scholarly journals Optimal Coordination of Last Trains for Maximum Transfer Accessibility with Heterogeneous Walking Time

2019 ◽  
Vol 2019 ◽  
pp. 1-13 ◽  
Author(s):  
Yao Chen ◽  
Baohua Mao ◽  
Yun Bai ◽  
Tin Kin Ho ◽  
Zhujun Li

Last train coordination aims to synchronize the arrival and departure times of the last feeder trains and the last connecting trains at transfer stations to improve the transfer accessibility of urban rail networks. This study focuses on the transfer accessibility between last trains with considering heterogeneous transfer walking time. Three mathematical models are developed on the last train timetable optimization. The first model fine-tunes the last train timetable under the given bound of the dwell time. The second one aims to allow the mutual transfers with the prolonged dwell time to maximize the transfer accessibility. A biobjective function is proposed to seek the trade-off between the maximal transfer accessibility and the minimal extension of dwell time. The third model considers the heterogeneity of transfer walking time that is represented as a random variable following a probability distribution. A discrete approximation method is proposed to reformulate the nonlinear model. The embedded Branch & Cut algorithm of CPLEX is applied to solve the models. A real case on the Shenzhen metro network is conducted to demonstrate the performance of the models. The three models all provide better last train timetable than the current timetable in practice. The sensitivity analysis manifests that the third model are always advantageous in the optimization of successful transfer passengers.


CICTP 2017 ◽  
2018 ◽  
Author(s):  
Qin Luo ◽  
Ying Guo ◽  
Xuan Li ◽  
Xiongfei Zhang


2021 ◽  
Vol 26 (4) ◽  
pp. 511-529
Author(s):  
Luigi Filieri

AbstractIn this paper, I discuss Kant’s concept-less schematism (KU, 5: 287) in the third Critique1 and make three claims: 1) concept-less schematism is entirely consistent with the schematism in the first Critique; 2) concept-less schematism is schematism with no empirical concept as an outcome; and 3) in accordance with 1) and 2), the imagination is free to synthesize the given manifold and leads to judgements of taste without this meaning either that the categories play no role at all or that these judgements are full-fledged cognitive determining judgements. While most commentators read the freedom of the imagination as its independence from the understanding, I argue that the freedom of the imagination is based on a non-determining employment of the pure concepts of the understanding. The freedom of the aesthetic imagination consists in the temporal schematization of the categories without any complementary determination of the empirical concept.



Author(s):  
Andrew W. Fitzgibbon ◽  
Geoff Cross ◽  
Andrew Zisserman

Digital representation of an artefact is necessary in order to measure, admire and analyse such ancient pieces. For the purpose of storing, recoding and transmitting information, digital photographs may be enough. However, in the examination purposes of an artefact, a 3D presentation is invaluable as it allows the object viewpoint to be modified freely and 3D measurements to be taken on object features. This chapter describes the system by which 3D models from photographs can be acquired, without the need for the calibration of system geometry such as the camera focal length, relative motion of the camera and object, and the relative positions of the camera and object. This system instead computes the representation of all possible objects and camera configurations which are consistent with the given image. The first section discusses how tracking points observed in 2D images allows for the computation of the relative camera and object geometry. The second section discusses the construction of a triangulated 3D model from the object projections. The third section discusses the refinement of the model based on surface texture.



2020 ◽  
Vol 146 ◽  
pp. 106594 ◽  
Author(s):  
Yunchao Qu ◽  
Huan Wang ◽  
Jianjun Wu ◽  
Xin Yang ◽  
Haodong Yin ◽  
...  


1989 ◽  
Vol 19 (1) ◽  
pp. 71-90 ◽  
Author(s):  
François Dufresne ◽  
Hans U. Gerber

AbstractThe first method, essentially due to GOOVAERTS and DE VYLDER, uses the connection between the probability of ruin and the maximal aggregate loss random variable, and the fact that the latter has a compound geometric distribution. For the second method, the claim amount distribution is supposed to be a combination of exponential or translated exponential distributions. Then the probability of ruin can be calculated in a transparent fashion; the main problem is to determine the nontrivial roots of the equation that defines the adjustment coefficient. For the third method one observes that the probability, of ruin is related to the stationary distribution of a certain associated process. Thus it can be determined by a single simulation of the latter. For the second and third methods the assumption of only proper (positive) claims is not needed.



