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... analyze importance sampling schemes for stochastic networks ... an interesting mixed open/closed queueing network ... with a suitable terminal condition ...

British Library Electronic Table of Contents (United Kingdom)

The details of pulsating stochastic flows accompanying the interaction of a microwave filament (regarded as a heated rarefied channel) and an aerodynamic body in supersonic flow are examined numerically using the Euler equations. Symmetrical and asymmetrical filament locations relative to the aerodynamic body are considered. The flowfields are characterized by large scale pulsations and small scale stochastic fluctuations. The mechanisms of the formation of these flow structures are discussed. Two qualitatively different kinds of flowfields are observed depending on the magnitude of the filament radius, with domination of the pulsations of flow parameters or stochastic phenomena. Flow instabilities inherent to the problems under interest are described. The problems are considered in both p...

CERN Document Server

We investigate the profound relation between the equations of biological evolution and quantum mechanics by writing a biologically inspired equation for the stochastic dynamics of an ensemble of particles. Interesting behavior is observed which is related to a new type of stochastic quantization. We find that the probability distribution of the ensemble of particles can be decomposed into eigenfunctions associated to a discrete spectrum of eigenvalues. In absence of interactions between the particles, the out-of-equilibrium dynamics asymptotically relaxes towards the fundamental state. This phenomenon can be related with the Fisher theorem in biology. On the contrary, in presence of scattering processes the evolution reaches a steady state in which the distribution of the ensemble of particles is characterized by a Bose-Einstein statistics. In order to show a concrete example of this ...

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We investigate the default time of a firm when a stochastic discount factor is used so that both diffusion and regime switching risks are priced. We establish the relationship between the probability distribution of the default time and the solution of a system of coupled partial differential equations.

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A stochastic-convective reactive (SCR) transport method is developed for one-dimensional steady transport in physically heterogeneous media with nonlinear degradation. The method is free of perturbation amplitude limitations and circumvents the difficulty of scale dependence of phenomenological parameters by avoiding volume-averaged specifications of diffusive/dispersive fluxes. The transport system is conceptualized as an ensemble of independent convective-reactive streamlines, each characterized by a randomized convective velocity (or travel time). Dispersive effects are treated as a component of the randomness in the streamline velocity ensemble, so no explicit expression for hydrodynamic dispersive flux is written in the streamline transport equation. The expected value of the transport over the stream tube ensemble is obtained as an average of solutions to the reactive convection equation according to the stream tube ...

International Nuclear Information System (INIS)

We consider particle evaporation and fission of an ensemble of hot, rotating compound nuclei as a stochastic process. We derive a set of coupled differential equations formed by a Fokker-Planck equation describing fission, and master equations for calculating particle evaporation. From these equations, we are able to determine multiplicities of prefission neutrons, protons and #alpha#-particles, their energy spectra and their angular momentum distributions. A comparison of our results with experimental data provides us with information regarding the reduced friction coefficient #beta#, the fission barrier height and the level density parameter. For different iridium isotopes, ("1"8"1","1"8"5","1"8"7Ir), "1"8"5Os and "1"5"8Er, we obtain as an upper limit #beta##<=#8.0x10"2"1 s"-"1. (orig.).

CERN Document Server

This contribution deals with identification of fractional-order dynamical systems. System identification, which refers to estimation of process parameters, is a necessity in control theory. Real processes are usually of fractional order as opposed to the ideal integral order models. A simple and elegant scheme of estimating the parameters for such a fractional order process is proposed. This method employs fractional calculus theory to find equations relating the parameters that are to be estimated, and then estimates the process parameters after solving the simultaneous equations. The said simultaneous equations are generated and updated using particle swarm optimization (PSO) technique, the fitness function being the sum of squared deviations from the actual set of observations. The data used for the calculations are intentionally corrupted to simulate real-life conditions. Results show that the proposed scheme offers a ...

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... in the terminal state and ... Descriptors : (*OPTIMIZATION, *STOCHASTIC PROCESSES), (*INPUT ... DEVICES, OPTIMIZATION), QUEUEING THEORY ...

CERN Document Server

Within the context of space-time (D-particle) foam in string/brane-theory it is demonstrated that it is possible to generate non-extensive statistics. The D-particle foam model involves point-like brane defects (D-particles), which provide the topologically non-trivial foamy structures of space-time. The D-particles can capture and emit stringy matter and this leads to a recoil of D-particles. It is indicated how one effect of such a recoil of D-particles is a back reaction on the space-time metric of Finsler type which is stochastic. We show that such a type of stochastic space-time foam can lead to cosmological effects similar to those induced by modifications of particle distributions within the framework of Tsallis entropies. The restrictions placed on the free parameters of the Finsler type metric are obtained from solving the Boltzmann equation in this background for relic abundances of a Lightest Supersymmetric ...

CERN Document Server

This paper is concerned with the study of insurance related derivatives on financial markets that are based on non-tradable underlyings, but are correlated with tradable assets. We calculate exponential utility-based indifference prices, and corresponding derivative hedges. We use the fact that they can be represented in terms of solutions of forward-backward stochastic differential equations (FBSDE) with quadratic growth generators. We derive the Markov property of such FBSDE and generalize results on the differentiability relative to the initial value of their forward components. In this case the optimal hedge can be represented by the price gradient multiplied with the correlation coefficient. This way we obtain a generalization of the classical 'delta hedge' in complete markets.

