Minimizing total tardiness in a stochastic single machine scheduling problem using approximate dynamic programming

This paper addresses the non-preemptive single machine scheduling problem to minimize total tardiness. We are interested in the online version of this problem, where orders arrive at the system at random times. Jobs have to be scheduled without knowledge of what jobs will come afterwards. The processing times and the due dates become known when the order is placed. The order release date occurs only at the beginning of periodic intervals. A customized approximate dynamic programming method is introduced for this problem. The authors also present numerical experiments that assess the reliability of the new approach and show that it performs better than a myopic policy.

Stochastic stability analysis for the constant-modulus algorithm

We derive an easy-to-compute approximate bound for the range of step-sizes for which the constant-modulus algorithm (CMA) will remain stable if initialized close to a minimum of the CM cost function. Our model highlights the influence, of the signal constellation used in the transmission system: for smaller variation in the modulus of the transmitted symbols, the algorithm will be more robust, and the steady-state misadjustment will be smaller. The theoretical results are validated through several simulations, for long and short filters and channels.

Design constraints for third-order PLL nodes in master-slave clock distribution networks

Clock signal distribution in telecommunication commercial systems usually adopts a master-slave architecture, with a precise time basis generator as a master and phase-locked loops (PLLs) as slaves. In the majority of the networks, second-order PLLs are adopted due to their simplicity and stability. Nevertheless, in some applications better transient responses are necessary and, consequently, greater order PLLs need to be used, in spite of the possibility of bifurcations and chaotic attractors. Here a master-slave network with third-order PLLs is analyzed and conditions for the stability of the synchronous state are derived, providing design constraints for the node parameters, in order to guarantee stability and reachability of the synchronous state for the whole network. Numerical simulations are carried out in order to confirm the analytical results. (C) 2009 Elsevier B.V. All rights reserved.

SELF-SIMILARITY AND LAMPERTI CONVERGENCE FOR FAMILIES OF STOCHASTIC PROCESSES

We define a new type of self-similarity for one-parameter families of stochastic processes, which applies to certain important families of processes that are not self-similar in the conventional sense. This includes Hougaard Levy processes such as the Poisson processes, Brownian motions with drift and the inverse Gaussian processes, and some new fractional Hougaard motions defined as moving averages of Hougaard Levy process. Such families have many properties in common with ordinary self-similar processes, including the form of their covariance functions, and the fact that they appear as limits in a Lamperti-type limit theorem for families of stochastic processes.

Optimized harvest scheduling in eucalyptus plantations under operational, spatial and climatic constraints

The representation of sustainability concerns in industrial forests management plans, in relation to environmental, social and economic aspects, involve a great amount of details when analyzing and understanding the interaction among these aspects to reduce possible future impacts. At the tactical and operational planning levels, methods based on generic assumptions usually provide non-realistic solutions, impairing the decision making process. This study is aimed at improving current operational harvesting planning techniques, through the development of a mixed integer goal programming model. This allows the evaluation of different scenarios, subject to environmental and supply constraints, increase of operational capacity, and the spatial consequences of dispatching harvest crews to certain distances over the evaluation period. As a result, a set of performance indicators was selected to evaluate all optimal solutions provided to different possible scenarios and combinations of these scenarios, and to compare these outcomes with the real results observed by the mill in the study case area. Results showed that it is possible to elaborate a linear programming model that adequately represents harvesting limitations, production aspects and environmental and supply constraints. The comparison involving the evaluated scenarios and the real observed results showed the advantage of using more holistic approaches and that it is possible to improve the quality of the planning recommendations using linear programming techniques.

Optimal irrigation depth for bean crops considering water constraints and farmer`s risk aversion level

Nowadays, the rising competition for the use of water and environmental resources with consequent restrictions for farmers should change the paradigm in terms of irrigation concepts, or rather, in order to attain economical efficiency other than to supply water requirement for the crop. Therefore, taking into account the social and economical role of bean activity in Brazil, as well as the risk inherent to crop due to its high sensibility to both deficit and excessive water, the optimization methods regarding to irrigation management have become more interesting and essential. This study intends to present a way to determine the optimal water supply, considering different combinations between desired bean yield and level of risk, bringing as a result a graph with the former associated with the latter, depending on different water depths.

