Analytical Distribution of Waiting Time in the M/{iD}/1 Queue

We give an analytical formula for the steady-state distribution of queue-wait in the M/G/1 queue, where the service time for each customer is a positive integer multiple of a constant D > 0. We call this an M/{iD}/1 queue. We give numerical algorithms to calculate the distribution. In addition, in the case that the service distribution is sparse, we give revised algorithms that can compute the distribution more quickly.AMS subject classification: 60K25, 90B22     

Distribution sensitivity in a highway flow model

We examine a model of traffic flow on a highway segment, where traffic can be impaired by random incidents (usually, collisions). Using analytical and numerical methods, we show the degree of sensitivity that the model exhibits to the distributions of service times (in the queueing model) and incident clearance times. Its sensitivity to the distribution of time until an incident is much less pronounced. Our analytical methods include an M/G_t/∞ analysis (G_t denotes a service process whose distribution changes with time) and a fluid approximation for an M/M/c queue with general distributions for the incident clearance times. Our numerical methods include M/PH₂/c/K models with many servers and with phase‐type distributions for the time until an incident occurs or is cleared. We also investigate different time scalings for the rate of incident occurrence and clearance. Copyright © 2009 John Wiley & Sons, Ltd.     

Omega- and Beta-Models of Alternative Set Theory

We present the axioms of Alternative Set Theory (AST) in the language of second-order arithmetic and study its ω- and β-models. These are expansions of the form (M, M), M ? P(M), of nonstandard models M of Peano arithmetic (PA) such that (M, M) ? AST and ω ? M. Our main results are: (1) A countable M ? PA is β-expandable iff there is a regular well-ordering for M. (2) Every countable β-model can be elementarily extended to an ω-model which is not a β-model. (3) The Ω-orderings of an ω-model (M, M) are absolute well-orderings iff the standard system SS(M) of M is a β-model of A^?_2. (4) There are ω-expandable models M such that no ω-expansion of M contains absolute Ω-orderings. (5) There are s-expandable models (i. e., their ω-expansions contain only absolute Ω-orderings) which are not β-expandable. (6) For every countable β-expansion M of M, there is a generic extension M[G] which is also a β-expansion of M. (7) If M is countable and β-expandable, then there are regular orderings <₁, <₂ such that neither <₁ belongs to the ramified analytical hierarchy of the structure (M, <₂), nor <₂ to that of (M, <₁). (8) The result (1) can be improved as follows: A countable M ? PA is β-expandable iff there is a semi-regular well-ordering for M.     

The dynamics of stochastic and resonant layers in a periodically driven pendulum

The analytical conditions for both the onset of a new resonance in stochastic layers and the presence of resonant layers in a periodically driven pendulum are presented. The stochastic layers in the vicinity of the homoclinic orbit and the resonant layers formed near the resonant separatrix are illustrated through the Poincare mapping sections. The similarity between stochastic layers and resonant layers is observed. The mechanism of resonant layers characterized by sub-resonance in nonlinear dynamics can be further investigated through such similarity.     

Bifurcations of resonant solutions and chaos in physical pendulum equation with suspension axis vibrations

This paper is a continuation of ＂Complex Dynamics in Physical Pendulum Equation with Suspension Axis Vibrations＂[1].In this paper,we investigate the existence and the bifurcations of resonant solution for ω0：ω：Ω ≈ 1：1：n,1：2：n,1：3：n,2：1：n and 3：1：n by using second-order averaging method,give a criterion for the existence of resonant solution for ω0：ω：Ω ≈ 1：m：n by using Melnikov＇s method and verify the theoretical analysis by numerical simulations.By numerical simulation,we expose some other interesting dynamical behaviors including the entire invariant torus region,the cascade of invariant torus behaviors,the entire chaos region without periodic windows,chaotic region with complex periodic windows,the entire period-one orbits region;the jumping behaviors including invariant torus behaviors converting to period-one orbits,from chaos to invariant torus behaviors or from invariant torus behaviors to chaos,from period-one to chaos,from invariant torus behaviors to another invariant torus behaviors;the interior crisis;and the different nice invariant torus attractors and chaotic attractors.The numerical results show the difference of dynamical behaviors for the physical pendulum equation with suspension axis vibrations between the cases under the three frequencies resonant condition and under the periodic/quasi-periodic perturbations.It exhibits many invariant torus behaviors under the resonant conditions.We find a lot of chaotic behaviors which are different from those under the periodic/quasi-periodic perturbations.However,we did not find the cascades of period-doubling bifurcation.     

