Bayesian estimation of system reliability in Brownian stress-strength models

A stress-strength system fails as soon as the applied stress,X, is at least as much as the strength,Y, of the system. Stress and strength are time-varying in many real-life systems but typical statistical models for stress-strength systems are static. In this article, the stress and strength processes are dynamically modeled as Brownian motions. The resulting stress-strength system is then governed by a time-homogeneous Markov process with an absorption barrier at O. Conjugate as well as non-informative priors are developed for the model parameters and Markov chain sampling methods are used for posterior inference of the reliability of the stress-strength system. A generalization of this model is described next where the different stress-strength systems are assumed to be exchangeable. The proposed Bayesian analyses are illustrated in two examples where we obtain posterior estimates as well as perform model checking by cross-validation.     

The optimal periodic motions of a two-mass system in a resistant medium

The rectilinear motions of a two-mass system, consisting of a container and an internal mass, in a medium with resistance, are considered. The displacement of the system as a whole occurs due to periodic motion of the internal mass with respect to the container. The optimal periodic motions of the system, corresponding to the greatest velocity of displacement of the system as a whole, averaged over a period, are constructed and investigated using a simple mechanical model. Different laws of resistance of the medium, including linear and quadratic resistance, isotropic and anisotropic, and also a resistance in the form of dry-friction forces obeying Coulomb's law, are considered.     

考虑废旧品质量的闭环供应链混合回收渠道选择研究

为确定最优的回收渠道,对由单个制造商、零售商和第三方组成的闭环供应链系统进行研究。在该系统中,可能存在制造商和零售商、制造商和第三方、零售商和第三方以及制造商、零售商和第三方同时回收的四种渠道,并根据质量差异对废旧品进行翻新或再制造。在分散决策下建立了四种回收渠道模型。比较发现:站在制造商和系统收益最大化及社会效益角度,三渠道是最佳选择,此时得到的废旧品最多;制造商不进行回收时获利最低,且不利于提高废旧品的获取量。最后,通过算例剖析了废旧品再制造率对四种混合回收渠道下成员及系统利润的影响。结果表明:制造商应尽量将废旧品用于再制造。     

Methods of aggregation

We study a class of methods for accelerating the convergence of iterative methods for solving linear systems. The methods proceed by replacing the given linear system with a derived one of smaller size, the aggregated system. The solution of the latter is used to accelerate the original iterative process. The construction of the aggregated system as well as the passage of information between it and the original system depends on one or more approximations of the solution of the latter. A number of variants are introduced, estimates of the acceleration are obtained, and numerical experiments are performed. The theory and computations show the methods to be effective.     

An assembly-type supply chain system controlled by kanbans under a just-in-time delivery policy

This research studies the assembly-type supply chain system controlled by kanban mechanism. First, a supply chain system is modeled as a mixed-integer nonlinear programming (MINLP) problem. A composite formulation of the assembly-type supply chain system is developed by appropriately aggregating the individual branch models as a whole system. The batch size, the number of batches, and the total quantity over one period in the mainline and each branch line are determined. The small size MINLP problems are solved optimally by a branch-and-bound method. For the large size MINLP problems, a heuristic is developed which divides the ATSCS into several small size problems, and then conquers them individually. Next, the kanban operation between two adjacent plants is developed to schedule the loading and unloading, and transportation. Coupled with plant-wide efforts for cost control and management commitment, a logistics system is built for controlling the production as well as the supply chain system, which results in minimizing the total cost of the supply chain system. Numerical examples are presented to illustrate the two heuristic procedures and a better solution is obtained for the ATSCS problem.     

Algebraic Approach to the Stabilization of a Differential System of Retarded Type

For a spectrally controllable linear autonomous systems with commensurable delays, we construct state feedbacks ensuring the complete damping of the original system (finite stabilization) as well as the complete damping of the original system and the asymptotic stability of the closed-loop system (complete stabilization). The spectral reduction and asymptotic stabilization problems are considered as auxiliary problems. The argument is constructive, and the results are illustrated by an example.     

A multiple warm standby system with operational and repair times following phase-type distributions

We study a warm standby n-unit system. The system functions as long as there is one operative unit. When the unit online fails, a unit in standby becomes the new unit online, if any. When a unit fails it goes to repair. There is a repairman. The units are repaired following the arrival order. The unit online has a lifetime governed by a phase-time distribution. The repair times follow a phase-type distribution. The warm standby units have lifetimes exponentially distributed. All the other times are negligible. This system extends many others of frequent use in the literature. We show that this system is governed by a level-dependent quasi-birth-and-death process (LDQBD process). The availability, rate of occurrence of failures and other magnitudes of interest are calculated. The mathematical expressions are algorithmically and computationally implemented, using the Matlab programme.     

