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.

Evolutionarily stable learning schedules and cumulative culture in discrete generation models.

Individual learning (e.g., trial-and-error) and social learning (e.g., imitation) are alternative ways of acquiring and expressing the appropriate phenotype in an environment. The optimal choice between using individual learning and/or social learning may be dictated by the life-stage or age of an organism. Of special interest is a learning schedule in which social learning precedes individual learning, because such a schedule is apparently a necessary condition for cumulative culture. Assuming two obligatory learning stages per discrete generation, we obtain the evolutionarily stable learning schedules for the three situations where the environment is constant, fluctuates between generations, or fluctuates within generations. During each learning stage, we assume that an organism may target the optimal phenotype in the current environment by individual learning, and/or the mature phenotype of the previous generation by oblique social learning. In the absence of exogenous costs to learning, the evolutionarily stable learning schedules are predicted to be either pure social learning followed by pure individual learning ("bang-bang" control) or pure individual learning at both stages ("flat" control). Moreover, we find for each situation that the evolutionarily stable learning schedule is also the one that optimizes the learned phenotype at equilibrium.

Prediction of Childhood Asthma Using Conditional Probability and Discrete Event Simulation

Abstract: Asthma prevalence in children and adolescents in Spain is 10-17%. It is the most common chronic illness during childhood. Prevalence has been increasing over the last 40 years and there is considerable evidence that, among other factors, continued exposure to cigarette smoke results in asthma in children. No statistical or simulation model exist to forecast the evolution of childhood asthma in Europe. Such a model needs to incorporate the main risk factors that can be managed by medical authorities, such as tobacco (OR = 1.44), to establish how they affect the present generation of children. A simulation model using conditional probability and discrete event simulation for childhood asthma was developed and validated by simulating realistic scenario. The parameters used for the model (input data) were those found in the bibliography, especially those related to the incidence of smoking in Spain. We also used data from a panel of experts from the Hospital del Mar (Barcelona) related to actual evolution and asthma phenotypes. The results obtained from the simulation established a threshold of a 15-20% smoking population for a reduction in the prevalence of asthma. This is still far from the current level in Spain, where 24% of people smoke. We conclude that more effort must be made to combat smoking and other childhood asthma risk factors, in order to significantly reduce the number of cases. Once completed, this simulation methodology can realistically be used to forecast the evolution of childhood asthma as a function of variation in different risk factors.

Simulation of stromatolite growth using diffusion-limited aggregation and a discrete model of biogeochemical exchanges in microbial mat

