Finite difference method for 2-D and 3-D nonlinear free surface wave problems

A finite difference method is developed for the numerical modelling of the 2-D and 3-D unsteady potential flow generated by transient disturbances on the free surface, on which the nonlinear boundary conditions are fully satisfied. The unknown function is computed with an iteration scheme processing in a transformed time-invariant space. After the velocity is calculated, the location of the free surface is renewed and so is the value of velocity on it. The boundary-value problem of the governing equation is then solved at the next time step. The present method incorporates the FFT. Consequently, a tri-diagonal equation system is obtained which could be readily solved. The feasibility of this method has been demonstrated by 2-D and 3-D examples corresponding to different initial disturbances. This work is supported by the science foundation of Academia Sinica. The paper had been accepted by the XVIth International Congress of IUTAM, Lyngby, Denmark, August, 1984.     

An observation on the effect of fluctuations far from equilibrium: The Lotka-Volterra model

Spontaneous fluctuations in the Lotka-Volterra model of chemical reactions are known to grow in an unbounded way when species held in excess are neglected. This result is obtained in a simple way using generalized fluctuation-dissipation principles but appears to be an artifact of ignoring fluctuations in the variables that are held fixed. When fluctuations in the other concentrations are included in the model, the spontaneous fluctuations become bounded.This work was supported by the National Science Foundation through Research Grant No. MPS 74-00483 AO1.     

Hydrodynamic equations for attractive particle systems on ℤ

Hydrodynamic properties for a class of nondiffusive particle systems are investigated. The method allows one to study local equilibria for a class of asymmetric zero-range processes, and applies as well to other models, such as asymmetric simple exclusion and misanthropes. Attractiveness is an essential ingredient. The hydrodynamic equations present shock wave phenomena. Preservation of local equilibrium is proven to hold away from the shocks. The problem of breakdown of local ergodicity at the shocks, which was investigated by D. Wick in a particular model, remains open in this more general setup.     

Variations on a theme by Mark Kac

Mark Kac's theorem on the mean recurrence time in a stationary stochastic process in discrete time with discrete states is taken as the starting point for a series of variations, most of which are formulated in terms of 0–1 processes. Whereas the original theorem deals with the mean recurrence time of a given state under the condition that the state is realized at time 0, this condition is dropped in part of the variations; two others refer to the variance of the recurrence time and two to the Poincaré cycle of a dynamical system. Most variations consist in inequalities and formal identities for the mean first-arrival time and subsequent recurrence times for the given state.     

Efficiency of connected binary block designs when a single observation is unavailable

In this paper the problem of finding the design efficiency is considered when a single observation is unavailable in a connected binary block design. The explicit expression of efficiency is found for the resulting design when the original design is a balanced incomplete block design or a group divisible, singular or semiregular or regular with ₁>0, design. The efficiency does not depend on the position of the unavailable observation. For a regular group divisible design with ₁>0, the efficiency depends on the position of the unavailable observation. The bounds, both lower and upper, on the efficiency are given in this situation. The efficiencies of designs resulting from a balanced incomplete block design and a group divisible design are in fact high when a single observation is unavailable.The work of the first author is sponsored by the Air Force Office of Scientific Research under Grant AFOSR-90-0092.On leave from Indian Statistical Institute, Calcutta, India. The work of the third author was supported by a grant from the CMDS, Indian Institute of Management, Calcutta.     

Technically optimal inspection policy with arithmetical adaption

A process is considered whose quality deteriorates accordingto a constant failure intensity . As in practice it can be difficultto estimate the true value of the purpose of this paper isto present a strategy which can be applied without knowing .In order to maximize the number of conforming items per timeunit perfect inspections and renewals are performed. The lengthof the inspection interval is described by an arithmetical sequenceand changes by the time depending on perceived assignable causes.Optimal adaptive control plans provide nearly the same performanceas in the case when is known.     

On Uniform Laws of Large Numbers for Ergodic Diffusions and Consistency of Estimators

Consider a regular diffusion process X with finite speed measure m. Denote the normalized speed measure by μ. We prove that the uniform law of large numbers holds if the class has an envelope function that is μ-integrable, or if is bounded in L _p(μ) for some p>1. In contrast with uniform laws of large numbers for i.i.d. random variables, we do not need conditions on the ‘size’ of the class in terms of bracketing or covering numbers. The result is a consequence of a number of asymptotic properties of diffusion local time that we derive. We apply our abstract results to improve consistency results for the local time estimator (LTE) and to prove consistency for a class of simple M-estimators. This revised version was published online in June 2006 with corrections to the Cover Date.     

A Diffusion Approximation for a Markovian Queue with Reneging

Consider a single-server queue with a Poisson arrival process and exponential processing times in which each customer independently reneges after an exponentially distributed amount of time. We establish that this system can be approximated by either a reflected Ornstein–Uhlenbeck process or a reflected affine diffusion when the arrival rate exceeds or is close to the processing rate and the reneging rate is close to 0. We further compare the quality of the steady-state distribution approximations suggested by each diffusion.     

The non-approximability of bicriteria network design problems

Let G be an undirected graph with two edge costs (c-cost and d-cost). We want to minimize the diameter of a spanning subgraph S (under d-cost) subject to the constraint that the total cost of the edges in S (with respect to c) does not exceed a given budget. We prove that this problem is non-approximable, even in some special cases. Similar results are proved if the stretch factor or the root stretch factor is considered instead of the diameter.     

Asymptotic distribution of maximal autoregressive process with weight tending to 1

The maximal operator plays the similar role as the summation operator in the sense of stability of operation. So, we could discussARMA processes in the maximal operation by the same way as in the summation operation. However, many papers already treated with moving order statistics. In this paper, we discuss asymptotic behaviors of maximal autoregressive (MAR) processes with the weight tending to 1.