Holomorphic dynamics near germs of singular curves

Let M be a two dimensional complex manifold, p ∈ M and a germ of holomorphic foliation of M at p. Let be a germ of an irreducible, possibly singular, curve at p in M which is a separatrix for . We prove that if the Camacho-Sad-Suwa index Ind then there exists another separatrix for at p. A similar result is proved for the existence of parabolic curves for germs of holomorphic diffeomorphisms near a curve of fixed points.     

Numerical Calculation of the Stationary Distribution of the Main Multiserver Retrial Queue

We are concerned with the main multiserver retrial queue of M/M/c type with exponential repeated attempts. It is known that an analytical solution of this queueing model is difficult and does not lead to numerical implementation. Based on appropriate understanding of the physical behavior, an efficient and numerically stable algorithm for computing the stationary distribution of the system state is developed. Numerical calculations are done to compare our approach with the existing approximations.     

On the Asymptotic Solution of Non-Hamiltonian Systems Exhibiting Sustained Resonance

With the exception of some special examples, much of the literature on the formal construction of asymptotic solutions of systems exhibiting sustained resonance concerns Hamiltonian problems, for which the reduced problem is of order two when a single resonance is present. In the Hamiltonian case, the resonance manifold is a curve that is explicitly defined by the governing equations and is independent of the actual sustained resonance solution. When the basic standard form system is non-Hamiltonian, with M slow and N fast variables, the corresponding reduced problem is of order M + 1; in general it involves all of the slow variables, P₁,…, P_M, plus the resonant phase Q. In this paper, the solution of a general non-Hamiltonian system in standard form is formally constructed for the case of a single sustained resonance. First, a well-known example is reviewed, for which the projection of the solutions on the resonance manifold can be derived a priori, independent of the evolution of Q. Then, the general case is solved, using a generalization of the multiple scale method of Kuzmak-Luke, where knowledge of the asymptotic solution for Q (as well as higher-order terms) is needed to define the projection of the solution on the resonance manifold. The results simplify significantly when initial conditions are chosen exactly on the resonance manifold; the modifications necessary for arbitrary initial conditions are also given. Two examples are discussed in detail to illustrate the procedure. The asymptotic results are confirmed for several test cases by comparison with numerical integrations of the exact equations.     

Chaotic motion in a micro-electro–mechanical system with non-linearity from capacitors

This investigation is to provide a possible prediction for design, manufacturing, testing and industrial applications of a simplified micro-electro–mechanical system (MEMS). The chaotic motion in a certain frequency band of such a MEMS device is investigated, and the corresponding equilibrium, natural frequency and responses are determined. Under alternating current (AC) voltage, the resonant condition for such a system is obtained. It is observed that the lower-order resonant motions can be easily converted to the mechanical force and sensed to the electrical signal. The chaotic motions in the vicinity of a specified resonant separatrix are investigated analytically and numerically. For given voltages, the AC frequency bands are obtained for chaotic motion in the specific resonant layers and resonant motions, and such chaotic motions can be very easily sensed by the output transducer in MEMS.     

Weakly Integrally Closed Numerical Monoids and Forbidden Patterns

An integral domain D is weakly integrally closed if whenever x is in the quotient field of D, and J is a nonzero finitely generated ideal of D such that xJ ? J ², then x is in D. We define weakly integrally closed (WIC) numerical monoids similarly. If a monoid algebra is weakly integrally closed, then so is the monoid. The characteristic function of a numerical monoid M can be thought of as an infinite binary string s(M). A pattern of finitely many 0's and 1's is called forbidden if whenever s(M) contains it, then M is not weakly integrally closed. The pattern 11011 is forbidden. We show that a numerical monoid M is WIC if and only if s(M) contains no forbidden patterns. We also show that for every finite set S of forbidden patterns, there exists a numerical monoid M that is not WIC and for which s(M) contains no stretch (in a natural sense) of a pattern in S.     

