A linear optimization approach to the combined production planning model

Two fundamental processes usually arise in the production planning of many industries. The first one consists of deciding how many final products of each type have to be produced in each period of a planning horizon, the well-known lot sizing problem. The other process consists of cutting raw materials in stock in order to produce smaller parts used in the assembly of final products, the well-studied cutting stock problem. In this paper the decision variables of these two problems are dependent of each other in order to obtain a global optimum solution. Setups that are typically present in lot sizing problems are relaxed together with integer frequencies of cutting patterns in the cutting problem. Therefore, a large scale linear optimizations problem arises, which is exactly solved by a column generated technique. It is worth noting that this new combined problem still takes the trade-off between storage costs (for final products and the parts) and trim losses (in the cutting process). We present some sets of computational tests, analyzed over three different scenarios. These results show that, by combining the problems and using an exact method, it is possible to obtain significant gains when compared to the usual industrial practice, which solve them in sequence. (C) 2010 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.

On certain new exact solutions of a diffusive predator-prey system

We construct exact solutions for a system of two coupled nonlinear partial differential equations describing the spatio-temporal dynamics of a predator-prey system where the prey per capita growth rate is subject to the Allee effect. Using the G'/G expansion method, we derive exact solutions to this model for two different wave speeds. For each wave velocity we report three different forms of solutions. We also discuss the biological relevance of the solutions obtained. © 2012 Elsevier B.V.

A semigroups theory approach to a model of suspension bridges

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Modeling gene expression regulatory networks with the sparse vector autoregressive model

Abstract Background To understand the molecular mechanisms underlying important biological processes, a detailed description of the gene products networks involved is required. In order to define and understand such molecular networks, some statistical methods are proposed in the literature to estimate gene regulatory networks from time-series microarray data. However, several problems still need to be overcome. Firstly, information flow need to be inferred, in addition to the correlation between genes. Secondly, we usually try to identify large networks from a large number of genes (parameters) originating from a smaller number of microarray experiments (samples). Due to this situation, which is rather frequent in Bioinformatics, it is difficult to perform statistical tests using methods that model large gene-gene networks. In addition, most of the models are based on dimension reduction using clustering techniques, therefore, the resulting network is not a gene-gene network but a module-module network. Here, we present the Sparse Vector Autoregressive model as a solution to these problems. Results We have applied the Sparse Vector Autoregressive model to estimate gene regulatory networks based on gene expression profiles obtained from time-series microarray experiments. Through extensive simulations, by applying the SVAR method to artificial regulatory networks, we show that SVAR can infer true positive edges even under conditions in which the number of samples is smaller than the number of genes. Moreover, it is possible to control for false positives, a significant advantage when compared to other methods described in the literature, which are based on ranks or score functions. By applying SVAR to actual HeLa cell cycle gene expression data, we were able to identify well known transcription factor targets. Conclusion The proposed SVAR method is able to model gene regulatory networks in frequent situations in which the number of samples is lower than the number of genes, making it possible to naturally infer partial Granger causalities without any a priori information. In addition, we present a statistical test to control the false discovery rate, which was not previously possible using other gene regulatory network models.

Mixed finite-element methods for elliptic convection-dominated problems arising in semiconductor physics

In this work we develop and analyze an adaptive numerical scheme for simulating a class of macroscopic semiconductor models. At first the numerical modelling of semiconductors is reviewed in order to classify the Energy-Transport models for semiconductors that are later simulated in 2D. In this class of models the flow of charged particles, that are negatively charged electrons and so-called holes, which are quasi-particles of positive charge, as well as their energy distributions are described by a coupled system of nonlinear partial differential equations. A considerable difficulty in simulating these convection-dominated equations is posed by the nonlinear coupling as well as due to the fact that the local phenomena such as "hot electron effects" are only partially assessable through the given data. The primary variables that are used in the simulations are the particle density and the particle energy density. The user of these simulations is mostly interested in the current flow through parts of the domain boundary - the contacts. The numerical method considered here utilizes mixed finite-elements as trial functions for the discrete solution. The continuous discretization of the normal fluxes is the most important property of this discretization from the users perspective. It will be proven that under certain assumptions on the triangulation the particle density remains positive in the iterative solution algorithm. Connected to this result an a priori error estimate for the discrete solution of linear convection-diffusion equations is derived. The local charge transport phenomena will be resolved by an adaptive algorithm, which is based on a posteriori error estimators. At that stage a comparison of different estimations is performed. Additionally a method to effectively estimate the error in local quantities derived from the solution, so-called "functional outputs", is developed by transferring the dual weighted residual method to mixed finite elements. For a model problem we present how this method can deliver promising results even when standard error estimator fail completely to reduce the error in an iterative mesh refinement process.

