On random walks arising in queueing systems: ergodicity and transience via quadratic forms as lyapounov functions — Part I

A simple and quite general approach is proposed to derive criteria for transience and ergodicity of a certain class of irreducibleN-dimensional Markov chains in ₊ ^N assuming a boundedness condition on the second moment of the jumps. The method consists in constructing convenient smooth supermartingales outside some compact set. The Lyapounov functions introduced belong to the set of quadratic forms in ₊ ^N and do not always have a definite sign. Existence and construction of these forms is shown to be basically equivalent to finding vectors satisfying a system of linear inequalities.Part I is restricted toN=2, in which case a complete characterization is obtained for the type of random walks analyzed by Malyshev and Mensikov, thus relaxing their condition of boundedness of the jumps. The motivation for this work is partly from a large class of queueing systems that give rise to random walks in ₊ ^N      

Optimality for set functions with values in ordered vector spaces

Let (X, , ) be a finite atomless measure space,L a convex subfamily of , andY andZ locally convex Hausdorff topological vector spaces which are ordered by the conesC andD, respectively. LetF:LY beC-convex andG:LZ beD-convex set functions. Consider the following optimization problem (P): minimizeF(), subject to L andG() _D . The paper generalizes the Moreau-Rockafellar theorem with set functions. By applying this theorem, a Kuhn-Tucker type optimality condition and a Fritz John type optimality condition for problem (P) are established. The duality theorem for problem (P) is also studied.This work was partially supported by National Science Council, Taipei, Taiwan. This paper was written while the first author was visiting at the University of Iowa, 1987-88.The authors would like to express their gratitude to the two anonymous referees for their valuable comments. Also, they would like to thank Professor P. L. Yu for his encouragement and suggestions which improved the material presented here considerably.     

Determination of the optimal initial function and the parameters for nonlinear time-delay systems

This paper deals with dynamic systems described by nonlinear differential-difference equations of retarded type. The problem considered is to determine the initial function and certain system parameters which minimize a given cost functional. A computational method is presented and some convergence results are given. Numerical examples of linear and nonlinear systems are also included.     

A new quantum statistical evaluation method for time correlation functions

Considering a system ofN identical interacting particles, which obey Fermi-Dirac or Bose-Einstein statistics, we derive new formulas for correlation functions of the type (whereB _j is diagonal in the free-particle states) in the thermodynamic limit. Thereby we apply and extend a superoperator formalism, recently developed for the derivation of long-time tails in semiclassical systems. As an illustrative application, the Boltzmann equation value of the time-integrated correlation functionC(t) is derived in a straightforward manner. Due to exchange effects, the obtained t-matrix and the resulting scattering cross section, which occurs in the Boltzmann collision operator, are now functionals of the Fermi-Dirac or Bose-Einstein distribution.     

Comparison of localization and delocalization indices obtained with Hartree-Fock and conventional correlated methods: effect of Coulomb correlation

Atomic populations and localization [lambda(A)] and delocalization [delta(A,B)] indices (LIs and DIs) are calculated for a large set of molecules at the Hartree-Fock (HF), MP2, MP4(SDQ), CISD, and QCISD levels with the 6-311++G(2d,2p) basis set. The HF method and the conventional correlation methods [MP2, MP4(SDQ), CISD, and QCISD] yield distinct sets of LIs and DIs. Yet, within the four conventional correlation methods the differences in atomic populations and LIs and DIs are small. Relative to HF, the conventional correlation methods [MP2, MP4(SDQ), CISD, QCISD] yield virtually the same LIs and DIs for molecules with large charge separations while LIs and DIs that differ significantly from the HF values--the LIs are increased and DIs decreased--are obtained for bonds with no or small charge separations. Such is the case in the archetypal homopolar molecules HC(triple bond)CH, H2C=CH2, CH3-CH3, and "protonated cyclopropane" C(3)H(7) (+), in which case the bonding may be atypical. Relative to HF, the typical effect of the conventional correlation methods is to decrease the DI between atoms.     