Validation of a root water uptake model to estimate transpiration constraints

Experimental results obtained from a greenhouse trial with common bean (Phaseolus vulgaris L) plants performed to test model hypotheses regarding the onset of limiting hydraulic conditions and the shape of the transpiration reduction curve in the falling rate phase are presented. According to these hypotheses based on simulations with an upscaled single-root model, the matric flux potential at the onset of limiting hydraulic conditions is as a function of root length density and potential transpiration rate, while the relative transpiration in the falling rate phase equals the relative matric flux potential. Transpiration of bean plants in water stressed pots with four different soils was determined daily by weighing and compared to values obtained from non-stressed pots. This procedure allowed determining the onset of the falling rate phase and corresponding soil hydraulic conditions. At the onset of the falling rate phase, the value of matric flux potential M(I) showed to differ in order of magnitude from the model predicted value for three out of four soils. This difference between model and experiment can be explained by the heterogeneity of the root distribution which is not considered by the model. An empirical factor to deal with this heterogeneity should be included in the model to improve predictions. Comparing the predictions of relative transpiration in the falling rate phase using a linear shape with water content, pressure head or matric flux potential, the matric flux potential based reduction function, in agreement with the hypothesis, showed the best performance, while the pressure head based equation resulted in the highest deviations between observed and predicted values of relative transpiration rates. (C) 2010 Elsevier B.V. All rights reserved.

Effect of water renewal on dominance hierarchy of juvenile Nile tilapia

Nile tilapia social position (Oreochromis niloticus) can be mediated by multiple channels, including chemical communication. Absence of chemical cues in the environment prevents hierarchical settlement among pairs, and enhances time spent in confrontations. The aim of this study was to test the effect of continuously renewed water flow on the establishment of hierarchical dominance in Nile tilapia juveniles. In this condition, a high frequency of attacks and disruption on hierarchical stability were expected because chemical cues for hierarchy maintenance could be washed out. After 3 days in isolation, the fish were paired by standard size but not by sex, and submitted to two conditions: continuously renewed water flow (RENEWED, n = 7) and non-renewed water flow (NONRENEWED n = 8). The paired fish were placed in an aquarium (40 cm x 30 cm x 40 cm) for 3 h; four 10-min sessions were video-recorded: the first, immediately after the fish were paired and the others 1, 2, and 3 h after pairing. Hierarchy was identified by a dominance index (DI = given attacks/received + given attacks) For each fish. The hierarchical stability was achieved by analyzing the difference between dominant DI and subordinate DI (DI-D). Hierarchy was established in both groups after second session because the DI was significantly higher for one fish of the pair. The frequency of attacks of the dominant fish in RENEWED and NONRENEWED conditions was similar in all observation sessions. The attack frequency by subordinate fish was also similar during the first three sessions (2-h pairing). However, the frequency of attacks by subordinate fish in the RENEWED condition was higher than in the NONRENEWED situation at the fourth observation session (means +/- S.E.: RENEWED = 2.83 +/- 0.94 x 10 min(-1) and NONRENEWED = 0.25 +/- 0.16 x 10 min(-1); Mann-Whitney, p = 0.04). At this point, a significant reduction of the DI-D was observed (means +/- S.E.: RENEWED = 0.70 +/- 0.11 and NONRENEWED = 1,00 +/- 0.002; Mann-Whitney, p = 0.04). The changes in DI-D were related to more frequent attacks by the subordinated fish in renewed water flow. According to our results, the unsteady agonistic interaction under renewed water flow leads to social instability. Thus, continuous water renewing can wash out relevant chemical substances and therefore disturb the dominance recognition by subordinate fish. (C) 2007 Elsevier B.V. All rights reserved.

Constraints on the spatiotemporal accuracy of interceptive action: effects of target size on hitting a moving object

Results of two experiments are reported that examined how people respond to rectangular targets of different sizes in simple hitting tasks. If a target moves in a straight line and a person is constrained to move along a linear track oriented perpendicular to the targetrsquos motion, then the length of the target along its direction of motion constrains the temporal accuracy and precision required to make the interception. The dimensions of the target perpendicular to its direction of motion place no constraints on performance in such a task. In contrast, if the person is not constrained to move along a straight track, the targetrsquos dimensions may constrain the spatial as well as the temporal accuracy and precision. The experiments reported here examined how people responded to targets of different vertical extent (height): the task was to strike targets that moved along a straight, horizontal path. In experiment 1 participants were constrained to move along a horizontal linear track to strike targets and so target height did not constrain performance. Target height, length and speed were co-varied. Movement time (MT) was unaffected by target height but was systematically affected by length (briefer movements to smaller targets) and speed (briefer movements to faster targets). Peak movement speed (Vmax) was influenced by all three independent variables: participants struck shorter, narrower and faster targets harder. In experiment 2, participants were constrained to move in a vertical plane normal to the targetrsquos direction of motion. In this task target height constrains the spatial accuracy required to contact the target. Three groups of eight participants struck targets of different height but of constant length and speed, hence constant temporal accuracy demand (different for each group, one group struck stationary targets = no temporal accuracy demand). On average, participants showed little or no systematic response to changes in spatial accuracy demand on any dependent measure (MT, Vmax, spatial variable error). The results are interpreted in relation to previous results on movements aimed at stationary targets in the absence of visual feedback.

