Two thresholds of a batch arrival queueing system under modified T vacation policy with startup and closedown

This paper studies the operating characteristics of the variant of an M^[x]/G/1 vacation queue with startup and closedown times. After all the customers are served in the system exhaustively, the server shuts down (deactivates) by a closedown time, and then takes at most J vacations of constant time length T repeatedly until at least one customer is found waiting in the queue upon returning from a vacation. If at least one customer is present in the system when the server returns from a vacation, then the server reactivates and requires a startup time before providing the service. On the other hand, if no customers arrive by the end of the J th vacation, the server remains dormant in the system until at least one customer arrives. We will call the vacation policy modified T vacation policy. We derive the steady‐state probability distribution of the system size and the queue waiting time. Other system characteristics are also investigated. The long‐run average cost function per unit time is developed to determine the suitable thresholds of T and J that yield a minimum cost. Copyright © 2007 John Wiley & Sons, Ltd.     

Itô's formula for C 1,λ -functions of a càdlàg process and related calculus

 This article develops a framework of stochastic calculus with respect to a càdlàg finite quadratic variation process. We apply it to the study of a generalization of a semimartingale driven SDE studied by Kurtz, Pardoux and Protter [KPP]. We prove an It?'s formula for functions f(X) of a semimartingale with jumps when f has weak smoothness properties. Examples of X for which this formula is valid are time reversible semimartingales and solutions of [KPP] equations driven by Lévy processes, provided the sum of the absolute values of the jumps, raised to the power 1 + λ, is a.s. finite, where λ takes values between 0 and 1. Received: 1 March 1999 / Revised version: 15 April 2001 / Published online: 11 December 2001     

Linear stability for a free boundary tumor model with a periodic supply of external nutrients

In this paper, we consider a free boundary tumor model with a periodic supply of external nutrients, so that the nutrient concentration σ satisfies σ = ?(t) on the boundary, where ?(t) is a positive periodic function with period T. A parameter μ in the model is proportional to the “aggressiveness” of the tumor. If , where is a threshold concentration for proliferation, Bai and Xu [Pac J Appl Math. 2013;5;217‐223] proved that there exists a unique radially symmetric T‐periodic positive solution (σ_?(r,t),p_?(r,t),R_?(t)), which is stable for any μ > 0 with respect to all radially symmetric perturbations. 17 We prove that under nonradially symmetric perturbations, there exists a number μ_? such that if 0 < μ < μ_?, then the T‐periodic solution is linearly stable, whereas if μ > μ_?, then the T‐periodic solution is linearly unstable.     

Counting Observations: A Note on State Estimation Sensitivity with an L 1 -Bound

Let (X _t , Y _t ) be a pure jump Markov process: the state X _t takes real values and the observation Y _t is a counting process. The two processes are allowed to have common jump times. Let ϕ(X(⋅)) be a functional of the state trajectory restricted to the time interval [0, T] . If we change the infinitesimal parameters and/ or the initial distribution, then we introduce an error in computing the conditional law of ϕ(X(⋅)) given the observation up to time T . In this paper we give an explicit L ¹ -bound for this error. Accepted 9 March 2001. Online publication 20 June 2001.     

Sorting on a ring of processors

We study the time necessary to sort on a ring of processors. We show that the amount of space available to each processor determines the time required. We prove a lower bound of 2[n/2] − 1 steps for sorting on a ring of n processors, under the constraint that each processor retains only a single value at any time. In contrast, we show an algorithm that sorts in [n/2] + 1 steps if each processor is allowed to store six values.     

SOME ASPECTS OF THE LIFTING PROPERTY OF THE SPACE £∞ (μ, X)

Abstract

Using a lifting of £_∞ (μ, X) ([5],[6]), we construct a lifting ρ x of the seminormed vector space £_∞ (μ, X) of measurable, essentially bounded X-valued functions. We show that in a certain sense such a lifting always exists. If μ is Lebesgue measure on (0, 1) we show that ρ x exists as map from £_∞ ((O, 1), X) → £_∞,((0, l), X) if and only if X is reflexive. In general the lifted function takes its values in X **. Therefore we investigate the question, when f ε £_∞ (μ, X) is strictly liftable in the sense that the lifted function is a map with values even in X.

As an application we introduce the space £_∞ ^strong (μ, L (X, Y**)), a subspace of the space of strongly measurable, essentially bounded L (X, Y, **)-valued functions, and the associated quotient space £_∞ ^strong (μ, L (X,Y**)). We show that this space is a Banach space because there is a kind of a Dunford-Pettis Theorem for a subspace of L (X, £_∞(μ Y**)). Finally we investigate the measurability property of functions in £_∞(μ Y**)) und see that there exists a connection to the Radon-Nikodym property of the space L (X, Y).     

