The impact of supply chain performance measurement systems on dynamic behaviour in supply chains

The amplification of demand variation up a supply chain widely termed ‘the Bullwhip Effect’ is disruptive, costly and something that supply chain management generally seeks to minimise. Originally attributed to poor system design; deficiencies in policies, organisation structure and delays in material and information flow all lead to sub-optimal reorder point calculation. It has since been attributed to exogenous random factors such as: uncertainties in demand, supply and distribution lead time but these causes are not exclusive as academic and operational studies since have shown that orders and/or inventories can exhibit significant variability even if customer demand and lead time are deterministic. This increase in the range of possible causes of dynamic behaviour indicates that our understanding of the phenomenon is far from complete. One possible, yet previously unexplored, factor that may influence dynamic behaviour in supply chains is the application and operation of supply chain performance measures. Organisations monitoring and responding to their adopted key performance metrics will make operational changes and this action may influence the level of dynamics within the supply chain, possibly degrading the performance of the very system they were intended to measure. In order to explore this a plausible abstraction of the operational responses to the Supply Chain Council’s SCOR® (Supply Chain Operations Reference) model was incorporated into a classic Beer Game distribution representation, using the dynamic discrete event simulation software Simul8. During the simulation the five SCOR Supply Chain Performance Attributes: Reliability, Responsiveness, Flexibility, Cost and Utilisation were continuously monitored and compared to established targets. Operational adjustments to the; reorder point, transportation modes and production capacity (where appropriate) for three independent supply chain roles were made and the degree of dynamic behaviour in the Supply Chain measured, using the ratio of the standard deviation of upstream demand relative to the standard deviation of the downstream demand. Factors employed to build the detailed model include: variable retail demand, order transmission, transportation delays, production delays, capacity constraints demand multipliers and demand averaging periods. Five dimensions of supply chain performance were monitored independently in three autonomous supply chain roles and operational settings adjusted accordingly. Uniqueness of this research stems from the application of the five SCOR performance attributes with modelled operational responses in a dynamic discrete event simulation model. This project makes its primary contribution to knowledge by measuring the impact, on supply chain dynamics, of applying a representative performance measurement system.

Optimization of chemical plant simulation using double collocation

A method has been constructed for the solution of a wide range of chemical plant simulation models including differential equations and optimization. Double orthogonal collocation on finite elements is applied to convert the model into an NLP problem that is solved either by the VF 13AD package based on successive quadratic programming, or by the GRG2 package, based on the generalized reduced gradient method. This approach is termed simultaneous optimization and solution strategy. The objective functional can contain integral terms. The state and control variables can have time delays. Equalities and inequalities containing state and control variables can be included into the model as well as algebraic equations and inequalities. The maximum number of independent variables is 2. Problems containing 3 independent variables can be transformed into problems having 2 independent variables using finite differencing. The maximum number of NLP variables and constraints is 1500. The method is also suitable for solving ordinary and partial differential equations. The state functions are approximated by a linear combination of Lagrange interpolation polynomials. The control function can either be approximated by a linear combination of Lagrange interpolation polynomials or by a piecewise constant function over finite elements. The number of internal collocation points can vary by finite elements. The residual error is evaluated at arbitrarily chosen equidistant grid-points, thus enabling the user to check the accuracy of the solution between collocation points, where the solution is exact. The solution functions can be tabulated. There is an option to use control vector parameterization to solve optimization problems containing initial value ordinary differential equations. When there are many differential equations or the upper integration limit should be selected optimally then this approach should be used. The portability of the package has been addressed converting the package from V AX FORTRAN 77 into IBM PC FORTRAN 77 and into SUN SPARC 2000 FORTRAN 77. Computer runs have shown that the method can reproduce optimization problems published in the literature. The GRG2 and the VF I 3AD packages, integrated into the optimization package, proved to be robust and reliable. The package contains an executive module, a module performing control vector parameterization and 2 nonlinear problem solver modules, GRG2 and VF I 3AD. There is a stand-alone module that converts the differential-algebraic optimization problem into a nonlinear programming problem.

