A consistent diffusion approximation for finite-capacity multiserver queues

A diffusion approximation is developed for general multiserver queues with finite waiting spaces, which are typical models of manufacturing systems as well as computer and communication systems. The model is the standard GI/G/s/s + r queue with s identical servers in parallel, r extra waiting spaces, and the first-come, first-served discipline. The main focus is on the steady-state distribution of the number of customers in the system. The process of the number of customers is approximated by a time-homogeneous diffusion process on a closed interval in the nonnegative real line. A conservation law plus some heuristics standing on solid theoretical ground generate approximation formulas for the steady-state distribution and other congestion measures. These formulas are consistent with the exact results for the M/G/s/s and M/M/s/s + r queues. The accuracy of approximations for principal congestion measures are numerically examined for some particular cases.     

Asymptotical properties of erlang queueing systems with a dependent Poisson input flow

The purpose of this paper is to obtain stationary characteristics of the mathematical model, which consists of two Erlang queueing systems with a bivariate Poisson input flow of customers. Functional theorems of diffusion approximation type are proved. This paper is supported by INTAS 96-0828.     

The Order of the Error Term for Moments of the Log Likelihood Ratio Unit Root Test in an Autoregressive Process

This paper investigates the asymptotics of the log likelihood ratio test for a unit root in an autoregressive (AR) process of general order. The main result is that the expectation and variance (in fact, all moments) of the test statistic may, to the order of T-1, where T is the number of observations, be approximated by the expectation and variance of the corresponding test in an AR(1) process. This result has obvious implications for the asymptotics of unit root tests for panels. An explicit formula for the approximation error of a test in an AR(2) process is also given.     

A SECOND ORDER CONTROL-VOLUME FINITE-ELEMENT LEAST-SQUARES STRATEGY FOR SIMULATING DIFFUSION IN STRONGLY ANISOTROPIC MEDIA

An unstructured mesh finite volume discretisation method for simulating diffusion in anisotropic media in two-dimensional space is discussed. This technique is considered as an extension of the fully implicit hybrid control-volume finite-element method and it retains the local continuity of the flux at the control volume faces. A least squares function recon-struction technique together with a new flux decomposition strategy is used to obtain an accurate flux approximation at the control volume face, ensuring that the overall accuracy of the spatial discretisation maintains second order. This paper highlights that the new technique coincides with the traditional shape function technique when the correction term is neglected and that it significantly increases the accuracy of the previous linear scheme on coarse meshes when applied to media that exhibit very strong to extreme anisotropy ratios. It is concluded that the method can be used on both regular and irregular meshes,and appears independent of the mesh quality.     

Approximation of the supply scheduling problem

The supply scheduling problem consists in finding a minimum cost delivery plan from a set of providers to a manufacturing unit, subject to given bounds on the shipment sizes and subject to the demand at the manufacturing unit. We provide a fully polynomial time approximation scheme for this problem.     

Approximation results for a min-max location-routing problem

This paper studies a min-max location-routing problem, which aims to determine both the home depots and the tours for a set of vehicles to service all the customers in a given weighted graph, so that the maximum working time of the vehicles is minimized. The min-max objective is motivated by the needs of balancing or fairness in vehicle routing applications. We have proved that unless NP=P, it is impossible for the problem to have an approximation algorithm that achieves an approximation ratio of less than 4/3. Thus, we have developed the first constant ratio approximation algorithm for the problem. Moreover, we have developed new approximation algorithms for several variants, which improve the existing best approximation ratios in the previous literature.     

Two-machine flow shop scheduling problems with no-wait jobs

In this paper we provide a fairly complete complexity classification of various versions of the two-machine permutation flow shop scheduling problem to minimize the makespan in which some of the jobs have to be processed with no-wait in process. For some version, we offer a fully polynomial-time approximation scheme and a -approximation algorithm.     

Evaluation of the expected makespan of a set of non-resumable jobs on parallel machines with stochastic failures

In this paper we consider a production process at operative level on m$m$ identical parallel machines, which are subject to stochastic machine failures. To avoid long downtime of the machines, caused by unexpected failures, preventive maintenance activities are planned and conducted, but if a failure could not be averted a corrective maintenance has to be performed. Both maintenance activities are assumed to restore the machine to be “as good as new”. The maintenance activities, the number of jobs and their allocation to machines as well as their sequence have a large impact on the performance of the production process and the delivery dates.     

Evolutionary computation for optimal knots allocation in smoothing splines

In this paper, a novel methodology is presented for optimal placement and selections of knots, for approximating or fitting curves to data, using smoothing splines. It is well-known that the placement of the knots in smoothing spline approximation has an important and considerable effect on the behavior of the final approximation [1]. However, as pointed out in [2], although spline for approximation is well understood, the knot placement problem has not been dealt with adequately. In the specialized bibliography, several methodologies have been presented for selection and optimization of parameters within B-spline, using techniques based on selecting knots called dominant points, adaptive knots placement, by data selection process, optimal control over the knots, and recently, by using paradigms from computational intelligent, and Bayesian model for automatically determining knot placement in spline modeling. However, a common two-step knot selection strategy, frequently used in the bibliography, is an homogeneous distribution of the knots or equally spaced approach [3].     