CERN Document Server

In the paper we investigate a mathematical model describing the growth of tumor in the presence of immune response of a host organism. The dynamics of tumour and immune cells is based on the generic Michaelis-Menten kinetics describing interaction and competition between the tumour and the immune system. The appropriate phenomenological equation modeling cell-mediated immune surveillance against cancer is of the predator-prey form and within a given choice of parameters exhibits bistability. Under the influence of spontaneous weak fluctuations, the model may be analyzed in terms of a stochastic differential equation bearing the form of an overdamped Langevin-like dynamics in the external quasi-potential represented by a double well. We analyze properties of the system within the range of parameters for which the potential wells are of the same depth and when the additional perturbation describing a periodic treatment is ...

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... commands may be input from a terminal or they ... up the outcomes of the stochastic parameters corre- ... queue of subproblems to be solved, the first ...

CERN Document Server

Synthesis of protein molecules in a cell are carried out by ribosomes. A ribosome can be regarded as a molecular motor which utilizes the input chemical energy to move on a messenger RNA (mRNA) track that also serves as a template for the polymerization of the corresponding protein. The forward movement, however, is characterized by an alternating sequence of translocation and pause. Using a quantitative model, which captures the mechanochemical cycle of an individual ribosome, we derive an {\\it exact} analytical expression for the distribution of its dwell times at the successive positions on the mRNA track. Inverse of the average dwell time satisfies a ``Michaelis-Menten-like'' equation and is consistent with the general formula for the average velocity of a molecular motor with an unbranched mechano-chemical cycle. Extending this formula appropriately, we also derive the exact force-velocity relation for a ribosome. Often many ribosomes simultaneously move on ...

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Benchmark calculations for radiation transport coupled to a material temperature equation in a 1-D slab and 1-D spherical geometry binary random media are presented. The mixing statistics are taken to be homogeneous Markov statistics in the 1-D slab but only approximately Markov statistics in the 1-D sphere. The material chunk sizes are described by Poisson distribution functions. The material opacities are first taken to be constant and then allowed to vary as a strong function of material temperature. Benchmark values and variances for time evolution of the ensemble average of material temperature energy density and radiation transmission are computed via a Monte Carlo type method. These benchmarks are used as a basis for comparison with three other approximate methods of solution. One of these approximate methods is simple atomic mix. The second approximate model is an adaptation of what is commonly called the Levermore-Pomraning model and which is referred to ...

International Nuclear Information System (INIS)

In radiation risk assessment it must be differentiated between somatic and genetic effect on the one hand as well as between stochastic and non-stochastic effect on the other. According to definitions of the ICRP report 26 the limit for the dose equivalent of all tissues prevents non-stochastic radiation effects. With stochastic radiation effects probably exist no threshold doses; therefore the ALARA principle must be applied concerning radiation protection. The individual risk by stochastic radiation effects in its linear, linear-quadratic and quadratic extrapolations, respectively, is discussed in detail. The effective stochastic dose equivalent (H/sub eff/) as well as collective dose and collective damage are outlined.

British Library Electronic Table of Contents (United Kingdom)

Abstract The available surface equation of state for pure pulmonary surfactant monolayers is generalised to binary mixture monolayers by introducing a group of parameters, i(i-=-1-4) in the form of $x_{r}^{\\beta _{i} } $ to express the influence of the components in new mixing rules and a new factor, I $\\left[ { = \\left( {\\prod\\limits_{i = 1}^{4} {\\beta _{i} } } \\right)^{{\\raise0.5ex\\hbox{$\\scriptstyle 1$}\\kern-0.1em/\\kern-0.15em\\lower0.25ex\\hbox{$\\scriptstyle {4}$}}} } \\right]$, is defined to represent the interaction intensity between two different components. The ---A isotherms getting by the surface equations of state agree with the experimental data for protein-lipid binary monolayers, and the average deviation is about 11.41%. The result shows the order of the interaction intensity b...

Science.gov (United States)

... Descriptors : *QUEUEING THEORY, *APPROXIMATION ... MODELS, OPTIMIZATION, STOCHASTIC PROCESSES ... Categories : TERMINAL FLIGHT ...

Science.gov (United States)

... (Author). Descriptors : (*TERMINAL FLIGHT FACILITIES ... PROGRAMMING, HANDLING), QUEUEING THEORY, STOCHASTIC PROCESSES ...

Science.gov (United States)

No abstract prepared.

Wastenet

...May 2011, 693-709 On the valuation of fader and discrete barrier options in Heston's stochastic volatility model by Susanne Griebsch & Uwe Wystup [Downloadable!... (restricted)] 863-881 Nonlinearities in stochastic clocks: trades and volume as subordinators of electronic markets by Rafael Velasco-Fuentes & Wing Lon Ng [...and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models by Friedrich Hubalek & Petra Posedel [Downloadable!... (restricted)] 665-691 Generic pricing of FX, inflation and stock options under stochastic interest rates and stochastic volatility by Alexander van Haastrecht & Antoon ...

