The infinite server queue and heuristic approximations to the multi-server queue with and without retrials

In this paper, properties of the time-dependent state probabilities of theM _t /G/∞ queue, when the queue is assumed to start empty are studied. Those results are compared with corresponding time-dependent results for theM/M/1 queue. Approximation to the time-dependent state probabilities of theM/G/m/m queue by means of the corresponding time-dependent state probabilities of theM/G/∞ queue are discussed. Through a decomposition formula it is shown that the main performance characteristics of the ergodicM/M/m/m+d queue are sums of the corresponding random variables for the ergodicM/M/m/m andM/M/1/1+(d−1) queues, respectively, weighted by the 3-rd Erlang formula (stationary probability of waiting or being lost for theM/M/m/m+d queue). Successful exact and approximation extensions of this kind of decomposition formula to theM/M/m/m+d queue with retrials are presented.     

Nonstationary queues with Interrrupted Poisson arrivals and unreliable/repairable servers

A queueing model having a nonstationary Interrupted Poisson arrival process (IPP(t)),s time-dependent exponential unreliable/repairable servers and finite capacityc is introduced, and an approximation method for analysis of it is developed and tested. Approximations are developed for the time-dependent queue length moments and the system viewpoint waiting time distributions and moments. The approximation involves state-space partitioning and numerically integrating partial-moment differential equations (PMDEs). Surrogate distribution approximations (SDA's) are used to close the system of PMDEs. The approximations allow for analysis using only (s + 1)(s + 6) differential equations for the queue length moments rather than the 2(c + 1)(s +1) equations required by the classic method of numerically integrating the full set of Kolmogorov-forward equations. Effectively hours of cpu time are reduced to minutes for even modest capacity systems. Approximations for waiting time distributions and moments are developed.This research was partially funded by National Science Foundation grant ECS-8404409.     

Optimal normative policies for marketing of products with limited availability

We develop optimal normative policies for pricing and advertising of products with limited availability by including the traditional product diffusion parameters (Bass, 1969)–innovation and imitation, and the scarcity effects generated due to limited product availability (Swami and Khairnar, 2003). Using optimal control methodology, our pricing policy results suggest that a profit-maximizing firm gradually increases the price as the sales approach the product availability. The optimal normative advertising policy recommends gradually decreasing the expenditure on the awareness advertising and increasing the expenditure on the availability advertising as the product diffusion progresses. These results are illustrated with suitable numerical examples.     

Local energy decay for the wave equation with a nonlinear time-dependent damping

This article addresses a wave equation on a exterior domain in ? ^d (d odd) with nonlinear time-dependent dissipation. Under a microlocal geometric condition we prove that the decay rates of the local energy functional are obtained by solving a nonlinear non-autonomous differential equation     

Diagonalization of Weyl Transforms and Heat Equations for Time-Dependent Hermite Operators

Weyl transforms with radial symbols are diagonalized in terms of explicit formulas for the eigenvalues with respect to the Hermite basis for L²(\mathbbR){L^2(\mathbb{R})} . The exact solutions of heat equations governed by time-dependent Hermite operators are analyzed in detail. Formulas for the heat kernels of these time-dependent Hermite operators are derived.     

Exact local nonreflecting boundary conditions for time-dependent multiple scattering

In [2, 3] a nonreflecting boundary condition(NBC) for time-dependent multiple scattering was derived, which is local in time but nonlocal in space. Here, based on a high-order local nonreflecting boundary condition (NBC) for single scattering [4], we seek a local NBC for time-dependent multiple scattering, which is completely local both in space and time. To do so, we first develop a high order representation formula for a purely outgoing wave field, given its values and those of certain auxiliary functions needed for the artificial boundary condition. By combining that representation formula with a decomposition of the total scattered field into purely outgoing contributions, we obtain the first exact, completely local, NBC for time-dependent multiple scattering. The accuracy and stability of this local NBC is evaluated by coupling it to standard finite element and finite difference methods. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

An adaptive moving mesh approach for hyperbolic conservation laws on time-dependent domains