On a characterization of the normal distribution by means of identically distributed linear forms

Let X₁, X₂,…, be independent, identically distributed random variables. Suppose that the linear forms L₁ = Σ_j=1^∞a_jX_j and L₂ = Σ_j=1^∞b_jX_j exist with probability one and are identically distributed; necessary and sufficient conditions assuring that X₁ is normally distributed are presented. The result is an extension of a theorem of Linnik (Ukrainian Math. J.5 (1953), 207–243, 247–290) concerning the case that the linear forms L₁ and L₂ have a finite number of nonvanishing components. This proof only makes use of elementary properties of characteristic functions and of meromorphic functions.     

New Method to Calculate Thermodynamic and Transport Properties of a Multi-Temperature Plasma: Application to N2 Plasma

Multi-temperature thermal plasmas have often to be considered to account for the nonequilibrium effects. Recently André et al. have developed the calculation of concentrations in a multi-temperature plasma by artificially separating the partition functions into a product by assuming that the excitation energies are those of the lower levels (electronic, vibration, and rotation). However, at equilibrium, differences, increasing with temperature, can be observed between partition functions calculated rigorously and with their method. This paper presents a modified method where it has been assumed that the preponderant rotational energy is that of the vibrational level v=0 of the ground electronic state and the preponderant vibrational energy is that of the ground electronic state. The internal partition function can then be expressed as a product of series expressions. At equilibrium for N ₂ and N ₂ ⁺ partition functions the values calculated with our method differ by less than 0.1% from those calculated rigorously. The calculation has been limited to three temperatures: heavy species T_h , electrons T_e , and vibrational T _v temperatures. The plasma composition has been calculated by minimizing the Gibbs free enthalpy with the steepest descent numerical technique. The nonequilibrium properties have been calculated using the method of Devoto, modified by Bonnefoi and Aubreton. The ratio =T_e/T_h was varied between 1 and 2 as well as the ratio _v =T _v /T _h for a nitrogen plasma. At equilibrium the corresponding equilibrium transport properties of Ar and N ₂ are in good agreement with those of Devoto and Murphy except for T>10,000 K where we used a different interaction potential for N–N ⁺ . The effects of _v and _e on thermodynamic and transport properties of N ₂ are then discussed.     

Zur Theorie der Chiralitätsfunktionen

The Algebraic Theory of Chirality Functions is derived by means of exclusively qualitative considerations. Hence, the significance of quantitative results is questionable. Moreover the construction of “Näherungsansätze” (”Approximation-Ansatz”), which may be interpreted as semiempirical methods, is achieved on the basis of plausibility and mathematical simplicity. Since physical arguments are not included, the consistency or inconsistency of “Näherungsansätze” with experimental results do not justify direct physical conclusions.     

Dependence of the rate constants on the treatment of internal rotation modes: the reaction OH + CH3SH --> CH3S + H2O as an example

The title reaction has been used as an example to test the importance of using a hindered rotor treatment instead of a harmonic oscillator model for calculating vibrational partition functions corresponding to low-frequency internal rotation modes. First, a normal-mode analysis according to the Ayala and Schlegel's algorithm has been used to identify the internal rotation modes of methanethiol and the transition state structure. Then, after calculation of the energy barrier for each internal rotation, the corresponding hindered rotor partition functions have been calculated following the CW scheme of Chuang and Truhlar. The results show that the anharmonic treatment produces a rather modest improvement of the rate constants at room temperature or below.     

Product or sum: comparative tests of Voigt,and product or sum of Gaussian and Lorentzian functions in the fitting of synthetic Voigt‐based X‐ray photoelectron spectra

A comparative study for the fitting of X‐ray photoelectron spectra (XPS) using different model functions is presented. Synthetically generated test spectra using Gaussian/Lorentzian convolution and a real measured spectrum are fitted with the three commonly used models: product, sum and Gaussian/Lorentzian convolution functions. In these limited tests, it was found that the sum function is superior to the product function, particularly for low‐noise spectra. Copyright © 2007 John Wiley & Sons, Ltd.