Fixed zeros in the model matching problem for systems over semirings

This paper studies “fixed zeros” of solutions to the model matching problem for systems over semirings. Such systems have been used to model queueing systems, communication networks, and manufacturing systems. The main contribution of this paper is the discovery of two fixed zero structures, which possess a connection with the extended zero semimodules of solutions to the model matching problem. Intuitively, the fixed zeros provides an essential component that is obtained from the solutions to the model matching problem. For discrete event dynamic systems modeled in max-plus algebra, a common Petri net component constructed from the solutions to the model matching problem can be discovered from the fixed zero structure.     

Fixed poles in the model matching problem for systems over semirings

In this paper, solution existence conditions for the model matching problem are studied for systems over semirings, which are used in many applications, such as queueing systems, communication networks, and manufacturing systems. The main contribution is the discovery of fixed pole structure in solutions to the model matching problem. This fixed pole structure provides essential information contained in all the solutions to the model matching problem. For a discrete-event dynamic system example, a common Petri net component in the solutions of the model matching problem can be discovered from the fixed pole structure.     

Analysis of a Diffusion-Convection System Modeling a Contamination Problem

A system of coupled diffusion-convection equations which model a contamination problem are analyzed. The equations are reformu-lated as an abstract problem which is used to obtain existence, uniqueness and posit ivity results for the solutions. A minimum principle is also proved and a special class of solutions which have bearing on the model are derived     

An asymptotic‐induced one‐dimensional model to describe fires in tunnels II: the stationary problem

We study stationary solutions of a one‐dimensional low‐Mach‐number model derived in Gasser and Struckmeier (Math. Meth. Appl. Sci. 2002; 25 (14): 1231) to describe fire events in long tunnels. The existence of solutions of the corresponding stationary model is shown to be equivalent to the existence of solutions of an algebraic problem. Multiple solutions are shown to be possible. The relation between different formulations of the problem is analysed. Weak and special distributional solutions are considered. Finally, numerical examples of realistic tunnel data with single and multiple solutions of the stationary problem are given. Copyright © 2003 John Wiley & Sons, Ltd.     

A three-dimensional steady-state tumor system

The growth of tumors can be modeled as a free boundary problem involving partial differential equations. We consider one such model and compute steady-state solutions for this model. These solutions include radially symmetric solutions where the free boundary is a sphere and nonradially symmetric solutions. Linear and nonlinear stability for these solutions are determined numerically.     

Numerical investigation of a new class of waves in an open nonlinear heat-conducting medium

The paper contributes to the problem of finding all possible structures and waves, which may arise and preserve themselves in the open nonlinear medium, described by the mathematical model of heat structures. A new class of self-similar blow-up solutions of this model is constructed numerically and their stability is investigated. An effective and reliable numerical approach is developed and implemented for solving the nonlinear elliptic self-similar problem and the parabolic problem. This approach is consistent with the peculiarities of the problems — multiple solutions of the elliptic problem and blow-up solutions of the parabolic one.     

Solutions of the generalized kinetic model of annihilation for a mixture of particles of two types

The evolution of the concentrations of particles of two types that annihilate at collision is considered. The kinetic model describing the dynamics of the mixture is represented by a system of two first-order nonlinear partial differential equations. It is shown that the solutions of this model are related to the solutions of the inhomogeneous transport equations by the Bäcklund transform. Analytic solutions of the problem about penetration of particles of the first type from the left half-plane into the right half-plane occupied by the particles of the second type (the two-dimensional penetration problem or molecular beam problem) and of the problem of outflow of the particles of the first type from a circular source into a domain occupied by the particles of the second type are obtained. Possible generalizations of the model are discussed.     

Weak solutions to isothermal hydrodynamic model for semiconductor devices

In this paper, the Cauchy problem of the isothermal hydrodynamic model for semiconductor devices is investigated. The existence of global weak entropy solutions with large initial data is obtained by using a modified fractional step Lax-Friedrichs scheme and the theory of compensated compactness. As a byproduct, the existence of entropy solutions to the Cauchy problem of the isentropic hydrodynamic model for a semiconductor with infinite mass is also proved.     

