On Queueinginventory Models – product form solution; reservation, Cancellation and common life time

Queueing theory is the mathematical study of ‘queue’ or ‘waiting lines’ where an item from inventory is provided to the customer on completion of service. A typical queueing system consists of a queue and a server. Customers arrive in the system from outside and join the queue in a certain way. The server picks up customers and serves them according to certain service discipline. Customers leave the system immediately after their service is completed. For queueing systems, queue length, waiting time and busy period are of primary interest to applications. The theory permits the derivation and calculation of several performance measures including the average waiting time in the queue or the system, mean queue length, traffic intensity, the expected number waiting or receiving service, mean busy period, distribution of queue length, and the probability of encountering the system in certain states, such as empty, full, having an available server or having to wait a certain time to be served.

Hybrid formulation solution for stress analysis of curved pipes with welded bending joints

A method is presented for evaluating the stress intensity factor of part-through cracks in a thin pipe elbow. A hybrid formulation solution is used to evaluate the stress field close to the crack area. The stress field values are then inputted into a previously developed method published in the literature to evaluate the stress intensity factor in cylindrical shells. Results from cylindrical shells with part-through cracks are extended to double-curvature pipe configurations that contain the same kind of flaw.

Simplified design method for energy dissipating devices in retrofitting of seismically isolated bridges

Abstract: Highway bridges have great values in a country because in case of any natural disaster they may serve as lines to save people’s lives. Being vulnerable under significant seismic loads, different methods can be considered to design resistant highway bridges and rehabilitate the existing ones. In this study, base isolation has been considered as one efficient method in this regards which in some cases reduces significantly the seismic load effects on the structure. By reducing the ductility demand on the structure without a notable increase of strength, the structure is designed to remain elastic under seismic loads. The problem associated with the isolated bridges, especially with elastomeric bearings, can be their excessive displacements under service and seismic loads. This can defy the purpose of using elastomeric bearings for small to medium span typical bridges where expansion joints and clearances may result in significant increase of initial and maintenance cost. Thus, supplementing the structure with dampers with some stiffness can serve as a solution which in turn, however, may increase the structure base shear. The main objective of this thesis is to provide a simplified method for the evaluation of optimal parameters for dampers in isolated bridges. Firstly, performing a parametric study, some directions are given for the use of simple isolation devices such as elastomeric bearings to rehabilitate existing bridges with high importance. Parameters like geometry of the bridge, code provisions and the type of soil on which the structure is constructed have been introduced to a typical two span bridge. It is concluded that the stiffness of the substructure, soil type and special provisions in the code can determine the employment of base isolation for retrofitting of bridges. Secondly, based on the elastic response coefficient of isolated bridges, a simplified design method of dampers for seismically isolated regular highway bridges has been presented in this study. By setting objectives for reduction of displacement and base shear variation, the required stiffness and damping of a hysteretic damper can be determined. By modelling a typical two span bridge, numerical analyses have followed to verify the effectiveness of the method. The method has been used to identify equivalent linear parameters and subsequently, nonlinear parameters of hysteretic damper for various designated scenarios of displacement and base shear requirements. Comparison of the results of the nonlinear numerical model without damper and with damper has shown that the method is sufficiently accurate. Finally, an innovative and simple hysteretic steel damper was designed. Five specimens were fabricated from two steel grades and were tested accompanying a real scale elastomeric isolator in the structural laboratory of the Université de Sherbrooke. The test procedure was to characterize the specimens by cyclic displacement controlled tests and subsequently to test them by real-time dynamic substructuring (RTDS) method. The test results were then used to establish a numerical model of the system which went through nonlinear time history analyses under several earthquakes. The outcome of the experimental and numerical showed an acceptable conformity with the simplified method.