Verifikation der Niederschlagsvorhersage für Deutschland von 2001 - 2004

Die Verifikation numerischer Modelle ist für die Verbesserung der Quantitativen Niederschlagsvorhersage (QNV) unverzichtbar. Ziel der vorliegenden Arbeit ist die Entwicklung von neuen Methoden zur Verifikation der Niederschlagsvorhersagen aus dem regionalen Modell der MeteoSchweiz (COSMO-aLMo) und des Globalmodells des Europäischen Zentrums für Mittelfristvorhersage (engl.: ECMWF). Zu diesem Zweck wurde ein neuartiger Beobachtungsdatensatz für Deutschland mit stündlicher Auflösung erzeugt und angewandt. Für die Bewertung der Modellvorhersagen wurde das neue Qualitätsmaß „SAL“ entwickelt. Der neuartige, zeitlich und räumlich hoch-aufgelöste Beobachtungsdatensatz für Deutschland wird mit der während MAP (engl.: Mesoscale Alpine Program) entwickelten Disaggregierungsmethode erstellt. Die Idee dabei ist, die zeitlich hohe Auflösung der Radardaten (stündlich) mit der Genauigkeit der Niederschlagsmenge aus Stationsmessungen (im Rahmen der Messfehler) zu kombinieren. Dieser disaggregierte Datensatz bietet neue Möglichkeiten für die quantitative Verifikation der Niederschlagsvorhersage. Erstmalig wurde eine flächendeckende Analyse des Tagesgangs des Niederschlags durchgeführt. Dabei zeigte sich, dass im Winter kein Tagesgang existiert und dies vom COSMO-aLMo gut wiedergegeben wird. Im Sommer dagegen findet sich sowohl im disaggregierten Datensatz als auch im COSMO-aLMo ein deutlicher Tagesgang, wobei der maximale Niederschlag im COSMO-aLMo zu früh zwischen 11-14 UTC im Vergleich zu 15-20 UTC in den Beobachtungen einsetzt und deutlich um das 1.5-fache überschätzt wird. Ein neues Qualitätsmaß wurde entwickelt, da herkömmliche, gitterpunkt-basierte Fehlermaße nicht mehr der Modellentwicklung Rechnung tragen. SAL besteht aus drei unabhängigen Komponenten und basiert auf der Identifikation von Niederschlagsobjekten (schwellwertabhängig) innerhalb eines Gebietes (z.B. eines Flusseinzugsgebietes). Berechnet werden Unterschiede der Niederschlagsfelder zwischen Modell und Beobachtungen hinsichtlich Struktur (S), Amplitude (A) und Ort (L) im Gebiet. SAL wurde anhand idealisierter und realer Beispiele ausführlich getestet. SAL erkennt und bestätigt bekannte Modelldefizite wie das Tagesgang-Problem oder die Simulation zu vieler relativ schwacher Niederschlagsereignisse. Es bietet zusätzlichen Einblick in die Charakteristiken der Fehler, z.B. ob es sich mehr um Fehler in der Amplitude, der Verschiebung eines Niederschlagsfeldes oder der Struktur (z.B. stratiform oder kleinskalig konvektiv) handelt. Mit SAL wurden Tages- und Stundensummen des COSMO-aLMo und des ECMWF-Modells verifiziert. SAL zeigt im statistischen Sinne speziell für stärkere (und damit für die Gesellschaft relevante Niederschlagsereignisse) eine im Vergleich zu schwachen Niederschlägen gute Qualität der Vorhersagen des COSMO-aLMo. Im Vergleich der beiden Modelle konnte gezeigt werden, dass im Globalmodell flächigere Niederschläge und damit größere Objekte vorhergesagt werden. Das COSMO-aLMo zeigt deutlich realistischere Niederschlagsstrukturen. Diese Tatsache ist aufgrund der Auflösung der Modelle nicht überraschend, konnte allerdings nicht mit herkömmlichen Fehlermaßen gezeigt werden. Die im Rahmen dieser Arbeit entwickelten Methoden sind sehr nützlich für die Verifikation der QNV zeitlich und räumlich hoch-aufgelöster Modelle. Die Verwendung des disaggregierten Datensatzes aus Beobachtungen sowie SAL als Qualitätsmaß liefern neue Einblicke in die QNV und lassen angemessenere Aussagen über die Qualität von Niederschlagsvorhersagen zu. Zukünftige Anwendungsmöglichkeiten für SAL gibt es hinsichtlich der Verifikation der neuen Generation von numerischen Wettervorhersagemodellen, die den Lebenszyklus hochreichender konvektiver Zellen explizit simulieren.