A modified vacation model M[x]/G/1 system

This paper studies the operating characteristics of an M^[x]/G/1 queueing system under a modified vacation policy, where the server leaves for a vacation as soon as the system is empty. The server takes at most J vacations repeatedly until at least one customer is found waiting in the queue when the server returns from a vacation. We derive the system size distribution at different points in time, as well as the waiting time distribution in the queue. Further, we derive some important characteristics including the expected length of the busy period and idle period. This shows that the results generalize those of the multiple vacation policy and the single vacation policy M^[x]/G/1 queueing system. Finally, a cost model is developed to determine the optimum of J at a minimum cost. Copyright © 2006 John Wiley & Sons, Ltd.     

Optimal strategy policy in batch arrival queue with server breakdowns and multiple vacations

This paper considers a like-queue production system in which server vacations and breakdowns are possible. The decision-maker can turn a single server on at any arrival epoch or off at any service completion. We model the system by an M^[x]/M/1 queueing system with N policy. The server can be turned off and takes a vacation with exponential random length whenever the system is empty. If the number of units waiting in the system at any vacation completion is less than N, the server will take another vacation. If the server returns from a vacation and finds at least N units in the system, he immediately starts to serve the waiting units. It is assumed that the server breaks down according to a Poisson process and the repair time has an exponential distribution. We derive the distribution of the system size through the probability generating function. We further study the steady-state behavior of the system size distribution at random (stationary) point of time as well as the queue size distribution at departure point of time. Other system characteristics are obtained by means of the grand process and the renewal process. Finally, the expected cost per unit time is considered to determine the optimal operating policy at a minimum cost. The sensitivity analysis is also presented through numerical experiments.     

Fundamental solution of the time‐fractional telegraph Dirac operator

In this work, we obtain the fundamental solution (FS) of the multidimensional time‐fractional telegraph Dirac operator where the 2 time‐fractional derivatives of orders α∈]0,1] and β∈]1,2] are in the Caputo sense. Explicit integral and series representation of the FS are obtained for any dimension. We present and discuss some plots of the FS for some particular values of the dimension and of the fractional parameters α and β. Finally, using the FS, we study some Poisson and Cauchy problems.     

Best simultaneous approximation in L∞(μ, X)

Let Y be a reflexive subspace of the Banach space X, let (Ω, Σ, μ) be a finite measure space, and let L_∞(μ, X) be the Banach space of all essentially bounded μ ‐Bochner integrable functions on Ω with values in X, endowed with its usual norm. Let us suppose that Σ₀ is a sub‐σ ‐algebra of Σ, and let μ₀ be the restriction of μ to Σ₀. Given a natural number n, let N be a monotonous norm in ?ⁿ . We prove that L_∞(μ, Y) is N ‐simultaneously proximinal in L_∞(μ,X), and that if X is reflexive then L_∞(μ₀, X) is N ‐simultaneously proximinal in L_∞(μ, X) in the sense of Fathi, Hussein, and Khalil [3]. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Diophantine inequalities and quasi-algebraically closed fields

Consider a form g(x ₁,...,x _s ) of degree d, having coefficients in the completion of the field of fractions associated to the finite field . We establish that whenever s > d ₂, then the form g takes arbitrarily small values for non-zero arguments . We provide related results for problems involving distribution modulo , and analogous conclusions for quasi-algebraically closed fields in general.     

Converse Sturm–Hurwitz–Kellogg theorem and related results

We prove that if Vⁿ is a Chebyshev system on the circle and f is a continuous real-valued function with at least n + 1 sign changes then there exists an orientation preserving diffeomorphism of S¹ that takes f to a function L²-orthogonal to V. We also prove that if f is a function on the real projective line with at least four sign changes then there exists an orientation preserving diffeomorphism of that takes f to the Schwarzian derivative of a function on . We show that the space of piecewise constant functions on an interval with values ± 1 and at most n + 1 intervals of constant sign is homeomorphic to n-dimensional sphere. To V. I. Arnold for his 70th birthday     

A diffusion-type process with a given joint law for the terminal level and supremum at an independent exponential time

We construct a weak solution to the stochastic functional differential equation , where M_t=sup_0≤s≤tX_s. Using the excursion theory, we then solve explicitly the following problem: for a natural class of joint density functions μ(y,b), we specify σ(.,.), so that X is a martingale, and the terminal level and supremum of X, when stopped at an independent exponential time ξ_λ, is distributed according to μ. We can view (X_t∧ξλ) as an alternate solution to the problem of finding a continuous local martingale with a given joint law for the maximum and the drawdown, which was originally solved by Rogers (1993) [21] using the excursion theory. This complements the recent work of Carr (2009) [5] and Cox et al. (2010) [7], who consider a standard one-dimensional diffusion evaluated at an independent exponential time.¹     

