A stochastic model of a chemical reaction with diffusion

Summary Stochastic systems of Brownian motions with multiple deletion of particles are introduced to model a chemical reaction with diffusion. Convergence to the solution of a deterministic nonlinear reaction-diffusion equation is proved without high-density assumptions.     

Large deviations for a reaction diffusion model

Summary We obtain large deviation estimates for the empirical measure of a class of interacting particle systems. These consist of a superposition of Glauber and Kawasaki dynamics and are described, in the hydrodynamic limit, by a reaction diffusion equation. We extend results of Kipnis, Olla and Varadhan for the symmetric exclusion process, and provide an approximation scheme for the rate functional. Some physical implications of our results are briefly indicated.     

Travelling waves for a biological reaction diffusion model with spatio-temporal delay

In this paper, we consider the reaction diffusion equations with spatio-temporal delay, which models the microbial growth in a flow reactor. Nonlocal spatial term, a weighted average in space, arises when the individuals have not necessarily been at the same point in space at previous time. By employing linear chain technique, geometric singular perturbation, and the center manifold theorem, we prove that the steady travelling wave does not only persist, but also it looks qualitatively the same as it do with no delay at all, under the introduction of delays, at least for small delay.     

A solution procedure for the two-stage stochastic program with simple recourse

For the stochastic program with simple recourse a solution procedure is given which generates a finite sequence of linear substitutive-programs so that, finally either the initially given problem is proved to be unsolvable or an optimal solution for it is given by the optimal solution of the substitutive program.

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Zusammenfassung Für das stochastische Programm mit einfacher Kompensation wird ein Lösungsverfahren vorgeschlagen. Dieses Verfahren erzeugt eine endliche Folge linearer Ersatzprogramme derart, daß schließlich die Lösung eines dieser Ersatzprogramme als Lösung der ursprünglichen Aufgabe erkannt oder die Unlösbarkeit des gestellten Problems aufgedeckt wird.

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This research has been supported by Sonderforschungsbereich 72, University of Bonn.     

Mathematical analysis of a simple model for the stripping reaction

Zusammenfassung Die Integralgleichung (1.6), die aus einem sehr vereinfachten Modell der stripping reaction hergeleitet ist, wird diskutiert. Es ist bemerkenswert, dass die bekannte Methode vonN. Wiener undE. Hopf auf diese komplizierte Integralgleichung angewendet werden kann. Die entstehende Funktionalgleichung (1.12) wird im § 2 auf die lösbare Differenzengleichung (2.20) reduziert. § 3 behandelt die Eindeutigkeit der Lösung und § 4 die explizite Lösung in einem Spezialfall. Die explizite Lösung des allgemeinen Falls wird nicht angegeben.

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Most of the content of this paper grew out of discussions, which the author had withJ. H. D. Jensen, J. M. Luttinger, andT. H. Berlin during their respective stays at the Institute for Advanced Study. The author's only merit consists in having written down the results.

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Institute for Advanced Study.     

A two-stage model for a day-ahead paratransit planning problem

We consider a dynamic planning problem for paratransit transportation. The focus is on a decision to take one day ahead: which requests to serve with own vehicles, and which requests to subcontract to taxis? We call this problem the day-ahead paratransit planning problem. The developed model is a non-standard two-stage integer recourse model. Both stages consist of two consecutive optimization problems: the clustering of requests into routes, and the assignment of these routes to vehicles. To solve this model, a genetic algorithm approach is used. Computational results are presented for randomly generated data sets.     

A model of a two-stage all-pay auction

The present paper studies a simple two-stage model of an all-pay auction under complete information. All-pay auctions are often used to model competition with irreversible investments such as political lobbying, and in the existing models, the equilibrium outcomes are quite different from the winner-pay auctions (under complete information): The unique equilibrium is in non-degenerate mixed strategies in the sealed-bid all-pay auction, and the highest value bidder wins at (virtually) no cost in the dollar auction. In sharp contrast with those existing models, the equilibrium outcome in the present setting is almost identical to the winner-pay auctions. That is, (a) the highest value bidder wins with probability one, and (b) the revenue of the seller is equal to the second highest value among the bidders. Also, from a mechanism-design point of view, the present game form is more robust than other all-pay mechanisms in that the seller does not need any information about the bidders’ valuations. Although the analysis focuses on the two-bidder two-stage case, the results extend to arbitrary numbers of bidders and stages.     