CERN Document Server

A risk-neutral method is always used to price and hedge contingent claims in complete market, but another method based on utility maximization or risk minimization is wildly used in more general case. One can find all kinds of special risk measure in literature. In this paper, instead of using market modified risk measure, we use a kind of risk measure induced by g_\\Gamma-solution or the minimal solution of a Constrained Backward Stochastic Differential Equation (CBSDE) directly when constraints on wealth and portfolio process comes to our consideration. Such g_\\Gamma-solution and the risk measure generated by it is well defined on appropriate space under suitable conditions. We adopt the inf-convolution of convex risk measures to solve some optimization problem. A dynamic version risk measures defined through g_\\Gamma-solution and some similar results about optimal problem can be got in our new framework and by our new approach.

CERN Document Server

English abstract: In the "Intuitive Quantum Physics" course, we use graphical interpretations of mathematical equations and qualitative reasoning to develop and teach a simplified model of quantum physics. Our course contains three units: Wave physics, Development of a conceptual toolbox, and quantum physics. It also contains three key themes: wave-particle duality, the Schroedinger equation, and tunneling of quantum particles. Students learn most new material in lab-tutorials in which students work in small groups (3 to 3 people) on specially designed worksheets. Lecture reinforces the lab-tutorial content and focuses more on issues about the nature of science. Data show that students are able to learn some of the most difficult concepts in the course, and also that students learn to believe that there is a conceptually accessible structure to the physics in the course. German abstract: Im Kurs ...

Science.gov (United States)

processes, we construct a stochastic dynamic model for air- craft counts in ... Also , queueing models for the arrival of aircraft at ... A queueing model has also been used to study ...... Assignment and Aircraft-Sequencing Algorithms in Terminal ...

Science.gov (United States)

... of the utility of the terminal outcomes, ... Other stochastic topics, such as random walks, branching ... find special uses, particularly in queueing theory ...

Science.gov (United States)

... If the terminal classes were to be information sources ... current credibility of inputs by classes of terminals; the most ... the stochastic queue lengths. ...

Science.gov (United States)

... number of terminals when requests ... INFORMATION RETRIEVAL, QUEUEING THEORY ... DISTRIBUTION FUNCTIONS, STOCHASTIC PROCESSES ...

Science.gov (United States)

... the bound (5). For a network composed of a single source-terminal pair and ... Suboptimality bounds in stochastic control: A queueing example ...

Science.gov (United States)

... in the Vicinity of Terminal Areas," Ph. ... WORDS Operations Research Stochastic processes Mathematical ... theory Aut',matic control Queueing theory ...

Science.gov (United States)

... AIR TRAFFIC, TERMINAL FLIGHT ... FLIGHT, RANDOM VARIABLES, STOCHASTIC PROCESSES ... COMPUTER PROGRAMS, QUEUEING THEORY. ...

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Abstract Not Provided

International Nuclear Information System (INIS)

Available in abstract form only. Full text of publication follows: In this study. simulation of carbon dioxide absorption by Sodium Hydroxide solution in a packed bed has been investigated. At first, mass and energy balances were applied around a differential height of the bed. So, the governing equations were obtained. Surface renewal theory by Danckwerts was used to represent the mass transfer operation Finally, by changing the operating parameters like solvent temperature, inlet gas composition pressure and height of the bed, the effect of these parameters on the absorption and the composition of carbon dioxide in exit stream have been investigated. (authors)

British Library Electronic Table of Contents (United Kingdom)

Abstract A large number of massive stars are known to rotate rapidly, resulting in a significant distortion and variation in surface temperature from the pole to the equator. Radiatively driven mass-loss is temperature-dependent, so rapid rotation produces a variation in the mass-loss and angular momentum loss rates across the surface of the star, which is expected to affect the evolution of rapidly rotating massive stars. In this work, we use zero-age main-sequence (ZAMS) stellar models to investigate the two-dimensional effects of rotation on stellar mass-loss, using two common prescriptions for radiatively driven mass-loss. The associated loss of angular momentum from these models is also considered. Using 2D stellar models, which give the variation in surface parameters as a function o...

CERN Document Server

In order to alleviate the inefficiencies caused by the interaction of the logic and functional sides, integrated languages may take advantage of \\emph{demand} information -- i.e. knowing in advance which computations are needed and, to which extent, in a particular context. This work studies \\emph{demand analysis} -- which is closely related to \\emph{backwards strictness analysis} -- in a semantic framework of \\emph{partial predicates}, which in turn are constructive realizations of ideals in a domain. This will allow us to give a concise, unified presentation of demand analysis, to relate it to other analyses based on abstract interpretation or strictness logics, some hints for the implementation, and, more important, to prove the soundness of our analysis based on \\emph{demand equations}. There are also some innovative results. One of them is that a set constraint-based analysis has been derived in a stepwise manner using ideas taken ...

