Risk management for mathematical optimization under uncertainty

We present a general multistage stochastic mixed 0-1 problem where the uncertainty appears everywhere in the objective function, constraints matrix and right-hand-side. The uncertainty is represented by a scenario tree that can be a symmetric or a nonsymmetric one. The stochastic model is converted in a mixed 0-1 Deterministic Equivalent Model in compact representation. Due to the difficulty of the problem, the solution offered by the stochastic model has been traditionally obtained by optimizing the objective function expected value (i.e., mean) over the scenarios, usually, along a time horizon. This approach (so named risk neutral) has the inconvenience of providing a solution that ignores the variance of the objective value of the scenarios and, so, the occurrence of scenarios with an objective value below the expected one. Alternatively, we present several approaches for risk averse management, namely, a scenario immunization strategy, the optimization of the well known Value-at-Risk (VaR) and several variants of the Conditional Value-at-Risk strategies, the optimization of the expected mean minus the weighted probability of having a "bad" scenario to occur for the given solution provided by the model, the optimization of the objective function expected value subject to stochastic dominance constraints (SDC) for a set of profiles given by the pairs of threshold objective values and either bounds on the probability of not reaching the thresholds or the expected shortfall over them, and the optimization of a mixture of the VaR and SDC strategies.

Hysteresis and avalanches in the T=0 random field ising model with 2-spin flip dynamics

We study the nonequilibrium behavior of the three-dimensional Gaussian random-field Ising model at T=0 in the presence of a uniform external field using a two-spin-flip dynamics. The deterministic, history-dependent evolution of the system is compared with the one obtained with the standard one-spin-flip dynamics used in previous studies of the model. The change in the dynamics yields a significant suppression of coercivity, but the distribution of avalanches (in number and size) stays remarkably similar, except for the largest ones that are responsible for the jump in the saturation magnetization curve at low disorder in the thermodynamic limit. By performing a finite-size scaling study, we find strong evidence that the change in the dynamics does not modify the universality class of the disorder-induced phase transition.

SHIMMER (1.0): a novel mathematical model for microbial and biogeochemical dynamics in glacier forefield ecosystems

SHIMMER (Soil biogeocHemIcal Model for Microbial Ecosystem Response) is a new numerical modelling framework designed to simulate microbial dynamics and biogeochemical cycling during initial ecosystem development in glacier forefield soils. However, it is also transferable to other extreme ecosystem types (such as desert soils or the surface of glaciers). The rationale for model development arises from decades of empirical observations in glacier forefields, and enables a quantitative and process focussed approach. Here, we provide a detailed description of SHIMMER, test its performance in two case study forefields: the Damma Glacier (Switzerland) and the Athabasca Glacier (Canada) and analyse sensitivity to identify the most sensitive and unconstrained model parameters. Results show that the accumulation of microbial biomass is highly dependent on variation in microbial growth and death rate constants, Q10 values, the active fraction of microbial biomass and the reactivity of organic matter. The model correctly predicts the rapid accumulation of microbial biomass observed during the initial stages of succession in the forefields of both the case study systems. Primary production is responsible for the initial build-up of labile substrate that subsequently supports heterotrophic growth. However, allochthonous contributions of organic matter, and nitrogen fixation, are important in sustaining this productivity. The development and application of SHIMMER also highlights aspects of these systems that require further empirical research: quantifying nutrient budgets and biogeochemical rates, exploring seasonality and microbial growth and cell death. This will lead to increased understanding of how glacier forefields contribute to global biogeochemical cycling and climate under future ice retreat.

Organizational, direct and general support, and depot maintenance repair parts and special tools lists : generator set, gasoline engine driven (less engine) 0.5 KW, AC, 120/240V, 60 hertz, 1 PH, Dod model MEP-014A ... DoD model MEP-024A, FSN 6115-940-7867.

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The Las Campanas/Anglo-Australian Telescope Rich Cluster Survey - III. Spectroscopic studies of X-ray bright galaxy clusters at z similar to 0.1

We present the analysis of the spectroscopic and photometric catalogues of 11 X-ray luminous clusters at 0.07 < z < 0.16 from the Las Campanas/Anglo-Australian Telescope Rich Cluster Survey. Our spectroscopic data set consists of over 1600 galaxy cluster members, of which two-thirds are outside r(200). These spectra allow us to assign cluster membership using a detailed mass model and expand on our previous work on the cluster colour-magnitude relation ( CMR) where membership was inferred statistically. We confirm that the modal colours of galaxies on the CMR become progressively bluer with increasing radius d( B - R)/dr(p) = - 0.011 +/- 0.003 and with decreasing local galaxy density d( B - R)/dlog ( Sigma)= - 0.062 +/- 0.009. Interpreted as an age effect, we hypothesize that these trends in galaxy colour should be reflected in mean H delta equivalent width. We confirm that passive galaxies in the cluster increase in Hd line strength as dH delta/dr(p) = 0.35 +/- 0.06. Therefore, those galaxies in the cluster outskirts may have younger luminosity-weighted stellar populations; up to 3 Gyr younger than those in the cluster centre assuming d( B - R)/dt = 0.03 mag per Gyr. A variation of star formation rate, as measured by [ O II]lambda 3727 angstrom, with increasing local density of the environment is discernible and is shown to be in broad agreement with previous studies from the 2dF Galaxy Redshift Survey and the Sloan Digital Sky Survey. We divide our spectra into a variety of types based upon the MORPHs classification scheme. We find that clusters at z similar to 0.1 are less active than their higher-redshift analogues: about 60 per cent of the cluster galaxy population is non-star forming, with a further 20 per cent in the post-starburst class and 20 per cent in the currently active class, demonstrating that evolution is visible within the past 2 - 3 Gyr. We also investigate unusual populations of blue and very red non-star forming galaxies and we suggest that the former are likely to be the progenitors of galaxies which will lie on the CMR, while the colours of the latter possibly reflect dust reddening. We show that the cluster galaxies at large radii consist of both backsplash ones and those that are infalling to the cluster for the first time. We make a comparison to the field population at z similar to 0.1 and examine the broad differences between the two populations. Individually, the clusters show significant variation in their galaxy populations which we suggest reflects their recent infall histories.