Analysis of coordinate and other transformations of models of dynamical systems by the reduction method

The issues of preserving dynamic properties when passing from a system of differential equations to another system obtained by a change of variables, as well as the issues of preserving the properties in the opposite direction, are considered. The potential of the reduction method, which was proposed earlier, in resolving these questions are demonstrated by the examples of such properties as stability, attraction, and dissipativity. Similar issues are investigated for the case when the second system is obtained in a way characteristic for the comparison method with vector Lyapunov functions. The application of one of the obtained dissipativity criteria to analyzing the nonlinear dynamics of a group of moving objects is considered.     

On the Properties of the Nonlinear Ship Equations of Motion

Nonlinear ship control systems can be designed by exploiting system properties like passivity and dissipativeness in nonlinear system. The nonlinear ship model is written in a vectorial setting with emphasis placed on matrix properties like positiveness, symmetry and skew-symmetry. As a result of energy conservation the ship dynamics can be considered as two interconnected systems. The first system describes the dissipative motion of the rigid-body (ship) while the second system represents the forces due to potential theory generated by the ambient water particles. It is shown that for a stable ship, both subsystems are passive as well as the interconnected system. For an unstable ship, the ambient water system is input feedforward passive with shortage of passivity and therefore the ship must be stabilized by positive feedback. The structural properties of the nonlinear equations of motion are exploited in the Lyapunov analysis when designing ship control systems.     

A coupled system of ODEs and quasilinear hyperbolic PDEs arising in a multiscale blood flow model

We study a coupled system of ordinary differential equations and quasilinear hyperbolic partial differential equations that models a blood circulatory system in the human body. The mathematical system is a multiscale model in which a part of the system, where the flow can be regarded as Newtonian and homogeneous, and the vessels are long and large, is modeled by a set of hyperbolic PDEs in a one-spatial-dimensional network, and in the other part, where either vessels are too thin or the flow pattern is too complicated (such as in the heart), the flow is modeled as a lumped element by a set of ordinary differential equations as an analog of an electric circuit. The mathematical system consists of pairs of PDEs, one pair for each vessel, coupled at each junction through a system of ODEs. This model is a generalization of the widely studied models of arterial networks. We give a proof of the well-posedness of the initial-boundary value problem by showing that the classical solution exists, is unique, and depends continuously on initial, boundary and forcing functions and their derivatives.     

A procedure for the strategic planning of locations,capacities and districting of jails: application to Chile

Using the Chilean jail system as a case study, we present a model for finding the location of a number of new jails, as well as the size and districting of new and existing jails, so that the cost of the system is minimized. We propose a minimum regret procedure for choosing a good solution, given that several future scenarios are possible. The jail capacities range from a few tens to 2000 inmates. The population is composed of pre-trial detainees, people under trial and sentenced offenders. Each one of these categories has different requirements, in terms of the site of their confinement. Inmates stay in the system for periods that go from a few days to life sentences. Some overcrowding is allowed, but penalized by the model. Several scenarios of future population are used for finding a solution for the Chilean system, where there are some 33?000 inmates.     

Numerical methods for simulation of large systems

The numerical solution of large initial value problems, including those that are derived as approximations to systems of partial differential equations, may encounter difficulties using conventional numerical methods because of stiffness (large range of eigenvalues of the associated linear system). In a nonlinear system, the eigenvalues may change greatly during the solution and a system that is initially well behaved may become stiff, yielding increased computer cost or inaccuracies. This paper contains a discussion of various definitions of stiffness, and several methods for overcoming it, including a new method for identifying and partitioning a two-time-scale system into fast and slow sub-systems. Also included are some experiences using the DARE continuous system simulation language for systems as large as 200 coupled nonlinear ordinary differential equations.     

Simulation optimization with qualitative variables and structural model changes: A genetic algorithm approach

In many common simulation optimization methods the structure of the system stays the same and only the set of values for certain parameters of the system such as the number of machines in a station or the in-process inventory is varied from one evaluation to the next. The methodology described in this paper is a simulation-optimization process where the qualitative variables and the structure of the system are the subjects of optimization. Here, the optimum response sought is a function of design and operation characteristics of the system such as the type of machines to use, dispatching rules, sequence of processing operations, etc. In the methodology developed here simulation models are automatically generated through an object-oriented process and are evaluated for various candidate configurations of the system. These candidates are suggested by a Genetic Algorithm (GA) that automatically guides the system towards better solutions. After simulating the alternatives, the results are returned to the GA to be utilized in selection of the next generation of configurations to be evaluated. This process continues until a satisfactory solution is obtained for the system.     

