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Full-Text Articles in Physical Sciences and Mathematics
Capacity Planning With Financial And Operational Hedging In Low‐Cost Countries, Lijian Chen, Shanling Li, Letian Wang
Capacity Planning With Financial And Operational Hedging In Low‐Cost Countries, Lijian Chen, Shanling Li, Letian Wang
Lance (Lijian) Chen
The authors of this paper outline a capacity planning problem in which a risk-averse firm reserves capacities with potential suppliers that are located in multiple low-cost countries. While demand is uncertain, the firm also faces multi-country foreign currency exposures. This study develops a mean-variance model that maximizes the firm’s optimal utility and derives optimal utility and optimal decisions in capacity and financial hedging size. The authors show that when demand and exchange rate risks are perfectly correlated, a risk- averse firm, by using financial hedging, will achieve the same optimal utility as a risk-neutral firm. In this paper as well, …
A Simulation-Based Approach To Solve A Specific Type Of Chance Constrained Optimization, Lijian Chan
A Simulation-Based Approach To Solve A Specific Type Of Chance Constrained Optimization, Lijian Chan
Lance (Lijian) Chen
We solve the chance constrained optimization with convex feasible set through approximating the chance constraint by another convex smooth function. The approximation is based on the numerical properties of the Bernstein polynomial that is capable of effectively controlling the approximation error for both function value and gradient. Thus, we adopt a first-order algorithm to reach a satisfactory solution which is expected to be optimal. When the explicit expression of joint distribution is not available, we then use Monte Carlo approach to numerically evaluate the chance constraint to obtain an optimal solution by probability. Numerical results for known problem instances are …
Re-Solving Stochastic Programming Models For Airline Revenue Management, Lijian Chen, Tito Homem-De-Mello
Re-Solving Stochastic Programming Models For Airline Revenue Management, Lijian Chen, Tito Homem-De-Mello
Lance (Lijian) Chen
We study some mathematical programming formulations for the origin-destination model in airline revenue management. In particular, we focus on the traditional probabilistic model proposed in the literature. The approach we study consists of solving a sequence of two-stage stochastic programs with simple recourse, which can be viewed as an approximation to a multi-stage stochastic programming formulation to the seat allocation problem. Our theoretical results show that the proposed approximation is robust, in the sense that solving more successive two-stage programs can never worsen the expected revenue obtained with the corresponding allocation policy. Although intuitive, such a property is known not …
Ancillary Service Capacity Optimization For Both Electric Power Suppliers And Independent System Operator, Lijian Chen, Dengfeng Sun, Guang Li
Ancillary Service Capacity Optimization For Both Electric Power Suppliers And Independent System Operator, Lijian Chen, Dengfeng Sun, Guang Li
Lance (Lijian) Chen
Ancillary Services (AS) in electric power industry are critical to support the transmission of energy from generators to load demands while maintaining reliable operation of transmission systems in accordance with good utility practice. The ancillary services are procured by the independent system operator (ISO) through a process called the market clearing process which can be modeled by the partial equilibrium from the ends of ISO. There are two capacity optimization problems for both Market participants (MP) and Independent System Operator (ISO). For a market participant, the firm needs to determine the capacity allocation plan for various AS to pursue operating …
Capacity-Driven Pricing Mechanism In Special Service Industries, Lijian Chen, Suraj M. Alexander
Capacity-Driven Pricing Mechanism In Special Service Industries, Lijian Chen, Suraj M. Alexander
Lance (Lijian) Chen
We propose a capacity driven pricing mechanism for several service industries in which the customer behavior, the price demand relationship, and the competition are significantly distinct from other industries. According our observation, we found that the price demand relationship in these industries cannot be modeled by fitted curves; the customers would neither plan in advance nor purchase the service strategically; and the competition would be largely local. We analyze both risk neutral and risk aversion pricing models and conclude the proposed capacity driven model would be the optimal solution under mild assumptions. The resulting pricing mechanism has been implemented at …
Editorial: Social Implications Of Technology- “Il Buono, Il Brutto, Il Cattivo”, Katina Michael
Editorial: Social Implications Of Technology- “Il Buono, Il Brutto, Il Cattivo”, Katina Michael
Professor Katina Michael
Late last year, IEEE SSIT was invited to put together a paper for the centennial edition of Proceedings of the IEEE that was published in May 2012. The paper titled, “Social Implications of Technology: The Past, the Present, and the Future,” brought together five members of SSIT with varying backgrounds, and two intense months of collaboration and exchange of ideas. I personally felt privileged to be working with Karl D. Stephan, Emily Anesta, Laura Jacobs and M.G. Michael on this project.