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In Chapter 2 the evaluation methods of input ground motions for seismic design are summarized and especially the empirical and/or stochastic Green's function method is introduced in order to calculate the broadband strong motions based on the physically reliable fault model. Then the evaluation procedure is applied to the Ulsan fault system near which Wolsung nuclear power plant is located. In chapter3, the PSHA case studies for Wolsung NPP site are performed, in which multi attenuation equations of earthquake motions are adopted. Moreover, the results of seismic hazard evaluation for eight sites in Korea are shown. In addition, the contents of two literatures on seismic hazard evaluation are introduced. In chapter 4, isolation devices for emergency diesel generator have been studied. The models for friction-pendulum system, high damping rubber bearing and natural rubber bearing are developed and implemented in the TDAP-III. Then, the ...

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A hysteretic subcritical period-doubling bifurcation is observed in the nonlinear strain dynamics of a magnetostrictive oscillator. The dynamic strain response of the magnetostrictive oscillator was observed with a high-resolution fiber optic interferometer. The effects of low-frequency modulation and band-limited stochastic fluctuations on such a bifurcation are investigated. Power spectral density measurements show that for an optimal value of externally injected noise the signal-to-noise ratio of a low-frequency modulation signal is enhanced by greater than 14 dB, thus indicating the first experimental observation of stochastic resonance near a bistable period-doubling bifurcation. 10 refs., 7 figs.

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... (restricted)] 255-269 Inefficiency of Logit-Based Stochastic User Equilibrium in a Traffic Network Under ATIS by Hai-Jun Huang & Tian-Liang Liu & Xiaolei ...Hub-catchment Areas, Existing Hubs, and Simulation: A Case Study of Serbian Intermodal Terminals by Milorad Vidovic & Slobodan Zecevic & Milorad Kilibarda ... (restricted)] 389-410 Stochastic Location-assignment on an Interval with Sequential Arrivals by Kannan Viswanath & James Ward [Downloadable! (restricted)] ... (restricted)] 193-208 Solving Stochastic Transportation Network Protection Problems Using the Progressive Hedging-based Method by Yueyue Fan & Changzheng Liu [Downloadable! (...

Science.gov (United States)

2.1.1 Stochastic decision and control approaches .... 14. 2.1.2 Queueing theory ...... Infoton Vistar/2 terminal keyboard) is used by the pilot for ...

Science.gov (United States)

... LIFO queue descipline outperforms FIFO in ... We consider here the stochastic network system ... All-terminal Undirected Rational Network Reliability ...

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... terminals, popular tourist spots, political rallies, and subway ... Dynamic scheduling of a two-class queue with ... Stochastic Processes 2nd ed. Wiley. ...

Science.gov (United States)

... one for each node, and an i/o queue to manage ... ecuted as if it came from a terminal attached to a ... In its default mode PC-NETSIM is stochastic, that is ...

Science.gov (United States)

... potential propagation in terminal nerve fibers or at the neuromuscular ... means of prosthesis control (Graupe, et al, 1975). ... parallel interface, a joystick ...

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air traffic controllers at BOS tower and Terminal Radar Ap- .... Runway ) @ Runway. Buffer. Queue. Runway. Stochastic Delay. (M/1 server). (Runway to Fix). ,I, ...

Science.gov (United States)

of a stochastic network can be a. PERT-type network. After the terminal countdown, ...... pictorial representation of a single channel queueing system ...

Science.gov (United States)

... to the actual size base on the terminal semicolon counting ... I Queue and stack control. ... analysis: highly accurate analysis of noisy, stochastic data. ...

Science.gov (United States)

... Peripherals: 1 VT100 terminal and 1 high-speed ... Customer in ASP time Queue data ME ... TREATMEN OF RANDOMNESS: Stochastic, Monte Carlo. ...

Science.gov (United States)

... by r repair crews, thus creating a second queue, that of failed terminals. The authors defined a trivariate stochastic process as follows: X(t) = 1 if ...

Science.gov (United States)

... time the terminal becomes active and begins the process of ... The model class considered here is of a single server queueing ... 1 I are both stochastic. ...

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... 3 Illustration of the hidden terminal problem in ... satellite downlink subject to stochastic power demands ... be immediately served, queueing effects are ...

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... which may have embedded remote terminals, and (4 ... model the time-variant or stochastic aspects of ... on such system parameters as queue size, time ...

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Science.gov (United States)

No abstract available.

Transactions and Proceedings of the Royal Society of New Zealand 1868-1961

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CERN Document Server

We derive the explicit formula for the joint Laplace transform of the Wishart process and its time integral which extends the original approach of Bru. We compare our methodology with the alternative results given by the variation of constants method, the linearization of the Matrix Riccati ODE's and the Runge-Kutta algorithm. The new formula turns out to be fast, accurate and very useful for applications when dealing with stochastic volatility and stochastic correlation modelling.