Resume : Mieux comprendre les stromatolithes et les tapis microbiens est un sujet important en biogéosciences puisque cela aide à l'étude des premières formes de vie sur Terre, a mieux cerner l'écologie des communautés microbiennes et la contribution des microorganismes a la biominéralisation, et même à poser certains fondements dans les recherches en exobiologie. D'autre part, la modélisation est un outil puissant utilisé dans les sciences naturelles pour appréhender différents phénomènes de façon théorique. Les modèles sont généralement construits sur un système d'équations différentielles et les résultats sont obtenus en résolvant ce système. Les logiciels disponibles pour implémenter les modèles incluent les logiciels mathématiques et les logiciels généraux de simulation. L'objectif principal de cette thèse est de développer des modèles et des logiciels pour aider a comprendre, via la simulation, le fonctionnement des stromatolithes et des tapis microbiens. Ces logiciels ont été développés en C++ en ne partant d'aucun pré-requis de façon a privilégier performance et flexibilité maximales. Cette démarche permet de construire des modèles bien plus spécifiques et plus appropriés aux phénomènes a modéliser. Premièrement, nous avons étudié la croissance et la morphologie des stromatolithes. Nous avons construit un modèle tridimensionnel fondé sur l'agrégation par diffusion limitée. Le modèle a été implémenté en deux applications C++: un moteur de simulation capable d'exécuter un batch de simulations et de produire des fichiers de résultats, et un outil de visualisation qui permet d'analyser les résultats en trois dimensions. Après avoir vérifié que ce modèle peut en effet reproduire la croissance et la morphologie de plusieurs types de stromatolithes, nous avons introduit un processus de sédimentation comme facteur externe. Ceci nous a mené a des résultats intéressants, et permis de soutenir l'hypothèse que la morphologie des stromatolithes pourrait être le résultat de facteurs externes autant que de facteurs internes. Ceci est important car la classification des stromatolithes est généralement fondée sur leur morphologie, imposant que la forme d'un stromatolithe est dépendante de facteurs internes uniquement (c'est-à-dire les tapis microbiens). Les résultats avancés dans ce mémoire contredisent donc ces assertions communément admises. Ensuite, nous avons décidé de mener des recherches plus en profondeur sur les aspects fonctionnels des tapis microbiens. Nous avons construit un modèle bidimensionnel de réaction-diffusion fondé sur la simulation discrète. Ce modèle a été implémenté dans une application C++ qui permet de paramétrer et exécuter des simulations. Nous avons ensuite pu comparer les résultats de simulation avec des données du monde réel et vérifier que le modèle peut en effet imiter le comportement de certains tapis microbiens. Ainsi, nous avons pu émettre et vérifier des hypothèses sur le fonctionnement de certains tapis microbiens pour nous aider à mieux en comprendre certains aspects, comme la dynamique des éléments, en particulier le soufre et l'oxygène. En conclusion, ce travail a abouti à l'écriture de logiciels dédiés à la simulation de tapis microbiens d'un point de vue tant morphologique que fonctionnel, suivant deux approches différentes, l'une holistique, l'autre plus analytique. Ces logiciels sont gratuits et diffusés sous licence GPL (General Public License). Abstract : Better understanding of stromatolites and microbial mats is an important topic in biogeosciences as it helps studying the early forms of life on Earth, provides clues re- garding the ecology of microbial ecosystems and their contribution to biomineralization, and gives basis to a new science, exobiology. On the other hand, modelling is a powerful tool used in natural sciences for the theoretical approach of various phenomena. Models are usually built on a system of differential equations and results are obtained by solving that system. Available software to implement models includes mathematical solvers and general simulation software. The main objective of this thesis is to develop models and software able to help to understand the functioning of stromatolites and microbial mats. Software was developed in C++ from scratch for maximum performance and flexibility. This allows to build models much more specific to a phenomenon rather than general software. First, we studied stromatolite growth and morphology. We built a three-dimensional model based on diffusion-limited aggregation. The model was implemented in two C++ applications: a simulator engine, which can run a batch of simulations and produce result files, and a Visualization tool, which allows results to be analysed in three dimensions. After verifying that our model can indeed reproduce the growth and morphology of several types of stromatolites, we introduced a sedimentation process as an external factor. This lead to interesting results, and allowed to emit the hypothesis that stromatolite morphology may be the result of external factors as much as internal factors. This is important as stromatolite classification is usually based on their morphology, imposing that a stromatolite shape is dependant on internal factors only (i.e. the microbial mat). This statement is contradicted by our findings, Second, we decided to investigate deeper the functioning of microbial mats, We built a two-dimensional reaction-diffusion model based on discrete simulation, The model was implemented in a C++ application that allows setting and running simulations. We could then compare simulation results with real world data and verify that our model can indeed mimic the behaviour of some microbial mats. Thus, we have proposed and verified hypotheses regarding microbial mats functioning in order to help to better understand them, e.g. the cycle of some elements such as oxygen or sulfur. ln conclusion, this PhD provides a simulation software, dealing with two different approaches. This software is free and available under a GPL licence.

Are figures accessible in mathematics academic journals?

Are figures accessible in mathematics academic journals? An analysis of current image accessibility in highly cited mathematics journals.

Are figures accessible in mathematics academic journals?

Are figures accessible in mathematics academic journals? An analysis of current image accessibility in highly cited mathematics journals.

Investigation of discrete imaging models and iterative image reconstruction in differential X-ray phase-contrast tomography.

Differential X-ray phase-contrast tomography (DPCT) refers to a class of promising methods for reconstructing the X-ray refractive index distribution of materials that present weak X-ray absorption contrast. The tomographic projection data in DPCT, from which an estimate of the refractive index distribution is reconstructed, correspond to one-dimensional (1D) derivatives of the two-dimensional (2D) Radon transform of the refractive index distribution. There is an important need for the development of iterative image reconstruction methods for DPCT that can yield useful images from few-view projection data, thereby mitigating the long data-acquisition times and large radiation doses associated with use of analytic reconstruction methods. In this work, we analyze the numerical and statistical properties of two classes of discrete imaging models that form the basis for iterative image reconstruction in DPCT. We also investigate the use of one of the models with a modern image reconstruction algorithm for performing few-view image reconstruction of a tissue specimen.

Why Mathematics is essential in Biomedical Sciences degree?

Improvement of mathematical education and motivation of students in the mathematics" area is needed. What can be done? We introduce some ideas to generate the student"s interest for mathematics, because they often present difficulties in appreciating the relevance of mathematics and its role in the health sciences. We consider that a cornerstone in the strategy to attract the students" interest is linking the mathematics with real biomedical situations. We proceed in the following manner: We first present a real biomedical situation to produce interest and to generate curiosity. Second, we ask thought-provoking questions to students as: Which is the biomedical problem presented? Which is my knowledge on this situation? What could I do to solve this biomedical situation? Do I need some new mathematical concepts and procedures? Thereupon, the teacher explains the mathematical concepts necessary to solve the case presented, providing definitions, properties and tools for graphical display and/or mathematical calculations. In this learning methodology, ICTs were cornerstones for reaching the proposed competences. Furthermore, ICTs can also be used in the evaluative task in its two possible aspects: formative and for obtaining a qualification. Comments from students about this new mathematics teaching method indicate that the use of real biomedical case studies kept the lessons in mathematics interesting.