Identifying High-Dimension Subspace Subcodes Of Reed-Solomon Codes, Sarah Adams
Identifying High-Dimension Subspace Subcodes Of Reed-Solomon Codes, Sarah Adams
Sarah Spence Adams
Subspace subcodes of Reed-Solomon (SSRS) codes were introduced by Hattori, McEliece, Solomo, and Lin in the mid-1990s. These authors found a complicated dimension formula and a simple, tight lower bound on thedimension of SSRS codes over F2m. We prove a conjecture of Hattori concerning how to identify subspaces that can be used to build SSRS codes whose dimension exceeds this lower bound.
The Minimum Decoding Delay Of Maximum Rate Complex Orthogonal Space–Time Block Codes, Sarah Adams, Nathaniel Karst, Jonathan Pollack
The Minimum Decoding Delay Of Maximum Rate Complex Orthogonal Space–Time Block Codes, Sarah Adams, Nathaniel Karst, Jonathan Pollack
Sarah Spence Adams
The growing demand for efficient wireless transmissions over fading channels motivated the development ofspace-time block codes. Space-time block codes built from generalized complex orthogonal designs are particularly attractive because the orthogonality permits a simple decoupled maximum-likelihood decodingalgorithm while achieving full transmit diversity. The two main research problems for these complex orthogonalspace-time block codes (COSTBCs) have been to determine for any number of antennas the maximum rate andthe minimum decoding delay for a maximum rate code. The maximum rate for COSTBCs was determined by Liang in 2003. This paper addresses the second fundamental problem by providing a tight lower bound on …
A Parameterized Stereo Vision Core For Fpgas, Mark Chang, Stephen Longfield
A Parameterized Stereo Vision Core For Fpgas, Mark Chang, Stephen Longfield
Mark L. Chang
We present a parameterized stereo vision core suitable for a wide range of FPGA targets and stereo vision applications. By enabling easy tuning of algorithm parameters, our system allows for rapid exploration of the design space and simpler implementation of high-performance stereo vision systems. This implementation utilizes the census transform algorithm to calculate depth information from a pair of images delivered from a simulated stereo camera pair. This work advances our previous work through implementation improvements, a stereo camera pair simulation framework, and a scalable stereo vision core.
Work In Progress - Synthesizing Design, Engineering, And Entrepreneurship Through A Mobile Application Development Course, Mark L. Chang
Work In Progress - Synthesizing Design, Engineering, And Entrepreneurship Through A Mobile Application Development Course, Mark L. Chang
Mark L. Chang
In this paper, we describe our experiences in designing and delivering a course that blends together design, engineering, and entrepreneurship through the use of mobile devices. The significance of this work is in advocating for and demonstrating the motivational and educational benefits of using a mobile platform, and describing how to utilize the mobile marketplace to provide an authentic, real-world experience across these three domains.
Precis: A Design-Time Precision Analysis Tool, Mark L. Chang, Scott Hauck
Precis: A Design-Time Precision Analysis Tool, Mark L. Chang, Scott Hauck
Mark L. Chang
Currently, few tools exist to aid the FPGA developer in translating an algorithm designed for a general-purpose-processor into one that is precision-optimized for FPGAs. This task requires extensive knowledge of both the algorithm and the target hardware. We present a design-time tool, Precis, which assists the developer in analyzing the precision requirements of algorithms specified in MATLAB. Through the combined use of simulation, user input, and program analysis, we demonstrate a methodology for precision analysis that can aid the developer in focusing their manual precision optimization efforts.