Present state of global wetland extent and wetland methane modelling: conclusions from a model inter-comparison project (WETCHIMP)

Global wetlands are believed to be climate sensitive, and are the largest natural emitters of methane (CH4). Increased wetland CH4 emissions could act as a positive feedback to future warming. The Wetland and Wetland CH4 Inter-comparison of Models Project (WETCHIMP) investigated our present ability to simulate large-scale wetland characteristics and corresponding CH4 emissions. To ensure inter-comparability, we used a common experimental protocol driving all models with the same climate and carbon dioxide (CO2) forcing datasets. The WETCHIMP experiments were conducted for model equilibrium states as well as transient simulations covering the last century. Sensitivity experiments investigated model response to changes in selected forcing inputs (precipitation, temperature, and atmospheric CO2 concentration). Ten models participated, covering the spectrum from simple to relatively complex, including models tailored either for regional or global simulations. The models also varied in methods to calculate wetland size and location, with some models simulating wetland area prognostically, while other models relied on remotely sensed inundation datasets, or an approach intermediate between the two. Four major conclusions emerged from the project. First, the suite of models demonstrate extensive disagreement in their simulations of wetland areal extent and CH4 emissions, in both space and time. Simple metrics of wetland area, such as the latitudinal gradient, show large variability, principally between models that use inundation dataset information and those that independently determine wetland area. Agreement between the models improves for zonally summed CH4 emissions, but large variation between the models remains. For annual global CH4 emissions, the models vary by ±40% of the all-model mean (190 Tg CH4 yr−1). Second, all models show a strong positive response to increased atmospheric CO2 concentrations (857 ppm) in both CH4 emissions and wetland area. In response to increasing global temperatures (+3.4 °C globally spatially uniform), on average, the models decreased wetland area and CH4 fluxes, primarily in the tropics, but the magnitude and sign of the response varied greatly. Models were least sensitive to increased global precipitation (+3.9 % globally spatially uniform) with a consistent small positive response in CH4 fluxes and wetland area. Results from the 20th century transient simulation show that interactions between climate forcings could have strong non-linear effects. Third, we presently do not have sufficient wetland methane observation datasets adequate to evaluate model fluxes at a spatial scale comparable to model grid cells (commonly 0.5°). This limitation severely restricts our ability to model global wetland CH4 emissions with confidence. Our simulated wetland extents are also difficult to evaluate due to extensive disagreements between wetland mapping and remotely sensed inundation datasets. Fourth, the large range in predicted CH4 emission rates leads to the conclusion that there is both substantial parameter and structural uncertainty in large-scale CH4 emission models, even after uncertainties in wetland areas are accounted for.