Intercepting a moving target: effects of temporal precision constraints and movement amplitude

The effects of temporal precision constraints and movement amplitude on performance of an interceptive aiming task were examined. Participants were required to strike a moving target object with a 'bat' by moving the bat along a straight path (constrained by a linear slide) perpendicular to the path of the target. Temporal precision constraints were defined in terms of the time period (or window) within which contact with the target was possible. Three time windows were used (approx. 35, 50 and 65 ms) and these were achieved either by manipulating the size of the bat (experiment 1a), the size of the target (experiment 1b) or the speed of the target (experiment 2). In all experiments, movement time (MT) increased in proportion to movement amplitude but was only affected by differences in the temporal precision constraint if this was achieved by variation in the target's speed. In this case the MT was approximately inversely proportional to target speed. Peak movement speed was affected by temporal accuracy constraints in all three experiments: participants reached higher speeds when the temporal precision required was greater. These results are discussed with reference to the speed-accuracy trade-off observed for temporally constrained aiming movements. It is suggested that the MT and speed of interceptive aiming movements may be understood as responses to the spatiotemporal constraints of the task.

Quantum noise in optical fibers. I. Stochastic equations

We analyze the quantum dynamics of radiation propagating in a single-mode optical fiber with dispersion, nonlinearity, and Raman coupling to thermal phonons. We start from a fundamental Hamiltonian that includes the principal known nonlinear effects and quantum-noise sources, including linear gain and loss. Both Markovian and frequency-dependent, non-Markovian reservoirs are treated. This treatment allows quantum Langevin equations, which have a classical form except for additional quantum-noise terms, to be calculated. In practical calculations, it is more useful to transform to Wigner or 1P quasi-probability operator representations. These transformations result in stochastic equations that can be analyzed by use of perturbation theory or exact numerical techniques. The results have applications to fiber-optics communications, networking, and sensor technology.

Time-reversal test for stochastic quantum dynamics

The calculation of quantum dynamics is currently a central issue in theoretical physics, with diverse applications ranging from ultracold atomic Bose-Einstein condensates to condensed matter, biology, and even astrophysics. Here we demonstrate a conceptually simple method of determining the regime of validity of stochastic simulations of unitary quantum dynamics by employing a time-reversal test. We apply this test to a simulation of the evolution of a quantum anharmonic oscillator with up to 6.022×1023 (Avogadro's number) of particles. This system is realizable as a Bose-Einstein condensate in an optical lattice, for which the time-reversal procedure could be implemented experimentally.

Improved constraints on possible variation of physical constants from HI 21-cm and molecular QSO absorption lines

Quasar (QSO) absorption spectra provide an extremely useful probe of possible cosmological variation in various physical constants. Comparison of H i 21-cm absorption with corresponding molecular (rotational) absorption spectra allows us to constrain variation in , where α is the fine-structure constant and gp is the proton g-factor. We analyse spectra of two QSOs, PKS 1413+135 and TXS 0218+357, and derive values of at absorption redshifts of and 0.6847 by simultaneous fitting of the H i 21-cm and molecular lines. We find and respectively, indicating an insignificantly smaller y in the past. We compare our results with other constraints from the same two QSOs given recently by Drinkwater et al. and Carilli et al., and with our recent optical constraints, which indicated a smaller α at higher redshifts.

Canonical Bose gas simulations with stochastic gauges

A technique to simulate the grand canonical ensembles of interacting Bose gases is presented. Results are generated for many temperatures by averaging over energy-weighted stochastic paths, each corresponding to a solution of coupled Gross-Pitaevskii equations with phase noise. The stochastic gauge method used relies on an off-diagonal coherent-state expansion, thus taking into account all quantum correlations. As an example, the second-order spatial correlation function and momentum distribution for an interacting 1D Bose gas are calculated.