bluuebunny/crossref_metadata_2025 huggingface dataset:
Spectroscopic studies of Ln(III) complexes with polyoxometalates in solids, and aqueous and non‐aqueous solutions
Authors: Lis Stefan , But Slawomir , Kłonkowski Andrzej M. , Grobelna Beata
Published: March 2007

Chosen polyoxometalate (POM) anions and their lanthanide(III) complexes, LnPOM, have
been synthesized and spectroscopically characterized in solid state, aqueous and non‐aqueous solutions.
POMs, such as Keggin′s, Dawson′s and Anderson′s type, Na9EuW10O36, compositions that function as inorganic cryptands (‐Preyssler anion, and [), containing inorganic or organic (tetrabutylammonium, ) counter cations were obtained and their Ln(III) complexes
(sandwiched and encapsulated) studied. The synthesized compounds were identified using elemental
and thermogravimetric analysis, UV‐Vis spectrophotometry and FTIR spectroscopy. The complexation studies
were carried out with the use Nd(III) and Er(III) optical absorption and Eu(III) luminescence spectroscopy.
Luminescence characterization, including results of intensity, quantum yields and luminescence lifetimes of
EuPOM complexes in aqueous, non‐aqueous solutions (DMF, DMSO, acetonitryle) and solid are discussed.
Based on luminescence lifetime measurements of the Eu(III) ion the hydration numbers of its sandwiched
(efficient emitters) and encrypted complexes have been determined and quenching effect discussed. The
Eu(III) complexes entrapped in a xerogel matrix have been studied as luminescent materials. Luminescence
intensity, lifetime and quantum yield of the EuPOM materials and their photochemical stability, during continuous
UV irradiation, were tested.
Photostability of J ‐aggregates adsorbed on TiO2 nanoparticles and AFM imaging of J ‐aggregates on a glass surface
Authors: Abdel-Mottaleb Mohamed M. S. , Auweraer Mark Van der , Abdel-Mottaleb Mohamed S. A.
Published: March 2007

Spectral properties and photostability of the 5,5’‐6,6‘‐tetrachloro‐1,1‘‐dioctyl‐3,3‘‐bis‐(3‐carboxypropyl)‐
benzimidacarbocyanine (Dye 1) J‐aggregate was investigated in solution and upon adsorption on
TiO2 nano‐particles. Dye 1 was found to photodegrade on the surface of TiO2. Additionally, the self‐assembly
of Dye 1 was studied on a glass surface by non‐contact atomic force microscopy (NCAFM). The dye molecules
form a well‐defined fiber like structure that extends for tens of micrometers. The internal structure of the
fibers was clearly resolved and showed a number of small tubes wrapped around each other to form a helical
structure.
Photochemical oxidation of short‐chain polychlorinated n‐alkane mixtures using H2O2/UV and the photo‐Fenton reaction
Authors: Friesen Ken J. , El-Morsi Taha M. , Abd-El-Aziz Alaa S.
Published: March 2007

The photochemical oxidation of a series of short‐chain polychlorinated n‐alkane (PCA) mixtures
was investigated using H2O2/UV and modified photo‐Fenton conditions (Fe3+/H2O2/UV) in both Milli‐Q and lake water. All PCA mixtures, including chlorinated (Cl5 to Cl8) decanes, undecanes, dodecanes and
tridecanes degraded in 0.02 M H2O2/UV at pH 2.8 in pure water, with 80 ± 4% disappearance after 3 h of irradiation using a 300 nm light source. Degradation was somewhat enhanced under similar conditions but
in natural water. The modified photo‐Fenton system was more effective in degrading PCAs, with 72% and 80%
disappearance of chlorinated decanes in 45 min of irradiation in pure and natural water, respectively. Carbon
chain‐length had minimal effect on degradation rates; however, increased degree of chlorination (from Cl5 to Cl8) resulted in slower initial degradation rates and less complete conversion after 3 h of irradiation. Three
hours of irradiation in natural water/H2O2/UV resulted in 95% degradation of parent PCAs accompanied by
93% release of chloride ion. Quantitative dechlorination, which may be indicative of complete mineralization,
suggests that this is an effective water remediation technique for PCAs.
Photophysical processes related to photoadsorption and photocatalysis on wide band gap solids: A review
Authors: Ryabchuk Vladimir
Published: March 2007

During the last two decades, various pathways describing photoexcitation of small molecules’
surface reactions at the wide band gap metal oxides and halides (Eg > 3 eV) have been recognized. Photogeneration
of excitons and free charge carriers may occur in bands of: i) fundamental absorption; ii) extrinsic
and intrinsic defect absorption, including those related to surface states; and iii) in UV‐induced color centers.
Considerable red shifts relative to the fundamental absorption threshold of wide band gap solids have
been observed for the spectral limits of surface photoreactions induced in extrinsic absorption bands. This
allows thinking about the wide band gap solids as a potential competitors for the relatively narrow band gap
photocatalysts. This review discusses the concept of surface photoadsorption (photocatalytic) center while
differentiating active and inactive states of the center. Electronically excited defect, surface self‐trapped or
bound exciton, and the surface defect with trapped photo carrier are considered as the active states of photoadsorption
(photocatalytic) centers of different types. The decay pathway of active state determines the
lifetime of a photocatalytic center, and in this connection the Langmuir‐Hinshelwood kinetic approach is
discussed.
NMR studies of the polyphotochromic behaviour of biphotochromic compounds
Authors: Berthet J. , Delbaere S. , Lokshin V. , Samat A. , Micheau J. C. , Vermeersch G.
Published: March 2007

