On a resolvent estimate of the Stokes equation with Neumann–Dirichlet‐type boundary condition on an infinite layer

This paper is concerned with the standard Lp estimate of solutions to the resolvent problem for the Stokes operator on an infinite layer with ‘Neumann–Dirichlet‐type’ boundary condition. Copyright © 2004 John Wiley & Sons, Ltd.     

Two-Frequency Autowave Processes in the Complex Ginzburg–Landau Equation

We study the complex Ginzburg–Landau equation with zero Neumann boundary conditions on a finite interval and establish that this boundary problem (with suitably chosen parameters) has countably many stable two-dimensional self-similar tori. The case of periodic boundary conditions is also investigated.     

The evolution of a truncated gaussian probability density through time—modelling animal liveweights after selection

The form of the probability density derived from the evolution in time of a previously truncated frequency distribution of animal Liveweights is of interest in animal husbandry. Truncated frequency distributions arise when the heavier animals are sold for slaughter and the lighter animals retained. The demands of modern quality assurance schemes require that, given information on animal growth, the farmer is able to estimate the number of animals that would meet the specifications at some time in the future after truncation. Assuming that animal growth can be described by a linear stochastic differential equation, we derive an explicit expression for the probability density of animal Liveweights at any time after the truncation of an initial Gaussian density. It is shown that this probability density converges rapidly to a Gaussian density, so that after about 20 days of typical growth rates for lambs, the resulting density is practically indistinguishable from Gaussian.     

Stability Conditions of the MMAP [ K ]/ G [ K ]/1/ LCFS Preemptive Repeat Queue

In this paper, we study the stability conditions of the MMAP[K]/G[K]/1/LCFS preemptive repeat queue. We introduce an embedded Markov chain of matrix M/G/1 type with a tree structure and identify conditions for the Markov chain to be ergodic. First, we present three conventional methods for the stability problem of the queueing system of interest. These methods are either computationally demanding or do not provide accurate information for system stability. Then we introduce a novel approach that develops two linear programs whose solutions provide sufficient conditions for stability or instability of the queueing system. The new approach is numerically efficient. The advantages and disadvantages of the methods introduced in this paper are analyzed both theoretically and numerically.     

Gaussian Chaos Laws on Banach Function Spaces

We give a characterization of Gaussian chaos laws on Banach function spaces which do not contain ℓ _∞ ⁿ 's uniformly. The result is applied to describe the convergence in law of U-processes with sample paths in certain Banach function spaces. __________ Published in Lietuvos Matematikos Rinkinys, Vol. 45, No. 4, pp. 553–566, October–December, 2005.     

THE CLASSIFICATION AND PERIOD OF STATES FOR MARKOV CHAIN IN RANDOM ENVIRONMENT

This paper is a continuation of [8]. In Section 1, three kinds of communication are introdnced for two states and the relations among them are investigated. In Section 2, two kinds of period of a state are introdnced and it is obtained that the period is a “class property” ,i.e. two states x and y belong to same class implies the period of x is equal to the period of y.     

Space time-index plots for probing dynamical nonstationarity

We propose a simple method to efficiently probe dynamical nonstationarity in observed time series. In a space time-index plot, the density distributions as a function of normalized time-index are V-shaped due to nonstationarity. We show that this method is workable for short data sets and typical examples are illustrated.     

完备可分度量群上的齐次Levy过程的复合Poisson逼近

该文利用算子半群的方法给出了取值于具有左不变度量的完备可分群的齐次Levy过程是复合Poisson过程的弱极限这一结论．     

OU型Markov过程的不变测度及弱对偶性

本文研究ＯＵ型Ｍａｒｋｏｖ过程的不变测度、参考测度和弱对偶半群的存在性问题，并得出了不变测度的唯一性。     

Control Policy for a Manufacturing System with Random Yield and Rework

We develop a production policy that controls work-in-process (WIP) levels and satisfies demand in a multistage manufacturing system with significant uncertainty in yield, rework, and demand. The problem addressed in this paper is more general than those in the literature in three aspects: (i) multiple products are processed at multiple workstations, and the capacity of each workstation is limited and shared by multiple operations; (ii) the behavior of a production policy is investigated over an infinite-time horizon, and thus the system stability can be evaluated; (iii) the representation of yield and rework uncertainty is generalized. Generalizing both the system structure and the nature of uncertainty requires a new mathematical development in the theory of infinite-horizon stochastic dynamic programming. The theoretical contributions of this paper are the existence proofs of the optimal stationary control for a stochastic dynamic programming problem and the finite covariances of WIP and production levels under the general expression of uncertainty. We develop a simple and explicit sufficient condition that guarantees the existence of both the optimal stationary control and the system stability. We describe how a production policy can be constructed for the manufacturing system based on the propositions derived.