An Indirect Genetic Algorithm for a Nurse Scheduling Problem

This paper describes a Genetic Algorithms approach to a manpower-scheduling problem arising at a major UK hospital. Although Genetic Algorithms have been successfully used for similar problems in the past, they always had to overcome the limitations of the classical Genetic Algorithms paradigm in handling the conflict between objectives and constraints. The approach taken here is to use an indirect coding based on permutations of the nurses, and a heuristic decoder that builds schedules from these permutations. Computational experiments based on 52 weeks of live data are used to evaluate three different decoders with varying levels of intelligence, and four well-known crossover operators. Results are further enhanced by introducing a hybrid crossover operator and by making use of simple bounds to reduce the size of the solution space. The results reveal that the proposed algorithm is able to find high quality solutions and is both faster and more flexible than a recently published Tabu Search approach.

Equilibration of quantum gases

Finding equilibration times is a major unsolved problem in physics with few analytical results. Here we look at equilibration times for quantum gases of bosons and fermions in the regime of negligibly weak interactions, a setting which not only includes paradigmatic systems such as gases confined to boxes, but also Luttinger liquids and the free superfluid Hubbard model. To do this, we focus on two classes of measurements: (i) coarse-grained observables, such as the number of particles in a region of space, and (ii) few-mode measurements, such as phase correlators.Weshow that, in this setting, equilibration occurs quite generally despite the fact that the particles are not interacting. Furthermore, for coarse-grained measurements the timescale is generally at most polynomial in the number of particles N, which is much faster than previous general upper bounds, which were exponential in N. For local measurements on lattice systems, the timescale is typically linear in the number of lattice sites. In fact, for one-dimensional lattices, the scaling is generally linear in the length of the lattice, which is optimal. Additionally, we look at a few specific examples, one of which consists ofNfermions initially confined on one side of a partition in a box. The partition is removed and the fermions equilibrate extremely quickly in time O(1 N).

The Southeast Indian Ridge between 88°E and 118°E: Gravity anomalies and crustal accretion at intermediate spreading rates

Although slow spreading ridges characterized by a deep axial valley and fast spreading ridges characterized by an axial bathymetric high have been extensively studied, the transition between these two modes of axial morphology is not well understood. We conducted a geophysical-survey of the intermediate spreading rate Southeast Indian Ridge between 88 degrees E and 118 degrees E, a 2300-km-long section of the ridge located between the Amsterdam hot spot and the Australian-Antarctic Discordance where satellite gravity data suggest that the Southeast Indian Ridge (SEIR) undergoes a change from an axial high in the west to an axial valley in the east. A basic change in axial morphology is found near 103 degrees 30'E in the shipboard data; the axis to the west is marked by an axial high, while a valley is found to the east. Although a well-developed axial high, characteristic of the East Pacific Rise (EPR), is occasionally present, the more common observation is a rifted high that is lower and pervasively faulted, sometimes with significant (> 50 m throw) faults within a kilometer of the axis. A shallow axial valley (< 700 m deep) is observed from 104 degrees E to 114 degrees E with a sudden change to a deep (>1200 m deep) valley across a transform at 114 degrees E. The changes in axial morphology along the SEIR are accompanied by a 500 m increase in near-axis ridge flank depth from 2800 m near 88 degrees E to 3300 m near 114 degrees E and by a 50 mGal increase in the regional level of mantle Bouguer gravity anomalies over the same distance, The regional changes in depth and mantle Bouguer anomaly (MBA) gravity can be both explained by a 1.7-2.4 km change in crustal thickness or by a mantle temperature change of 50 degrees C-90 degrees C. In reality, melt supply (crustal thickness) and mantle temperature are linked, so that changes in both may occur simultaneously and these estimates serve as upper bounds. The along-axis MBA gradient is not uniform. Pronounced steps in the regional level of the MBA gravity occur at 103 degrees 30'E-104 degrees E and at 114 degrees E-116 degrees E and correspond to the changes in the nature of the axial morphology and in the amplitude of abyssal hill morphology suggesting that the different forms of morphology do not grade into each other but rather represent distinctly different forms of axial (s)tructure and tectonics with a sharp transition between them. The change from an axial high to an axial valley requires a threshold effect in which the strength of the lithosphere changes quickly. The presence or absence of a quasi-steady state magma chamber may provide such a mechanism. The different forms of axial morphology are also associated with different intrasegment MBA gravity patterns. Segments with an axial high have an MBA low located at a depth minimum near the center of the segment, At EPR-like segments, the MBA low is about 10 mGal with along-axis gradients of 0.15-0.25 mGal/km, similar to those observed at the EPR, Rifted highs have a shallower low and lower gradients suggesting an attenuated composite magma chamber and a reduced and perhaps episodic melt supply. Segments with a shallow axial valley have very flat along-axis MBA profiles with little correspondence between axial depth and axial MBA gravity.

EL BIBLIOTECÓLOGO FRENTE A LA REVOLUCION DE LA INFORMACIÓN

El panorama que se tiene es difícil de enfrentar en un mundo de pasos gigantescos en donde el avance de la tecnología se ve todos los días. Los problemas que presentan las unidades de información documental como presupuesto, personal y espacio físico, además de un usuario líder en el manejo de Internet y la cantidad de información que está disponible para todos en la red mundial, es un reto que debe desafiar el bibliotecólogo actual, en un mundo de cambios constantes y que son difíciles de alcanzar, pero que deben ser la meta de todo profesional en el área.El bibliotecólogo como un profesional destacado en el manejo de la información, debe estar al día en los últimos adelantos tecnológicos para manipular la inmensa cantidad de documentación que está en los centros en forma impresa, así como aquella que está en el mundo viajando por autopistas electrónicas y algunas veces sin control.Hoy todavía no se ha olvidado la impresión en papel, pero sí se está viviendo un cambio fuerte en la forma de enviar los productos y servicios que se deben brindar en una unidad de información, sea ésta de ente público o privado, especializada o general.El mundo nos pide un cambio y un acelerado proceso en nuestras mentes que asimile parte de este desarrollo globalizado que la sociedad está viviendo a pasos gigantescos.

