dimensional fluctuating interface in the presence of an attractive wall. The model can also describe a pair annihilation process in disordered unquenched media with a source at one end of the system. For the stationary states, several density profiles are studied using Monte Carlo simulations. We point out a deep connection between some profiles seen in the presence of the wall and in its absence. Our results are discussed in the context of conformal invariance ( c = 0 theory). We discover some unexpected values for the critical exponents, which are obtained using combinatorial methods. We have solved known ( Pascal`s hexagon) and new (split-hexagon) bilinear recurrence relations. The solutions of these equations are interesting in their own right since they give information on certain classes of alternating sign matrices.

A conformal invariant growth model

We present a one-parameter extension of the raise and peel one-dimensional growth model. The model is defined in the configuration space of Dyck (RSOS) paths. Tiles from a rarefied gas hit the interface and change its shape. The adsorption rates are local but the desorption rates are non-local; they depend not only on the cluster hit by the tile but also on the total number of peaks (local maxima) belonging to all the clusters of the configuration. The domain of the parameter is determined by the condition that the rates are non-negative. In the finite-size scaling limit, the model is conformal invariant in the whole open domain. The parameter appears in the sound velocity only. At the boundary of the domain, the stationary state is an adsorbing state and conformal invariance is lost. The model allows us to check the universality of non-local observables in the raise and peel model. An example is given.

The n-site approximation for the triplet-creation model

The nonequilibrium phase transition of the one-dimensional triplet-creation model is investigated using the n-site approximation scheme. We find that the phase diagram in the space of parameters (gamma, D), where gamma is the particle decay probability and D is the diffusion probability, exhibits a tricritical point for n >= 4. However, the fitting of the tricritical coordinates (gamma(t), D(t)) using data for 4 <= n <= 13 predicts that gamma(t) becomes negative for n >= 26, indicating thus that the phase transition is always continuous in the limit n -> infinity. However, the large discrepancies between the critical parameters obtained in this limit and those obtained by Monte Carlo simulations, as well as a puzzling non-monotonic dependence of these parameters on the order of the approximation n, argue for the inadequacy of the n-site approximation to study the triplet-creation model for computationally feasible values of n.

TEM, XRD and AFM study of poly(o-ethoxyaniline) films: new evidence for the formation of conducting islands

The existence of conducting islands in polyaniline films has long been proposed in the literature, which would be consistent with conducting mechanisms based on hopping. Obtaining direct evidence of conducting islands, however, is not straightforward. In this paper, conducting islands were visualized in poly(o-ethoxyaniline) (POEA) films prepared at low pH, using Transmission Electron Microscopy (TEM) and atomic force spectroscopy (AFS). The size of the islands varied between 67 and 470 angstrom for a pH=3.0, with a larger average being obtained with AFS, probably due to the finite size effect of the atomic force microscopy tip. In AFS, the conducting islands were denoted by regions with repulsive forces due to the double-layer forces. On the basis of X-ray diffraction (XRD) patterns for POEA in the powder form, we infer that the conducting islands are crystalline, and therefore a POEA film is believed to consist of conducting islands dispersed in an insulating, amorphous matrix. From conductivity measurements we inferred the charge transport to be governed by a typical quasi-one dimensional variable range hopping (VRH) mechanism.

On slowdown and speedup of transient random walks in random environment

We consider one-dimensional random walks in random environment which are transient to the right. Our main interest is in the study of the sub-ballistic regime, where at time n the particle is typically at a distance of order O(n (kappa) ) from the origin, kappa is an element of (0, 1). We investigate the probabilities of moderate deviations from this behaviour. Specifically, we are interested in quenched and annealed probabilities of slowdown (at time n, the particle is at a distance of order O (n (nu 0)) from the origin, nu(0) is an element of (0, kappa)), and speedup (at time n, the particle is at a distance of order n (nu 1) from the origin , nu(1) is an element of (kappa, 1)), for the current location of the particle and for the hitting times. Also, we study probabilities of backtracking: at time n, the particle is located around (-n (nu) ), thus making an unusual excursion to the left. For the slowdown, our results are valid in the ballistic case as well.