A Hausdorff‐like moment problem and the inversion of the Laplace transform

We consider the problem of finding u ∈ L ²(I ), I = (0, 1), satisfying ∫_I u (x )x dx = μ _k , where k = 0, 1, 2, …, (α _k ) is a sequence of distinct real numbers greater than –1/2, and μ = (μ _kl ) is a given bounded sequence of real numbers. This is an ill‐posed problem. We shall regularize the problem by finite moments and then, apply the result to reconstruct a function on (0, +∞) from a sequence of values of its Laplace transforms. Error estimates are given. (© 2006 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

The dynamics of a mutual interference age structured predator-prey model with time delay and impulsive perturbations on predators

In this paper, we introduce a mutual interference age structured predator-prey (natural enemy-pest) model with constant maturation time delay for the prey, and then propose a pest management strategy by constant periodic releasing for the predator. We show that there exists a global attractive pest-eradication periodic solution when the periodic releasing amount μ₁ and μ₂ are lager than some critical value. Further, to obtain a more effective pest control strategy, we give the conditions (involving the estimate of μ₁ and μ₂) in which the model is uniformly permanent and the pest population is under the economic threshold level. We believe that the results will provide reliable tactic basis for the practical pest management.     

New approach to the numerical solution of forward-backward equations

This paper is concerned with the approximate solution of functional differential equations having the form: x′(t) = αx(t) + βx(t - 1) + γx(t + 1). We search for a solution x, defined for t ∈ [−1, k], k ∈ ℕ, which takes given values on intervals [−1, 0] and (k-1, k]. We introduce and analyse some new computational methods for the solution of this problem. Numerical results are presented and compared with the results obtained by other methods.      

On the (x,t) asymptotic properties of solutions of the Navier-Stokes equations in the half-space

We study the space-time asymptotic behavior of classical solutions of the initial-boundary value problem for the Navier-Stokes system in the half-space. We construct a (local in time) solution corresponding to an initial data that is only assumed to be continuous and decreasing at infinity as |x|^−μ, μ ∈ (1/2,n). We prove pointwise estimates in the space variable. Moreover, if μ ∈ [1, n) and the initial data is suitably small, then the above solutions are global (in time), and we prove space-time pointwise estimates. Bibliography: 19 titles. Alla memoria di Olga Aleksandrovna Ladyzhenskaya Published in Zapiski Nauchnykh Seminarov POMI, Vol. 318, 2004, pp. 147–202.     

Existence results for a nonlinear version of Rotenberg model with infinite maturation velocities

In this paper, we present some existence results on L¹ spaces of a nonlinear boundary value problem derived from a model introduced by Rotenberg (1983) describing the growth of a cell population. Each cell of this population is distinguished by its degree of maturity μ ∈ [0,1] and its maturation velocity v. The biological boundary at μ = 0 and μ = 1 are fixed and tightly coupled through the mitosis. At mitosis, daughter cells and mother cells are related by a general reproduction rule, which covers all known biological ones. In this work, the maturation velocity is allowed to be infinite, that is, v ∈ [0, + ∞ ). This hypothesis introduce some mathematical difficulties, which are overcomed by using a measure of weak noncompactness adapted to the problem and a recent fixed point theorem (Theorem 3.2) involving weakly compact operators on nonreflexive Banach spaces. Copyright © 2014 John Wiley & Sons, Ltd.     

New Order Relations in Set Optimization

In this paper we study a set optimization problem (SOP), i.e. we minimize a set-valued objective map F, which takes values on a real linear space Y equipped with a pre-order induced by a convex cone K. We introduce new order relations on the power set P(Y)\mathcal{P}(Y) of Y (or on a subset of it), which are more suitable from a practical point of view than the often used minimizers in set optimization. Next, we propose a simple two-steps unifying approach to studying (SOP) w.r.t. various order relations. Firstly, we extend in a unified scheme some basic concepts of vector optimization, which are defined on the space Y up to an arbitrary nonempty pre-ordered set (Q,\preccurlyeq)(\mathcal{Q},\preccurlyeq) without any topological or linear structure. Namely, we define the following concepts w.r.t. the pre-order \preccurlyeq\preccurlyeq: minimal elements, semicompactness, completeness, domination property of a subset of Q\mathcal{Q}, and semicontinuity of a set-valued map with values in Q\mathcal{Q} in a topological setting. Secondly, we establish existence results for optimal solutions of (SOP), when F takes values on (Q,\preccurlyeq)(\mathcal{Q},\preccurlyeq) from which one can easily derive similar results for the case, when F takes values on P(Y)\mathcal{P}(Y) equipped with various order relations.