989 resultados para Stochastic adding machine


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In this paper we present an analysis of the inductive reasoning of twelve secondary students in a mathematical problem-solving context. Students were proposed to justify what is the result of adding two even numbers. Starting from the theoretical framework, which is based on Pólya’s stages of inductive reasoning, and our empirical work, we created a category system that allowed us to make a qualitative data analysis. We show in this paper some of the results obtained in a previous study.

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This paper considers the problem of sequencing n jobs in a three-machine flow shop with the objective of minimizing the makespan, which is the completion time of the last job. An O(n log n) time heuristic that is based on Johnson's algorithm is presented. It is shown to generate a schedule with length at most 5/3 times that of an optimal schedule, thereby reducing the previous best available worst-case performance ratio of 2. An application to the general flow shop is also discussed.

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In many practical situations, batching of similar jobs to avoid setups is performed while constructing a schedule. This paper addresses the problem of non-preemptively scheduling independent jobs in a two-machine flow shop with the objective of minimizing the makespan. Jobs are grouped into batches. A sequence independent batch setup time on each machine is required before the first job is processed, and when a machine switches from processing a job in some batch to a job of another batch. Besides its practical interest, this problem is a direct generalization of the classical two-machine flow shop problem with no grouping of jobs, which can be solved optimally by Johnson's well-known algorithm. The problem under investigation is known to be NP-hard. We propose two O(n logn) time heuristic algorithms. The first heuristic, which creates a schedule with minimum total setup time by forcing all jobs in the same batch to be sequenced in adjacent positions, has a worst-case performance ratio of 3/2. By allowing each batch to be split into at most two sub-batches, a second heuristic is developed which has an improved worst-case performance ratio of 4/3. © 1998 The Mathematical Programming Society, Inc. Published by Elsevier Science B.V.

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The paper considers the open shop scheduling problem to minimize the make-span, provided that one of the machines has to process the jobs according to a given sequence. We show that in the preemptive case the problem is polynomially solvable for an arbitrary number of machines. If preemption is not allowed, the problem is NP-hard in the strong sense if the number of machines is variable, and is NP-hard in the ordinary sense in the case of two machines. For the latter case we give a heuristic algorithm that runs in linear time and produces a schedule with the makespan that is at most 5/4 times the optimal value. We also show that the two-machine problem in the nonpreemptive case is solvable in pseudopolynomial time by a dynamic programming algorithm, and that the algorithm can be converted into a fully polynomial approximation scheme. © 1998 John Wiley & Sons, Inc. Naval Research Logistics 45: 705–731, 1998

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This paper considers the problem of sequencing n jobs in a two‐machine re‐entrant shopwith the objective of minimizing the maximum completion time. The shop consists of twomachines, M1 and M2 , and each job has the processing route (M1 , M2 , M1 ). An O(n log n)time heuristic is presented which generates a schedule with length at most 4/3 times that ofan optimal schedule, thereby improving the best previously available worst‐case performanceratio of 3/2.

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This paper considers the problem of minimizing the schedule length of a two-machine shop in which not only can a job be assigned any of the two possible routes, but also the processing times depend on the chosen route. This problem is known to be NP-hard. We describe a simple approximation algorithm that guarantees a worst-case performance ratio of 2. We also present some modifications to this algorithm that improve its performance and guarantee a worst-case performance ratio of 3=2.

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The paper considers the three‐machine open shop scheduling problem to minimize themakespan. It is assumed that each job consists of at most two operations, one of which is tobe processed on the bottleneck machine, the same for all jobs. A new lower bound on theoptimal makespan is derived, and a linear‐time algorithm for finding an optimalnon‐preemptive schedule is presented.

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The space–time dynamics of rigid inhomogeneities (inclusions) free to move in a randomly fluctuating fluid bio-membrane is derived and numerically simulated as a function of the membrane shape changes. Both vertically placed (embedded) inclusions and horizontally placed (surface) inclusions are considered. The energetics of the membrane, as a two-dimensional (2D) meso-scale continuum sheet, is described by the Canham–Helfrich Hamiltonian, with the membrane height function treated as a stochastic process. The diffusion parameter of this process acts as the link coupling the membrane shape fluctuations to the kinematics of the inclusions. The latter is described via Ito stochastic differential equation. In addition to stochastic forces, the inclusions also experience membrane-induced deterministic forces. Our aim is to simulate the diffusion-driven aggregation of inclusions and show how the external inclusions arrive at the sites of the embedded inclusions. The model has potential use in such emerging fields as designing a targeted drug delivery system.

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The paper describes an implicit finite difference approach to the pricing of American options on assets with a stochastic volatility. A multigrid procedure is described for the fast iterative solution of the discrete linear complementarity problems that result. The accuracy and performance of this approach is improved considerably by a strike-price related analytic transformation of asset prices and adaptive time-stepping.

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The key problems in discussing stochastic monotonicity and duality for continuous time Markov chains are to give the criteria for existence and uniqueness and to construct the associated monotone processes in terms of their infinitesimal q -matrices. In their recent paper, Chen and Zhang [6] discussed these problems under the condition that the given q-matrix Q is conservative. The aim of this paper is to generalize their results to a more general case, i.e., the given q-matrix Q is not necessarily conservative. New problems arise 'in removing the conservative assumption. The existence and uniqueness criteria for this general case are given in this paper. Another important problem, the construction of all stochastically monotone Q-processes, is also considered.

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In this paper we discuss the relationship and characterization of stochastic comparability, duality, and Feller–Reuter–Riley transition functions which are closely linked with each other for continuous time Markov chains. A necessary and sufficient condition for two Feller minimal transition functions to be stochastically comparable is given in terms of their density q-matrices only. Moreover, a necessary and sufficient condition under which a transition function is a dual for some stochastically monotone q-function is given in terms of, again, its density q-matrix. Finally, for a class of q-matrices, the necessary and sufficient condition for a transition function to be a Feller–Reuter–Riley transition function is also given.

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Sufficient conditions for the exponential stability of a class ofnonlinear, non-autonomous stochastic differential equations in infinitedimensions are studied. The analysis consists of introducing a suitableapproximating solution systems and using a limiting argument to pass onstability of strong solutions to mild ones. As a consequence, the classicalcriteriaof stability in A. Ichikawa [8] are improved and extended to cover a class ofnon-autonomous stochastic evolution equations.Two examples are investigated to illustrate our theory.