Attack simulation based software protection assessment method

Software protection is an essential aspect of information security to withstand malicious activities on software, and preserving software assets. However, software developers still lacks a methodology for the assessment of the deployed protections. To solve these issues, we present a novel attack simulation based software protection assessment method to assess and compare various protection solutions. Our solution relies on Petri Nets to specify and visualize attack models, and we developed a Monte Carlo based approach to simulate attacking processes and to deal with uncertainty. Then, based on this simulation and estimation, a novel protection comparison model is proposed to compare different protection solutions. Lastly, our attack simulation based software protection assessment method is presented. We illustrate our method by means of a software protection assessment process to demonstrate that our approach can provide a suitable software protection assessment for developers and software companies.

The parallel solution of early-exercise Asian options with stochastic volatility

This paper describes an parallel semi-Lagrangian finite difference approach to the pricing of early exercise Asian 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. Asian options are contingent claims with payoffs that depend on the average price of an asset over some time interval. The payoff may depend on this average and a fixed strike price (Fixed Strike Asians) or it may depend on the average and the asset price (Floating Strike Asians). The option may also permit early exercise (American contract) or confine the holder to a fixed exercise date (European contract). The Fixed Strike Asian with early exercise is considered here where continuous arithmetic averaging has been used. Pricing such an option where the asset price has a stochastic volatility leads to the requirement to solve a tri-variate partial differential inequation in the three state variables of asset price, average price and volatility (or equivalently, variance). The similarity transformations [6] used with Floating Strike Asian options to reduce the dimensionality of the problem are not applicable to Fixed Strikes and so the numerical solution of a tri-variate problem is necessary. The computational challenge is to provide accurate solutions sufficiently quickly to support realtime trading activities at a reasonable cost in terms of hardware requirements.

Enraizamento de mini-estacas de jabuticabeiras, pitangueira, araçazeiro amarelo e sete capoteiro

The most native fruit trees are belonging to Myrtaceae family, which it have as main marketing potential their fruit. Despite the wide acceptance of the fruits of these native fruit cultura, the establishment of commercial orchards is still necessary, because if it prevails extraction in the forest. To start the cultivo in the orchard, the first point is on the mother plant choice, which should provide superior characteristics when compared to other genotypes. Then, it is necessary to choose the method to can produce satisfactory amount of seedlings and preferably without it to lose the mother plant characteristics. For this, it adopts the asexual thechniques, with option for grafting, cuttings and air layering. These techniques when tested with native fruits tree, it proved limiting in theses results, with this, it should to test other it to recommend its use, especially, those fruit native of higher potential as jabuticaba tree, pitanga tree, sete capote tree and araça amarelo tree. The aim of this study was to test the use of asexual propagation through mini-cuttings in these native fruit trees, according to the time of collection, the mini-cutting length and concentration of IBA, as well as, it to relate the results of rooting with tryptophan extracted at certain times. The work was carried out at Universidade Tecnológica Federal do Paraná – Câmpus Dois Vizinhos, Brazil. The samples were collected each two months. The mini-cutting were prepared with 6 or 8 cm, with a pair of leaves reduced to 25% of the original size. The mini-cuttings had their base immersed in liquid solution of indole-butyric acid (IBA) in the concentrations of 0, 3000 and 6000 mg L-1 and then were placed in tubes containing commercial substrate. The experimental design was completely randomized with factorial 2 x 3 x 6 (mini-cutting length x IBA concentration x time of collection), with four replications, it being each plot varied according to the amount of shoots obtained by period time. After 120 days, the rooting and callus formation (%), average number of roots per mini-cutting and the average length of the roots were evaluated. After 60 days of these evaluations, the survival of mini-cuttings rooted after transplant was evaluated. It was evaluated also the production of mini-cuttings of each size in each period time. At the end of the experiment it was evaluated the percentage of survival of mother plantlets. For analysis of tryptophan was used materials branches, leaves and twigs with leaves, taken from the materials used for the production of mini-cutting. It was recommended for hybrid jabuticaba tree the use mini-cutting with eight cm, treated with 6000 mg L-1 of IBA and collected in June. For jabuticaba tree of cabinho and araça amarelo tree the period for propagation by mini-cuttings should be in August, regardless of IBA concentration and length of the mini-cutting. In the jabuticaba tree sabara and sete capote tree is important to obtain more satisfactory results realized the collect in October or December, with the same independence of other levels tested in other factors. However, for sete capote tree should test other techniques to increase the efficiency of propagation. And with pitanga tree recommended to the collection in June, but with 6cm the application of 3000 mg L-1 of IBA and 8 cm with 6000 mg L-1 of IBA.