Design of sway frames

The aim of the work presented in this thesis is to produce a direct method to design structures subject to deflection constraints at the working loads. The work carried out can be divided into four main parts. In the first part, a direct design procedure for plane steel frames subjected to sway limitations is proposed. The stiffness equations are modified so that the sway in each storey is equal to some specified values. The modified equations are then solved by iteration to calculate the cross-sectional properties of the columns as well as the other joint displacements. The beam sections are selected initially and then altered in an effort to reduce the total material cost of the frame. A linear extrapolation technique is used to reduce this cost. In this design, stability functions are used so that the effect of axial loads in the members are taken into consideration. The final reduced cost design is checked for strength requirements and the members are altered accordingly. In the second part, the design method is applied to the design of reinforced concrete frames in which the sway in the columns play an active part in the design criteria. The second moment of area of each column is obtained by solving the modified stiffness equations and then used to calculate the mlnlmum column depth required. Again the frame has to be checked for all the ultimate limit state load cases. In the third part, the method is generalised to design pin-jointed space frames for deflection limitatlions. In these the member areas are calculated so that the deflection at a specified joint is equal to its specified value. In the final part, the Lagrange multiplier technique is employed to obtain an optimum design for plane rigidly jointed steel frames. The iteration technique is used here to solve the modified stiffness equations as well as derivative equations obtained in accordance to the requirements of the optimisation method.

Repetition rate multiplication by phase-only filtering with multi-cavity optical structures

We propose several all-pass spectrally-periodic optical structures composed of simple optical cavities for the implementation of repetition rate multipliers of periodic pulse train with uniform output train envelope by phase-only filtering, and analyze them in terms of robustness and accuracy.

All-pass optical structures for repetition rate multiplication

We propose and analyze several simple all-pass spectrally-periodic optical structures, in terms of accuracy and robustness, for the implementation of repetition rate multipliers of periodic pulse train with uniform output train envelope, finding optimum solutions for multiplication factors of 3, 4, 6, and 12.

Certain Properties of Fractional Calculus Operators Associated with Generalized Mittag-Leffler Function

Mathematics Subject Classification: 26A33, 33E12, 33C20.

On a Differential Equation with Left and Right Fractional Derivatives

Mathematics Subject Classification: 26A33; 70H03, 70H25, 70S05; 49S05

Hamilton’s Principle with Variable Order Fractional Derivatives

MSC 2010: 26A33, 70H25, 46F12, 34K37 Dedicated to 80-th birthday of Prof. Rudolf Gorenflo

Nonlocal Boundary Value Problems for Two-Dimensional Potential Equation on a Rectangle

Иван Димовски, Юлиан Цанков - Предложено е разширение на принципa на Дюамел. За намиране на явно решение на нелокални гранични задачи от този тип е развито операционно смятане основано върху некласическа двумерна конволюция. Пример от такъв тип е задачата на Бицадзе-Самарски.

Principles of Extremum and Application to some Problems of Analysis

AMS subject classification: 41A17, 41A50, 49Kxx, 90C25.

Windowed-Wigner Representations, Interferences and Operators

2010 Mathematics Subject Classification: 42B10, 47A07, 35S05.

Calculus of Variations with Classical and Fractional Derivatives

MSC 2010: 49K05, 26A33

Lie-szimmetriák egy közgazdasági alkalmazása (An economic application of the Lie symmetries)

Ebben a tanulmányban ismertetjük a Nöther-tétel lényegi vonatkozásait, és kitérünk a Lie-szimmetriák értelmezésére abból a célból, hogy közgazdasági folyamatokra is alkalmazzuk a Lagrange-formalizmuson nyugvó elméletet. A Lie-szimmetriák dinamikai rendszerekre történő feltárása és viselkedésük jellemzése a legújabb kutatások eredményei e területen. Például Sen és Tabor (1990), Edward Lorenz (1963), a komplex kaotikus dinamika vizsgálatában jelent®s szerepet betöltő 3D modelljét, Baumann és Freyberger (1992) a két-dimenziós Lotka-Volterra dinamikai rendszert, és végül Almeida és Moreira (1992) a három-hullám interakciós problémáját vizsgálták a megfelelő Lie-szimmetriák segítségével. Mi most empirikus elemzésre egy közgazdasági dinamikai rendszert választottunk, nevezetesen Goodwin (1967) ciklusmodelljét. Ennek vizsgálatát tűztük ki célul a leírandó rendszer Lie-szimmetriáinak meghatározásán keresztül. / === / The dynamic behavior of a physical system can be frequently described very concisely by the least action principle. In the centre of its mathematical presentation is a specic function of coordinates and velocities, i.e., the Lagrangian. If the integral of the Lagrangian is stationary, then the system is moving along an extremal path through the phase space, and vice versa. It can be seen, that each Lie symmetry of a Lagrangian in general corresponds to a conserved quantity, and the conservation principle is explained by a variational symmetry related to a dynamic or geometrical symmetry. Briey, that is the meaning of Noether's theorem. This paper scrutinizes the substantial characteristics of Noether's theorem, interprets the Lie symmetries by PDE system and calculates the generators (symmetry vectors) on R. H. Goodwin's cyclical economic growth model. At first it will be shown that the Goodwin model also has a Lagrangian structure, therefore Noether's theorem can also be applied here. Then it is proved that the cyclical moving in his model derives from its Lie symmetries, i.e., its dynamic symmetry. All these proofs are based on the investigations of the less complicated Lotka Volterra model and those are extended to Goodwin model, since both models are one-to-one maps of each other. The main achievement of this paper is the following: Noether's theorem is also playing a crucial role in the mechanics of Goodwin model. It also means, that its cyclical moving is optimal. Generalizing this result, we can assert, that all dynamic systems' solutions described by first order nonlinear ODE system are optimal by the least action principle, if they have a Lagrangian.

