A multi-dimensional SRBM: geometric views of its product form stationary distribution

We present a geometric interpretation of a product form stationary distribution for a \(d\) -dimensional semimartingale reflecting Brownian motion (SRBM) that lives in the nonnegative orthant. The \(d\) -dimensional SRBM data can be equivalently specified by \(d+1\) geometric objects: an ellipse and \(d\) rays. Using these geometric objects, we establish necessary and sufficient conditions for characterizing product form stationary distribution. The key idea in the characterization is that we decompose the \(d\) -dimensional problem to \(\frac{1}{2}d(d-1)\) two-dimensional SRBMs, each of which is determined by an ellipse and two rays. This characterization contrasts with the algebraic condition of Harrison and Williams (Ann Probab 15:115–137, 1987b). A \(d\) -station tandem queue example is presented to illustrate how the product form can be obtained using our characterization. Drawing the two-dimensional results in Avram et al. (Queueing Syst 37:259–289, 2001), Dai and Miyazawa (Queueing Syst 74:181–217, 2013), we discuss potential optimal paths for a variational problem associated with the three-station tandem queue.     

Conjectures on tail asymptotics of the marginal stationary distribution for a multidimensional SRBM

We are concerned with the stationary distribution of a d-dimensional semimartingale reflecting Brownian motion on a nonnegative orthant, provided it is stable, and conjecture about the tail decay rate of its marginal distribution in an arbitrary direction. Due to recent studies, the conjecture is true for d=2. We show its validity for the skew symmetric case for a general d.     

Stationary measures and rectifiability

For integers , we consider -valued Radon measures on an open set which satisfy

Computing the Stationary Distribution of an SRBM in an Orthant with Applications to Queueing Networks

In [15], a BNAfm (Brownian network analyzer with finite element method) algorithm was developed for computing the stationary distribution of a semimartingale reflecting Brownian motion (SRBM) in a hypercube. In this companion paper, that BNAfm algorithm is extended to computing the stationary distribution of an SRBM in an orthant, which is achieved by constructing a converging sequence of SRBMs in hypercubes. The SRBM in the orthant serves as an approximation model of queueing networks with infinite buffers. We show that the constructed sequence of SRBMs in the hypercubes converges weakly to the SRBM in the orthant as the hypercubes approach the orthant. Under the conjecture that the set of the stationary distributions of the SRBMs in the hypercubes is relatively compact, we prove that the sequence of the stationary distributions of the SRBMs in the hypercubes converges weakly to the stationary distribution of the SRBM in the orthant. A three-machine job shop example is presented to illustrate the effectiveness of the SRBM approximation model and our BNAfm algorithm. The BNAfm algorithm is shown to produce good estimates for stationary probabilities of queueing networks.     

Sinc approximation of the heat distribution on the boundary of a two-dimensional finite slab

We consider the two-dimensional problem of recovering globally in time the heat distribution on the surface of a layer inside of a heat conducting body from two interior temperature measurements. The problem is ill-posed. The approximation function is represented by a two-dimensional Sinc series and the error estimate is given.     

Stationary measures for a randomly forced burgers equation

We study a randomly forced Burgers equation and its corresponding Hamilton‐Jacobi equation on the line. The forcing is of the form of a randomly modulated and shifted potential. We prove the existence of invariant probability measures and provide examples for which these measures are not unique. These measures do exhibit certain ergodic behavior. The methods we use are closely connected to the Lax‐Ole?inik variational principle. © 2004 Wiley Periodicals, Inc.     

Stationary probability measures and topological realizations

We establish the generic inexistence of stationary Borel probability measures for aperiodic Borel actions of countable groups on Polish spaces. Using this, we show that every aperiodic continuous action of a countable group on a compact Polish space has an invariant Borel set on which it has no σ-compact realization.     

Adjoint and self-adjoint boundary value problems on a geometric graph

We consider boundary value problems of arbitrary order for linear differential equations on a geometric graph. Solutions of boundary value problems are coordinated at the interior vertices of the graph and satisfy given conditions at the boundary vertices. For considered boundary value problems, we construct adjoint boundary value problems and obtain a self-adjointness criterion. We describe the structure of the solution set of homogeneous self-adjoint boundary value problems with alternating coefficients of a differential equation and obtain nondegeneracy conditions for these boundary value problems.     

The Finite Element Method for Computing the Stationary Distribution of an SRBM in a Hypercube with Applications to Finite Buffer Queueing Networks

This paper proposes an algorithm, referred to as BNAfm (Brownian network analyzer with finite element method), for computing the stationary distribution of a semimartingale reflecting Brownian motion (SRBM) in a hypercube. The SRBM serves as an approximate model of queueing networks with finite buffers. Our BNAfm algorithm is based on the finite element method and an extension of a generic algorithm developed by Dai and Harrison [14]. It uses piecewise polynomials to form an approximate subspace of an infinite-dimensional functional space. The BNAfm algorithm is shown to produce good estimates for stationary probabilities, in addition to stationary moments. This is in contrast to the BNAsm algorithm (Brownian network analyzer with spectral method) of Dai and Harrison [14], which uses global polynomials to form the approximate subspace and which sometimes fails to produce meaningful estimates of these stationary probabilities. Extensive computational experiences from our implementation are reported, which may be useful for future numerical research on SRBMs. A three-station tandem network with finite buffers is presented to illustrate the effectiveness of the Brownian approximation model and our BNAfm algorithm.     