A phase diagram for a stochastic reaction diffusion system

In this paper a stochastic reaction diffusion system is considered, which models the spread of a finite population reacting with a non-renewable resource in the presence of individual based noise. A two-parameter phase diagram is established to describe the large time evolution, distinguishing between certain death or possible life of the population.     

Time/depth dependent diffusion and chemical reaction model of chloride transportation in concrete

This study focuses on the physical and chemical processes that control the transport of chloride ions into concrete structures. An analytical solution of a diffusion reaction model is presented for determining the time/depth dependent chloride diffusivities considering both diffusion process and binding mechanism of chloride occur simultaneously. The diffusion-reaction model, which is based on the Fick’s second law of diffusion and a mathematical formulation for an irreversible first-order chemical reaction, is used to precisely describe the diffusion mechanism of chloride diffusion process. When the chemical reaction is considered, the free chloride concentration is slowly reduced since some of the free chloride ions have reacted with cement paste such that the diffusion coefficient is also reduced simultaneously. The diffusion-reaction model predicts a longer service life than the total and free chloride diffusion models that do not consider the effect of the chemical reaction during the chloride diffusion process.     

A two-stage stochastic model for labour wastage

A stochastic model for labour wastage is presented which accounts for the employee's variability on the propensity to leave through dependence on both his length of service and his tenure-in-current-state. The basic assumption underlying the model is that the employee's personal characteristics, the job characteristics and the external labour market conditions are stochastic over time, therefore affecting his decision to stay or leave the company. It is shown that the model provides a good fit to a variety of observed leaving patterns for several companies reported in the literature, explains the relationships among a number of important occupational variables, and is useful for planning purposes in predicting future developments.     

Global existence and blow-up problems for reaction diffusion model with multiple nonlinearities

In this paper, we study the following reaction diffusion model,

     

A reaction–diffusion problem with a reaction front

We state a 1D model with quasi-stationary gas flows approximation for a carbon reactivity test in the production of silicon. The mathematical problem we formulate is a non-linear boundary value problem for a third-order ordinary differential equation with non-linear boundary conditions, which are non-local in time. We prove existence and uniqueness of a classical solution and provide a numerical example. © 1998 B. G. Teubner Stuttgart–John Wiley & Sons Ltd.     

A leader-follower model and analysis for a two-stage network of oligopolies

This paper is concerned with the existence, uniqueness and computation of leader-follower equilibrium solutions for an industry involved with two major stages of production. We assume that there exists one set of firms performing the first stage of production, which produces a semi-finished product. This semi-finished product is converted to a final good by a second set of firms performing the second stage of production. Furthermore, also competing in the final product market is a third set of firms, which are vertically integrated through the two stages of production and which are assumed to lead the second set of firms by explicitly considering the reaction or response of these latter firms to their own outputs. We model such an industry as a two-stage network of oligopolies, and define equilibrium solutions based on assumed market structures. Our analysis examines the existence and uniqueness of such equilibrium solutions, characterizes the nature of the production strategies of the various firms at an equilibrium, and prescribes algorithms to compute such solutions. This provides the machinery required to perform sensitivity analyses for studying the effects of various mergers or integrations on individual firm profits, and on the industry outputs and prices at equilibrium. The presentation is self-contained, and does not necessarily require any significant prior preparation in economic theory on the part of the reader.This paper is based on work done for the Minerals and Mining Resources Research Institute, under the sponsorship of the Bureau of Mines, Department of the Interior.     

A Cosmo-simula program for a simple air-pollution model

With a programmed example, the article introduces Cosmo-Simula, a language designed for the programming of continuous simulation. The language uses the Algol part of Simula for the programming of the algorithmic part and an extension of Cosmo for the programming of the administrative part of the problem. The translator is programmed using the Algol part of Simula and makes the extended Cosmo available for computers with an Algol-compiler.     

Co-invasion waves in a reaction diffusion model for competing pioneer and climax species

In this paper, we consider a reaction diffusion model for competing pioneer and climax species. A previous work has established the existence of traveling wave fronts connecting two competition-exclusion equilibria in certain range of the parameters, while in this paper, we explore the possibility of traveling wave fronts connecting the pioneer-invasion-only equilibrium and the co-invasion equilibrium. By combining the Schauder’s fixed point theorem with a pair of the so called desired functions, we show that the model does support such co-invasion waves in some other ranges of parameters. We also determine the minimal speed for such co-invasion waves in terms of the parameters, and discuss some biological implications and significance of the results.