On the tractability of the piecewise-linear approximation for general discrete-choice network revenue management

The choice network revenue management (RM) model incorporates customer purchase behavioras customers purchasing products with certain probabilities that are a function of the offeredassortment of products, and is the appropriate model for airline and hotel network revenuemanagement, dynamic sales of bundles, and dynamic assortment optimization. The underlyingstochastic dynamic program is intractable and even its certainty-equivalence approximation, inthe form of a linear program called Choice Deterministic Linear Program (CDLP) is difficultto solve in most cases. The separation problem for CDLP is NP-complete for MNL with justtwo segments when their consideration sets overlap; the affine approximation of the dynamicprogram is NP-complete for even a single-segment MNL. This is in contrast to the independentclass(perfect-segmentation) case where even the piecewise-linear approximation has been shownto be tractable. In this paper we investigate the piecewise-linear approximation for network RMunder a general discrete-choice model of demand. We show that the gap between the CDLP andthe piecewise-linear bounds is within a factor of at most 2. We then show that the piecewiselinearapproximation is polynomially-time solvable for a fixed consideration set size, bringing itinto the realm of tractability for small consideration sets; small consideration sets are a reasonablemodeling tradeoff in many practical applications. Our solution relies on showing that forany discrete-choice model the separation problem for the linear program of the piecewise-linearapproximation can be solved exactly by a Lagrangian relaxation. We give modeling extensionsand show by numerical experiments the improvements from using piecewise-linear approximationfunctions.

Multiple processes regulate long-term population dynamics of sea urchins on Mediterranean rocky reefs

We annually monitored the abundance and size structure of herbivorous sea urchin populations (Paracentrotus lividus and Arbacia lixula) inside and outside a marine reserve in the Northwestern Mediterranean on two distinct habitats (boulders and vertical walls) over a period of 20 years, with the aim of analyzing changes at different temporal scales in relation to biotic and abiotic drivers. P. lividus exhibited significant variability in density over time on boulder bottoms but not on vertical walls, and temporal trends were not significantly different between the protection levels. Differences in densities were caused primarily by variance in recruitment, which was less pronounced inside the MPA and was correlated with adult density, indicating density-dependent recruitment under high predation pressure, as well as some positive feedback mechanisms that may facilitate higher urchin abundances despite higher predator abundance. Populations within the reserve were less variable in abundance and did not exhibit the hyper-abundances observed outside the reserve, suggesting that predation effects maybe more subtle than simply lowering the numbers of urchins in reserves. A. lixula densities were an order of magnitude lower than P. lividus densities and varied within sites and over time on boulder bottoms but did not differ between protection levels. In December 2008, an exceptionally violent storm reduced sea urchin densities drastically (by 50% to 80%) on boulder substrates, resulting in the lowest values observed over the entire study period, which remained at that level for at least two years (up to the present). Our results also showed great variability in the biological and physical processes acting at different temporal scales. This study highlights the need for appropriate temporal scales for studies to fully understand ecosystem functioning, the concepts of which are fundamental to successful conservation and management.

Time in e-Learning Research: A Qualitative Review of the Empirical Consideration of Time in Research into e-Learning

Peer-reviewed

Efficient self-synchronised blind audio watermarking system based on time domain and FFT amplitude modification

Many audio watermarking schemes divide the audio signal into several blocks such that part of the watermark is embedded into each of them. One of the key issues in these block-oriented watermarking schemes is to preserve the synchronisation, i.e. to recover the exact position of each block in the mark recovery process. In this paper, a novel time domain synchronisation technique is presented together with a new blind watermarking scheme which works in the Discrete Fourier Transform (DFT or FFT) domain. The combined scheme provides excellent imperceptibility results whilst achieving robustness against typical attacks. Furthermore, the execution of the scheme is fast enough to be used in real-time applications. The excellent transparency of the embedding algorithm makes it particularly useful for professional applications, such as the embedding of monitoring information in broadcast signals. The scheme is also compared with some recent results of the literature.

On the inclusion of channel's time dependence in a hidden Markov model for blind channel estimation

In this paper, the theory of hidden Markov models (HMM) isapplied to the problem of blind (without training sequences) channel estimationand data detection. Within a HMM framework, the Baum–Welch(BW) identification algorithm is frequently used to find out maximum-likelihood (ML) estimates of the corresponding model. However, such a procedureassumes the model (i.e., the channel response) to be static throughoutthe observation sequence. By means of introducing a parametric model fortime-varying channel responses, a version of the algorithm, which is moreappropriate for mobile channels [time-dependent Baum-Welch (TDBW)] isderived. Aiming to compare algorithm behavior, a set of computer simulationsfor a GSM scenario is provided. Results indicate that, in comparisonto other Baum–Welch (BW) versions of the algorithm, the TDBW approachattains a remarkable enhancement in performance. For that purpose, onlya moderate increase in computational complexity is needed.

