138 research outputs found

    Partitioning of Mg, Sr, Ba and U into a subaqueous calcite speleothem

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    The trace-element geochemistry of speleothems is becoming increasingly used for reconstructing palaeoclimate, with a particular emphasis on elements whose concentrations vary according to hydrological conditions at the cave site (e.g. Mg, Sr, Ba and U). An important step in interpreting trace-element abundances is understanding the underlying processes of their incorporation. This includes quantifying the fractionation between the solution and speleothem carbonate via partition coefficients (where the partitioning (D) of element X (DX) is the molar ratio [X/Ca] in the calcite divided by the molar ratio [X/Ca] in the parent water) and evaluating the degree of spatial variability across time-constant speleothem layers. Previous studies of how these elements are incorporated into speleothems have focused primarily on stalagmites and their source waters in natural cave settings, or have used synthetic solutions under cave-analogue laboratory conditions to produce similar dripstones. However, dripstones are not the only speleothem types capable of yielding useful palaeoclimate information. In this study, we investigate the incorporation of Mg, Sr, Ba and U into a subaqueous calcite speleothem (CD3) growing in a natural cave pool in Italy. Pool-water measurements extending back 15 years reveal a remarkably stable geochemical environment owing to the deep cave setting, enabling the calculation of precise solution [X/Ca]. We determine the trace element variability of ‘modern’ subaqueous calcite from a drill core taken through CD3 to derive DMg, DSr, DBa and DU then compare these with published cave, cave-analogue and seawater-analogue studies. The DMg for CD3 is anomalously high (0.042 ± 0.002) compared to previous estimates at similar temperatures (∼8 °C). The DSr (0.100 ± 0.007) is similar to previously reported values, but data from this study as well as those from Tremaine and Froelich (2013) and Day and Henderson (2013) suggest that [Na/Sr] might play an important role in Sr incorporation through the potential for Na to outcompete Sr for calcite non-lattice sites. DBa in CD3 (0.086 ± 0.008) is similar to values derived by Day and Henderson (2013) under cave-analogue conditions, whilst DU (0.013 ± 0.002) is almost an order of magnitude lower, possibly due to the unusually slow speleothem growth rates (<1 μm a−1), which could expose the crystal surfaces to leaching of uranyl carbonate. Finally, laser-ablation ICP-MS analysis of the upper 7 μm of CD3, regarded as ‘modern’ for the purposes of this study, reveals considerable heterogeneity, particularly for Sr, Ba and U, which is potentially indicative of compositional zoning. This reinforces the need to conduct 2D mapping and/or multiple laser passes to capture the range of time-equivalent elemental variations prior to palaeoclimate interpretation

    Large scale stochastic inventory routing problems with split delivery and service level constraints

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    A stochastic inventory routing problem (SIRP) is typically the combination of stochastic inventory control problems and NP-hard vehicle routing problems, which determines delivery volumes to the customers that the depot serves in each period, and vehicle routes to deliver the volumes. This paper aims to solve a large scale multi-period SIRP with split delivery (SIRPSD) where a customer’s delivery in each period can be split and satisfied by multiple vehicle routes if necessary. This paper considers SIRPSD under the multi-criteria of the total inventory and transportation costs, and the service levels of customers. The total inventory and transportation cost is considered as the objective of the problem to minimize, while the service levels of the warehouses and the customers are satisfied by some imposed constraints and can be adjusted according to practical requests. In order to tackle the SIRPSD with notorious computational complexity, we first propose an approximate model, which significantly reduces the number of decision variables compared to its corresponding exact model. We then develop a hybrid approach that combines the linearization of nonlinear constraints, the decomposition of the model into sub-models with Lagrangian relaxation, and a partial linearization approach for a sub model. A near optimal solution of the model found by the approach is used to construct a near optimal solution of the SIRPSD. Randomly generated instances of the problem with up to 200 customers and 5 periods and about 400 thousands decision variables where half of them are integer are examined by numerical experiments. Our approach can obtain high quality near optimal solutions within a reasonable amount of computation time on an ordinary PC