A reliability semi‐Markov model involving geometric processes

We consider a semi‐Markov process that models the repair and maintenance of a repairable system in steady state. The operating and repair times are independent random variables with general distributions. Failures can be caused by an external source or by an internal source. Some failures are repairable and others are not. After a repairable failure, the system is not as good as new and our model reflects that. At a non‐repairable failure, the system is replaced by a new one. We assume that external failures occur according to a Poisson process. Moreover, there is an upper limit N of repairs, it is replaced by a new system at the next failure, regardless of its type. Operational and repair times are affected by multiplicative rates, so they follow geometric processes. For this system, the stationary distribution and performance measures as well as the availability and the rate of occurrence of different types of failures in stationary state are calculated. Copyright © 2002 John Wiley & Sons, Ltd.     

REGULARIZATION OF SINGULAR SYSTEMS BY OUTPUTFEEDBACK

1.IntroductionInthispaper,weconsideralineartime--invariaflt'system{EI;," "(1)withthematricesE,AER",BER"m,CeRP",alldEissingular.Thebehaviorofasingularsystemdependscriticallyontheeigenstructureofthepencil(E,A).Tilepencil(E,A)andthecorrespondingsystem(1)aresaidtoberegularifdet(orE--dA)/0forsome(a,0)eCZ(2)andtheyaresaidtohaveindexatmostoneifthedimensionofthelargestnilpotelltblock(whichcorrespondstoaninfinitepole)intheKroneckercanonicalformofthepencil(E,A)islessthanorequalto..e[3'12]…     

Control of a fourth-order linear system with mixed constraints

A controlled fourth-order linear mechanical system, containing a vibrating member, is considered. Geometric constraints are imposed on the control and phase variables. The problem of bringing the system to a given state in a finite time is solved. The solution employs an approach based on Kalman's general scheme for constructing controls as linear combinations of characteristic motions of the uncontrolled system. Results of a numerical simulation of the dynamics of a closed system are presented     

Stability and Hopf bifurcation analysis of a new system

In this paper, a new chaotic system is introduced. The system contains special cases as the modified Lorenz system and conjugate Chen system. Some subtle characteristics of stability and Hopf bifurcation of the new chaotic system are thoroughly investigated by rigorous mathematical analysis and symbolic computations. Meanwhile, some numerical simulations for justifying the theoretical analysis are also presented.     

An introduction to the perplex number system

The perplex number system is a generalization of the abstract logical relationships among electrical particles. The inferential logic of the new number system is homologous to the inferential logic of the progression of the atomic numbers. An electrical progression is defined categorically as a sequence of objects with teridentities. Each identity infers corresponding values of an integer, units and a correspondence relation between each unit and its integer. Thus, in this logical system, each perplex numeral contains an exact internal representational structure; it carries an internal message. This structure is a labeled bipartite graph that is homologous to the internal electrical structure of a chemical atom. The formal logical operations are conjunctions and disjunctions. Combinations of conjunctions and disjunctions compose the spatiality of objects. Conjunctions may include the middle term of pairs of propositions with a common term, thereby creating new information. The perplex numerals are used as a universal source of diagrams.The perplex number system, as an abstract generalization of concrete objects and processes, constitutes a new exact notation for chemistry without invoking alchemical symbols. Practical applications of the number system to concrete objects (chemical elements, simple ions and molecules, and the perplex isomers, ethanol and dimethyl ether) are given. In conjunction with the real number system, the relationships between the perplex number system and scientific theories of concrete systems (thermodynamics, intra-molecular dynamics, molecular biology and individual medicine) are described.     

Homogenization of the Maxwell Equations: Case II. Nonlinear Conductivity

The Maxwell equations with uniformly monotone nonlinear electric conductivity in a heterogeneous medium, which may be non-periodic, are homogenized by two-scale convergence. We introduce a new set of function spaces appropriate for the nonlinear Maxwell system. New compactness results, of two-scale type, are proved for these function spaces. We prove existence of a unique solution for the heterogeneous system as well as for the homogenized system. We also prove that the solutions of the heterogeneous system converge weakly to the solution of the homogenized system. Furthermore, we prove corrector results, important for numerical implementations.     

A discrete-time Geo/G/1 retrial queue with preferred and impatient customers

This paper is concerned with a discrete-time Geo/G/1 retrial queue with preferred, impatient customers and general retrial times. We analyze the Markov chain underlying the considered queueing system and derive its ergodicity condition. The system state distribution as well as the orbit size and the system size distributions are obtained in terms of their generating functions. These generating functions yield exact expressions for different performance measures. Besides, the stochastic decomposition property and the corresponding continuous-time queueing system are investigated. Finally, some numerical examples are provided to illustrate the effect of priority and impatience on several performance characteristics of the system.