Mixed equilibrium in a Downsian model with a favored candidate

This paper examines competition in the standard one-dimensional Downsian model of two-candidate elections, but where one candidate (A) enjoys an advantage over the other candidate (D). Voters' preferences are Euclidean, but any voter will vote for candidate A over candidate D unless D is closer to her ideal point by some fixed distance \delta. The location of the median voter's ideal point is uncertain, and its distribution is commonly known by both candidates. The candidates simultaneously choose locations to maximize the probability of victory. Pure strategy equilibria often fails to exist in this model, except under special conditions about \delta and the distribution of the median ideal point. We solve for the essentially unique symmetric mixed equilibrium, show that candidate A adopts more moderate policies than candidate D, and obtain some comparative statics results about the probability of victory and the expected distance between the two candidates' policies.

Hysteresis and avalanches in the T=0 random field ising model with 2-spin flip dynamics

We study the nonequilibrium behavior of the three-dimensional Gaussian random-field Ising model at T=0 in the presence of a uniform external field using a two-spin-flip dynamics. The deterministic, history-dependent evolution of the system is compared with the one obtained with the standard one-spin-flip dynamics used in previous studies of the model. The change in the dynamics yields a significant suppression of coercivity, but the distribution of avalanches (in number and size) stays remarkably similar, except for the largest ones that are responsible for the jump in the saturation magnetization curve at low disorder in the thermodynamic limit. By performing a finite-size scaling study, we find strong evidence that the change in the dynamics does not modify the universality class of the disorder-induced phase transition.

A mixed-phase bulk orographic precipitation model with embedded convection

A novel analytical model for mixed-phase, unblocked and unseeded orographic precipitation with embedded convection is developed and evaluated. The model takes an idealised background flow and terrain geometry, and calculates the area-averaged precipitation rate and other microphysical quantities. The results provide insight into key physical processes, including cloud condensation, vapour deposition, evaporation, sublimation, as well as precipitation formation and sedimentation (fallout). To account for embedded convection in nominally stratiform clouds, diagnostics for purely convective and purely stratiform clouds are calculated independently and combined using weighting functions based on relevant dynamical and microphysical time scales. An in-depth description of the model is presented, as well as a quantitative assessment of its performance against idealised, convection-permitting numerical simulations with a sophisticated microphysics parameterisation. The model is found to accurately reproduce the simulation diagnostics over most of the parameter space considered.

Multiobjective 0-1 integer programming for the use of sugarcane residual biomass in energy cogeneration

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

Search for supersymmetry in final states with missing transverse energy and 0, 1, 2, or ≥3 b-quark jets in 7 TeV pp collisions using the variable α T

A search for supersymmetry in final states with jets and missing transverse energy is performed in pp collisions at a centre-of-mass energy of s=7 TeV. The data sample corresponds to an integrated luminosity of 4.98 fb-1 collected by the CMS experiment at the LHC. In this search, a dimensionless kinematic variable, α T, is used as the main discriminator between events with genuine and misreconstructed missing transverse energy. The search is performed in a signal region that is binned in the scalar sum of the transverse energy of jets and the number of jets identified as originating from a bottom quark. No excess of events over the standard model expectation is found. Exclusion limits are set in the parameter space of the constrained minimal supersymmetric extension of the standard model, and also in simplified models, with a special emphasis on compressed spectra and third-generation scenarios.[Figure not available: see fulltext.] © 2013 CERN for the benefit of the CMS Collaboration.

Magnetocrystalline interactions and oxidation state determination of Mn(2-x)V(1+x)O4 (x=0, 1/3 and 1) magnetorresistive spinel family

Oxidation states of transition metal cations in spinels-type oxides are sometimes extremely difficult to determine by conventional spectroscopic methods. One of the most complex cases occurs when there are different cations, each one with several possible oxidation states, as in the case of the magnetoresistant Mn(2-x)V(1+x)O4 (x=0, 1/3 and 1) spinel-type family. In this contribution we describe the determination of the oxidation state of manganese and vanadium in Mn(2-x)V(1+x)O4 (x=0, 1/3,1) spinel-type compounds by analyzing XANES and high-resolution K beta X-ray fluorescence spectra. The ionic models found are Mn22+V4+O4, Mn5/32+V4/33.5+O4 and Mn2+V23+O4. Combination of the present results with previous data provided a reliable cation distribution model. For these spinels, single magnetic electron paramagnetic resonance (EPR) lines are observed at 480 K showing the interaction among the different magnetic ions. The analysis of the EPR parameters show that g-values and relative intensities are highly influenced by the concentration and the high-spin state of Mn2+. EPR broadening linewidth is explained in terms of the bottleneck effect, which is due to the presence of the fast relaxing V3+ ion instead of the weak Mn2+ (S state) coupled to the lattice. The EPR results, at high temperature, are well explained assuming the oxidation states of the magnetic ions obtained by the other spectroscopic techniques. (c) 2013 Elsevier Inc. All rights reserved.