A parameterization method for the computation of invariant tori and their whiskers in quasi-periodic maps: explorations and mechanisms for the breakdown of hyperbolicity

In two previous papers [J. Differential Equations, 228 (2006), pp. 530 579; Discrete Contin. Dyn. Syst. Ser. B, 6 (2006), pp. 1261 1300] we have developed fast algorithms for the computations of invariant tori in quasi‐periodic systems and developed theorems that assess their accuracy. In this paper, we study the results of implementing these algorithms and study their performance in actual implementations. More importantly, we note that, due to the speed of the algorithms and the theoretical developments about their reliability, we can compute with confidence invariant objects close to the breakdown of their hyperbolicity properties. This allows us to identify a mechanism of loss of hyperbolicity and measure some of its quantitative regularities. We find that some systems lose hyperbolicity because the stable and unstable bundles approach each other but the Lyapunov multipliers remain away from 1. We find empirically that, close to the breakdown, the distances between the invariant bundles and the Lyapunov multipliers which are natural measures of hyperbolicity depend on the parameters, with power laws with universal exponents. We also observe that, even if the rigorous justifications in [J. Differential Equations, 228 (2006), pp. 530-579] are developed only for hyperbolic tori, the algorithms work also for elliptic tori in Hamiltonian systems. We can continue these tori and also compute some bifurcations at resonance which may lead to the existence of hyperbolic tori with nonorientable bundles. We compute manifolds tangent to nonorientable bundles.

Geometric stopping of a random walk and its applications to valuing equity-linked death benefits

We study discrete-time models in which death benefits can depend on a stock price index, the logarithm of which is modeled as a random walk. Examples of such benefit payments include put and call options, barrier options, and lookback options. Because the distribution of the curtate-future-lifetime can be approximated by a linear combination of geometric distributions, it suffices to consider curtate-future-lifetimes with a geometric distribution. In binomial and trinomial tree models, closed-form expressions for the expectations of the discounted benefit payment are obtained for a series of options. They are based on results concerning geometric stopping of a random walk, in particular also on a version of the Wiener-Hopf factorization.

On the computation of reducible invariant tori on a parallel computer

We present an algorithm for the computation of reducible invariant tori of discrete dynamical systems that is suitable for tori of dimensions larger than 1. It is based on a quadratically convergent scheme that approximates, at the same time, the Fourier series of the torus, its Floquet transformation, and its Floquet matrix. The Floquet matrix describes the linearization of the dynamics around the torus and, hence, its linear stability. The algorithm presents a high degree of parallelism, and the computational effort grows linearly with the number of Fourier modes needed to represent the solution. For these reasons it is a very good option to compute quasi-periodic solutions with several basic frequencies. The paper includes some examples (flows) to show the efficiency of the method in a parallel computer. In these flows we compute invariant tori of dimensions up to 5, by taking suitable sections.

Indicators for the characterization of discrete Choquet integrals

Ordered weighted averaging (OWA) operators and their extensions are powerful tools used in numerous decision-making problems. This class of operator belongs to a more general family of aggregation operators, understood as discrete Choquet integrals. Aggregation operators are usually characterized by indicators. In this article four indicators usually associated with the OWA operator are extended to discrete Choquet integrals: namely, the degree of balance, the divergence, the variance indicator and Renyi entropies. All of these indicators are considered from a local and a global perspective. Linearity of indicators for linear combinations of capacities is investigated and, to illustrate the application of results, indicators of the probabilistic ordered weighted averaging -POWA- operator are derived. Finally, an example is provided to show the application to a specific context.

Wavelets in real-time paper web analysis

Online paper web analysis relies on traversing scanners that criss-cross on top of a rapidly moving paper web. The sensors embedded in the scanners measure many important quality variables of paper, such as basis weight, caliper and porosity. Most of these quantities are varying a lot and the measurements are noisy at many different scales. The zigzagging nature of scanning makes it difficult to separate machine direction (MD) and cross direction (CD) variability from one another. For improving the 2D resolution of the quality variables above, the paper quality control team at the Department of Mathematics and Physics at LUT has implemented efficient Kalman filtering based methods that currently use 2D Fourier series. Fourier series are global and therefore resolve local spatial detail on the paper web rather poorly. The target of the current thesis is to study alternative wavelet based representations as candidates to replace the Fourier basis for a higher resolution spatial reconstruction of these quality variables. The accuracy of wavelet compressed 2D web fields will be compared with corresponding truncated Fourier series based fields.

Discrete distributions when modeling the disability severity score of motor victims

Many European states apply score systems to evaluate the disability severity of non-fatal motor victims under the law of third-party liability. The score is a non-negative integer with an upper bound at 100 that increases with severity. It may be automatically converted into financial terms and thus also reflects the compensation cost for disability. In this paper, discrete regression models are applied to analyze the factors that influence the disability severity score of victims. Standard and zero-altered regression models are compared from two perspectives: an interpretation of the data generating process and the level of statistical fit. The results have implications for traffic safety policy decisions aimed at reducing accident severity. An application using data from Spain is provided.