NMR spectroscopy has been used to investigate the photochromism of four biphotochromic
molecules in both the spirooxazine and naphthopyran families. The thermal evolution of photoproducts
and their structural identification made it possible to observe polyphotochromic behaviour: photocoloration,
thermal bleaching, photo and thermal isomerisation, photoelectrocyclisation and thermochromism.
Polyoxometallates as effective photocatalysts in water purification from pesticides
Authors: Gkika E. , Kormali P. , Antonaraki S. , Dimoticali D. , Papaconstantinou E. , Hiskia A.
Published: March 2007

Polyoxometallates (POM), i.e., metal oxide clusters of mainly tungsten are effective homogeneous
photocatalysts for the mineralization of organic pollutants. POM are, at least, as effective as the well studied
TiO2. OH⋅radicals formed by the reaction of the photo‐excited polyoxometallates with H2O, appear to play a key role in the process. In this study, the photocatalytic activity of POM have been tested on some
diversified pesticides of interest such as lindane, bentazone and fenitrothion to determine the feasibility
of decontamination of aqueous solutions from these pollutants. The results show that aqueous solutions
containing the above pesticides, upon photolysis in the presence of polyoxotungstates undergo effective
degradation to CO2, H2O and the corresponding inorganic anions. The intermediates identified give rise to
complicated degradation mechanisms prior to mineralization. The characteristic reactions that take place
consist of hydroxylation, H‐abstraction, dehalogenation, denitration, desulfurization, breaking of the C‐C
bond etc.
Fluorescence studies of a silane gel to be applied as a carrier in optical sensors
Authors: Miller Ewa , Wysocki Stanisław , Jóźwik Donata
Published: March 2007

Results of fluorescence studies on the degree of pyrene and aminopyrene elution from a silane gel
by water and ethanol are discussed in the paper. The studies were carried out for gels obtained on
glass plates that differed in composition. Silane monomers: TEOS—tetraethylorthosilane, APTES—3‐aminopropyltriethoxysilane,
GPTMS—3‐glycidoxypropylmethoxysilane, PDMS—polydimethylsilane, TMAOH—tetraethylammonium hydroxide, water and ethanol were used. A fluorophore was trapped in the gel either physically or using covalent bonds with the amino group of a carrier and glutaraldehyde. Emission spectra of the probe steady‐state fluorescence in the gel were recorded on subsequent days of storage of plates with
the gel in fresh solvent. The kinetics of aminopyrene decay in the sol and silane gel was also recorded. On
the basis of results obtained, the degree of elution of fluorophore from the gel was determined in view of
the application of the silane gel as a carrier in the optical sensor and the nature of the probe environment.
The role of pH in aqueous photocatalytic oxidation of β‐estradiol
Authors: Malygina Tatyana , Preis Sergei , Kallas Juha
Published: March 2007

Experimental studies of aqueous photocatalytic oxidation (PCO) of β‐estradiol in TiO2 suspensions
were undertaken. The dependence of PCO efficiency and adsorption of β‐estradiol on pH was studied. It
was found that both the adsorption of β‐estradiol and the PCO efficiency increased practically linearly with
increasing concentration of OH‐ions. The predominant role of direct β‐estradiol oxidation with positively
charged holes was thus indirectly confirmed.
Series resistance effect on the output parameters of buried emitter silicon solar cells
Authors: Eldallal Gamal M. , Feteha Mohamed Y. , Mousaa Mostafa E.
Published: March 2007

A realistic distributed equivalent circuit for the buried emitter silicon solar cell is presented
taking into consideration the carriers paths through the planar and vertical junctions. In addition, a new
theoretical model for the cell characteristics including the cell′s mismatching, series resistance, different
junctions (planar and vertical) and junctions geometry is considered in this work. The results are compared
with the published data.
Ultrafast photoinduced electron transfer in coumarin 343 sensitized TiO2‐colloidal solution
Authors: Wachtveitl Josef , Huber Robert , Spörlein Sebastian , Moser Jacques E. , Grätzel Michael
Published: March 2007

Photoinduced electron transfer from organic dye molecules to semiconductor nanoparticles is
the first and most important reaction step for the mechanism in the so called “wet solar cells” [1]. The time
scale between the photoexcitation of the dye and the electron injection into the conduction band of the
semiconductor colloid varies from a few tens of femtoseconds to nanoseconds, depending on the specific
electron transfer parameters of the system, e.g., electronic coupling or free energy values of donor and acceptor
molecules [2–10]. We show that visible pump/ white light probe is a very efficient tool to investigate
the electron injection reaction allowing to observe simultaneously the relaxation of the excited dye, the injection
process of the electron, the cooling of the injected electron and the charge recombination reaction.
Thermally irreversible photochromic dithienylethenes
Authors: Krayushkin M. M. , Uzhinov B. M. , Martynkin A. Yu. , Dzhavadov D. L. , Kalik M. A. , Ivanov V. L. , Stoyanovich F. M. , Uzhinova L. D. , Zolotarskaya O. Yu.
Published: March 2007