Precis: A Usercentric Word-Length Optimization Tool, Mark Chang, Scott Hauck
Precis: A Usercentric Word-Length Optimization Tool, Mark Chang, Scott Hauck
Mark L. Chang
Translating an algorithm designed for a general-purpose processor into an algorithm optimized for custom logic requires extensive knowledge of the algorithm and the target hardware. Precis lets designers analyze the precision requirements of algorithms specified in Matlab. The design time tool combines simulation, user input, and program analysis to help designers focus their manual precision optimization efforts.
Low-Cost Stereo Vision On An Fpga, Chris A. Murphy, Daniel Lindquist, Ann Marie Rynning, Thomas Cecil, Sarah Leavitt, Mark L. Chang
Low-Cost Stereo Vision On An Fpga, Chris A. Murphy, Daniel Lindquist, Ann Marie Rynning, Thomas Cecil, Sarah Leavitt, Mark L. Chang
Mark L. Chang
We present a low-cost stereo vision implementation suitable for use in autonomous vehicle applications and designed with agricultural applications in mind. This implementation utilizes the Census transform algorithm to calculate depth maps from a stereo pair of automotive-grade CMOS cameras. The final prototype utilizes commodity hardware, including a Xilinx Spartan-3 FPGA, to process 320times240 pixel images at greater than 150 frames per second and deliver them via a USB 2.0 interface.
Automated Least-Significant Bit Datapath Optimization For Fpgas, Mark L. Chang, Scott Hauck
Automated Least-Significant Bit Datapath Optimization For Fpgas, Mark L. Chang, Scott Hauck
Mark L. Chang
In this paper, we present a method for FPGA datapath precision optimization subject to user-defined area and error constraints. This work builds upon our previous research which presented a methodology for optimizing the dynamic range- the most significant bit position. In this work, we present an automated optimization technique for the least-significant bit position of circuit datapaths. We present results describing the effectiveness of our methods on typical signal and image processing kernels.
Interactionless Calendar-Based Training For 802.11 Localization, Mark Chang, Andrew J. Barry, Noah L. Tye
Interactionless Calendar-Based Training For 802.11 Localization, Mark Chang, Andrew J. Barry, Noah L. Tye
Mark L. Chang
This paper presents our work in solving one of the weakest links in 802.11-based indoor-localization: the training of ground-truth received signal strength data. While crowdsourcing this information has been demonstrated to be a viable alternative to the time consuming and accuracy-limited process of manual training, one of the chief drawbacks is the rate at which a system can be trained. We demonstrate an approach that utilizes users' calendar and appointment information to perform interactionless training of an 802.11-based indoor localization system. Our system automatically determines if a user attended a calendar event, resulting in accuracy comparable to our previously published …
Movement Detection For Power-Efficient Smartphone Wlan Localization, Mark Chang, Ilari Shafer
Movement Detection For Power-Efficient Smartphone Wlan Localization, Mark Chang, Ilari Shafer
Mark L. Chang
Mobile phone services based on the location of a user have increased in popularity and importance, particularly with the proliferation of feature-rich smartphones. One major obstacle to the widespread use of location-based services is the limited battery life of these mobile devices and the high power costs of many existing approaches. We demonstrate the effectiveness of a localization strategy that performs full localization only when it detects a user has finished moving. We characterize the power use of a smartphone, then verify our strategy using models of long-term walk behavior, recorded data, and device implementation. For the same sample period, …
Analysis Of Segmentation Algorithms For Pavement Distress Images, Allen Downey, Haris N. Koutsopoulos, Ibrahim El Sanhouri
Analysis Of Segmentation Algorithms For Pavement Distress Images, Allen Downey, Haris N. Koutsopoulos, Ibrahim El Sanhouri
Allen B. Downey
Collection and analysis of pavement distress data is an important component of any pavement‐management system. Various systems are currently under development that automate this process. They consist of appropriate hardware for the acquisition of pavement distress images and, in some cases, software for the analysis of the collected data. An important step in the automatic interpretation of images is segmentation, the process of extracting the objects of interest (distresses) from the background. We examine algorithms for segmenting pavement images and evaluate their effectiveness in separating the distresses from the background. The methods examined include the Otsu method, Kittler's method, a …
Primitive-Based Classification Of Pavement Cracking Images, Allen Downey
