On certain greedoid polyhedra, partially indexable scheduling problems and extended restless bandit allocation indices

We present a polyhedral framework for establishing general structural properties on optimal solutions of stochastic scheduling problems, where multiple job classes vie for service resources: the existence of an optimal priority policy in a given family, characterized by a greedoid(whose feasible class subsets may receive higher priority), where optimal priorities are determined by class-ranking indices, under restricted linear performance objectives (partial indexability). This framework extends that of Bertsimas and Niño-Mora (1996), which explained the optimality of priority-index policies under all linear objectives (general indexability). We show that, if performance measures satisfy partial conservation laws (with respect to the greedoid), which extend previous generalized conservation laws, then theproblem admits a strong LP relaxation over a so-called extended greedoid polytope, which has strong structural and algorithmic properties. We present an adaptive-greedy algorithm (which extends Klimov's) taking as input the linear objective coefficients, which (1) determines whether the optimal LP solution is achievable by a policy in the given family; and (2) if so, computes a set of class-ranking indices that characterize optimal priority policies in the family. In the special case of project scheduling, we show that, under additional conditions, the optimal indices can be computed separately for each project (index decomposition). We further apply the framework to the important restless bandit model (two-action Markov decision chains), obtaining new index policies, that extend Whittle's (1988), and simple sufficient conditions for their validity. These results highlight the power of polyhedral methods (the so-called achievable region approach) in dynamic and stochastic optimization.

Hybrid consumption paths in the attribute space: A model and application with scanner data

This paper presents and estimates a dynamic choice model in the attribute space considering rational consumers. In light of the evidence of several state-dependence patterns, the standard attribute-based model is extended by considering a general utility function where pure inertia and pure variety-seeking behaviors can be explained in the model as particular linear cases. The dynamics of the model are fully characterized by standard dynamic programming techniques. The model presents a stationary consumption pattern that can be inertial, where the consumer only buys one product, or a variety-seeking one, where the consumer shifts among varied products.We run some simulations to analyze the consumption paths out of the steady state. Underthe hybrid utility assumption, the consumer behaves inertially among the unfamiliar brandsfor several periods, eventually switching to a variety-seeking behavior when the stationary levels are approached. An empirical analysis is run using scanner databases for three different product categories: fabric softener, saltine cracker, and catsup. Non-linear specifications provide the best fit of the data, as hybrid functional forms are found in all the product categories for most attributes and segments. These results reveal the statistical superiority of the non-linear structure and confirm the gradual trend to seek variety as the level of familiarity with the purchased items increases.

Insurance with frequent trading: A dynamic analysis of efficient insurance markets

This paper extends existing insurance results on the type of insurance contracts needed for insurance market efficiency toa dynamic setting. It introduces continuosly open markets that allow for more efficient asset allocation. It alsoeliminates the role of preferences and endowments in the classification of risks, which is done primarily in terms of the actuarial properties of the underlying riskprocess. The paper further extends insurability to include correlated and catstrophic events. Under these very general conditions the paper defines a condition that determines whether a small number of standard insurance contracts (together with aggregate assets) suffice to complete markets or one needs to introduce such assets as mutual insurance.

Insurance with frequent trading

This paper looks at the dynamic management of risk in an economy with discrete time consumption and endowments and continuous trading. I study how agents in such an economy deal with all the risk in the economy and attain their Pareto optimal allocations by trading in a few natural securities: private insurance contracts and a common set of derivatives on the aggregate endowment. The parsimonious nature ofthe implied securities needed for Pareto optimality suggests that insuch contexts complete markets is a very reasonable assumption.

Faint arc-minute extended radio emission around Cygnus X-3

Aims.We revisit the vicinity of the microquasar Cygnus X-3 at radio wavelengths. We aim to improve our previous search for possible associated extended radio features/hot spots in the position angle of the Cygnus X-3 relativistic jets focusing on shorter angular scales than previously explored. Methods.Our work is mostly based on analyzing modern survey and archive radio data, mainly including observations carried out with the Very Large Array and the Ryle Telescopes. We also used deep near-infrared images that we obtained in 2005. Results.We present new radio maps of the Cygnus X-3 field computed after combining multi-configuration Very Large Array archive data at 6 cm and different observing runs at 2 cm with the Ryle Telescope. These are probably among the deepest radio images of Cygnus X-3 reported to date at cm wavelengths. Both interferometers reveal an extended radio feature within a few arc-minutes of the microquasar position, thus making our detection more credible. Moreover, this extended emission is possibly non-thermal, although this point still needs confirmation. Its physical connection with the microquasar is tentatively considered under different physical scenarios. We also report on the serendipitous discovery of a likely Fanaroff-Riley type II radio galaxy only away from Cygnus X-3.

