Unified Solution of the Expected Maximum of a Random Walk and the Discrete Flux to a Spherical Trap

Two random-walk related problems which have been studied independently in the past, the expected maximum of a random walker in one dimension and the flux to a spherical trap of particles undergoing discrete jumps in three dimensions, are shown to be closely related to each other and are studied using a unified approach as a solution to a Wiener-Hopf problem. For the flux problem, this work shows that a constant c = 0.29795219 which appeared in the context of the boundary extrapolation length, and was previously found only numerically, can be derived explicitly. The same constant enters in higher-order corrections to the expected-maximum asymptotics. As a byproduct, we also prove a new universal result in the context of the flux problem which is an analogue of the Sparre Andersen theorem proved in the context of the random walker's maximum.Comment: Two figs. Accepted for publication, Journal of Statistical Physic

Universal Asymptotic Statistics of Maximal Relative Height in One-dimensional Solid-on-solid Models

We study the probability density function $P(h_m,L)$ of the maximum relative height $h_m$ in a wide class of one-dimensional solid-on-solid models of finite size $L$. For all these lattice models, in the large $L$ limit, a central limit argument shows that, for periodic boundary conditions, $P(h_m,L)$ takes a universal scaling form $P(h_m,L) \sim (\sqrt{12}w_L)^{-1}f(h_m/(\sqrt{12} w_L))$, with $w_L$ the width of the fluctuating interface and $f(x)$ the Airy distribution function. For one instance of these models, corresponding to the extremely anisotropic Ising model in two dimensions, this result is obtained by an exact computation using transfer matrix technique, valid for any $L>0$. These arguments and exact analytical calculations are supported by numerical simulations, which show in addition that the subleading scaling function is also universal, up to a non universal amplitude, and simply given by the derivative of the Airy distribution function $f'(x)$.Comment: 13 pages, 4 figure

Ant colony optimisation and local search for bin-packing and cutting stock problems

The Bin Packing Problem and the Cutting Stock Problem are two related classes of NP-hard combinatorial optimization problems. Exact solution methods can only be used for very small instances, so for real-world problems, we have to rely on heuristic methods. In recent years, researchers have started to apply evolutionary approaches to these problems, including Genetic Algorithms and Evolutionary Programming. In the work presented here, we used an ant colony optimization (ACO) approach to solve both Bin Packing and Cutting Stock Problems. We present a pure ACO approach, as well as an ACO approach augmented with a simple but very effective local search algorithm. It is shown that the pure ACO approach can compete with existing evolutionary methods, whereas the hybrid approach can outperform the best-known hybrid evolutionary solution methods for certain problem classes. The hybrid ACO approach is also shown to require different parameter values from the pure ACO approach and to give a more robust performance across different problems with a single set of parameter values. The local search algorithm is also run with random restarts and shown to perform significantly worse than when combined with ACO

Aerogel Blanket Insulation Materials for Cryogenic Applications

Aerogel blanket materials for use in thermal insulation systems are now commercially available and implemented by industry. Prototype aerogel blanket materials were presented at the Cryogenic Engineering Conference in 1997 and by 2004 had progressed to full commercial production by Aspen Aerogels. Today, this new technology material is providing superior energy efficiencies and enabling new design approaches for more cost effective cryogenic systems. Aerogel processing technology and methods are continuing to improve, offering a tailor-able array of product formulations for many different thermal and environmental requirements. Many different varieties and combinations of aerogel blankets have been characterized using insulation test cryostats at the Cryogenics Test Laboratory of NASA Kennedy Space Center. Detailed thermal conductivity data for a select group of materials are presented for engineering use. Heat transfer evaluations for the entire vacuum pressure range, including ambient conditions, are given. Examples of current cryogenic applications of aerogel blanket insulation are also given. KEYWORDS: Cryogenic tanks, thermal insulation, composite materials, aerogel, thermal conductivity, liquid nitrogen boil-of

Local symmetry properties of pure 3-qubit states

Entanglement types of pure states of 3 qubits are classified by means of their stabilisers in the group of local unitary operations. It is shown that the stabiliser is generically discrete, and that a larger stabiliser indicates a stationary value for some local invariant. We describe all the exceptional states with enlarged stabilisers.Comment: 32 pages, 5 encapsulated PostScript files for 3 figures. Published version, with minor correction

A Stochastic Model of Fragmentation in Dynamic Storage Allocation

We study a model of dynamic storage allocation in which requests for single units of memory arrive in a Poisson stream at rate λ and are accommodated by the first available location found in a linear scan of memory. Immediately after this first-fit assignment, an occupied location commences an exponential delay with rate parameter μ, after which the location again becomes available. The set of occupied locations (identified by their numbers) at time t forms a random subset St of {1,2, . . .}. The extent of the fragmentation in St, i.e. the alternating holes and occupied regions of memory, is measured by (St) - |St |. In equilibrium, the number of occupied locations, |S|, is known to be Poisson distributed with mean ρ = λ/μ. We obtain an explicit formula for the stationary distribution of max (S), the last occupied location, and by independent arguments we show that (E max (S) - E|S|)/E|S| → 0 as the traffic intensity ρ → ∞. Moreover, we verify numerically that for any ρ the expected number of wasted locations in equilibrium is never more than 1/3 the expected number of occupied locations. Our model applies to studies of fragmentation in paged computer systems, and to containerization problems in industrial storage applications. Finally, our model can be regarded as a simple concrete model of interacting particles [Adv. Math., 5 (1970), pp. 246–290]

A tensor analysis improved genetic algorithm for online bin packing

Mutation in a Genetic Algorithm is the key variation operator adjusting the genetic diversity in a population throughout the evolutionary process. Often, a fixed mutation probability is used to perturb the value of a gene. In this study, we describe a novel data science approach to adaptively generate the mutation probability for each locus. The trail of high quality candidate solutions obtained during the search process is represented as a 3rd order tensor. Factorizing that tensor captures the common pattern between those solutions, identifying the degree of mutation which is likely to yield improvement at each locus. An online bin packing problem is used as an initial case study to investigate the proposed approach for generating locus dependent mutation probabilities. The empirical results show that the tensor approach improves the performance of a standard Genetic Algorithm on almost all classes of instances, significantly

General flux to a trap in one and three dimensions

The problem of the flux to a spherical trap in one and three dimensions, for diffusing particles undergoing discrete-time jumps with a given radial probability distribution, is solved in general, verifying the Smoluchowski-like solution in which the effective trap radius is reduced by an amount proportional to the jump length. This reduction in the effective trap radius corresponds to the Milne extrapolation length.Comment: Accepted for publication, in pres

A bipartite class of entanglement monotones for N-qubit pure states

We construct a class of algebraic invariants for N-qubit pure states based on bipartite decompositions of the system. We show that they are entanglement monotones, and that they differ from the well know linear entropies of the sub-systems. They therefore capture new information on the non-local properties of multipartite systems.Comment: 6 page

Revenue Management of Reusable Resources with Advanced Reservations

Peer Reviewedhttps://deepblue.lib.umich.edu/bitstream/2027.42/137568/1/poms12672_am.pdfhttps://deepblue.lib.umich.edu/bitstream/2027.42/137568/2/poms12672.pd