International Nuclear Information System (INIS)

Medico-biological aspects of Chernobyl accident among suffered children and adult population in Ukraine are exposed. Health condition of children irradiated in postnatal period and born from irradiated parents are described. Results of the most important organs and systems monitoring in different categories of suffered adults and data about non-stochastic and stochastic effects are given. Special attention is given to neuropsychiatric and endocrinological effects, conditions of visceral systems

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Research highlights: {yields} Mathematical model represents a power system which consists of synchronous machine connected to infinite bus through transmission line. {yields} Power system stabilizer was designed based on optimal pole shifting controller. {yields} The system performances was tested through load disturbances at different operating conditions. {yields} The system performance with the proposed optimal pole shifting controller is compared with the conventional pole placement controller. {yields} The digital simulation results indicated that the proposed controller has a superior performance. -- Abstract: Power system stabilizer based on optimal pole shifting is proposed. An approach for shifting the real parts of the open-loop poles to any desired positions while preserving the imaginary parts is presented. In each step of this approach, it is required to solve a first-order or a second-order linear matrix Lyapunov equation for ...

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The quaternionic formalism for subluminal field equations (Maxwell's equations) and its interrelationship with complex superluminal Lorentz transformations have been given and it has been shown that the quaternionic forms of relativistic equations describe tachyons.

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A stochastic wind simulation for VAWTs (VSTOC) has been developed which yields turbulent wind-velocity fluctuations for rotationally sampled points. This allows three-component wind-velocity fluctuations to be simulated at specified nodal points on the wind-turbine rotor. A first-order convection scheme is used which accounts for the decrease in streamwise velocity as the flow passes through the wind-turbine rotor. The VSTOC simulation is independent of the particular analytical technique used to predict the aerodynamic and performance characteristics of the turbine. The VSTOC subroutine may be used simply as a subroutine in a particular VAWT prediction code or it may be used as a subroutine in an independent processor. The independent processor is used to interact with a version of the VAWT prediction code which is segmented into deterministic and stochastic modules. Using VSTOC in this fashion is very efficient with regard to decreasing ...

Energy Technology Data Exchange (ETDEWEB)

The two main aspects of the concept proposed by the ICRP in recommendation 26 for the radiation risk, the differentiation of stochastic and non stochastic damages and the qualification of the stochastic risk, are discussed in its consequences for radiation protection in X-ray diagnostics. Quantitative results from the literature serve to demonstrate the risk factors for the various organs and their sum concerning the position of the layer. As special points of somatic risk appeared the mamma and the pelvic region. The particular risk of CT examination is determined by number and position of the layers and the scan parameters of the system. For typical CT examination the resulting risk factors are estimated in comparison with conventional X-ray diagnostics. The somatic risk of CT examination is relatively high and comparable to conventional examination with the highest risk, while the genetic risk - as in conventional ...

International Nuclear Information System (INIS)

The two main aspects of the concept proposed by the ICRP in recommendation 26 for the radiation risk, the differentiation of stochastic and non stochastic damages and the qualification of the stochastic risk, are discussed in its consequences for radiation protection in X-ray diagnostics. Quantitative results from the literature serve to demonstrate the risk factors for the various organs and their sum concerning the position of the layer. As special points of somatic risk appeared the mamma and the pelvic region. The particular risk of CT examination is determined by number and position of the layers and the scan parameters of the system. For typical CT examination the resulting risk factors are estimated in comparison with conventional X-ray diagnostics. The somatic risk of CT examination is relatively high and comparable to conventional examination with the highest risk, while the genetic risk - as in conventional ...

CERN Document Server

Obtaining the set of cosmological parameters consistent with observational data is an important exercise in current cosmological research. It involves finding the global maximum of the likelihood function in the multi-dimensional parameter space. Currently sampling based methods, which are in general stochastic in nature, like Markov-Chain Monte Carlo(MCMC), are being commonly used for parameter estimation. The beauty of stochastic methods is that the computational cost grows, at the most, linearly in place of exponentially (as in grid based approaches) with the dimensionality of the search space. MCMC methods sample the full joint probability distribution (posterior) from which one and two dimensional probability distributions, best fit (average) values of parameters and then error bars can be computed. In the present work we demonstrate the application of another stochastic method, named Particle Swarm Optimization (PSO), ...

International Nuclear Information System (INIS)

Various theories and examples of modelling, forecasting and optimization designing in the different parts of the petroleum and gas industries are presented, stochastic programming for long term planning in the refining industry, stochastic model for gasoline blending, feedstock optimization, location and sizing for offshore platforms, hydrocarbon exploration simulation rapid method, valuation of oil field development leases, economic models for petroleum allocation, models for oil supply market, trade embargo game theory, stochastic programming of gas contract portfolio management, scheduling transportation of oil and gas, strategic planning in an oil pipeline company, simulation of offshore oil terminal systems, hierarchical selection of oil and gas distribution systems.

Energy Technology Data Exchange (ETDEWEB)

It is shown that within the framework of the Kershaw stochastic model generalized by the author to the relativistic case a Feynman-type process may be constructed which can formally be understood as a diffusion phenomenon in Euclidean space. This makes it possible to introduce a real probability measure in the scheme of quantum mechanics proposed by Feynman.

Science.gov (United States)

estate in terms of runways, taxiways, and terminal ramp areas. .... queueing time into gate delays. It is therefore reasonable to conclude that minimization of ...... tities chosen are to illustrate the stochastic effect of noncom- ...