Multiple-Retrieval Case-Based Reasoning for Course Timetabling Problems

The structured representation of cases by attribute graphs in a Case-Based Reasoning (CBR) system for course timetabling has been the subject of previous research by the authors. In that system, the case base is organised as a decision tree and the retrieval process chooses those cases which are sub attribute graph isomorphic to the new case. The drawback of that approach is that it is not suitable for solving large problems. This paper presents a multiple-retrieval approach that partitions a large problem into small solvable sub-problems by recursively inputting the unsolved part of the graph into the decision tree for retrieval. The adaptation combines the retrieved partial solutions of all the partitioned sub-problems and employs a graph heuristic method to construct the whole solution for the new case. We present a methodology which is not dependant upon problem specific information and which, as such, represents an approach which underpins the goal of building more general timetabling systems. We also explore the question of whether this multiple-retrieval CBR could be an effective initialisation method for local search methods such as Hill Climbing, Tabu Search and Simulated Annealing. Significant results are obtained from a wide range of experiments. An evaluation of the CBR system is presented and the impact of the approach on timetabling research is discussed. We see that the approach does indeed represent an effective initialisation method for these approaches.

Multiple-retrieval case-based reasoning for course timetabling problems

The structured representation of cases by attribute graphs in a Case-Based Reasoning (CBR) system for course timetabling has been the subject of previous research by the authors. In that system, the case base is organised as a decision tree and the retrieval process chooses those cases which are sub attribute graph isomorphic to the new case. The drawback of that approach is that it is not suitable for solving large problems. This paper presents a multiple-retrieval approach that partitions a large problem into small solvable sub-problems by recursively inputting the unsolved part of the graph into the decision tree for retrieval. The adaptation combines the retrieved partial solutions of all the partitioned sub-problems and employs a graph heuristic method to construct the whole solution for the new case. We present a methodology which is not dependant upon problem specific information and which, as such, represents an approach which underpins the goal of building more general timetabling systems. We also explore the question of whether this multiple-retrieval CBR could be an effective initialisation method for local search methods such as Hill Climbing, Tabu Search and Simulated Annealing. Significant results are obtained from a wide range of experiments. An evaluation of the CBR system is presented and the impact of the approach on timetabling research is discussed. We see that the approach does indeed represent an effective initialisation method for these approaches.

High-temperature superconductivity in the two-dimensional t-J model: Gutzwiller wavefunction solution

A systematic diagrammatic expansion for Gutzwiller wavefunctions (DE-GWFs) proposed very recently is used for the description of the superconducting (SC) ground state in the two-dimensional square-lattice t-J model with the hopping electron amplitudes t (and t') between nearest (and next-nearest) neighbors. For the example of the SC state analysis we provide a detailed comparison of the method's results with those of other approaches. Namely, (i) the truncated DE-GWF method reproduces the variational Monte Carlo (VMC) results and (ii) in the lowest (zeroth) order of the expansion the method can reproduce the analytical results of the standard Gutzwiller approximation (GA), as well as of the recently proposed 'grand-canonical Gutzwiller approximation' (called either GCGA or SGA). We obtain important features of the SC state. First, the SC gap at the Fermi surface resembles a d(x2-y2) wave only for optimally and overdoped systems, being diminished in the antinodal regions for the underdoped case in a qualitative agreement with experiment. Corrections to the gap structure are shown to arise from the longer range of the real-space pairing. Second, the nodal Fermi velocity is almost constant as a function of doping and agrees semi-quantitatively with experimental results. Third, we compare the