On Solvability of Some Initial-Boundary Problems for Mathematical Models of the Motion of Nonlinearly Viscous and Viscoelastic Fluids

In the paper, the settings of initial-boundary and initial value problems arising in a number of models of movement of nonlinearly viscous or viscoelastic incompressible fluid are considered, and existence theorems for these problems are presented. In particular, the settings of initial-boundary value problems appearing in the regularized model of the movement of viscoelastic fluid with Jeffris constitutive relation are described. The theorems for the existence of weak and strong solutions for these problems in bounded domains are given. The initial value problem for a nonlinearly viscous fluid on the whole space is considered. The estimates on the right-hand side and initial conditions under which there exist local and global solutions of this problem are presented. The modification of Litvinov's model for laminar and turbulent flows with a memory is described. The existence theorem for weak solutions of initial-boundary value problem appearing in this model is given.     

Modeling and solution of the joint quay crane and truck scheduling problem

This paper addresses the joint quay crane and truck scheduling problem at a container terminal, considering the coordination of the two types of equipment to reduce their idle time between performing two successive tasks. For the unidirectional flow problem with only inbound containers, in which trucks go back to quayside without carrying outbound containers, a mixed-integer linear programming model is formulated to minimize the makespan. Several valid inequalities and a property of the optimal solutions for the problem are derived, and two lower bounds are obtained. An improved Particle Swarm Optimization (PSO) algorithm is then developed to solve this problem, in which a new velocity updating strategy is incorporated to improve the solution quality. For small sized problems, we have compared the solutions of the proposed PSO with the optimal solutions obtained by solving the model using the CPLEX software. The solutions of the proposed PSO for large sized problems are compared to the two lower bounds because CPLEX could not solve the problem optimally in reasonable time. For the more general situation considering both inbound and outbound containers, trucks may go back to quayside with outbound containers. The model is extended to handle this problem with bidirectional flow. Experiment shows that the improved PSO proposed in this paper is efficient to solve the joint quay crane and truck scheduling problem.     

On an elliptic-parabolic MEMS model with two free boundaries

We discuss an evolution free boundary problem of mixed type with two free boundaries modeling an idealized electrostatically actuated MEMS device. While the electric potential is the solution of an elliptic equation, the dynamics of the membranes’ displacement is modeled by two parabolic equations. It is shown that the model is locally well-posed in time and that solutions exist globally for small source voltages whereas non-existence holds for large voltage values. Moreover, our model possesses a steady state solution that is asymptotically stable. Finally, we show that in the vanishing aspect ratio limit, solutions of the model converge toward solutions of the associated small aspect ratio problem.     

ON A SEMILINEAR MRABOLIC EQUATION SYSTEM WITH NONLOCAL AND COUPLED BOUNDARY CONDITIONS

1IntroductionInthestudyofquasi-statethermoelasticity,Deng[1-2]derivedamathemati-calmodelwhichinvolvesalinearparabolicequationwithanonlocalboundarycondition.Thismodelhasbeenextendedtomoregeneralsemilinearparabo-licequationsinhigh-dimensiondomainsbyFriedman[5]andKawohlI6],andmorerecentlybyDeng[3],Yin[13],Paol8-lo]andWang[11],andvariouscomparison,estimateandstabilityresultshavebeenobtained.InhtispaperweextendtheproblemofPao[9]tothefollowingproblemwithmoregeneralcoupledboundaryconditions(PE):w…     

一类两参数半线性奇摄动问题解的渐近性态

本文研究了一类两参数半线性奇摄动问题的基本模型.利用奇摄动方法,对该问题解的结构在两个小参数相互关联的三种不同情形下作了讨论.得到了该问题在三种不同情形下的渐近解并证明了在三种情形下解的结构与渐近性态.     

Existence of infinitely many solutions for second-order singular initial value problems with an application to nonlinear massive gravity

We prove the existence of infinitely many solutions for a second-order singular initial value problem between given lower and upper solutions. Our study is motivated by a singular problem which arises in the field of nonlinear massive gravity. Moreover, we also discuss the global behavior of solutions of the motivating problem. Our arguments lean at some steps on lower and upper solutions with corners in their graphs, thus showing the applicability of this more general definition of lower and upper solutions in the analysis of a concrete mathematical model.     