    2012 Activity Report of the Regional Research Programme on Hadrontherapy for the ETOILE Center

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    2012 is the penultimate year of financial support by the CPER 2007-2013 for ETOILE's research program, sustained by the PRRH at the University Claude Bernard. As with each edition we make the annual review of the research in this group, so active for over 12 years now. Over the difficulties in the decision-making process for the implementation of the ETOILE Center, towards which all our efforts are focussed, some "themes" (work packages) were strengthened, others have progressed, or have been dropped. This is the case of the eighth theme (technological developments), centered around the technology for rotative beam distribution heads (gantries) and, after being synchronized with the developments of ULICE's WP6, remained so by ceasing its activities, coinciding also with the retirement of its historic leader at IPNL, Marcel Bajard. Topic number 5 ("In silico simulations") has suffered the departure of its leader, Benjamin Ribba, although the work has still been provided by Branka Bernard, a former postdoctoral fellow in Lyon Sud, and now back home in Croatia, still in contract with UCBL for the ULICE project. Aside from these two issues (and the fact that the theme "Medico-economical simulations" is now directly linked to the first one ("Medical Project"), the rest of the teams are growing, as evidenced by the publication statistics at the beginning of this report. This is obviously due to the financial support of our always faithful regional institutions, but also to the synergy that the previous years, the European projects, the arrival of the PRIMES LabEx, and the national France Hadron infrastructure have managed to impulse. The Rhone-Alpes hadron team, which naturally includes the researchers of LPC at Clermont, should also see its influence result in a strong presence in France Hadron's regional node, which is being organized. The future of this regional research is not yet fully guaranteed, especially in the still uncertain context of ETOILE, but the tracks are beginning to emerge to allow past and present efforts translate into a long future that we all want to see established. Each of the researchers in PRRH is aware that 2013 will be (and already is) the year of great challenge : for ETOILE, for the PRRH, for hadron therapy in France, for French hadrontherapy in Europe (after the opening and beginning of treatments in the German [HIT Heidelberg, Marburg], Italian [CNAO, Pavia] and Austrian [MedAustron, Wien Neuerstadt]) centers. Let us meet again in early 2014 for a comprehensive review of the past and a perspective for the future ..

    Using Simulation to Assess the Opportunities of Dynamic Waste Collection

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    In this paper, we illustrate the use of discrete event simulation to evaluate how dynamic planning methodologies can be best applied for the collection of waste from underground containers. We present a case study that took place at the waste collection company Twente Milieu, located in The Netherlands. Even though the underground containers are already equipped with motion sensors, the planning of container emptying’s is still based on static cyclic schedules. It is expected that the use of a dynamic planning methodology, that employs sensor information, will result in a more efficient collection process with respect to customer satisfaction, profits, and CO2 emissions. In this research we use simulation to (i) evaluate the current planning methodology, (ii) evaluate various dynamic planning possibilities, (iii) quantify the benefits of switching to a dynamic collection process, and (iv) quantify the benefits of investing in fill‐level sensors. After simulating all scenarios, we conclude that major improvements can be achieved, both with respect to logistical costs as well as customer satisfaction

    Pricing multiple exercise American options by linear programming

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    We consider the problem of computing the lower hedging price of American options of the call and put type written on a non-dividend paying stock in a non-recombinant tree model with multiple exercise rights. We prove using a simple argument that an optimal exercise policy for an option with h exercise rights is to delay exercise until the last h periods. The result implies that the mixedinteger programming model for computing the lower hedging price and the optimal exercise and hedging policy has a linear programming relaxation that is exact, i.e., the relaxation admits an optimal solution where all variables required to be integral have integer values. © Springer International Publishing Switzerland 2017

    A Quasi-analytical Interpolation Method for Pricing American Options under General Multi-dimensional Diffusion Processes

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    We present a quasi-analytical method for pricing multi-dimensional American options based on interpolating two arbitrage bounds, along the lines of Johnson (1983). Our method allows for the close examination of the interpolation parameter on a rigorous theoretical footing instead of empirical regression. The method can be adapted to general diffusion processes as long as quick and accurate pricing methods exist for the corresponding European and perpetual American options. The American option price is shown to be approximately equal to an interpolation of two European option prices with the interpolation weight proportional to a perpetual American option. In the Black-Scholes model, our method achieves the same e±ciency as Barone-Adesi and Whaley's (1987) quadratic approximation with our method being generally more accurate for out-of-the-money and long-maturity options. When applied to Heston's stochastic volatility model, our method is shown to be extremely e±cient and fairly accurate
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