Optical-geometrical effects on the photoluminescence spectra of Si nanocrystals embedded in SiO2

We demonstrate that thickness, optical constants, and details of the multilayer stack, together with the detection setting, strongly influence the photoluminescence spectra of Si nanocrystals embedded in SiO2. Due to multiple reflections of the visible light against the opaque silicon substrate, an interference pattern is built inside the oxide layer, which is responsible for the modifications in the measured spectra. This interference effect is complicated by the depth dependence of (i) the intensity of the excitation laser and (ii) the concentration of the emitting nanocrystals. These variations can give rise to apparent features in the recorded spectra, such as peak shifts, satellite shoulders, and even splittings, which can be mistaken as intrinsic material features. Thus, they can give rise to an erroneous attribution of optical bands or estimate of the average particle size, while they are only optical-geometrical artifacts. We have analyzed these effects as a function of material composition (Si excess fraction) and thickness, and also evaluated how the geometry of the detection setup affects the measurements. To correct the experimental photoluminescence spectra and extract the true spectral shape of the emission from Si nanocrystals, we have developed an algorithm based on a modulation function, which depends on both the multilayer sequence and the experimental configuration. This procedure can be easily extended to other heterogeneous systems.

Quasilocal density functional theory and its application within the extended Thomas-Fermi approximation

In this paper we propose a generalization of the density functional theory. The theory leads to single-particle equations of motion with a quasilocal mean-field operator, which contains a quasiparticle position-dependent effective mass and a spin-orbit potential. The energy density functional is constructed using the extended Thomas-Fermi approximation and the ground-state properties of doubly magic nuclei are considered within the framework of this approach. Calculations were performed using the finite-range Gogny D1S forces and the results are compared with the exact Hartree-Fock calculations

Dynamics of domain walls in pattern formation under traveling-wave forcing

We study dynamics of domain walls in pattern forming systems that are externally forced by a moving space-periodic modulation close to 2:1 spatial resonance. The motion of the forcing induces nongradient dynamics, while the wave number mismatch breaks explicitly the chiral symmetry of the domain walls. The combination of both effects yields an imperfect nonequilibrium Ising-Bloch bifurcation, where all kinks (including the Ising-like one) drift. Kink velocities and interactions are studied within the generic amplitude equation. For nonzero mismatch, a transition to traveling bound kink-antikink pairs and chaotic wave trains occurs.

External fluctuations in a pattern-forming instability

The effect of external fluctuations on the formation of spatial patterns is analyzed by means of a stochastic Swift-Hohenberg model with multiplicative space-correlated noise. Numerical simulations in two dimensions show a shift of the bifurcation point controlled by the intensity of the multiplicative noise. This shift takes place in the ordering direction (i.e., produces patterns), but its magnitude decreases with that of the noise correlation length. Analytical arguments are presented to explain these facts.

Mean field model for spatially extended systems in the presence of multiplicative noise

We present a mean field model that describes the effect of multiplicative noise in spatially extended systems. The model can be solved analytically. For the case of the phi4 potential it predicts that the phase transition is shifted. This conclusion is supported by numerical simulations of this model in two dimensions.

Pattern formation during mesophase growth in a homologous series

Remarkable differences in the shape of the nematic-smectic-B interface in a quasi-two-dimensional geometry have been experimentally observed in three liquid crystals of very similar molecular structure, i.e., neighboring members of a homologous series. In the thermal equilibrium of the two mesophases a faceted rectanglelike shape was observed with considerably different shape anisotropies for the three homologs. Various morphologies such as dendritic, dendriticlike, and faceted shapes of the rapidly growing smectic-B germ were also observed for the three substances. Experimental results were compared with computer simulations based on the phase field model. The pattern forming behavior of a binary mixture of two homologs was also studied.

Statistical mechanics in the extended Gaussian ensemble

The extended Gaussian ensemble (EGE) is introduced as a generalization of the canonical ensemble. This ensemble is a further extension of the Gaussian ensemble introduced by Hetherington [J. Low Temp. Phys. 66, 145 (1987)]. The statistical mechanical formalism is derived both from the analysis of the system attached to a finite reservoir and from the maximum statistical entropy principle. The probability of each microstate depends on two parameters ß and ¿ which allow one to fix, independently, the mean energy of the system and the energy fluctuations, respectively. We establish the Legendre transform structure for the generalized thermodynamic potential and propose a stability criterion. We also compare the EGE probability distribution with the q-exponential distribution. As an example, an application to a system with few independent spins is presented.