International Nuclear Information System (INIS)

Specificity of the pulses mean frequency measurement (the pulses being generated in a stochastic process) is described. Status of the domain of analog frequency meters is presented. Methods of increasing accuracy of such meters are discussed. (author).

UK PubMed Central (United Kingdom)

The evolution of drug resistant bacteria is a severe public health problem, both in hospitals and in the community. Currently, some countries aim at concentrating highly specialized services in large...Full Text Available

Science.gov (United States)

The Quasi-Series Decomposition of Two-Terminal Graphs, Publ. Math. Debrecen., Vol. ...... Termination, Queueing, SIAM J. Appl. Math., Vol. 14, pp. 1390-. 1411, 1966. ..... Analysis of Discrete Markov Systems by Means of Stochastic ...

Science.gov (United States)

... ie on all paths from the root to a terminal node we ... (A) A stochastic Petri net ... Tandem Queueing Network [HMKS99] 63 26 19 173 2.297e4 7.148e ...

International Nuclear Information System (INIS)

1 - Description of program or function: T-HEMP3D (Transportable HEMP3D) is a derivative of the STEALTH three-dimensional thermodynamics code developed by Science Applications, Inc. Changes were made primarily in three areas: material specification, coordinate generation, and the addition of sliding surface boundary conditions. STEALTH itself is based entirely on the HEMP3D code written at LLNL. HEMP3D solves problems in solid mechanics involving dynamic plasticity and time-dependent material behavior and problems in gas dynamics. 2 - Method of solution: The equations of motion, conservation equations, and constitutive relations for stresses, strains, hydrostatic pressure, the von Mises yield condition, and artificial viscosity are solved by finite difference methods following the format of the HEMP code (NESC Abstract 775). The physical object is divided into zones defined by 8 grid points. The grid (i,j,k) moves with the ...

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Energy Technology Data Exchange (ETDEWEB)

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Science.gov (United States)

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Energy Technology Data Exchange (ETDEWEB)

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Energy Technology Data Exchange (ETDEWEB)

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Energy Technology Data Exchange (ETDEWEB)

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Energy Technology Data Exchange (ETDEWEB)

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Science.gov (United States)

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Energy Technology Data Exchange (ETDEWEB)

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Energy Technology Data Exchange (ETDEWEB)

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Energy Technology Data Exchange (ETDEWEB)

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Science.gov (United States)

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Science.gov (United States)

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Energy Technology Data Exchange (ETDEWEB)

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Science.gov (United States)

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Energy Technology Data Exchange (ETDEWEB)

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International Nuclear Information System (INIS)

There has been increased theoretical and experimental research interest in autonomous mobile robots exhibiting cooperative behaviour. This paper provides consistent quantitative measures of organizational degree of a two-dimensional environment. We proved, by the way of numerical simulations, that the theoretically derived values of the feature are reliable measures of aggregation degree. The slope of the feature's dependence on memory radius leads to an optimization criterion for stochastic functional self-organization. We also described the intellectual heritages that have guided our research, as well as possible future developments. (author)

CERN Document Server

In this paper the Sudoku problem is solved using stochastic search techniques and these are: Cultural Genetic Algorithm (CGA), Repulsive Particle Swarm Optimization (RPSO), Quantum Simulated Annealing (QSA) and the Hybrid method that combines Genetic Algorithm with Simulated Annealing (HGASA). The results obtained show that the CGA, QSA and HGASA are able to solve the Sudoku puzzle with CGA finding a solution in 28 seconds, while QSA finding a solution in 65 seconds and HGASA in 1.447 seconds. This is mainly because HGASA combines the parallel searching of GA with the flexibility of SA. The RPSO was found to be unable to solve the puzzle.

CERN Document Server

We give a general local central limit theorem for the sum of two independent random variables, one of which satisfies a central limit theorem while the other satisfies a local central limit theorem with the same order variance. We apply this result to various quantities arising in stochastic geometry, including: size of the largest component for percolation on a box; number of components, number of edges, or number of isolated points, for random geometric graphs; covered volume for germ-grain coverage models; number of accepted points for finite-input random sequential adsorption; sum of nearest-neighbour distances for a random sample from a continuous multidimensional distribution.

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Separate abstracts were prepared for thirteen papers. Two papers were abstracted previously for EDB. (MHR)

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The Kadomtsev-Petviashvili equation describes nonlinear dispersive waves which travel mainly in one direction, generalizing the Korteweg-de Vries equation for purely uni-directional waves. In this Letter we derive an improved KP-equation that has exact dispersion in the main propagation direction and that is accurate in second order of the wave height. Moreover, different from the KP-equation, this new equation is also valid for waves on deep water. These properties are inherited from the AB-equation (E. van Groesen, Andonowati, 2007 ) which is the unidirectional improvement of the KdV equation. The derivation of the equation uses the variational formulation of surface water waves, and inherits the basic Hamiltonian structure.

International Nuclear Information System (INIS)

In the procedure of the hydraulic control system analysis, a linearized approximate equation described by the first order term of Taylor's series has been widely used. Such a linearized equation is effective just near the operating point. In this study, the authors estimate computational errors in the process of applying the existing linearized equation stated above. For evaluating the computational accuracy in practical applications of the linearized equations, dynamic behaviors of hydraulic control systems are investigated through simulations with several kinds of representative hydraulic systems and the linearized equations suggested in this study.