Primitive-Based Classification Of Pavement Cracking Images, Allen Downey
Allen B. Downey
Collection and analysis of pavement distress data are receiving attention for their potential to improve the quality of information on pavement condition. We present an approach for the automated classificaton of asphalt pavement distresses recorded on video or photographic film. Based on a model that describes the statistical properties of pavement images, we develop algorithms for image enhancement, segmentation, and distress classification. Image enhancement is based on subtraction of an “average” background: segmentation assigns one of four possible values to pixels based on their likelihood of belonging to the object. The classification approach proceeds in two steps: in the first …
Dynamic Monopolies And Feedback Vertex Sets In Hexagonal Grids, Sarah Spence Adams, Denise Troxell, S. Luke Zinnen
Dynamic Monopolies And Feedback Vertex Sets In Hexagonal Grids, Sarah Spence Adams, Denise Troxell, S. Luke Zinnen
Sarah Spence Adams
In a majority conversion process, the vertices of a graph can be in one of the two states, colored or uncolored, and these states are dynamically updated so that a vertex becomes colored at a certain time period if at least half of its neighbors were in the colored state in the previous time period. A dynamic monopoly is a set of vertices in a graph that when initially colored will eventually cause all vertices in the graph to become colored. This paper establishes a connection between dynamic monopolies and the well-known feedback vertex sets which are sets of vertices …
Noise-Induced Oscillations In An Actively Mode-Locked Laser, Kelly Black, John Geddes
Noise-Induced Oscillations In An Actively Mode-Locked Laser, Kelly Black, John Geddes
John B. Geddes
Oscillations induced by noise are examined for an actively mode-locked laser. Additive noise, proportional noise, and combined noise are considered. Spatial noise is approximated by Hermite expansions and temporal noise is approximated via an approximation of the variance of the random variable using a fourth-order Adams–Bashforth scheme. The approach is verified on a sample problem and used to explore the governing equations for a mode-locked laser. The inclusion of multiplicative noise leads to much wider pulses and much longer intervals between pulses.
What Does It Mean To Be A Science Librarian 2.0?, Melissa J. Harvey
What Does It Mean To Be A Science Librarian 2.0?, Melissa J. Harvey
Missy Harvey
Science librarians, as well as other librarians, have seen ample new technologies come and go over the years. Librarians experiment and try to find ways to employ the new tools in our libraries. A driving force in our decision making about what tools to use should always be our patrons and whether the tools can help us do a better job of delivering services. This paper discusses what technologies have proven to be successful, as well as other thoughts to bear in mind as librarians evaluate Web 2.0 tools for science libraries.
Mobile Instructional Laboratory Environments And Their Use In Computing Sciences, Stefan Robila, Bert Wachsmuth, Christelle Scharff, Jeffrey Popyack
Mobile Instructional Laboratory Environments And Their Use In Computing Sciences, Stefan Robila, Bert Wachsmuth, Christelle Scharff, Jeffrey Popyack
Bert Wachsmuth
The term 'mobile instructional laboratory' refers to using mobile computing devices such as notebooks for transforming a classroom into a lab setting with the goal of enhancing the practical experience, interaction and understanding. A major goal in all the computing disciplines is to provide students with hands on activities that will enhance their learning of concepts and their professional experience. As such, CS and IT programs require investments in dedicated laboratories that will support applied activities for most of the courses. Unfortunately, space and other resource limitations usually do not allow for permanent creation of such labs. In parallel, current …
The Tablet Pc For Faculty: A Pilot Project, Rob Weitz, Bert Wachsmuth, Danielle Mirliss
The Tablet Pc For Faculty: A Pilot Project, Rob Weitz, Bert Wachsmuth, Danielle Mirliss
Bert Wachsmuth
This paper describes a pilot project with the purpose of evaluating the usefulness of tablet PCs for university professors. The focus is on the value of tablets primarily with respect to teaching and learning (and not for research or administrative work). Sixty-four professors, distributed across the various schools of a university, were provided with tablet PCs and were trained in their use.
On The Dirichlet Problem For The Degenerate Real Monge Ampère Equation, Bert Wachsmuth
On The Dirichlet Problem For The Degenerate Real Monge Ampère Equation, Bert Wachsmuth
Bert Wachsmuth
No abstract provided.