A lot of previously unknown derivatives of dithienylperfluorocyclopentene (DTPFCP) were synthesized.
It was shown that 2, 2′‐dialkylsubstituted DTPFCP′S are phtochromes. The quantum yields of forward
and backward photochemical reactions and spectral parameters of open and cyclic forms of the photochromes
synthesized were measured. An attempt to obtain fluorescing phtochromes by means of introduction
of benzoxazolyl, benzthiazolyl and 1,2,4‐oxadiazolyl moieties in 5 and 5′ positions of DTPFCP failed;
these compounds were synthesized but they do not fluoresce.
Construction of J-variate distribution functions and applications to discrete decision models
Authors: A. Marisa Yadlin
Published: March 2007

The construction of J-variate distribution functions, introducing dependences among
J random variables and keeping fixed the J marginal distribution functions, is important in the
development of theoretical and empirical statistical analysis. Here, a method for generating such
distribution functions is developed. Characteristics of the resulting distribution functions are
discussed. An application to discrete regression models is presented. The latter is specialized to
model choice of mode od transportation by travelers.
Numerical simulation of the oscillations of non-newtonian viscous fluids with a free surface
Authors: Korobeinikov A.
Published: March 2007

Non-Newtonian fluids are increasingly being transported by a variety
of vehicles. It has been observed that vehicles containing such fluids
demonstrate behaviour which could be explained only by non-linearity
characteristics of such fluids. In this paper small oscillations of
non-Newtonian fluids in tanks are considered. A numerical method
suitable for both Newtonian and non-Newtonian fluids is suggested.
Examples of numerical simulations with emphasis on Bingham fluids are
given to demonstrate effects of non-linear properties.
Mean action time for diffusive processes
Authors: Landman Kerry , Mcguinness Mark
Published: March 2007

For a number of diffusive processes involving heat and mass
transfer, a convenient and easy way to solve for penetration time or
depth is to consider an averaged quantity called mean action time.
This approach was originally developed by Alex McNabb, in
collaboration with other researchers. It is possible to solve for
mean action time without actually solving the full diffusion
problem, which may be nonlinear, and may have internal moving
boundaries. Mean action time satisfies a linear Poisson equation,
and only works for finite problems. We review some nice properties
of mean action time, and discuss some recent novel applications.
On order 5 symplectic explicit Runge-Kutta Nyström methods
Authors: Chou Lin-Yi , Sharp P. W.
Published: March 2007

Order five symplectic explicit Runge-Kutta Nyström methods of
five stages are known to exist. However, these methods do not have
free parameters with which to minimise the principal error
coefficients. By adding one derivative evaluation per step, to give
either a six-stage non-FSAL family or a seven-stage FSAL family of
methods, two free parameters become available for the minimisation.
This raises the possibility of improving the efficiency of order five
methods despite the extra cost of taking a step.

We perform a minimisation of the two families to obtain an optimal
method and then compare its numerical performance with published
methods of orders four to seven. These comparisons along with those
based on the principal error coefficients show the new method is
significantly more efficient than the five-stage, order five methods.
The numerical comparisons also suggest the new methods can be more
efficient than published methods of other orders.
Comparison theorems for multicomponent diffusion systems: developments since 1961
Authors: Nelson M. I.
Published: March 2007

Comparison theorems may be used to prove the existence and
uniqueness of solutions to certain types of partial differential
equations. They provide bounds for solutions and can be used as the
basis of numerical techniques for the computation of solutions. In
1961 Alex McNabb published one of the first papers extending their
use to multi-component systems. Developments in the theory and
applications of such results, through citations of this original
paper, are reviewed.
High order explicit Runge-Kutta pairs for ephemerides of the Solar System and the Moon
Authors: Sharp Philip W.
Published: March 2007

Numerically integrated ephemerides of the Solar System and the Moon
require very accurate integrations of systems of second order
ordinary differential equations. We present a new family of 8-9
explicit Runge-Kutta pairs and assess the performance of two new 8-9
pairs on the equations used to create the ephemeris DE102. Part of
this work is the introduction of these equations as a test problem
for integrators of initial value ordinary differential equations.
Variational methods for boundary value problems
Authors: Tsang B. , Taylor S. W. , Wake G. C.
Published: March 2007

The variational formulation of boundary value problems is valuable
in providing remarkably easy computational algorithms as well as an
alternative framework with which to prove existence results.
Boundary conditions impose constraints which can be annoying from a
computational point of view. The question is then posed: what is the
most general boundary value problem which can be posed in
variational form with the boundary conditions appearing naturally?
Special cases of two-point problems in one-dimension and some higher
dimensional problems are addressed. There is a deep connection with
self-adjointness for the linear case. Further cases under which a
Lagrangian may or may not exist are explained.
Three different operations research models for the same (s,S) policy
Authors: Ben-Ayed Omar
Published: March 2007