An autoregressive conditional filtering process to remove intraday seasonal volatility and its application to testing the noisy rational expectations model

We develop a new autoregressive conditional process to capture both the changes and the persistency of the intraday seasonal (U-shape) pattern of volatility in essay 1. Unlike other procedures, this approach allows for the intraday volatility pattern to change over time without the filtering process injecting a spurious pattern of noise into the filtered series. We show that prior deterministic filtering procedures are special cases of the autoregressive conditional filtering process presented here. Lagrange multiplier tests prove that the stochastic seasonal variance component is statistically significant. Specification tests using the correlogram and cross-spectral analyses prove the reliability of the autoregressive conditional filtering process. In essay 2 we develop a new methodology to decompose return variance in order to examine the informativeness embedded in the return series. The variance is decomposed into the information arrival component and the noise factor component. This decomposition methodology differs from previous studies in that both the informational variance and the noise variance are time-varying. Furthermore, the covariance of the informational component and the noisy component is no longer restricted to be zero. The resultant measure of price informativeness is defined as the informational variance divided by the total variance of the returns. The noisy rational expectations model predicts that uninformed traders react to price changes more than informed traders, since uninformed traders cannot distinguish between price changes caused by information arrivals and price changes caused by noise. This hypothesis is tested in essay 3 using intraday data with the intraday seasonal volatility component removed, as based on the procedure in the first essay. The resultant seasonally adjusted variance series is decomposed into components caused by unexpected information arrivals and by noise in order to examine informativeness.

Robust and high current cold electron source based on carbon nanotube field emitters and electron multiplier microchannel plate

The aim of this research was to demonstrate a high current and stable field emission (FE) source based on carbon nanotubes (CNTs) and electron multiplier microchannel plate (MCP) and design efficient field emitters. In recent years various CNT based FE devices have been demonstrated including field emission displays, x-ray source and many more. However to use CNTs as source in high powered microwave (HPM) devices higher and stable current in the range of few milli-amperes to amperes is required. To achieve such high current we developed a novel technique of introducing a MCP between CNT cathode and anode. MCP is an array of electron multipliers; it operates by avalanche multiplication of secondary electrons, which are generated when electrons strike channel walls of MCP. FE current from CNTs is enhanced due to avalanche multiplication of secondary electrons and in addition MCP also protects CNTs from irreversible damage during vacuum arcing. Conventional MCP is not suitable for this purpose due to the lower secondary emission properties of their materials. To achieve higher and stable currents we have designed and fabricated a unique ceramic MCP consisting of high SEY materials. The MCP was fabricated utilizing optimum design parameters, which include channel dimensions and material properties obtained from charged particle optics (CPO) simulation. Child Langmuir law, which gives the optimum current density from an electron source, was taken into account during the system design and experiments. Each MCP channel consisted of MgO coated CNTs which was chosen from various material systems due to its very high SEY. With MCP inserted between CNT cathode and anode stable and higher emission current was achieved. It was ∼25 times higher than without MCP. A brighter emission image was also evidenced due to enhanced emission current. The obtained results are a significant technological advance and this research holds promise for electron source in new generation lightweight, efficient and compact microwave devices for telecommunications in satellites or space applications. As part of this work novel emitters consisting of multistage geometry with improved FE properties were was also developed.