Slope estimation in a parametric measurement error model: A simulation study

In regression analysis, covariate measurement error occurs in many applications. The error-prone covariates are often referred to as latent variables. In this proposed study, we extended the study of Chan et al. (2008) on recovering latent slope in a simple regression model to that in a multiple regression model. We presented an approach that applied the Monte Carlo method in the Bayesian framework to the parametric regression model with the measurement error in an explanatory variable. The proposed estimator applied the conditional expectation of latent slope given the observed outcome and surrogate variables in the multiple regression models. A simulation study was presented showing that the method produces estimator that is efficient in the multiple regression model, especially when the measurement error variance of surrogate variable is large.^

Timing of the most recent Neoglacial advance and retreat in Potter Cove, Antarctic Peninsula

The timing of the most recent Neoglacial advance in the Antarctic Peninsula is important for establishing global climate teleconnections and providing important post-glacial rebound corrections to gravity-based satellite measurements of ice loss. However, obtaining accurate ages from terrestrial geomorphic and sedimentary indicators of the most recent Neoglacial advance in Antarctica has been hampered by the lack of historical records and the difficulty of dating materials in Antarctica. Here we use a new approach to dating flights of raised beaches in the South Shetland Islands of the northern Antarctic Peninsula to bracket the age of a Neoglacial advance that occurred between 1500 and 1700 AD, broadly synchronous with compilations for the timing of the Little Ice Age in the northern hemisphere. Our approach is based on optically stimulated luminescence of the underside of buried cobbles to obtain the age of beaches previously shown to have been deposited immediately inside and outside the moraines of the most recent Neoglacial advance. In addition, these beaches mark the timing of an apparent change in the rate of isostatic rebound thought to be in response to the same glacial advance within the South Shetland Islands. We use a Maxwell viscoelastic model of glacial-isostatic adjustment (GIA) to determine whether the rates of uplift calculated from the raised beaches are realistic given the limited constraints on the ice advance during this most recent Neoglacial advance. Our rebound model suggests that the subsequent melting of an additional 16-22% increase in the volume of ice within the South Shetland Islands would result in a subsequent uplift rate of 12.5 mm/yr that lasted until 1840 AD resulting in a cumulative uplift of 2.5 m. This uplift rate and magnitude are in close agreement with observed rates and magnitudes calculated from the raised beaches since the most recent Neoglacial advance along the South Shetland Islands and falls within the range of uplift rates from similar settings such as Alaska.

Model-to-Code transformation from product-line architecture models to aspectJ

Software Product Line Engineering has significant advantages in family-based software development. The common and variable structure for all products of a family is defined through a Product-Line Architecture (PLA) that consists of a common set of reusable components and connectors which can be configured to build the different products. The design of PLA requires solutions for capturing such configuration (variability). The Flexible-PLA Model is a solution that supports the specification of external variability of the PLA configuration, as well as internal variability of components. However, a complete support for product-line development requires translating architecture specifications into code. This complex task needs automation to avoid human error. Since Model-Driven Development allows automatic code generation from models, this paper presents a solution to automatically generate AspectJ code from Flexible-PLA models previously configured to derive specific products. This solution is supported by a modeling framework and validated in a software factory.

Mathematical programming model for heat exchanger design through optimization of partial objectives

Mathematical programming can be used for the optimal design of shell-and-tube heat exchangers (STHEs). This paper proposes a mixed integer non-linear programming (MINLP) model for the design of STHEs, following rigorously the standards of the Tubular Exchanger Manufacturers Association (TEMA). Bell–Delaware Method is used for the shell-side calculations. This approach produces a large and non-convex model that cannot be solved to global optimality with the current state of the art solvers. Notwithstanding, it is proposed to perform a sequential optimization approach of partial objective targets through the division of the problem into sets of related equations that are easier to solve. For each one of these problems a heuristic objective function is selected based on the physical behavior of the problem. The global optimal solution of the original problem cannot be ensured even in the case in which each of the sub-problems is solved to global optimality, but at least a very good solution is always guaranteed. Three cases extracted from the literature were studied. The results showed that in all cases the values obtained using the proposed MINLP model containing multiple objective functions improved the values presented in the literature.

