The Borwein brothers, Pi and the AGM

We consider some of Jonathan and Peter Borweins' contributions to the high-precision computation of $\pi$ and the elementary functions, with particular reference to their book "Pi and the AGM" (Wiley, 1987). Here "AGM" is the arithmetic-geometric mean of Gauss and Legendre. Because the AGM converges quadratically, it can be combined with fast multiplication algorithms to give fast algorithms for the $n$-bit computation of $\pi$, and more generally the elementary functions. These algorithms run in almost linear time $O(M(n)\log n)$, where $M(n)$ is the time for $n$-bit multiplication. We outline some of the results and algorithms given in Pi and the AGM, and present some related (but new) results. In particular, we improve the published error bounds for some quadratically and quartically convergent algorithms for $\pi$, such as the Gauss-Legendre algorithm. We show that an iteration of the Borwein-Borwein quartic algorithm for $\pi$ is equivalent to two iterations of the Gauss-Legendre quadratic algorithm for $\pi$, in the sense that they produce exactly the same sequence of approximations to $\pi$ if performed using exact arithmetic.Comment: 24 pages, 6 tables. Changed style file and reformatted algorithms in v

Evaluation of binomial double sums involving absolute values

We show that double sums of the form $$\sum_{i,j=-n} ^{n} |i^sj^t(i^k-j^k)^\beta| \binom {2n} {n+i} \binom {2n} {n+j}$$ can always be expressed in terms of a linear combination of just four functions, namely $\binom {4n}{2n}$, ${\binom {2n}n}^2$, $4^n\binom {2n}n$, and $16^n$, with coefficients that are rational in $n$. We provide two different proofs: one is algorithmic and uses the second author's computer algebra package Sigma; the second is based on complex contour integrals. In many instances, these results are extended to double sums of the above form where $\binom {2n}{n+j}$ is replaced by $\binom {2m}{m+j}$ with independent parameter $m$.Comment: AmS-LaTeX, 42 pages; substantial revision: several additional and more general results, see Proposition 11 and Theorems 15-1

Numerically stable computation of CreditRisk+

The CreditRisk+ model launched by CSFB in 1997 is widely used by practitioners in the banking sector as a simple means for the quantification of credit risk, primarily of the loan book. We present an alternative numerical recursion scheme for CreditRisk+, equivalent to an algorithm recently proposed by Giese, based on well-known expansions of the logarithm and the exponential of a power series. We show that it is advantageous to the Panjer recursion advocated in the original CreditRisk+ document, in that it is numerically stable. The crucial stability arguments are explained in detail. Furthermore, the computational complexity of the resulting algorithm is stated

A Clustered Overflow Configuration of Inpatient Beds in Hospitals

Problem Definition: The shortage of inpatient beds is a major cause of delays and cancellations in many hospitals. It may also lead to patients being admitted to inappropriate wards, whereby resulting in a lower quality of care and a longer length of stay. Academic/Practical Relevance: Investment in additional beds is not always feasible. Instead, new and creative solutions for a more efficient use of existing resources must be sought. Methodology: We propose a new configuration of inpatient beds which we call the clustered overflow configuration. In this configuration, patients who are denied admission to their primary wards as a result of beds being fully occupied are admitted to overflow wards, with each designated to serve overflows from a certain subset of specialties and providing the same quality of care as in primary wards. We propose two different formulations for partitioning and bed allocation in the proposed configuration: one minimizing the sum of average daily costs of turning patients away and nursing teams, and another minimizing the numbers turned away subject to nursing cost falling below a given threshold. We heuristically solve instances from both formulations. Results: Applying the models to real data shows that the configurations obtained from our models compare very well with the other configurations proposed in the literature, provided that patients' willingness to wait is relatively short. Managerial Implications: The proposed configuration provides the combined advantages of the dedicated configuration, wherein patients are only admitted to their primary wards, and the exible configuration, in which all specialties share a single ward. On the other hand, it restricts the adverse impacts of pooling and minimizes cross-training costs through appropriate partitioning and bed allocation. As such, it serves as a viable alternative to existing inpatient configurations

Anonymous IBE From Quadratic Residuosity With Fast Encryption

We develop two variants of Cocks\u27 identity-based encryption. One variant has faster encryption, where the most time-consuming part only requires several modular multiplications. The other variant makes the first variant anonymous under suitable complexity assumptions, while its decryption efficiency is about twice lower than the first one. Both the variants have ciphertext expansion twice more extensive than the original Cocks\u27 identity-based encryption. To alleviate the issue of the second variant\u27s large ciphertext expansion, we consider using it to construct a public-key encryption with keyword search scheme with a fast encryption algorithm

A Critique and an Appraisal of VLSI Models of Computation

Coordinated Science Laboratory was formerly known as Control Systems LaboratoryJoint Services Electronics Program / N00014-79-C-0424National Science Foundation / MCS-81-0555

Nanoscale Mobility of the Apo State and TARP Stoichiometry Dictate the Gating Behavior of Alternatively Spliced AMPA Receptors.

Neurotransmitter-gated ion channels are allosteric proteins that switch on and off in response to agonist binding. Most studies have focused on the agonist-bound, activated channel while assigning a lesser role to the apo or resting state. Here, we show that nanoscale mobility of resting α-amino-3-hydroxy-5-methyl-4-isoxazolepropionic acid (AMPA)-type ionotropic glutamate receptors (AMPA receptors) predetermines responsiveness to neurotransmitter, allosteric anions and TARP auxiliary subunits. Mobility at rest is regulated by alternative splicing of the flip/flop cassette of the ligand-binding domain, which controls motions in the distant AMPA receptor N-terminal domain (NTD). Flip variants promote moderate NTD movement, which establishes slower channel desensitization and robust regulation by anions and auxiliary subunits. In contrast, greater NTD mobility imparted by the flop cassette acts as a master switch to override allosteric regulation. In AMPA receptor heteromers, TARP stoichiometry further modifies these actions of the flip/flop cassette generating two functionally distinct classes of partially and fully TARPed receptors typical of cerebellar stellate and Purkinje cells

Optimal and Long-Term Dynamic Transport Policy Design: Seeking Maximum Social Welfare through a Pricing Scheme.

This article presents an alternative approach to the decision-making process in transport strategy design. The study explores the possibility of integrating forecasting, assessment and optimization procedures in support of a decision-making process designed to reach the best achievable scenario through mobility policies. Long-term evaluation, as required by a dynamic system such as a city, is provided by a strategic Land-Use and Transport Interaction (LUTI) model. The social welfare achieved by implementing mobility LUTI model policies is measured through a cost-benefit analysis and maximized through an optimization process throughout the evaluation period. The method is tested by optimizing a pricing policy scheme in Madrid on a cordon toll in a context requiring system efficiency, social equity and environmental quality. The optimized scheme yields an appreciable increase in social surplus through a relatively low rate compared to other similar pricing toll schemes. The results highlight the different considerations regarding mobility impacts on the case study area, as well as the major contributors to social welfare surplus. This leads the authors to reconsider the cost-analysis approach, as defined in the study, as the best option for formulating sustainability measures