Markov renewal queues of M/M(a,d)/l/(b,n) system-part i

This paper discusses a general bulk service queue which falls into the Markov renewal class. Applying an analysis similar to the one by Hunter (1983) for M/M1/N type of feedback queues, certain properties of discrete and continuous time queue length processe are studied here. The results and formulas are then applied to a numerical illustration.     

Stability islands in domains of separatrix crossings in slow-fast Hamiltonian systems

We consider a two-degrees-of-freedom Hamiltonian system with one degree of freedom corresponding to fast motion and the other corresponding to slow motion. The ratio of typical velocities of changes of the slow and fast variables is the small parameter ɛ of the problem. At frozen values of the slow variables, there is a separatrix on the phase plane of the fast variables, and there is a region in the phase space (the domain of separatrix crossings) where the projections of phase points onto the plane of the fast variables repeatedly cross the separatrix in the process of evolution of the slow variables. Under a certain symmetry condition, we prove the existence of many (of order 1/ɛ) stable periodic trajectories in the domain of separatrix crossings. Each of these trajectories is surrounded by a stability island whose measure is estimated from below by a value of order ɛ. So, the total measure of the stability islands is estimated from below by a value independent of ɛ. The proof is based on an analysis of asymptotic formulas for the corresponding Poincaré map.     

On the M/M/1 Queue with Catastrophes and Its Continuous Approximation

For the M/M/1 queue in the presence of catastrophes the transition probabilities, densities of the busy period and of the catastrophe waiting time are determined. A heavy-traffic approximation to this discrete model is then derived. This is seen to be equivalent to a Wiener process subject to randomly occurring jumps for which some analytical results are obtained. The goodness of the approximation is discussed by comparing the closed-form solutions obtained for the continuous process with those obtained for the M/M/1 catastrophized queue.     

Gradient flows with wildly embedded closures of separatrices

We show that for any n ≥ 4 there exists an n-dimensional closed manifold M ⁿ on which one can define a Morse-Smale gradient flow f ^t with two nodes and two saddles such that the closure of the separatrix of some saddle of f ^t is a wildly embedded sphere of codimension 2. We also prove that the closures of separatrices of a flow with three equilibrium points are always embedded in a locally flat way.     

Separatrix Map Analysis for Fractal Scatterings in Weak Interactions of Solitary Waves

Previous studies have shown that fractal scatterings in weak interactions of solitary waves in the generalized nonlinear Schrödinger (NLS) equations are described by a universal second-order separatrix map. In this paper, this separatrix map is analyzed in detail, and hence a complete characterization of fractal scatterings in these weak interactions is obtained. In particular, scaling laws of these fractals are derived analytically for different initial conditions, and these laws are confirmed by direct numerical simulations. In addition, an analytical criterion for the occurrence of fractal scatterings is given explicitly.     

Confidence Bands for Isotonic Median Curves Using Sign Tests

Suppose that one observes independent random variables (X₁, Y₁), (X₂, Y₂), …, (X_n, Y_n) in R² with unknown distributions, except that Median(Y_i | X_i = M(x) for some unknown isotonic function M. We describe an explicit algorithm for the computation of confidence bands for the median function M whose running time is of order O(n²). The bands rely on multiscale sign tests and are shown to have desirable asymptotic properties.     

A comparison of asymptotic analytical formulae with finite-difference approximations for pricing zero coupon bond

In this paper we solve numerically a degenerate parabolic equation with dynamical boundary condition for pricing zero coupon bond and compare numerical solution with asymptotic analytical solution. First, we discuss an approximate analytical solution of the model and its order of accuracy. Then, starting from the divergent form of the equation we implement the finite-volume method of Song Wang (IMA J Numer Anal 24:699–720, 2004) to discretize the differential problem. We show that the system matrix of the discretization scheme is a M-matrix, so that the discretization is monotone. This provides the non-negativity of the price with respect to time if the initial distribution is nonnegative. Numerical experiments demonstrate second order of convergence for difference scheme when the node is not too close to the point of degeneration.     