Operations Research techniques are usually presented as distinct models. Difficult as it may often be, achieving linkage between these models could reveal their interdependency and make them easier for the user to understand. In this article three different models, namely Markov Chain, Dynamic Programming, and Markov Sequential Decision Processes, are used to solve an inventory problem based on the periodic review system. We show how the three models converge to the same (s,S) policy and we provide a numerical example to illustrate such a convergence.
Classroom note: Fourier method for Laplace transform inversion
Authors: Iqbal M.
Published: March 2007

A method is described for inverting the Laplace transform. The performance of the Fourier method is illustrated by the inversion of the test functions available in the literature. Results are shown in the tables.
Financial applications of a Tabu search variable selection model
Authors: Drezner Zvi , Marcoulides George A. , Stohs Mark Hoven
Published: March 2007

We illustrate how a comparatively new technique, a Tabu search variable selection model [Drezner, Marcoulides and Salhi (1999)], can be applied efficiently within finance when the researcher must select a subset of variables from among the whole set of explanatory variables under consideration. Several types of problems in finance, including corporate and personal bankruptcy prediction, mortgage and credit scoring, and the selection of variables for the Arbitrage Pricing Model, require the researcher to select a subset of variables from a larger set. In order to demonstrate the usefulness of the Tabu search variable selection model, we: (1) illustrate its efficiency in comparison to the main alternative search procedures, such as stepwise regression and the Maximum R2 procedure, and (2) show how a version of the Tabu search procedure may be implemented when attempting to predict corporate bankruptcy. We accomplish (2) by indicating that a Tabu Search procedure increases the predictability of corporate bankruptcy by up to 10 percentage points in comparison to Altman's (1968) Z-Score model.
Expert rule versus majority rule under partial information, II
Authors: Berend Daniel , Sapir Luba
Published: March 2007

The main purpose of this paper is clarifying the connection between some characteristics of a deciding body and the probability of its making correct decisions. In our model a group of decision makers is required to select one of two alternatives. We assume the probabilities of the decision makers being correct are independent random variables distributed according to the same given distribution rule. This distribution belongs to a general family, containing the uniform distribution as a particular case. We investigate the behavior of the probability of the expert rule being optimal, as well as that of the majority rule, both as functions of the distribution parameter and the group size. The main result is that for any value of the distribution parameter the expert rule is far more likely to be optimal than the majority rule, especially as the deciding body becomes larger.
Optimum workforce scheduling under the (14, 21) days-off timetable
Authors: Alfares Hesham K.
Published: March 2007

An efficient optimum solution is presented for a real-life employee day-soff scheduling problem with a three-week cycle. Over a given work cycle, each worker is given 14 successive workdays and 7 successive off days. This three-week days-off timetable is referred to as the (14, 21) schedule. Given different labor demands for each day of the week, the primary objective is to minimize the number of workers. The secondary objective is to reduce transportation cost by minimizing the number of active days-off patterns. The solution technique utilizes the dual LP solution to determine the minimum number of workers and feasible days-off assignments, without using linear or integer programming. The simple solution technique eliminates the need to use integer programming for this particular scheduling problem.
Components of the Pearson-Fisher chi-squared statistic
Authors: Raynery G. D.
Published: March 2007

The Pearson-Fisher chi-squared test can be used to evaluate the goodness-of-fit of categorized continuous data with known bin endpoints compared to a continuous distribution, in the presence of unknown (nuisance) distribution parameters. Rayner and McAlevey [11] and Rayner and Best [9],[10] demonstrate that in this case, component tests of the Pearson-Fisher chi-squared test statistic can be obtained by equating it to the Neyman smooth score test for a categorized composite null hypothesis under certain restrictions. However, only Rayner and McAlevey [11] provide even brief details as to how these restrictions can be used to obtain any kind of decomposition. More importantly, the relationship between the range of possible decompositions and the
interpretation of the corresponding test statistic components has not previously been investigated. This paper provides the necessary details, as well as an overview of the decomposition options available, and revisits two published examples.
Use of demonstrations and experiments in teaching business statistics
Authors: Johnson D. G. , John J. A.
Published: March 2007

The aim of a business statistics course should be to help students think statistically and to interpret and understand data, rather than to focus on mathematical detail and computation. To achieve this students must be thoroughly involved in the learning process, and encouraged to discover for themselves the meaning, importance and relevance of statistical concepts. In this paper we advocate the use of experiments and demonstrations as aids to achieving these goals. A number of demonstrations are given which can be used to illustrate and explain some key statistical ideas.
Recursive estimation of inventory quality classes using sampling
Authors: Aggoun L. , Benkherouf L. , Benmerzouga A.
Published: March 2007