Maximum likelihood estimation for a branching diffusion process

This paper investigates the properties of the maximum likelihood estimators of the drift and diffusion coefficients under three sampling schemes for a branching diffusion process in which the branching process is a linear birth process and the diffusion is in accordance with the Brownian motion with drift.     

关于Sigma-Pi神经网络中的逼近问题

研究Ｒ上不连续函数可作为Ｓｉｇｍａ－Ｐｉ神经网络激励函数的条件,给出了Ｒ一局部黎曼可积函数可作为Ｓｉｇｍａ－Ｐｉ神经网络激励函数的特征条件,本文的结果表明：局部黎曼可积函数作为Ｓｉｇｍａ－Ｐｉ神经网络激励函数的特征条件与连续函数时的情形是一致的。     

On the Integration by Parts and Characterization of a Fractional Diffusion Process北大核心CSCD

本文研究分数扩散过程和其分部积分公式的关系.首先利用Bismut方法给出拉回公式,进而得到分数扩散过程的分部积分公式。反过来,证明了分数扩散过程可由其分部积分公式唯一刻画.     

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 better approximation algorithm for the budget prize collecting tree problem

Given an undirected graph G=(V,E), an edge cost c(e)?0 for each edge e∈E, a vertex prize p(v)?0 for each vertex v∈V, and an edge budget B. The BUDGET PRIZE COLLECTING TREE PROBLEM is to find a subtree T′=(V′,E′) that maximizes , subject to . We present a (4+ε)-approximation algorithm.     

Generalized Deviations and Best Approximation Theory

ABSTRACT

Given the importance of standard deviation in applications, we think that it is worthwhile considering other types of deviations. For this purpose, we introduce a generalization of the concept of deviation. We also introduce a new definition for the concept of generalized mean. We then highlight the connection that exists between arithmetic mean, standard deviation, and best approximation, and we establish necessary and sufficient conditions that would guarantee the existence of similar connections between generalized means, generalized deviations, and best approximation. We finish by presenting some open problems.     

Some Inequalities Related to Transience and Recurrence of Markov Processes and Their Applications

For an irreducible symmetric Markov process on a (not necessarily compact) state space associated with a symmetric Dirichlet form, we give Poincaré-type inequalities. As an application of the inequalities, we consider a time-inhomogeneous diffusion process obtained by a time-dependent drift transformation from a diffusion process and give general conditions for the transience or recurrence of some sets. As a particular case, the diffusion process appearing in the theory of simulated annealing is considered.     

First passage probabilities of one-dimensional diffusion processes

This work is devoted to calculating the first passage probabilities of one-dimensional diffusion processes. For a one-dimensional diffusion process, we construct a sequence of Markov chains so that their absorption probabilities approximate the first passage probability of the given diffusion process. This method is especially useful when dealing with time-dependent boundaries.     

The critical measure diffusion process

Summary A multiplicative stochastic measure diffusion process is the continuous analogue of an infinite particle branching diffusion process. In this paper the limiting behavior of the critical measure diffusion process is investigated. Conditions are found under which a non-trivial steady state random measure exists and in this case a spatial central limit theorem is established.Supported in part by the National Research Council of Canada.     

Random perturbations of 2-dimensional hamiltonian flows

We consider the motion of a particle in a periodic two dimensional flow perturbed by small (molecular) diffusion. The flow is generated by a divergence free zero mean vector field. The long time behavior corresponds to the behavior of the homogenized process - that is diffusion process with the constant diffusion matrix (effective diffusivity). We obtain the asymptotics of the effective diffusivity when the molecular diffusion tends to zero.     

Cooperative Sensing and Distributed Control of a Diffusion Process Using Centroidal Voronoi Tessellations

<正>This paper considers how to use a group of robots to sense and control a diffusion process.The diffusion process is modeled by a partial differential equation (PDE),which is a both spatially and temporally variant system.The robots can serve as mobile sensors,actuators,or both.Centroidal Voronoi Tessellations based coverage control algorithm is proposed for the cooperative sensing task.For the diffusion control problem,this paper considers spraying control via a group of networked mobile robots equipped with chemical neutralizers,known as smart mobile sprayers or actuators,in a domain of interest having static mesh sensor network for concentration sensing.This paper also introduces the information sharing and consensus strategy when using centroidal Voronoi tessellations algorithm to control a diffusion process.The information is shared not only on where to spray but also on how much to spray among the mobile actuators.Benefits from using CVT and information consensus seeking for sensing and control of a diffusion process are demonstrated in simulation results.