Hierarchical Reconstruction Method for Solving Ill-posed Linear Inverse Problems

We present a detailed analysis of the application of a multi-scale Hierarchical Reconstruction method for solving a family of ill-posed linear inverse problems. When the observations on the unknown quantity of interest and the observation operators are known, these inverse problems are concerned with the recovery of the unknown from its observations. Although the observation operators we consider are linear, they are inevitably ill-posed in various ways. We recall in this context the classical Tikhonov regularization method with a stabilizing function which targets the specific ill-posedness from the observation operators and preserves desired features of the unknown. Having studied the mechanism of the Tikhonov regularization, we propose a multi-scale generalization to the Tikhonov regularization method, so-called the Hierarchical Reconstruction (HR) method. First introduction of the HR method can be traced back to the Hierarchical Decomposition method in Image Processing. The HR method successively extracts information from the previous hierarchical residual to the current hierarchical term at a finer hierarchical scale. As the sum of all the hierarchical terms, the hierarchical sum from the HR method provides an reasonable approximate solution to the unknown, when the observation matrix satisfies certain conditions with specific stabilizing functions. When compared to the Tikhonov regularization method on solving the same inverse problems, the HR method is shown to be able to decrease the total number of iterations, reduce the approximation error, and offer self control of the approximation distance between the hierarchical sum and the unknown, thanks to using a ladder of finitely many hierarchical scales. We report numerical experiments supporting our claims on these advantages the HR method has over the Tikhonov regularization method.

Guiding Monte Carlo tree searches with neural networks in the game of go

A dissertation submitted in fulfillment of the requirements to the degree of Master in Computer Science and Computer Engineering

Preliminary evaluation of macadamia rootstocks for yield and tree height

Rootstock has profound effects on traits such as yield and tree size in various horticultural industries, however relatively little is known about rootstock effects for macadamia. In this study, 12 cultivars were propagated as open-pollinated seedling and clonal rootstocks, and own-rooted cuttings. The same cultivars were also used as scions, and grafted to a subset of rootstocks, then planted at four trial locations. In this preliminary analysis, rootstock accounted for 19% of the variance in yield compared with 72% for scion, and 23% in height compared with 72% for scion. There was no interaction between rootstock and scion for yield, and only a small effect for height. The interaction between rootstock and propagation method (seedling, clonal, own roots) was not significant for height. A small effect was observed for yield, with the own roots treatment producing significantly lower yield than grafted trees for all rootstock cultivars except 'HAES 849'. 'H2' seedling rootstock produced a cumulative yield to age 10 years of 11.1 kg tree -1 compared to the highest yield of 13.6 kg tree -1 for 'Beaumont' clonal rootstocks. 'H2' seedling rootstock produced 4.8 m trees at age 11 years, compared to the smallest grafted tree which was 'HAES 849' seedling at 4.7 m.

Design and stability study of a paediatric oral solution of methotrexate 2mg/ml

International audience

Fully Anisotropic Solution of the Three Dimensional Boltzmann Transport Equation

The development of accurate modeling techniques for nanoscale thermal transport is an active area of research. Modern day nanoscale devices have length scales of tens of nanometers and are prone to overheating, which reduces device performance and lifetime. Therefore, accurate temperature profiles are needed to predict the reliability of nanoscale devices. The majority of models that appear in the literature obtain temperature profiles through the solution of the Boltzmann transport equation (BTE). These models often make simplifying assumptions about the nature of the quantized energy carriers (phonons). Additionally, most previous work has focused on simulation of planar two dimensional structures. This thesis presents a method which captures the full anisotropy of the Brillouin zone within a three dimensional solution to the BTE. The anisotropy of the Brillouin zone is captured by solving the BTE for all vibrational modes allowed by the Born Von-Karman boundary conditions.

Desenvolvimento de um aditivo natural à base de catequina: otimização da extração e estabilização a partir de frutos de Arbutus unedo L.

