Judgement and supply chain dynamics

Forecasting demand at the individual stock-keeping-unit (SKU) level often necessitates the use of statistical methods, such as exponential smoothing. In some organizations, however, statistical forecasts will be subject to judgemental adjustments by managers. Although a number of empirical and ‘laboratory’ studies have been performed in this area, no formal OR modelling has been conducted to offer insights into the impact such adjustments may have on supply chain performance and the potential development of mitigation mechanisms. This is because of the associated dynamic complexity and the situation-specific nature of the problem at hand. In conjunction with appropriate stock control rules, demand forecasts help decide how much to order. It is a common practice that replenishment orders may also be subject to judgemental intervention, adding further to the dynamic system complexity and interdependence. The system dynamics (SD) modelling method can help advance knowledge in this area, where mathematical modelling cannot accommodate the associated complexity. This study, which constitutes part of a UK government funded (EPSRC) project, uses SD models to evaluate the effects of forecasting and ordering adjustments for a wide set of scenarios involving: three different inventory policies; seven different (combinations of) points of intervention; and four different (combinations of) types of judgmental intervention (optimistic and pessimistic). The results enable insights to be gained into the performance of the entire supply chain. An agenda for further research concludes the paper

The impact of freight transport capacity limitations on supply chain dynamics

We investigate how capacity limitations in the transportation system affect the dynamic behaviour of supply chains. We are interested in the more recently defined, 'backlash' effect. Using a system dynamics simulation approach, we replicate the well-known Beer Game supply chain for different transport capacity management scenarios. The results indicate that transport capacity limitations negatively impact on inventory and backlog costs, although there is a positive impact on the 'backlash' effect. We show that it is possible for both backlog and inventory to simultaneous occur, a situation which does not arise with the uncapacitated scenario. A vertical collaborative approach to transport provision is able to overcome such a trade-off. © 2013 Taylor & Francis

Oscillating density of states near zero energy for matrices made of blocks with possible application to the random flux problem

We consider random hermitian matrices made of complex blocks. The symmetries of these matrices force them to have pairs of opposite real eigenvalues, so that the average density of eigenvalues must vanish at the origin. These densities are studied for finite $N\times N$ matrices in the Gaussian ensemble. In the large $N$ limit the density of eigenvalues is given by a semi-circle law. However, near the origin there is a region of size $1\over N$ in which this density rises from zero to the semi-circle, going through an oscillatory behavior. This cross-over is calculated explicitly by various techniques. We then show to first order in the non-Gaussian character of the probability distribution that this oscillatory behavior is universal, i.e. independent of the probability distribution. We conjecture that this universality holds to all orders. We then extend our consideration to the more complicated block matrices which arise from lattices of matrices considered in our previous work. Finally, we study the case of random real symmetric matrices made of blocks. By using a remarkable identity we are able to determine the oscillatory behavior in this case also. The universal oscillations studied here may be applicable to the problem of a particle propagating on a lattice with random magnetic flux.Comment: 47 pages, regular LateX, no figure

Synthesizing Program Input Grammars

We present an algorithm for synthesizing a context-free grammar encoding the language of valid program inputs from a set of input examples and blackbox access to the program. Our algorithm addresses shortcomings of existing grammar inference algorithms, which both severely overgeneralize and are prohibitively slow. Our implementation, GLADE, leverages the grammar synthesized by our algorithm to fuzz test programs with structured inputs. We show that GLADE substantially increases the incremental coverage on valid inputs compared to two baseline fuzzers

The Role of Deontic Logic in the Specification of Information Systems

In this paper we discuss the role that deontic logic plays in the specification of information systems, either because constraints on the systems directly concern norms or, and even more importantly, system constraints are considered ideal but violable (so-called `soft¿ constraints).\ud To overcome the traditional problems with deontic logic (the so-called paradoxes), we first state the importance of distinguishing between ought-to-be and ought-to-do constraints and next focus on the most severe paradox, the so-called Chisholm paradox, involving contrary-to-duty norms. We present a multi-modal extension of standard deontic logic (SDL) to represent the ought-to-be version of the Chisholm set properly. For the ought-to-do variant we employ a reduction to dynamic logic, and show how the Chisholm set can be treated adequately in this setting. Finally we discuss a way of integrating both ought-to-be and ought-to-do reasoning, enabling one to draw conclusions from ought-to-be constraints to ought-to-do ones, and show by an example the use(fulness) of this