In this paper we propose a new discrete time discrete state inventory model for perishable items of a single product. Items in stock are assumed to belong to one of a finite number of quality classes that are ordered in such a way that Class 1 contains the best quality and the last class contains the pre-perishable quality. By the end of each epoch, items in each inventory class either stay in the same class or lose quality and move to a lower class. The movement between classes is not observed. Samples are drawn from the inventory and based on the observations of these samples, optimal estimates for the number of items in each quality classes are derived.
Three ways to solve for bond prices in the Vasicek model
Authors: Mamon Rogemar S.
Published: March 2007

Three approaches in obtaining the closed-form solution of the Vasicek bond
pricing problem are discussed in this exposition. A derivation based solely on the distribution
of the short rate process is reviewed. Solving the bond price partial differential
equation (PDE) is another method. In this paper, this PDE is derived via a martingale
approach and the bond price is determined by integrating ordinary differential equations.
The bond pricing problem is further considered within the Heath-Jarrow-Morton (HJM)
framework in which the analytic solution follows directly from the short rate dynamics
under the forward measure.
A non-iterative alternative to ordinal Log-Linear models
Authors: Beh Eric J. , Davy Pamela J.
Published: March 2007

Log-linear modeling is a popular statistical tool for analysing a contingency
table. This presentation focuses on an alternative approach to modeling ordinal categorical
data. The technique, based on orthogonal polynomials, provides a much simpler
method of model fitting than the conventional approach of maximum likelihood estimation,
as it does not require iterative calculations nor the fitting and re-fitting to search
for the best model. Another advantage is that quadratic and higher order effects can
readily be included, in contrast to conventional log-linear models which incorporate linear
terms only.

The focus of the discussion is the application of the new parameter estimation technique
to multi-way contingency tables with at least one ordered variable. This will also
be done by considering singly and doubly ordered two-way contingency tables. It will
be shown by example that the resulting parameter estimates are numerically similar to
corresponding maximum likelihood estimates for ordinal log-linear models.
On gradient simplex methods for linear programs
Authors: Vemuganti R. R.
Published: March 2007

A variety of pivot column selection rules based upon the gradient criteria
(including the steepest edge) have been explored to improve the efficiency of the primal
simplex method. Simplex-like algorithms have been proposed imbedding the gradient
direction (GD) which includes all variables whose increase or decrease leads to an improvement
in the objective function. Recently a frame work has been developed in the
simplex method to incorporate the reduced-gradient direction (RGD) consisting of only
variables whose increase leads to an improvement in the objective function. In this paper,
the results are extended to embed GD in the simplex method based on the concept
of combining directions. Also mathematical properties related to combining directions
as well as deleting a variable from all basic directions are presented.
Variance reduction trends on ‘boosted’ classifiers
Authors: Wheway Virginia
Published: March 2007

Ensemble classification techniques such as bagging, (Breiman, 1996a), boosting (Freund & Schapire, 1997) and arcing algorithms (Breiman, 1997) have received much attention in recent literature. Such techniques have been shown to lead to reduced
classification error on unseen cases. Even when the ensemble is trained well
beyond zero training set error, the ensemble continues to exhibit improved classification
error on unseen cases. Despite many studies and conjectures, the reasons behind
this improved performance and understanding of the underlying probabilistic structures
remain open and challenging problems. More recently, diagnostics such as edge and margin (Breiman, 1997; Freund & Schapire, 1997; Schapire et al., 1998) have been used to
explain the improvements made when ensemble classifiers are built. This paper presents
some interesting results from an empirical study performed on a set of representative
datasets using the decision tree learner C4.5 (Quinlan, 1993). An exponential-like decay
in the variance of the edge is observed as the number of boosting trials is increased.
i.e. boosting appears to ‘homogenise’ the edge. Some initial theory is presented which
indicates that a lack of correlation between the errors of individual classifiers is a key
factor in this variance reduction.
Improving prediction of neural networks: a study of tow financial prediction tasks
Authors: Sen Tarun K. , Ghandforoush Parviz , Stivason Charles T.
Published: March 2007

Neural networks are excellent mapping tools for complex financial data. Their mapping capabilities however do not always result in good generalizability for financial prediction models. Increasing the number of nodes and hidden layers in a neural network model produces better mapping of the data since the number of parameters available to the model increases. This is determinal to generalizabilitiy of the model since the model memorizes idiosyncratic patterns in the data. A neural network model can be expected to be more generalizable if the model architecture is made less complex by using fewer input nodes. In this study we simplify the neural network by eliminating input nodes that have the least contribution to the prediction of a desired outcome. We also provide a theoretical relationship of the sensitivity of output variables to the input variables under certain conditions. This research initiates an effort in identifying methods that would improve the generalizability of neural networks in financial prediction tasks by using mergers and bankruptcy models. The result indicates that incorporating more variables that appear relevant in a model does not necessarily improve prediction performance.
An application of latent class random coefficient regression
Authors: Erichsen Lars , Brockhoff Per Bruun
Published: March 2007