Pricing derivatives with stochastic volatility

This Ph.D. thesis contains 4 essays in mathematical finance with a focus on pricing Asian option (Chapter 4), pricing futures and futures option (Chapter 5 and Chapter 6) and time dependent volatility in futures option (Chapter 7). In Chapter 4, the applicability of the Albrecher et al.(2005)'s comonotonicity approach was investigated in the context of various benchmark models for equities and com- modities. Instead of classical Levy models as in Albrecher et al.(2005), the focus is the Heston stochastic volatility model, the constant elasticity of variance (CEV) model and the Schwartz (1997) two-factor model. It is shown that the method delivers rather tight upper bounds for the prices of Asian Options in these models and as a by-product delivers super-hedging strategies which can be easily implemented. In Chapter 5, two types of three-factor models were studied to give the value of com- modities futures contracts, which allow volatility to be stochastic. Both these two models have closed-form solutions for futures contracts price. However, it is shown that Model 2 is better than Model 1 theoretically and also performs very well empiri- cally. Moreover, Model 2 can easily be implemented in practice. In comparison to the Schwartz (1997) two-factor model, it is shown that Model 2 has its unique advantages; hence, it is also a good choice to price the value of commodity futures contracts. Fur- thermore, if these two models are used at the same time, a more accurate price for commodity futures contracts can be obtained in most situations. In Chapter 6, the applicability of the asymptotic approach developed in Fouque et al.(2000b) was investigated for pricing commodity futures options in a Schwartz (1997) multi-factor model, featuring both stochastic convenience yield and stochastic volatility. It is shown that the zero-order term in the expansion coincides with the Schwartz (1997) two-factor term, with averaged volatility, and an explicit expression for the first-order correction term is provided. With empirical data from the natural gas futures market, it is also demonstrated that a significantly better calibration can be achieved by using the correction term as compared to the standard Schwartz (1997) two-factor expression, at virtually no extra effort. In Chapter 7, a new pricing formula is derived for futures options in the Schwartz (1997) two-factor model with time dependent spot volatility. The pricing formula can also be used to find the result of the time dependent spot volatility with futures options prices in the market. Furthermore, the limitations of the method that is used to find the time dependent spot volatility will be explained, and it is also shown how to make sure of its accuracy.

Effective Approaches to Enhancing the Social Dimension of Higher Education

Despite all intentions in the course of the Bologna Process and decades of investment into improving the social dimension, results in many national and international studies show that inequity remains stubbornly persistent, and that inequity based on socio-economic status, parental education, gender, country-of-origin, rural background and more continues to prevail in our Higher Education systems and at the labour market. While improvement has been shown, extrapolation of the gains of the last 40 years in the field show that it could take over 100 years for disadvantaged groups to catch up with their more advantaged peers, should the current rate of improvement be maintained. Many of the traditional approaches to improving equity have also necessitated large-scale public investments, in the form of direct support to underrepresented groups. In an age of austerity, many countries in Europe are finding it necessary to revisit and scale down these policies, so as to accommodate other priorities, such as balanced budgets or dealing with an aging population. An analysis of the current situation indicates that the time is ripe for disruptive innovations to mobilise the cause forward by leaps and bounds, instead of through incrementalist approaches. Despite the list of programmes in this analysis there is very little evidence as to the causal link between programmes, methodologies for their use and increases/improvements in equity in institutions. This creates a significant information gap for institutions and public authorities seeking for indicators to allocate limited resources to equity improving initiatives, without adequate evidence of effectiveness. The IDEAS project and this publication aims at addressing and improving this information gap. (DIPF/Orig.)

Adaptive discontinuous Galerkin methods for eigenvalue problems arising in incompressible fluid flows

In this article we consider the a posteriori error estimation and adaptive mesh refinement of discontinuous Galerkin finite element approximations of the hydrodynamic stability problem associated with the incompressible Navier-Stokes equations. Particular attention is given to the reliable error estimation of the eigenvalue problem in channel and pipe geometries. Here, computable a posteriori error bounds are derived based on employing the generalization of the standard Dual-Weighted-Residual approach, originally developed for the estimation of target functionals of the solution, to eigenvalue/stability problems. The underlying analysis consists of constructing both a dual eigenvalue problem and a dual problem for the original base solution. In this way, errors stemming from both the numerical approximation of the original nonlinear flow problem, as well as the underlying linear eigenvalue problem are correctly controlled. Numerical experiments highlighting the practical performance of the proposed a posteriori error indicator on adaptively refined computational meshes are presented.

Tabu search for the cyclic bandwidth problem

International audience

Blade-wake interactions in cross-flow turbines

This paper presents analytical bounds for blade–wake interaction phenomenona occurring in rotating cross-flow turbines for wind and tidal energy generation (e.g. H rotors, Darrieus or vertical axis). Limiting cases are derived for one bladed turbines and extended to the more common three bladed configuration. Additionally, we present a classification of the blade–wake type of interactions in terms of limiting tip speed ratios. These bounds are validated using a high order h=p Discontinuous Galerkin solver with sliding meshes. This computational method enables highly accurate flow solutions and shows that the analytical bounds correspond to limiting blade-wake interactions in fully resolved flow simulations

Iterated responsive threshold search for the quadratic multiple knapsack problem

International audience

Path relinking for the fixed spectrum frequency assignment problem

International audience