Stability islands in domains of separatrix crossings in slow-fast Hamiltonian systems

We consider a two-degrees-of-freedom Hamiltonian system with one degree of freedom corresponding to fast motion and the other corresponding to slow motion. The ratio of typical velocities of changes of the slow and fast variables is the small parameter ɛ of the problem. At frozen values of the slow variables, there is a separatrix on the phase plane of the fast variables, and there is a region in the phase space (the domain of separatrix crossings) where the projections of phase points onto the plane of the fast variables repeatedly cross the separatrix in the process of evolution of the slow variables. Under a certain symmetry condition, we prove the existence of many (of order 1/ɛ) stable periodic trajectories in the domain of separatrix crossings. Each of these trajectories is surrounded by a stability island whose measure is estimated from below by a value of order ɛ. So, the total measure of the stability islands is estimated from below by a value independent of ɛ. The proof is based on an analysis of asymptotic formulas for the corresponding Poincaré map. Published in Russian in Trudy Matematicheskogo Instituta imeni V.A. Steklova, 2007, Vol. 259, pp. 243–255.     

2-resonance of plane bipartite graphs and its applications to boron-nitrogen fullerenes

A set H of disjoint faces of a plane bipartite graph G is a resonant pattern if G has a perfect matching M such that the boundary of each face in H is an M-alternating cycle. An elementary result was obtained [Discrete Appl. Math. 105 (2000) 291-311]: a plane bipartite graph is 1-extendable if and only if every face forms a resonant pattern. In this paper we show that for a 2-extendable plane bipartite graph, any pair of disjoint faces form a resonant pattern, and the converse does not necessarily hold. As an application, we show that all boron-nitrogen (B-N) fullerene graphs are 2-resonant, and construct all the 3-resonant B-N fullerene graphs, which are all k-resonant for any positive integer k. Here a B-N fullerene graph is a plane cubic graph with only square and hexagonal faces, and a B-N fullerene graph is k-resonant if any disjoint faces form a resonant pattern. Finally, the cell polynomials of 3-resonant B-N fullerene graphs are computed.     

Multiple separatrix crossing in multi-degree-of-freedom Hamiltonian flows

Summary We study separatrix crossing in near-integrablek-degree-of-freedom Hamiltonian flows, 2 <k < , whose unperturbed phase portraits contain separatrices inn degrees of freedom, 1 <n <k. Each of the unperturbed separatrices can be recast as a codimension-one separatrix in the 2k-dimensional phase space, and the collection of these separatrices takes on a variety of geometrical possibilities in the reduced representation of a Poincaré section on the energy surface. In general 0 l n of the separatrices will be available to the Poincaré section, and each separatrix may be completely isolated from all other separatrices or intersect transversely with one or more of the other available separatrices. For completely isolated separatrices, transitions across broken separatrices are described for each separatrix by the single-separatrix crossing theory of Wiggins, as modified by Beigie. For intersecting separatrices, a possible violation of a normal hyperbolicity condition complicates the analysis by preventing the use of a persistence and smoothness theory for compact normally hyperbolic invariant manifolds and their local stable and unstable manifolds. For certain classes of multi-degree-of-freedom flows, however, a local persistence and smoothness result is straightforward, and we study the global implications of such a local result. In particular, we find codimension-one partial barriers and turnstile boundaries associated with each partially destroyed separatrix. From the collection of partial barriers and turnstiles follows a rich phase space partitioning and transport formalism to describe the dynamics amongst the various degrees of freedom. A generalization of Wiggins' higher-dimensional Melnikov theory to codimension-one surfaces in the multi-separatrix case allows one to uncover invariant manifold geometry. In the context of this perturbative analysis and detailed numerical computations, we study invariant manifold geometry, phase space partitioning, and phase space transport, with particular attention payed to the role of a vanishing frequency in the limit approaching the intersection of the partially destroyed separatrices. The class of flows under consideration includes flows of basic physical relevance, such as those describing scattering phenomena. The analysis is illustrated in the context of a detailed study of a 3-degree-of-freedom scattering problem.