An application of Lagrangian relaxation to a capacity planning problem under uncertainty

A supply chain network-planning problem is presented as a two-stage resource allocation model with 0-1 discrete variables. In contrast to the deterministic mathematical programming approach, we use scenarios, to represent the uncertainties in demand. This formulation leads to a very large scale mixed integer-programming problem which is intractable. We apply Lagrangian relaxation and its corresponding decomposition of the initial problem in a novel way, whereby the Lagrangian relaxation is reinterpreted as a column generator and the integer feasible solutions are used to approximate the given problem. This approach addresses two closely related problems of scenario analysis and two-stage stochastic programs. Computational solutions for large data instances of these problems are carried out successfully and their solutions analysed and reported. The model and the solution system have been applied to study supply chain capacity investment and planning.     

A stefan-like problem with a kinetic condition and surface tension effects

A two-dimensional, one phase Stefan-type problem is described as a model for an industrial erosion/deposition process, which includes surface tension effects and a kinetic condition at the free boundary. Special solutions (similarity and ‘traveling wave’) are considered. The stability of the free boundary of these special solutions is proved within the class of planar solutions, as is their linear stability as solutions of the full problem. The role of surface energy and the interaction rate in stabilizing solutions corresponding to deposition is discussed.     

一类两参数非线性奇摄动边值问题解的渐近性态

本文研究了一类两参数非线性奇摄动边值问题的基本模型.利用奇摄动方法,对该问题解的结构在两个小参数相互关联的三种不同情形下作了讨论,得到了该问题的渐近解并证明了在三种情形下不同的解的结构与渐近性态.     

Steady-state solutions in a nonlinear pool boiling model

We consider a relatively simple model for pool boiling processes. This model involves only the temperature distribution within the heater and describes the heat exchange with the boiling fluid via a nonlinear boundary condition imposed on the fluid–heater interface. This results in a standard heat equation with a nonlinear Neumann boundary condition on part of the boundary. In this paper, we analyse the qualitative structure of steady-state solutions of this heat equation. It turns out that the model allows both multiple homogeneous and multiple heterogeneous solutions in certain regimes of the parameter space. The latter solutions originate from bifurcations on a certain branch of homogeneous solutions. We present a bifurcation analysis that reveals the multiple-solution structure in this mathematical model. In the numerical analysis a continuation algorithm is combined with the method of separation-of-variables and a Fourier collocation technique. For both the continuous and discrete problem a fundamental symmetry property is derived that implies multiplicity of heterogeneous solutions. Numerical simulations of this model problem predict phenomena that are consistent with laboratory observations for pool boiling processes.     

Generalized model matching and (F,G)-invariant submodules for linear systems over rings

A generalized version of the exact model matching problem (GEMMP) is considered for linear multivariable systems over an arbitrary commutative ring K with identity. Reduced forms of this problem are introduced, and a characterization of all solutions and minimal order solutions is given, both with and without the properness constraint on the solutions, in terms of linear equations over K and K-modules. An approach to the characterization of all stable solutions is presented which, under a certain Bezout condition and a freeness condition, provides a parametrization of all stable solutions. The results provide an explicit parametrization of all solutions and all stable solutions in case K is a field, without the Bezout condition. This is achieved through a very simple characterization and a generalization to an arbitrary field K of the “fixed poles” of the model matching problem in terms of invariant factors of a certain polynomial matrix. The results also show that whenever the GEMMP has a solution, there exist solutions whose poles can be chosen arbitrarily as far as they contain the “fixed poles” with the right multiplicities (in the algebraic closure of K). Implications of these results in regard to inverse systems are shown. Equivalent simpler forms (in state space form) of the problem are shown to be obtainable. A theory of finitely generated (F,G)-invariant submodules for linear systems over rings is developed, and the geometric equivalent of the model matching problem—the dynamic cover problem—is formulated, to which the results of the previous sections provide a solution in the reduced case.     

Viscosity Solutions of Integro-Differential Equations and Passport Options in a Jump-Diffusion Model

We study the viscosity solutions of integro-differential Hamilton–Jacobi–Bellman equations of degenerate parabolic type. These equations are from the pricing problem for the European passport options in a jump-diffusion model. The passport option is a call option on a trading account. We discuss the mathematical model for pricing problem. We prove the comparison principle, uniqueness and convexity preserving for the viscosity solutions of related pricing equations.