Stationary distribution of a stochastic Alzheimer's disease model

In this paper, based on the pathogenesis of Alzheimer's disease, we investigate a stochastic mathematical model, focusing on the dynamics of β-amyloid (Aβ) plaques, Aβ oligomers, PrP^C proteins, and the Aβ-x-PrP^C complex. Within the framework of the Lyapunov method, we first show existence and uniqueness of global positive solution of the model and then establish the sufficient conditions for existence of an ergodic stationary distribution of the positive solution. Ultimately, numerical examples are presented to illustrate the effectiveness of theoretical results.     

Distributions and measures on the boundary of a tree

In this paper, we analyze the space of distributions on the boundary Ω of a tree and its subspace , which was introduced in [Amer. J. Math. 124 (2002) 999-1043] in the homogeneous case for the purpose of studying the boundary behavior of polyharmonic functions. We show that if , then μ is a measure which is absolutely continuous with respect to the natural probability measure λ on Ω, but on the other hand there are measures absolutely continuous with respect to λ which are not in . We then give the definition of an absolutely summable distribution and prove that a distribution can be extended to a complex measure on the Borel sets of Ω if and only if it is absolutely summable. This is also equivalent to the condition that the distribution have finite total variation. Finally, we show that for a distribution μ, Ω decomposes into two subspaces. On one of them, a union of intervals A_μ, μ restricted to any finite union of intervals extends to a complex measure and on A_μ we give a version of the Jordan, Hahn, and Lebesgue-Radon-Nikodym decomposition theorems. We also show that there is no interval in the complement of A_μ in which any type of decomposition theorem is possible. All the results in this article can be generalized to results on good (in particular, compact infinite) ultrametric spaces, for example, on the p-adic integers and the p-adic rationals.     

Quadratic functionals and nondegeneracy of boundary value problems on a geometric graph

Quadratic functionals defined on the space of functions differentiable on a geometric graph are considered. Analogs of the Lagrange and Dubois–Raymond lemmas are proved. Necessary extremum conditions for these quadratic functionals are obtained. A boundary value problem with conditions posed locally at the vertices of a geometric graph is shown to be selfadjoint if and only if it is generated by a quadratic functional. A subclass of quadratic energy functionals is singled out. The space of solutions of the homogeneous boundary value problem generated by a quadratic energy functional is described, and nondegeneracy criteria for such boundary value problems are derived.     

Fractional Laplacian phase transitions and boundary reactions: A geometric inequality and a symmetry result

We deal with symmetry properties for solutions of nonlocal equations of the type

     

Projective Dirichlet boundary condition with applications to a geometric problem

Given a domain Ω ? R~n, let λ 0 be an eigenvalue of the elliptic operator L :=Σ!(i,j)~n =1?/?xi(a~(ij0 ?/?xj) on Ω for Dirichlet condition. For a function f ∈ L~2(Ω), it is known that the linear resonance equation Lu + λu = f in Ω with Dirichlet boundary condition is not always solvable.We give a new boundary condition P_λ(u|? Ω) = g, called to be pro jective Dirichlet condition, such that the linear resonance equation always admits a unique solution u being orthogonal to all of the eigenfunctions corresponding to λ which satisfies ||u||2,2 ≤ C(||f ||_2 +|| g||_(2,2)) under suitable regularity assumptions on ?Ω and L, where C is a constant depends only on n, Ω, and L. More a priori estimates,such as W~(2,p)-estimates and the C~(2,α)-estimates etc., are given also. This boundary condition can be viewed as a generalization of the Dirichlet condition to resonance equations and shows its advantage when applying to nonlinear resonance equations. In particular, this enables us to find the new indicatrices with vanishing mean(Cartan) torsion in Minkowski geometry. It is known that the geometry of indicatries is the foundation of Finsler geometry.     

Stationary Boltzmann's equation with Maxwell's boundary conditions in a bounded domain

The paper deals with the stationary Boltzmann equation in a bounded convex domain Ω. The boundary ?Ω is assumed to be a piecewise algebraic variety of the C²-class that fulfils Liapunov's conditions. On the boundary we impose the so-called Maxwell boundary conditions, that is a convex combination of specular and diffusive reflections. The non-linear Boltzmann equation is considered with additional volume and boundary source terms and it has been proved that for sufficiently small sources the problem possesses a unique solution in a properly chosen subspace of C(Ω × ?³). The proof is a refined version of the proof delivered by Guiraud for purely diffusive reflection.     

Stationary distribution and persistence of a stochastic predator-prey model with a functional response

A stochastic predator-prey model with a functional response is investigated in this paper. The asymptotic properties of the stochastic model are considered here. Under some conditions, we show that the stochastic model is persistent in mean. Moreover, the existence of stationary distribution to the model is obtained. Simulations are also carried out to confirm our analytical results.