The general idea of moving mesh approaches is to improve the approximation quality and the numerical performance by redistributing a fixed number of discretization points. This is called rrefinement. The classical approaches are applied to partial differential equations on fixed domains. An extension to time-dependent (expanding) domains is presented. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

The Interaction of Shocks with Dispersive Waves I. Weak Coupling Limit

We introduce and analyze a model for the interaction of shocks with a dispersive wave envelope. The model mimicks the Zakharov system from weak plasma turbulence theory but replaces the linear wave equation in that system by a nonlinear wave equation allowing the formation of shocks. This paper considers a weak coupling in which the nonlinear wave evolves independently but appears as the potential in the time-dependent Schrodinger equation governing the dispersive wave. We first solve the Riemann problem for the system by constructing solutions to the Schrodinger equation that are steady in a frame of reference moving with the shock. Then we add a viscous diffusion term to the shock equation and by explicitly constructing asymptotic expansions in the (small) diffusion coefficient, we show that these solutions are zero diffusion limits of the regularized problem. The expansions are unusual in that it is necessary to keep track of exponentially small terms to obtain algebraically small terms. The expansions are compared to numerical solutions. We then construct a family of time-dependent solutions in the case that the initial data for the nonlinear wave equation evolves to a shock as t → t* < ∞. We prove that the shock formation drives a finite time blow-up in the phase gradient of the dispersive wave. While the shock develops algebraically in time, the phase gradient blows up logarithmically in time. We construct several explicit time-dependent solutions to the system, including ones that: (a) evolve to the steady states previously constructed, (b) evolve to steady states with phase discontinuities (which we call phase kinked steady states), (c) do not evolve to steady states.     

Preventive maintenance for inspected systems with additive subexponential shock magnitudes

We examine the long-run average availability and cost rate of a maintained system which deteriorates according to a random-shock process. Shocks arrive according to a Poisson process. The system fails whenever the cumulative damage exceeds a given threshold. The system's failures are not self-announcing, hence, failures must be detected via inspections. The system is inspected at periodic or exponentially distributed intervals. Systems are replaced by preventive maintenance or after failure (corrective maintenance), whichever occurs first. When the distribution function of the shock magnitudes belongs to the class of subexponential distributions, we obtain simple approximations for the availability and the cost rate. Copyright © 2007 John Wiley & Sons, Ltd.     

A system of parabolic equations in nonequilibrium thermodynamics including thermal and electrical effects

The time-dependent equations for a charged gas or fluid consisting of several components, exposed to an electric field, are considered. These equations form a system of strongly coupled, quasilinear parabolic equations which in some situations can be derived from the Boltzmann equation. The model uses the duality between the thermodynamic fluxes and the thermodynamic forces. Physically motivated mixed Dirichlet-Neumann boundary conditions and initial conditions are prescribed.The existence of weak solutions is proven. The key of the proof is (i) a transformation of the problem by using the entropic variables, or electro-chemical potentials, which symmetrizes the equations, and (ii) a priori estimates obtained by using the entropy function. Finally, the entropy inequality is employed to show the convergence of the solutions to the thermal equilibrium state as the time tends to infinity.     

A Geometric Heat-Flow Theory of Lagrangian Coherent Structures

We consider Lagrangian coherent structures (LCSs) as the boundaries of material subsets whose advective evolution is metastable under weak diffusion. For their detection, we first transform the Eulerian advection–diffusion equation to Lagrangian coordinates, in which it takes the form of a time-dependent diffusion or heat equation. By this coordinate transformation, the reversible effects of advection are separated from the irreversible joint effects of advection and diffusion. In this framework, LCSs express themselves as (boundaries of) metastable sets under the Lagrangian diffusion process. In the case of spatially homogeneous isotropic diffusion, averaging the time-dependent family of Lagrangian diffusion operators yields Froyland’s dynamic Laplacian. In the associated geometric heat equation, the distribution of heat is governed by the dynamically induced intrinsic geometry on the material manifold, to which we refer as the geometry of mixing. We study and visualize this geometry in detail, and discuss connections between geometric features and LCSs viewed as diffusion barriers in two numerical examples. Our approach facilitates the discovery of connections between some prominent methods for coherent structure detection: the dynamic isoperimetry methodology, the variational geometric approaches to elliptic LCSs, a class of graph Laplacian-based methods and the effective diffusivity framework used in physical oceanography.