Science.gov (United States)

A method for calculating flow through an airfoil cascade drawn on a surface of revolution is discussed. The three-dimensional flow was assumed to be represented by part-channels of varying width. The basic equations are the equation of continuity and the ...

Science.gov (United States)

... 4 II. INERTIAL NAVIGATION ERROR EQUATIONS ..... 5 ... 4- Page 20. Chapter II INERTIAL NAVIGATION ERROR EQUATIONS ...

International Nuclear Information System (INIS)

The aim of this research work has been the estimation of the stochastic risk for five barium examinations. The sample was the population attending the Radiological Service of the 'Nuestra Senora de la Victoria' University Hospital, who had been treated with some barium examinations, set in five different groups: oesophagus tract, oesophagus-gastric-duodenal tract, intestinal tract, enteroclysis and double enema. To estimate the stochastic risk, it is necessary to know the organ dose. This can be calculated from the dose-area product which allows us to determine the effective dose using software. The dose-area product is the most suitable quantity to measure in these types of examination. We have evaluated the contribution that each procedure provides to the genetically significant dose, somatically significant dose, collective effective dose, annual effective dose 'per capita' and detriment, which are useful for assessing the population risk of ...

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In this study, drought analysis of annual flows of Jindong, Hyunpoong, and Waekwan stations located at Nakdong River Basins was performed based on multivariate stochastic models. The stochastic models used were multivariate autoregressive model(MAR) and multivariate contemporaneous (MCAR) model. MCAR(1) and MAR(1) models were selected to be appropriate models for these stations based on skewness test of normality, test of uncorrelated residuals, and correlograms of the residual series of each model. The statistics generated by MCAR(1) model and MAR(1) model resembled very closely those computed from historical series. The drought characteristics such as run length, run sum, and run intensity were fairly well reproduced for the various lengths of generated annual flows based on the MCAR(1) and MAR(1) models. Thus, these drought characteristics may give the important information in planning mid or long term water supplying systems. (author). 18 ...

CERN Document Server

The Proportional-Integral-Derivative Controller is widely used in industries for process control applications. Fractional-order PID controllers are known to outperform their integer-order counterparts. In this paper, we propose a new technique of fractional-order PID controller synthesis based on peak overshoot and rise-time specifications. Our approach is to construct an objective function, the optimization of which yields a possible solution to the design problem. This objective function is optimized using two popular bio-inspired stochastic search algorithms, namely Particle Swarm Optimization and Differential Evolution. With the help of a suitable example, the superiority of the designed fractional-order PID controller to an integer-order PID controller is affirmed and a comparative study of the efficacy of the two above algorithms in solving the optimization problem is also presented.

British Library Electronic Table of Contents (United Kingdom)

We provide an efficient computational approach to solve the mixed integer programming (MIP) model developed by Tarim and Kingsman [8] for solving a stochastic lot-sizing problem with service level constraints under the static-dynamic uncertainty strategy. The effectiveness of the proposed method hinges on three novelties: (i) the proposed relaxation is computationally efficient and provides an optimal solution most of the time, (ii) if the relaxation produces an infeasible solution, then this solution yields a tight lower bound for the optimal cost, and (iii) it can be modified easily to obtain a feasible solution, which yields an upper bound. In case of infeasibility, the relaxation approach is implemented at each node of the search tree in a branch-and-bound procedure to efficiently sear...

CERN Document Server

In this paper, we study the existence and uniqueness of periodic solutions of the differential equation of the form . Here, we obtain some sufficient conditions which guarantee the existence of periodic solutions. This equation is a quite general third- order nonlinear vector differential equation, and one example is given for illustration of the subject.

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The hierarchy of integrable nonlinear equations associated with the quadratic bundle is considered. The expressions for the solution of linearization of these equations and their conservation law in the terms of solutions of corresponding Lax pairs are found. It is shown for the first member of the hierarchy that the conservation law is connected with the solution of linearized equation due to the Noether's theorem. The local hierarchy and three nonlocal ones of the infinitesimal symmetries and conservation laws explicitly expressed through the variables of the nonlinear equations are derived. (author)

British Library Electronic Table of Contents (United Kingdom)

A method for transforming the Euler and Navier-Stokes equations and a complete system of fluid dynamics equations in three dimensions to a closed system on any moving surface is proposed. As a result, for an arbitrary geometric configuration, the dimension of the equations is reduced by one, which makes them convenient for numerical simulation. The general principles of the method are described, and verifying examples are presented.

International Nuclear Information System (INIS)

The time-dependent probability distribution of neutrons, precursors and detectrons in a space-independent, low-power, multiplying assembly with a source is developed in the multigroup approximation as forward and backward Kolmogorov equations. The relationship between these as adjoint equations is made explicit in a tensor notation and the equations developed in the generating-function formalism. (author).