Author(s):  
Dorje C Brody ◽  
Lane P Hughston ◽  
Andrea Macrina

We consider a financial contract that delivers a single cash flow given by the terminal value of a cumulative gains process. The problem of modelling such an asset and associated derivatives is important, for example, in the determination of optimal insurance claims reserve policies, and in the pricing of reinsurance contracts. In the insurance setting, aggregate claims play the role of cumulative gains, and the terminal cash flow represents the totality of the claims payable for the given accounting period. A similar example arises when we consider the accumulation of losses in a credit portfolio, and value a contract that pays an amount equal to the totality of the losses over a given time interval. An expression for the value process of such an asset is derived as follows. We fix a probability space, together with a pricing measure, and model the terminal cash flow by a random variable; next, we model the cumulative gains process by the product of the terminal cash flow and an independent gamma bridge; finally, we take the filtration to be that generated by the cumulative gains process. An explicit expression for the value process is obtained by taking the discounted expectation of the future cash flow, conditional on the relevant market information. The price of an Arrow–Debreu security on the cumulative gains process is determined, and is used to obtain a closed-form expression for the price of a European-style option on the value of the asset at the given intermediate time. The results obtained make use of remarkable properties of the gamma bridge process, and are applicable to a wide variety of financial products based on cumulative gains processes such as aggregate claims, credit portfolio losses, defined benefit pension schemes, emissions and rainfall.



2020 ◽  
Vol 12 (7) ◽  
pp. 2758 ◽  
Author(s):  
Chaoda Xie ◽  
Xifu Wang ◽  
Daisuke Fukuda

Transporting parcels on urban passenger rail transit is gaining growing interest as a response to the increasing demand and cost of urban parcel delivery. To analyze the welfare effects of different fare regimes when allowing parcel services on an urban rail transit, this paper models the optimal service problem where the transit operator chooses the number of trains and the departure intervals. By introducing a reduced form train timetable problem, the passenger train crowding model is extended to incorporate the effect of freight train scheduling. We show that the freight users are better off in the time-varying optimal fare regime, while passengers are worse off, and that the time-varying optimal fare regime calls for more trains than the optimal uniform fare regime. However, the reduction in passenger trains due to the introduction of freight service can eliminate the welfare gain from passenger time-varying fare. If the price elasticity of freight demand is relatively high, implementing road toll can generate welfare loss when rail transit is privately operated.



Mathematics ◽  
2019 ◽  
Vol 7 (10) ◽  
pp. 920 ◽  
Author(s):  
Tanackov ◽  
Sinani ◽  
Stanković ◽  
Bogdanović ◽  
Stević ◽  
...  

We will prove that when uniformly distributed random numbers are sorted by value, their successive differences are a exponentially distributed random variable Ex(λ). For a set of n random numbers, the parameters of mathematical expectation and standard deviation is λ =n−1. The theorem was verified on four series of 200 sets of 101 random numbers each. The first series was obtained on the basis of decimals of the constant e=2.718281…, the second on the decimals of the constant π =3.141592…, the third on a Pseudo Random Number generated from Excel function RAND, and the fourth series of True Random Number generated from atmospheric noise. The obtained results confirm the application of the derived theorem in practice.



2019 ◽  
Vol 2019 ◽  
pp. 1-4
Author(s):  
Adam Shen ◽  
Dina Tabello ◽  
Nishant Merchant ◽  
Joseph V. Portereiko ◽  
Alfred Croteau ◽  
...  

This patient suffered multiple injuries in a motor vehicle crash. She had an optional IVC filter placed in the usual fashion and location which resulted in a functional obstruction of the third part of the duodenum much as one would expect with a Superior Mesenteric Artery (SMA) syndrome. The symptoms persisted over the sixteen-day filter dwell time and resolved completely with the retrieval of the filter.



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