     

On the Counting Process for a Class of Markovian Arrival Processes with an Application to a Queueing System

In this paper, we consider the counting process for a class of Markovian arrival processes (MAPs). We assume that the representing matrices in such MAPs are expanded in terms of matrix representations of the standard generators in the Lie algebra of the special linear group. The primary purpose of this paper is to construct an explicit solution of the time-dependent distribution and factorial moments of the number of arrival events in (0,t] of the counting process for this class of MAPs. Our construction relies on the Baker–Hausdorff lemma and the specific structure of the representing matrices. To investigate the efficiency of CPU usage with the explicit solution, we have conducted numerical experiments on computing the time-dependent distribution of the counting process through the explicit solution and uniformization-based method. We show that the CPU times required to compute the time-dependent distribution of the number of arrival events in (0,t] through the explicit solution have little sensitivity to t, while the consumption of CPU times with the uniformization-based method becomes greater as t increases. For illustrative purposes, we present a system performance analysis of a queueing system for possible use in automatic call distribution (ACD) systems. As an application of the explicit solution, we use it to express the waiting time distribution of the queueing system. Some numerical examples are also given with comparisons to computer simulations.AMS subject classification: 60K20, 60K25, 68M20This revised version was published online in June 2005 with corrected coverdate     

Completely integrable one-dimensional classical and relativistic time-dependent Hamiltonians

In this paper, we look for first integralsI(q;p;t) of time-dependent one-dimensional HamiltoniansH(q;p;t). We first present a formalism based on the use of canonical transformations, and it is seen thatI(q;p;t) can always be written in terms of two variablesI=P(u;v), whereu andv are functions ofq, p andt, without loss of generality. Moreover, it is shown that any Hamiltonian with first integralI(q;p;t) can be made autonomous in the space (u, v, T), whereT is a new time. On the other hand, the cases of a particle moving classically and relativistically in a time-dependent potentialV(q;t) are studied. In both cases, completely integrable potentials, together with the corresponding first integrals, are derived.CEA/CEV-M, BP7, 77181 Country, France, and CEA/CEN-S, SPEC, 91191, Gif sur Yvette Cédex, France. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 99, No. 3, pp. 355–363, June, 1994.     

GENERALIZED ERMAKOV SYSTEMS IN TERMS OF sl(2,R) INVARIANTS

Abstract

Conventional generalized Ermakov systems are shown to be a subset of the class of second order ordinary differential equations invariant under sl(2,R) symmetry. When the system is two-dimensional, it can be reduced to a one-dimensional time-dependent simple harmonic oscillator by a suitable choice of new time and distance variables.     

An Algorithm for a Letter-Based Representation of All-Pairwise Comparisons

All-pairwise comparisons among a set of t treatments or groups are one of the most frequent tasks in applied statistics. Users of statistical software are accustomed to the familiar lines display, in which treatments that do not differ significantly, are connected by a common line or letter. Availability of the lines display is restricted mainly to the balanced analysis of variance setup. This limited availability is at stark variance with the diversity of statistical methods and models, which call for multiple comparisons. This article describes a general method for graphically representing any set of t(t?1)/2 all-pairwise significance statements (p values) for t treatments by a familiar letter display, which is applicable regardless of the underlying data structure or the statistical method used for comparisons. The method reproduces the familiar lines display in case of the balanced analysis of variance. Its broad applicability is demonstrated using data from an international multienvironment wheat yield trial and from a fish catching survey.     