Positional Disorder (Random Gaussian Phase Shifts) in the Fully Frustrated Josephson Junction Array (2D XY Model)

We consider the effect of positional disorder on a Josephson junction array with an applied magnetic field of f=1/2 flux quantum per unit cell. This is equivalent to the problem of random Gaussian phase shifts in the fully frustrated 2D XY model. Using simple analytical arguments and numerical simulations, we present evidence that the ground state vortex lattice of the pure model becomes disordered, in the thermodynamic limit, by any amount of positional disorder.Comment: 4 pages, 4 eps figures embedde

Conductance Fluctuations in a Disordered Double-Barrier Junction

We consider the effect of disorder on coherent tunneling through two barriers in series, in the regime of overlapping transmission resonances. We present analytical calculations (using random-matrix theory) and numerical simulations (on a lattice) to show that strong mode-mixing in the inter-barrier region induces mesoscopic fluctuations in the conductance $G$ of universal magnitude $e^2/h$ for a symmetric junction. For an asymmetric junction, the root-mean-square fluctuations depend on the ratio $\nu$ of the two tunnel resistances according to ${rms} G = (4e^2/h)\beta^{-1/2} \nu(1+\nu)^{-2}$, where $\beta = 1 (2)$ in the presence (absence) of time-reversal symmetry.Comment: 12 pages, REVTeX-3.0, 2 figures, submitted to Physical Review

Collective excitations in double-layer quantum Hall systems

We study the collective excitation spectra of double-layer quantum-Hall systems using the single mode approximation. The double-layer in-phase density excitations are similar to those of a single-layer system. For out-of-phase density excitations, however, both inter-Landau-level and intra-Landau-level double-layer modes have finite dipole oscillator strengths. The oscillator strengths at long wavelengths for the latter transitions are shifted upward by interactions by identical amounts proportional to the interlayer Coulomb coupling. The intra-Landau-level out-of-phase mode has a gap when the ground state is incompressible except in the presence of spontaneous inter-layer coherence. We compare our results with predictions based on the Chern-Simons-Landau-Ginzburg theory for double-layer quantum Hall systems.Comment: RevTeX, 21 page

Random Matrix Theory and Chiral Symmetry in QCD

Random matrix theory is a powerful way to describe universal correlations of eigenvalues of complex systems. It also may serve as a schematic model for disorder in quantum systems. In this review, we discuss both types of applications of chiral random matrix theory to the QCD partition function. We show that constraints imposed by chiral symmetry and its spontaneous breaking determine the structure of low-energy effective partition functions for the Dirac spectrum. We thus derive exact results for the low-lying eigenvalues of the QCD Dirac operator. We argue that the statistical properties of these eigenvalues are universal and can be described by a random matrix theory with the global symmetries of the QCD partition function. The total number of such eigenvalues increases with the square root of the Euclidean four-volume. The spectral density for larger eigenvalues (but still well below a typical hadronic mass scale) also follows from the same low-energy effective partition function. The validity of the random matrix approach has been confirmed by many lattice QCD simulations in a wide parameter range. Stimulated by the success of the chiral random matrix theory in the description of universal properties of the Dirac eigenvalues, the random matrix model is extended to nonzero temperature and chemical potential. In this way we obtain qualitative results for the QCD phase diagram and the spectrum of the QCD Dirac operator. We discuss the nature of the quenched approximation and analyze quenched Dirac spectra at nonzero baryon density in terms of an effective partition function. Relations with other fields are also discussed.Comment: invited review article for Ann. Rev. Nucl. Part. Sci., 61 pages, 11 figures, uses ar.sty (included); references added and typos correcte