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Separate abstracts were prepared for the 5 subprojects designated as projects 1 to 4 and 6 in this progress report. (KRM)

International Nuclear Information System (INIS)

The problem in perturbation theory in general relativity is finding a natural gauge which simplifies the equations considerably. We solved the first and second order perturbation equations in the ''Lorentz gauge'' using the two-timing method. The equations were deduced from the equations of Einstein in the presence of a matter energy-momentum tensor of a perfect fluid with equation of state p = (#gamma#-1) rho. It is found that the 0--0 component of the first order equations together with the gauge conditions are consistent with the Bianchi type V model, without axial symmetry. It represents a ''ground state'' situation of the Bianchi type IX model (Mixmaster model.) The second order equations, describing the reaction back of the gravitational waves on the slowly varying background, give rise to rotation and will disturb the isotropization ...

CERN Document Server

We carry out a Lie group analysis of the Sachs equations for a time-dependent axisymmetric non-rotating space-time in which the Ricci tensor vanishes. These equations, which are the first two members of the set of Newman-Penrose equations, define the characteristic initial-value problem for the space-time. We find a particular form for the initial data such that these equations admit a Lie symmetry, and so defines a geometrically special class of such spacetimes. These should additionally be of particular physical interest because of this special geometric feature.

International Nuclear Information System (INIS)

Research highlights: ? We model power oscillations in boiling water reactors using a lumped parameter model. ? The nature and amplitudes of oscillations is obtained using a nonlinear analysis. ? The method of multiple scales has been used for the analytical treatment. ? Fuel temperature coefficient of reactivity determines the nature of oscillations. ? The presented systematic method of analysis useful for reduced order reactor models. - Abstract: In this paper, we perform a parametric study of the nonlinear dynamics of a reduced order model for boiling water reactors (BWR) near the Hopf bifurcation point using the method of multiple scales (MMS). Analysis has been performed for general values of the parameters, but the results are demonstrated for parameter values of the model corresponding to the advanced heavy water reactor (AHWR). The neutronics of the AHWR is modeled using point reactor kinetic equations while a one-node lumped parameter ...

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Biosorption is presented as an alternative choice to traditional physicochemical means for removing toxic metals from groundwater and wastewaters. Removal of lead (Pb) from solutions was studied using Escherichia coli (parental) and Vitreoscilla hemoglobin (VHb)-expressing E. coli (transformed) cells. Pb biosorption was increased in bacterial hemoglobin-expressing E. coli cells grown in Luria broth B containing different concentrations of Pb{sup 2+}. The maximum Pb{sup 2+} biosorption of transformed and parental cells was determined to be 612 and 370 {mu}g Pb/g biomass, respectively. The inhibitory effect of Pb{sup 2+} on the parental strain was determined at 10 ppm. However, in transformed cells, Pb{sup 2+} was lethal at 100 ppm. The optimum aeration required for the transformed cells was lower than that for the parental strain on a growth yield basis. A linear correlation was established between the biosorption and uptake amounts. The biosorption process was analyzed using ...

International Nuclear Information System (INIS)

Nuclear options for electricity generations are assessed in this paper. Probabilistic (stochastic) method is used for economic comparison of nuclear power plants, wind plants and natural gas fired plants. Optimal nuclear power plant size is also discussed. IRIS is presented as a representative of small and medium reactors

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The relativistic motion of an electron is numerically analyzed in a tokamak having macroscopic magnetic turbulence. Stochasticity induced by the relativistic motion overwhelms the phase averaging effect, which provides a tokamak with an effective loss mechanism for the avoidance/suppression of runaway electron generation at a major disruption. On the other hand, electrons in the KAM (Kolmogorov-Arnold-Moser) region will be observed as a runaway snake. (author)

International Nuclear Information System (INIS)

Epidemiological studies will not solve the shape of the dose effect curve for stochastic effects in the low dose range. Unicellular processes are necessary for the primary processes so that no threshold dose exists. This is evident for somatic and genetic mutations. Not clearly solved is this question for the complex carcinogenesis. These processes develop with manifold interacting molecular and cellular steps. (orig.).

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We analyze the behavior of some Bianchi type-IX, mixmaster cosmological models possessing extra dimensions. We find that, unlike the three-dimensional case, they do not exhibit chaotic behavior on approach to their initial singularity. A finite sequence of stochastic mixmaster oscillations is, in general, replaced by monotonic contraction of the three-space scale factors on approach to a singularity whenever additional spatial dimensions exist with the metric form we consider.

International Nuclear Information System (INIS)

In recent years there has been a renewed interest in the treatment of quantum mechanics in terms of joint distribution functions, i.e. functions of momentum and position coordinates p and q. The author considers j.d.f. in the sense of classical probability theory of a stochastic variable. The j.d.f. is then interpreted as the probability that the variables p and q have certain values, the variables being considered as a property possessed by the object system. This formalism is used to provide a unified description of bradyons and tachyons. (Auth.).

British Library Electronic Table of Contents (United Kingdom)

The extent of exchange rate pass-through has been playing an increasingly pivotal role in the transmission of exchange rate shocks and adequate policy responses. We develop a model of exchange rate pass-through that allows the stochastic process of exchange rate to include the lagged values of the velocity of money. We show that the likelihood and extent of pass-through is sensitive to the lagged response.

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\\end{abstract}

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