On Solving Quickest Time Problems in Time-Dependent, Dynamic Networks

In this paper, a pseudopolynomial time algorithm is presented for solving the integral time-dependent quickest flow problem (TDQFP) and its multiple source and sink counterparts: the time-dependent evacuation and quickest transshipment problems. A more widely known, though less general version, is the quickest flow problem (QFP). The QFP has historically been defined on a dynamic network, where time is divided into discrete units, flow moves through the network over time, travel times determine how long each unit of flow spends traversing an arc, and capacities restrict the rate of flow on an arc. The goal of the QFP is to determine the paths along which to send a given supply from a single source to a single sink such that the last unit of flow arrives at the sink in the minimum time. The main contribution of this paper is the time-dependent quickest flow (TDQFP) algorithm which solves the TDQFP, i.e. it solves the integral QFP, as defined above, on a time-dependent dynamic network, where the arc travel times, arc and node capacities, and supply at the source vary with time. Furthermore, this algorithm solves the time-dependent minimum time dynamic flow problem, whose objective is to determine the paths that lead to the minimum total time spent completing all shipments from source to sink. An optimal solution to the latter problem is guaranteed to be optimal for the TDQFP. By adding a small number of nodes and arcs to the existing network, we show how the algorithm can be used to solve both the time-dependent evacuation and the time-dependent quickest transshipment problems. This revised version was published online in August 2006 with corrections to the Cover Date.     

System availability in a shock model under preventive repair and phase‐type distributions

A device that can fail by shocks or ageing under policy N of maintenance is presented. The interarrival times between shocks follow phase‐type distributions depending on the number of cumulated shocks. The successive shocks deteriorate the system, and some of them can be fatal. After a prefixed number k of nonfatal shocks, the device is preventively repaired. After a fatal shock the device is correctively repaired. Repairs are as good as new, and follow phase‐type distributions. The system is governed by a Markov process whose infinitesimal generator, stationary probability vector, and availability are calculated, obtaining well‐structured expressions due to the use of phase‐type distributions. The availability is optimized in terms of the number k of preventive repairs. Copyright © 2009 John Wiley & Sons, Ltd.     

Operator Matrices as Generators of Cosine Operator Functions

We introduce an abstract setting that allows to discuss wave equations with time-dependent boundary conditions by means of operator matrices. We show that such problems are well-posed if and only if certain perturbations of the same problems with homogeneous, time-independent boundary conditions are well-posed. As applications we discuss two wave equations in L^p(0, 1) and in L²(Ω) equipped with dynamical and acoustic-like boundary conditions, respectively.     

Weak interaction limit for nuclear matter and the time-dependent Hartree-Fock equation

We consider an effective model of nuclear matter including spin and isospin degrees of freedom, described by an N-body Hamiltonian with suitably renormalized two-body and three-body interaction potentials. We show that the corresponding mean-field theory (the time-dependent Hartree-Fock approximation) is “exact” as N tends to infinity.     

A heuristic method for non-homogeneous redundancy optimization of series-parallel multi-state systems

This paper develops an efficient heuristic to solve the non-homogeneous redundancy allocation problem for multi-state series-parallel systems. Non identical components can be used in parallel to improve the system availability by providing redundancy in subsystems. Multiple component choices are available for each subsystem. The components are binary and chosen from a list of products available on the market, and are characterized in terms of their cost, performance and availability. The objective is to determine the minimal-cost series-parallel system structure subject to a multi-state availability constraint. System availability is represented by a multi-state availability function, which extends the binary-state availability. This function is defined as the ability to satisfy consumer demand that is represented as a piecewise cumulative load curve. A fast procedure is used, based on universal generating function, to evaluate the multi-state system availability. The proposed heuristic approach is based on a combination of space partitioning, genetic algorithms (GA) and tabu search (TS). After dividing the search space into a set of disjoint subsets, this approach uses GA to select the subspaces, and applies TS to each selected subspace. The design problem, solved in this study, has been previously analyzed using GA. Numerical results for the test problems from previous research are reported, and larger test problems are randomly generated. These results show that the proposed approach is efficient both in terms of both of solution quality and computational time, as compared to existing approaches.