Analysis of transient queues with semidefinite optimization

We derive upper bounds on the tail distribution of the transient waiting time in the GI/GI/1 queue, given a truncated sequence of the moments of the service time and that of the interarrival time. Our upper bound is given as the objective value of the optimal solution to a semidefinite program (SDP) and can be calculated numerically by solving the SDP. We also derive the upper bounds in closed form for the case when only the first two moments of the service time and those of the interarrival time are given. The upper bounds in closed form are constructed by formulating the dual problem associated with the SDP. Specifically, we obtain the objective value of a feasible solution of the dual problem in closed from, which turns out to be the upper bound that we derive. In addition, we study bounds on the maximum waiting time in the first busy period.     

HARVEST PLANNING UNDER UNCERTAIN EXTINCTION TIME

ABSTRACT. Harvesting a targeted commercial species results in impacts on an endangered species which may have no direct market value but may need protection as mandated by environmental laws. A vigorous harvest path might drive the endangered species to extinction. This paper studies harvest planning when the endangered species is subject to an uncertain extinction time. It is shown that the optimal static harvest level under certainty can be used as an upper bound for the entire dynamic harvest time path under uncertainty. The paper also develops an explicit upper bound for the entire harvest path under uncertain extinction time of the endangered species. It is demonstrated that an increase in the hazard rate of the endangered species will shift down the upper bound for the entire harvest path, whereas an increase in the growth rate of the commercial species will shift up the upper bound for the entire harvest path.     

Upper bound of time derivative of entropy for a dynamical system driven by quasimonochromatic noise

The quasimonochromatic noise (QMN) is the “truly colored” noise, and in this paper the upper bound of time derivative of entropy for a dynamical system driven by QMN is studied. The dimension of Fokker–Planck equation is reduced by the way of linear transformation. The exact time dependence of the upper bound for the rate of entropy change is calculated based on the definition of Shannon’s information entropy and the Schwartz inequality principle. The relationship between the properties of QMN and dissipative parameters and their effect on the upper bound for the rate of entropy change is also discussed.     

Periodic boundary value problems for first-order impulsive dynamic equations on time scales

This paper deals with the periodic boundary value problem for a class of first-order impulsive dynamic equations on time scales. We introduce a new notion of lower and upper solutions, which extends the classical lower and upper solutions. The existence of extremal solutions is presented by virtue of the method of lower and upper solutions coupled with monotone iterative technique. An example is also included to illustrate the main results.     

A dynamic bounding algorithm for approximating multi-state two-terminal reliability

This paper modifies Jane and Laih’s (2008) exact and direct algorithm to provide sequences of upper bounds and lower bounds that converge to the NP-hard multi-state two-terminal reliability. Advantages of the modified algorithm include (1) it does not require a priori the lower and/or upper boundary points of the network, (2) it derives a series of increasing lower bounds and a series of decreasing upper bounds simultaneously, guaranteed to enclose the exact reliability value, and (3) trade-off between accuracy and execution time can be made to ensure an exact difference between the upper and lower bounds within an acceptable time. Examples are analyzed to illustrate the bounding algorithm, and to compare the bounding algorithm with existing algorithms. Computational experiments on a large network are conducted to realize the performance of the bounding algorithm.     

On the number of eigenvalues for parameter‐dependent diffusion problem on time scales

In this study, we consider parameter‐dependent diffusion eigenvalue problem on time scales. An upper bound on the number of eigenvalues for this problem on a finite time scale is given.     

Batch scheduling with controllable setup and processing times to minimize total completion time

We study a problem of scheduling n jobs on a single machine in batches. A batch is a set of jobs processed contiguously and completed together when the processing of all jobs in the batch is finished. Processing of a batch requires a machine setup time dependent on the position of this batch in the batch sequence. Setup times and job processing times are continuously controllable, that is, they are real-valued variables within their lower and upper bounds. A deviation of a setup time or job processing time from its upper bound is called a compression. The problem is to find a job sequence, its partition into batches, and the values for setup times and job processing times such that (a) total job completion time is minimized, subject to an upper bound on total weighted setup time and job processing time compression, or (b) a linear combination of total job completion time, total setup time compression, and total job processing time compression is minimized. Properties of optimal solutions are established. If the lower and upper bounds on job processing times can be similarly ordered or the job sequence is fixed, then O(n³ log n) and O(n⁵) time algorithms are developed to solve cases (a) and (b), respectively. If all job processing times are fixed or all setup times are fixed, then more efficient algorithms can be devised to solve the problems.     

An Upper Bound for Hessian Matrices of Positive Solutions of Heat Equations

We prove global and local upper bounds for the Hessian of log positive solutions of the heat equation on a Riemannian manifold. The metric is either fixed or evolved under the Ricci flow. These upper bounds seem to be the first general ones that match the well-known lower bounds which have been around for some time. As an application, we discover a local, time reversed Harnack type inequality for bounded positive solutions of the heat equation.     

Upper escape rate of Markov chains on weighted graphs

We obtain an upper escape rate function for a continuous time minimal symmetric Markov chain defined on a locally finite weighted graph. This upper rate function, which has the same form as the manifold setting, is given in terms of the volume growth with respect to an adapted path metric. Our approach also gives a weak form of Folz’s theorem on the conservativeness as a consequence.     