The common Mediterranean ornamental strawberry-tree (Arbutus unedo L.) produces an edible reddish sweet berry that is found to be bland and tasteless unless it is consumed overripe, otherwise it is discarded or used as basic agricultural sub residue. The bioactive properties of this fruit have been reported and related with phenolic compounds, mainly flavan-3-ols, such as catechin and procyanidins, which has opened the opportunity to exploit their extraction from alternative sources.The common Mediterranean ornamental strawberry-tree (Arbutus unedo L.) produces an edible reddish sweet berry that is found to be bland and tasteless unless it is consumed overripe, otherwise it is discarded or used as basic agricultural sub residue. The bioactive properties of this fruit have been reported and related with phenolic compounds, mainly flavan-3-ols, such as catechin and procyanidins, which has opened the opportunity to exploit their extraction from alternative sources. This study compares and optimizes the maceration, microwave and ultrasound extraction techniques in the recovery of a catechin extract from Arbutus unedo L. fruits and evaluate the stability of flavan-3-ols during storage and application processes. To obtain conditions that maximize the catechin extraction yield, a response surface methodology was used. Maceration and microwave extractions were found to be the most effective methods, capable of yielding 1.38±0.1 and 1.70±0.3 mg of catechin/g dry weight (dw) in the corresponding optimal extraction conditions. The optimal conditions for maceration were 93.2±3.7 min, 79.6±5.2 ºC and 23.1±3.7 % of ethanol, while for the microwave extraction were 42.2±4.1 min, 137.1±8.1 ºC and 12.1±1.1 % of ethanol. The microwave system was a quicker solution, conducting to slightly higher yields of catechin than maceration, but this one needed lower temperatures to reach similar yields. The ultrasound method was the least effective solution in terms of catechin yield extraction (0.71±0.1 mg/g at 42.4±3.6 min, 314.9±21.2 W and 40.3±3.8 %. ethanol). The stability was tested with of the catechin-enriched extract (60% flavan-3-ols and 22% catechin), obtained under the best maceration conditions, was tested. Therefore, catechin-enriched extracts were submitted to physical and chemical stability studies, considering the main affecting variables (time, temperature and pH): i) a stability study of the extracts during storage as powder system; and ii) a stability study of the extracts in simulated food environment (aqueous solution system). The measured responses were the flavan-3-ols and catechin contents, determined by HPLC-DAD, and the antioxidant activity of the extracts evaluated by hydrophilic assays. Mechanistic and phenomenological equations were used to describe the responses, and the optimal conditions for flavan-3-ols (including catechin) stability as powder extract during a month were pH= 5.4 and T= -20ºC; while its stability in aqueous solution remained during the 24 h of application at pH<4 and T<30ºC. This study compares and optimizes the maceration, microwave and ultrasound extraction techniques in the recovery of a catechin extract from Arbutus unedo L. fruits and evaluate the stability of flavan-3-ols during storage and application processes. To obtain conditions that maximize the catechin extraction yield, a response surface methodology was used. Maceration and microwave extractions were found to be the most effective methods, capable of yielding 1.38±0.1 and 1.70±0.3 mg of catechin/g dry weight (dw) in the corresponding optimal extraction conditions. The optimal conditions for maceration were 93.2±3.7 min, 79.6±5.2 ºC and 23.1±3.7 % of ethanol, while for the microwave extraction were 42.2±4.1 min, 137.1±8.1 ºC and 12.1±1.1 % of ethanol. The microwave system was a quicker solution, conducting to slightly higher yields of catechin than maceration, but this one needed lower temperatures to reach similar yields. The ultrasound method was the least effective solution in terms of catechin yield extraction (0.71±0.1 mg/g at 42.4±3.6 min, 314.9±21.2 W and 40.3±3.8 %. ethanol). The stability was tested with of the catechin-enriched extract (60% flavan-3-ols and 22% catechin), obtained under the best maceration conditions, was tested. Therefore, catechin-enriched extracts were submitted to physical and chemical stability studies, considering the main affecting variables (time, temperature and pH): i) a stability study of the extracts during storage as powder system; and ii) a stability study of the extracts in simulated food environment (aqueous solution system). The measured responses were the flavan-3-ols and catechin contents, determined by HPLC-DAD, and the antioxidant activity of the extracts evaluated by hydrophilic assays. Mechanistic and phenomenological equations were used to describe the responses, and the optimal conditions for flavan-3-ols (including catechin) stability as powder extract during a month were pH= 5.4 and T= -20ºC; while its stability in aqueous solution remained during the 24 h of application at pH<4 and T<30ºC.