In this paper we apply a statistical model combining a random coefficient regression model and a latent class regression model. The EM-algorithm is used for maximum likelihood estimation of the unknown parameters in the model and it is pointed out how this leads to a straightforward handling of a number of different variance/covariance restrictions. Finally, the model is used to analyze how consumers' preferences for eight coffee samples relate to sensory characteristics of the coffees. Within this application the analysis corresponds to a model-based version of the so-called external preference mapping.
Dynamical systems modelling of the interactions of animal stocking
density and soil fertility in grazed pasture
Authors: Wickham I. D. , Wake G. C. , Woodward S. J. R. , Thorrold B. S.
Published: March 2007

To examine the long-term effects of fertiliser application on pasture growth under grazing, a mathematical representation of the pasture ecosystem is created and analysed mathematically. From this the nutrient application level needed to maintain a given stocking rate can be determined, along with its profitability. Feasible stocking levels and fertiliser application rates are investigated and the optimal combination found, along with the sensitivity of this combination. It is shown that profitability is relatively insensitive to fertiliser level compared with stocking rate.
Effect of prior probabilities on the classificatory performance of
parametric and mathematical programming approaches to the
two-group discriminant problem
Authors: Loucopoulos Constantine
Published: March 2007

A mixed-integer programming model (MIP) incorporating prior probabilities for the two-group discriminant problem is presented. Its classificatory performance is compared against that of Fisher's linear discrimininant function (LDF) and Smith's quadradic discriminant function (QDF) for simulated data from normal and nonnormal populations for different settings of the prior probabilities of group membership. The proposed model is shown to outperform both LDF and QDF for most settings of the prior probabilities when the data are generated from nonnormal populations but underperforms the parametric models for data generated from normal populations.
Maximum likelihood estimates with order restrictions on probabilities and odds ratios: A geometric programming approach
Authors: Bricker D. L. , Kortanek K. O. , Xu L.
Published: March 2007

The problem of assigning cell probabilities to maximize a multinomial likelihood with order restrictions on the probabilies and/or restrictions on the local odds ratios is modeled as a posynomial geometric program (GP), a class of nonlinear optimization problems with a well-developed duality theory and collection of algorithms. (Local odds ratios provide a measure of association between categorical random variables.) A constrained multinomial MLE example from the literature is solved, and the quality of the solution is compared with that obtained by the iterative method of El Barmi and Dykstra, which is based upon Fenchel duality. Exploiting the proximity of the GP model of MLE problems to linear programming (LP) problems, we also describe as an alternative, in the absence of special-purpose GP software, an easily implemented successive LP approximation method for solving this class of MLE problems using one of the readily available LP solvers.
Classroom note: Radioactivity half-lives considered as data
Authors: Hutchinson T. P.
Published: March 2007

Half-lives of radioactive nuclides range over more than 20 orders of magnitude. It is striking that, nevertheless, statistical laws may be discovered in these numbers: a log-normal distribution provides a good description.
Limit policies in N-sector dynamic growth games with externalities
Authors: Fischer Ronald D. , Mirman Leonard J.
Published: March 2007

We examine an economy with n production sectors that interact via a production externality. We find a solution to the resulting dynamic differential game between sectors and compare it to the cooperative solution. As the number of sectors increases, the limiting policy is the optimal policy without a production externality. This policy is inefficient and, depending on the sign of the externality between sectors, the inefficiency is due to over- (or under-) consumption.
A statistical comparison of accelerated concrete testing methods
Authors: Meyer Denny
Published: March 2007

Accelerated curing results, obtained after only 24 hours, are used to predict the 28 day strength of concrete. Various accelerated curing methods are available. Two of these methods are compared in relation to the accuracy of their predictions and the stability of the relationship between their 24 hour and 28 day concrete strength. The results suggest that Warm Water accelerated curing is preferable to Hot Water accelerated curing of concrete. In addition, some other methods for improving the accuracy of predictions of 28 day strengths are suggested. In particular the frequency at which it is necessary to recalibrate the prediction equation is considered.
Combination trading with limit orders
Authors: Schellhorn Henry
Published: March 2007

We model the exchange of commodities that are contingent upon each other, when traders place mostly limit orders. Examples include: 1) a market of financial futures where future spreads are also traded, 2) a market of mutual funds and stocks, 3) a market of options and stocks, under the viewpoint that they are both combinations of Arrow-Debreu securities. We prove that consistent prices are optimal. We develop a fixed-point algorithm to compute an optimal price and allocation. The algorithm combines ideas from contraction mapping theory and from homotopy theory. It is much faster than a traditional linear programming approach.
Classroom note: An inductive derivation of Stirling numbers of
the second kind and their applications in statistics
Authors: Joarder Anwar H. , Mahmood Munir
Published: March 2007

An inductive method has been presented for finding Stirling numbers of the second kind. Applications to some discrete probability distributions for finding higher order moments have been discussed.
Optimal investment strategies for renewable facilities
Authors: Flood Joe
Published: March 2007