Bayesian error bars for regression

Regression problems are concerned with predicting the values of one or more continuous quantities, given the values of a number of input variables. For virtually every application of regression, however, it is also important to have an indication of the uncertainty in the predictions. Such uncertainties are expressed in terms of the error bars, which specify the standard deviation of the distribution of predictions about the mean. Accurate estimate of error bars is of practical importance especially when safety and reliability is an issue. The Bayesian view of regression leads naturally to two contributions to the error bars. The first arises from the intrinsic noise on the target data, while the second comes from the uncertainty in the values of the model parameters which manifests itself in the finite width of the posterior distribution over the space of these parameters. The Hessian matrix which involves the second derivatives of the error function with respect to the weights is needed for implementing the Bayesian formalism in general and estimating the error bars in particular. A study of different methods for evaluating this matrix is given with special emphasis on the outer product approximation method. The contribution of the uncertainty in model parameters to the error bars is a finite data size effect, which becomes negligible as the number of data points in the training set increases. A study of this contribution is given in relation to the distribution of data in input space. It is shown that the addition of data points to the training set can only reduce the local magnitude of the error bars or leave it unchanged. Using the asymptotic limit of an infinite data set, it is shown that the error bars have an approximate relation to the density of data in input space.

Global non-dynamic refinement of radial orbit error for altimetric earth satellites

The accuracy of altimetrically derived oceanographic and geophysical information is limited by the precision of the radial component of the satellite ephemeris. A non-dynamic technique is proposed as a method of reducing the global radial orbit error of altimetric satellites. This involves the recovery of each coefficient of an analytically derived radial error correction through a refinement of crossover difference residuals. The crossover data is supplemented by absolute height measurements to permit the retrieval of otherwise unobservable geographically correlated and linearly combined parameters. The feasibility of the radial reduction procedure is established upon application to the three day repeat orbit of SEASAT. The concept of arc aggregates is devised as a means of extending the method to incorporate longer durations, such as the 35 day repeat period of ERS-1. A continuous orbit is effectively created by including the radial misclosure between consecutive long arcs as an infallible observation. The arc aggregate procedure is validated using a combination of three successive SEASAT ephemerides. A complete simulation of the 501 revolution per 35 day repeat orbit of ERS-1 is derived and the recovery of the global radial orbit error over the full repeat period is successfully accomplished. The radial reduction is dependent upon the geographical locations of the supplementary direct height data. Investigations into the respective influences of various sites proposed for the tracking of ERS-1 by ground-based transponders are carried out. The potential effectiveness on the radial orbital accuracy of locating future tracking sites in regions of high latitudinal magnitude is demonstrated.

On an indirect integral equation approach for stationary heat transfer in semi-infinite layered domains in R3 with cavities

Regions containing internal boundaries such as composite materials arise in many applications.We consider a situation of a layered domain in IR3 containing a nite number of bounded cavities. The model is stationary heat transfer given by the Laplace equation with piecewise constant conductivity. The heat ux (a Neumann condition) is imposed on the bottom of the layered region and various boundary conditions are imposed on the cavities. The usual transmission (interface) conditions are satised at the interface layer, that is continuity of the solution and its normal derivative. To eciently calculate the stationary temperature eld in the semi-innite region, we employ a Green's matrix technique and reduce the problem to boundary integral equations (weakly singular) over the bounded surfaces of the cavities. For the numerical solution of these integral equations, we use Wienert's approach [20]. Assuming that each cavity is homeomorphic with the unit sphere, a fully discrete projection method with super-algebraic convergence order is proposed. A proof of an error estimate for the approximation is given as well. Numerical examples are presented that further highlights the eciency and accuracy of the proposed method.

A modified DEA model to estimate the importance of objectives with an application to agricultural economics

This paper demonstrates a connection between data envelopment analysis (DEA) and a non-interactive elicitation method to estimate the weights of objectives for decision-makers in a multiple attribute approach. This connection gives rise to a modified DEA model that allows us to estimate not only efficiency measures but also preference weights by radially projecting each unit onto a linear combination of the elements of the payoff matrix (which is obtained by standard multicriteria methods). For users of multiple attribute decision analysis the basic contribution of this paper is a new interpretation in terms of efficiency of the non-interactive methodology employed to estimate weights in a multicriteria approach. We also propose a modified procedure to calculate an efficient payoff matrix and a procedure to estimate weights through a radial projection rather than a distance minimization. For DEA users, we provide a modified DEA procedure to calculate preference weights and efficiency measures that does not depend on any observations in the dataset. This methodology has been applied to an agricultural case study in Spain.