Fluid flow processes at basin scale

S u b s u r face fluid flow plays a significant role in many geologic processes and is increasingly being studied in the scale of sedimentary basins and geologic time perspective. Many economic resources such as petroleum and mineral deposits are products of basin scale fluid flow operating over large periods of time. Such ancient flow systems can be studied through analysis of diagenetic alterations and fluid inclusions to constrain physical and chemical conditions of fluids and rocks during their paleohy d r og e o l ogic evolution. Basin simulation models are useful to complement the paleohy d r og e o l ogic record preserved in the rocks and to derive conceptual models on hydraulic basin evolution and generation of economic resources. Different types of fluid flow regimes may evo l ve during basin evolution. The most important with respect to flow rates and capacity for transport of solutes and thermal energy is gr avitational fluid flow driven by the topographic configuration of a basin. Such flow systems require the basin to be elevated above sea level. Consolidational fluid flow is the principal fluid migration process in basins below sea level, caused by loading of compressible rocks. Flow rates of such systems are several orders of magnitude below topogr a p hy driven flow. Howeve r, consolidation may create significant fluid ove rpressure. Episodic dewatering of ove rpressured compart m e n t s m ay cause sudden fluid release with elevated flow velocities and may cause a transient local thermal and chemical disequilibrium betwe e n fluid and rock. This paper gives an ove rv i ew on subsurface fluid flow processes at basin scale and presents examples related to the Pe n e d è s basin in the central Catalan continental margin including the offshore Barcelona half-graben and the compressive South-Pyrenean basin.

Multiple processes regulate long-term population dynamics of sea urchins on Mediterranean rocky reefs

We annually monitored the abundance and size structure of herbivorous sea urchin populations (Paracentrotus lividus and Arbacia lixula) inside and outside a marine reserve in the Northwestern Mediterranean on two distinct habitats (boulders and vertical walls) over a period of 20 years, with the aim of analyzing changes at different temporal scales in relation to biotic and abiotic drivers. P. lividus exhibited significant variability in density over time on boulder bottoms but not on vertical walls, and temporal trends were not significantly different between the protection levels. Differences in densities were caused primarily by variance in recruitment, which was less pronounced inside the MPA and was correlated with adult density, indicating density-dependent recruitment under high predation pressure, as well as some positive feedback mechanisms that may facilitate higher urchin abundances despite higher predator abundance. Populations within the reserve were less variable in abundance and did not exhibit the hyper-abundances observed outside the reserve, suggesting that predation effects maybe more subtle than simply lowering the numbers of urchins in reserves. A. lixula densities were an order of magnitude lower than P. lividus densities and varied within sites and over time on boulder bottoms but did not differ between protection levels. In December 2008, an exceptionally violent storm reduced sea urchin densities drastically (by 50% to 80%) on boulder substrates, resulting in the lowest values observed over the entire study period, which remained at that level for at least two years (up to the present). Our results also showed great variability in the biological and physical processes acting at different temporal scales. This study highlights the need for appropriate temporal scales for studies to fully understand ecosystem functioning, the concepts of which are fundamental to successful conservation and management.

Monotonic continuous-time random walks with drift and stochastic reset events

In this paper we consider a stochastic process that may experience random reset events which suddenly bring the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonic continuous-time random walks with a constant drift: The process increases between the reset events, either by the effect of the random jumps, or by the action of the deterministic drift. As a result of all these combined factors interesting properties emerge, like the existence (for any drift strength) of a stationary transition probability density function, or the faculty of the model to reproduce power-law-like behavior. General formulas for two extreme statistics, the survival probability, and the mean exit time, are also derived. To corroborate in an independent way the results of the paper, Monte Carlo methods were used. These numerical estimations are in full agreement with the analytical predictions.

Modelling syntectonic sedimentation: combining a discrete element model of tectonic. Deformation and process-based sedimentary Model in 3D.

This paper presents a new numerical program able to model syntectonic sedimentation. The new model combines a discrete element model of the tectonic deformation of a sedimentary cover and a process-based model of sedimentation in a single framework. The integration of these two methods allows us to include the simulation of both sedimentation and deformation processes in a single and more effective model. The paper describes briefly the antecedents of the program, Simsafadim-Clastic and a discrete element model, in order to introduce the methodology used to merge both programs to create the new code. To illustrate the operation and application of the program, analysis of the evolution of syntectonic geometries in an extensional environment and also associated with thrust fault propagation is undertaken. Using the new code, much more complex and realistic depositional structures can be simulated together with a more complex analysis of the evolution of the deformation within the sedimentary cover, which is seen to be affected by the presence of the new syntectonic sediments.

Fronts with continuous waiting-time distributions: Theory and application to virus infections

We generalize to arbitrary waiting-time distributions some results which were previously derived for discrete distributions. We show that for any two waiting-time distributions with the same mean delay time, that with higher dispersion will lead to a faster front. Experimental data on the speed of virus infections in a plaque are correctly explained by the theoretical predictions using a Gaussian delay-time distribution, which is more realistic for this system than the Dirac delta distribution considered previously [J. Fort and V. Méndez, Phys. Rev. Lett.89, 178101 (2002)]