Although a large literature exists on the repair and deterioration of machines, the
associated problem of maintenance schedules for deteriorating renewable facilities has been little
studied. These facilities include all those which can be restored to a near-new state by renovation
or rebuilding, so that the market value and performance of the facility depends on the current
state of repair rather than on the time since initial construction. This paper solves the general
deterministic problem of finding the optimal repair strategy for a depreciating renewable facility.
It is shown that the value of the facility should approach the level where a function defined as
the "nett internal return" is greatest. If the facility has a finite life before sale or demolition, an
adjustment to repair strategies should be made as the facility approaches this time, increasing
repairs where this permits a better sale price to be obtained, or discontinuing repairs if they are
not justified by scrap or market value. Solutions for a range of common depreciation functions
and for linear and quadratic repair cost functions are obtained. The optimal life of the facility
is determined at the time when nett "external" marginal return, which includes potential capital
gain or loss and opportunity cost of capital, falls to zero.
A decision support system for regional hazardous waste management alternatives
Authors: Amouzegar Mahyar A. , Jacobsen Stephen E.
Published: March 2007

With the passage of the Resource Conservation and Recovery Act (RCRA), and the
subsequent amendments to RCRA, efforts to provide tighter controls on the transportation and
disposal of hazardous waste have been steadily gaining ground. This paper, intended as a decision
support tool for regional planning, incorporates information on the hazardous waste generation,
treatment capacity and the costs of waste treatment alternatives into an optimization problem
of finding the relationship between governing agency and the toxic waste producing firms. As an
example, we consider the problem of regional hazardous waste in the San Francisco Bay Area in
Northern California.
Sampling size and efficiency bias in data envelopment analysis
Authors: Alirezaee Mohammad R. , Howland Murray , van de Panne Cornelis
Published: March 2007

In Data Envelopment Analysis, when the number of decision making units is small,
the number of units of the dominant or effcient set is relatively large and the average effciency is
generally high. The high average effciency is the result of assuming that the units in the effcient
set are 100% effcient. If this assumption is not valid, this results in an overestimation of the
efficiencies, which will be larger for a smaller number of units. Samples of various sizes are used
to find the related bias in the effciency estimation. The samples are drawn from a large scale
application of DEA to bank branch efficiency. The effects of different assumptions as to returns
to scale and the number of inputs and outputs are investigated.
Managing cost uncertainties in transportation and assignment problems
Authors: Adlakha V. , Arsham H.
Published: March 2007

In a fast changing global market, a manager is concerned with cost uncertainties
of the cost matrix in transportation problems (TP) and assignment problems (AP).A time lag
between the development and application of the model could cause cost parameters to assume
different values when an optimal assignment is implemented.
The manager might wish to determine the responsiveness of the current optimal solution to such uncertainties.
A desirable tool is
to construct a perturbation set (PS) of cost coeffcients which ensures the stability of an optimal
solution under such uncertainties.

The widely-used methods of solving the TP and AP are the stepping-stone (SS) method and the
Hungarian method, respectively. Both methods fail to provide direct information to construct the
needed PS. An added difficulty is that these problems might be highly pivotal degenerate.
Therefore, the sensitivity results obtained via the available linear programming (LP) software might be
misleading.

We propose a unified pivotal solution algorithm for both TP and AP.
The algorithm is free of pivotal degeneracy, which may cause cycling, and does not require any extra variables such as slack, surplus, or artificial variables used in dual and primal simplex. The algorithm permits higher-order assignment problems and side-constraints. Computational results comparing the proposed
algorithm to the closely-related pivotal solution algorithm, the simplex, via the widely-used pack-age Lindo, are provided. The proposed algorithm has the advantage of being computationally
practical, being easy to understand, and providing useful information for managers. The results
empower the manager to assess and monitor various types of cost uncertainties encountered in
real-life situations. Some illustrative numerical examples are also presented.
Admission controls for Erlang's loss system with service times distributed as a finite sum of exponential random variables
Authors: Moretta Brian , Ziedins Ilze
Published: March 2007

It is known that a threshold policy (or trunk reservation policy) is optimal for Erlang’s
loss system under certain assumptions. In this paper we examine the robustness of this policy
under departures from the standard assumption of exponential service times (call holding times)
and give examples where the optimal policy has a generalized trunk reservation form.
A practical procedure for estimation of linear models via
asymptotic quasi-likelihood
Authors: Biondini Riccardo , Lin Yan-Xia , Mvoi Sifa
Published: March 2007

This paper is concerned with the application of an asymptotic quasi-likelihood
practical procedure to estimate the unknown parameters in linear stochastic models of the form
yt=ft(θ)+Mt(θ)(t=1,2,..,T)
, where ft
is a linear predictable process of θ
and Mt
is an
error term such that E(Mt|Ft−1)=0
and E(Mt2|Ft−1)<∞
and F
is a σ-field generated
from{ys}s≤t
. For this model, to estimate the parameter θ∈Θ, the ordinary least squares
method is usually inappropriate (if there is only one observable path of {yt} and if E(Mt2|Ft−1)
is not a constant) and the maximum likelihood method either does not exist or is mathematically
intractable. If the finite dimensional distribution of Mt
is unknown, to obtain a good estimate of
θ
an appropriate predictable process gt should be determined. In this paper, criteria for determining
gt
are introduced which, if satisfied, provide more accurate estimates of the parameters via the
asymptotic quasi-likelihood method.
Robust insurance mechanisms and the shadow prices of information
constraints
Authors: Evstigneev I. V. , Haneveld W. K. Klein , Mirman L. J.
Published: March 2007

We consider a risky economic project that may yield either profits or losses, depending
on random events. We study an insurance mechanism under which the plan of project implementation
maximizing the expected value of profits becomes optimal almost surely. The mechanism
is linear in the decision variables, “actuarially fair” and robust to changes in the utility function.