保费依赖向后重现时间过程风险模型的破产概率上界(英文)

本文研究带利率的风险模型,它的索赔计数过程是一个更新计数过程,保费收入依赖于向后重现时间过程.通过鞅方法和递推技术,得到破产概率的两个指数型上界.最后,还研究了几个具体的例子,并且给出上界的数量比较.     

基于液晶引流效应的上板游离态液晶盒数值计算研究

以小分子液晶Leslie-Ericksen理论为基础,建立液晶盒上基片游离状态的计算模型,在给出边界初始条件的基础上,运用二阶Runge-Kutta(龙格-库塔)法与中心差分法对方程组进行时空离散,通过MATLAB编写计算程序,调整计算参数得出液晶盒厚度、液晶盒两端所施加电场参数对液晶引流的影响.结果表明:液晶指向矢的大小随液晶盒上下基板所施加电场的交变而交变,并引起液晶引流速度大小交变;随着液晶盒厚度的增加,液晶盒上基片在一个周期内移动的位移也在增加;液晶盒两端所施加电场的占空比基本上不影响液晶盒上基片速度的大小,对液晶盒上基片速度最大值出现的时间点影响很大;通过与实验数据相对比,液晶盒上基片位移数值大小在同一个数量级,运动轨迹比较吻合.     

Blow-up and global solutions for nonlinear reaction-diffusion equations with nonlinear boundary condition

This paper deals with the blow-up of positive solutions for a nonlinear reaction-diffusion equation subject to nonlinear boundary conditions. We obtain the conditions under which the solutions may exist globally or blow up in finite time. Moreover, an upper bound of the blow-up time, an upper estimate of the blow-up rate, and an upper estimate of the global solutions are given. At last we give two examples to which the theorems obtained in the paper may be applied.     

Estimates for the wandering rate of solutions of a linear differential equation via its coefficients

For nontrivial solutions of a linear nonautonomous differential equation with integrally small coefficients, we improve earlier-known upper bounds for the wandering rate. In particular, our estimates imply that the upper bound of the range of the wandering rate for equations of arbitrary order tends to zero as all of their coefficients uniformly (on the time half-line) tend to zero at infinity.     

Average Cost Optimality for an Unreliable Two-Machine Flowshop with Limited Internal Buffer

We consider a production planning problem in a two-machine flowshop subject to breakdown and repair of machines and subject to nonnegativity and upper bound constraints on work-in-process. The objective is to choose machine production rates over time to minimize the long-run average inventory/backlog and production costs. For sufficiently large upper bound on the work-in-process, the problem is formulated as a stochastic dynamic program. We then establish a verification theorem and a partial characterization of the optimal control policy if it exists.     

The unbounded parallel-batch scheduling with rejection

In this paper, we consider the unbounded parallel-batch scheduling with rejection. A job is either rejected, in which case a certain penalty has to be paid, or accepted and processed in batches on a machine. The processing time of a batch is defined as the longest processing time of the jobs contained in it. Four problems are considered: (1) to minimize the sum of the total completion time of the accepted jobs and the total rejection penalty of the rejected jobs; (2) to minimize the total completion time of the accepted jobs subject to an upper bound on the total rejection penalty of the rejected jobs; (3) to minimize the total rejection penalty of the rejected jobs subject to an upper bound on the total completion time of the accepted jobs; (4) to find the set of all the Pareto optimal schedules. We provide a polynomial-time algorithm for the first problem. Furthermore, we show that all the other three problems are binary NP-hard and present a pseudo-polynomial-time algorithm and a fully polynomial-time approximation scheme for them.     

带Robin边界条件的拟线性抛物方程解的整体存在性与爆破

主要研究了一类带Robin边界条件的拟线性抛物方程解的整体存在性与爆破问题,利用微分不等式技术,获得了方程的解发生爆破时的爆破时间的下界.然后给出了方程解整体存在的充分条件,最后得到了方程的解发生爆破时发生爆破时间的上界.     

A Resistance Bound Via An Isoperimetric Inequality

An isoperimetric upper bound on the resistance is given. As a corollary we resolve two problems, regarding mean commute time on finite graphs and resistance on percolation clusters. Further conjectures are presented.     

Blow-up and global solutions for quasilinear parabolic equations with Neumann boundary conditions

Using the upper and lower solution techniques and Hopf's maximum principle, the sufficient conditions for the existence of blow-up positive solution and global positive solution are obtained for a class of quasilinear parabolic equations subject to Neumann boundary conditions. An upper bound for the ‘blow-up time’, an upper estimate of the ‘blow-up rate’, and an upper estimate of the global solution are also specified.     

Robust a posteriori error estimates for subgrid stabilization of non-stationary convection dominated diffusive transport

We derive a robust residual a posteriori error estimator for time-dependent convection-diffusion-reaction problem, stabilized by subgrid viscosity in space and discretized by Crank-Nicolson scheme in time. The estimator yields upper bounds on the error which are global in space and time and lower bounds that are global in space and local in time. Numerical experiments illustrate the theoretical performance of the error estimator.     

Special issue: In honour of Ward Whitt reaching 75

We introduce the first class of perfect sampling algorithms for the steady-state distribution of multi-server queues with general interarrival time and service time distributions. Our algorithm is built on the classical dominated coupling from the past protocol. In particular, we use a coupled multi-server vacation system as the upper bound process and develop an algorithm to simulate the vacation system backward in time from stationarity at time zero. The algorithm has finite expected termination time with mild moment assumptions on the interarrival time and service time distributions.