The premium and the compensation in the insurance scheme are expressed through dual variables
associated with information constraints in the problem of maximization of expected profits. These
dual variables are interpreted as the shadow prices of information. Along with the general model,
several specialized models are considered in which the insurance mechanism and the shadow prices
are examined in detail.
The videotape rental model
Authors: Pasternack Barry A. , Drezner Zvi
Published: March 2007

In this paper we study the situation faced by a videotape rental store which must
decide how many copies of a new videotape release it should purchase for rental to customers. A
model representing this process is developed and contrasted with the classical newsboy problem.
On the heat impulse method for deducing sap flow
Authors: Gribben Ron
Published: March 2007

Speed of sap flow in plants and trees is of interest to botanists and environmentalists
because of its connection with the rate of utilisation of nutrients in the soil. An established method
uses the transport of heat where an impulsive heat source is introduced along a radial line by a
probe in the trunk sapwood. The temperature is monitored, upstream and downstream, and, by
solving the heat flow equation in the moving fluid, the sap velocity may be deduced indirectly
under some simplifying assumptions which chiefly render the method most useful when applied to
trees of relatively large diameter. Transform methods are used to obtain the appropriate threedimensional
time-dependent solution in explicit form and values for the resulting sap velocity are
compared with the existing two-dimensional theory.
Strategic staffing model for electric utilities
Authors: Khawaja M. Sami
Published: March 2007

Historically, utilities have been granted a natural monopoly status through the
regulatory process. Under such conditions, utilities need to prove to their regulators that their
expenditures were necessary to comply with imposed “obligation to serve.” When these
prudency arguments are successful, the utilities may recover their costs plus a rate of return.

Some have argued that this structure has not created an environment that fosters productive
efficiency. With deregulation on the horizon, the utility business is changing. To survive the
21st century, utilities need to find ways to improve their efficiency. One such avenue is
strategic staffing.
The importance of the laboratory to the pharmaceutical business
Authors: Hawkins Juanita M.
Published: March 2007

Understanding the contributions that the laboratory can make in product/process development, process improvement, market surveil lance and general business is key to the pharmaceutical business today. Poor laboratory practice yields compliance issues, increased cost, increased cycle time and delayed product introductions. This paper covers key areas of customer satisfaction, the role of quality control and quality assurance laboratories, measures of account ability and progress, and an example of how laboratory robotics can help meet important goals.
Development of a method for the determination of ultra‐trace level mercury in adipose tissue by cold vapour atomic fluorescence spectrometry
Authors: Levine Keith E. , Fernando Reshan A. , Lang M. , Essader Amal , Handy Robert W. , Collins Bradley J.
Published: March 2007

A method for the determination of total mercury in rat adipose tissue by cold vapour atomic fluorescence spectrometry (CVAFS) has been developed. Adipose samples were initially subjected to a lyophilization procedure in order to facilitate the homogenization and accurate weighing of small tissue aliquots (~50 mg). A closed vessel microwave digestion procedure using a mixture of sulphuric and nitric acids was used to liberate mercury from the adipose matrix. All mercury species were quantitatively oxidized to Hg(II) by a potassium bromate/bromide oxidation, then reduced to Hg(0) vapour by stannous chloride prior to fluorescence detection. The CVAFS exhibited a linear range of 10 pg Hg/ml to 120 pg Hg/ml. The method detection limit in solution was 2 pg Hg/ml, or 1 ng Hg/g adipose tissue, based on a nominal 50 mg sample and a final volume of 25 ml. A reference material from the National Research Council of Canada (DOLT‐2, trace metals in dogfish liver) was prepared in quadruplicate in order to assess the accuracy and precision of the method. Mercury in this material was recovered at 2.22 ± 0.08 μ g/g, which is 104% of the certified level (2.14 ± 0.10 μ g/g).
Hirudin as an anticoagulant for both haematology and chemistry tests
Authors: Kumura Takeo , Hino Masayuki , Yamane Takahisa , Tatsumi Noriyuki
Published: March 2007

Hirudin, an extract from the leech, has powerful antithrombin activity affecting the blood coagulation pathway. We evaluated the usefulness of hirudin in anticoagulating specimens for routine laboratory tests. Results using blood anticoagulated with hirudin corresponded well with results with blood treated with ethylenediamine tetraacetic acid (EDTA) in the complete blood count (CBC), including white blood cell (WBC) differential count and morphology of blood cells, when CBC was performed within 2 h of blood collection. Clinical chemistry results from hirudin‐treated samples were similar to results obtained with serum specimens. Thus, hirudin may be a useful anticoagulant for emergency laboratory medicine.