Stochastic modelling of reservoir operations

The nature of hydrologic parameters in reservoir management models is uncertain. In mathematical programming models the uncertainties are dealt with either indirectly (sensitivity analysis of a deterministic model) or directly by applying a chance-constrained type of formulation or some of the stochastic programming techniques (LP and DP based models). Various approaches are reviewed in the paper. Moran's theory of storage is an alternative stochastic modelling approach to mathematical programming techniques. The basis of the approach and its application is presented. Reliability programming is a stochastic technique based on the chance-constrained approach, where the reliabilities of the chance constraints are considered as extra decision variables in the model. The problem of random event treatment in the reservoir management model formulation using reliability programming is addressed in this paper.     

Exact solutions and geometric phase factor of time-dependent three-generator quantum systems

There exist a number of typical and interesting systems and/or models, which possess three-generator Lie-algebraic structure, in atomic physics, quantum optics, nuclear physics and laser physics. The well-known fact that all simple 3-generator algebras are either isomorphic to the algebra sl (2, C) or to one of its real forms enables us to treat these time-dependent quantum systems in a unified way. By making use of both the Lewis-Riesenfeld invariant theory and the invariant-related unitary transformation formulation, the present paper obtains exact solutions of the time-dependent Schr?dinger equations governing various three-generator Lie-algebraic quantum systems. For some quantum systems whose time-dependent Hamiltonians have no quasialgebraic structures, it is shown that the exact solutions can also be obtained by working in a sub-Hilbert-space corresponding to a particular eigenvalue of the conserved generator (i.e., the time-independent invariant that commutes with the time-dependent Hamiltonian). The topological property of geometric phase factors and its adiabatic limit in time-dependent systems is briefly discussed. Received 6 July 2002 / Received in final form 21 October 2002 Published online 11 February 2003     

SCDA for 3D lattice gases with repulsive interaction

The selfconsistent diagram approximation (SCDA) is generalized for three-dimensional lattice gases with nearest neighbor repulsive interactions. The free energy is represented in a closed form through elementary functions. Thermodynamical (phase diagrams, chemical potential and mean square fluctuations), structural (order parameter, distribution functions) as well as diffusional characteristics are investigated. The calculation results are compared with the Monte Carlo simulation data to demonstrate high precision of the SCDA in reproducing the equilibrium lattice gas characteristics. It is shown that similarly to two-dimensional systems the specific statistical memory effects strongly influence the lattice gas diffusion in the ordered states. Received 7 August 2002 / Received in final form 22 January 2003 Published online 24 April 2003     

Entropy production per site in (nonreversible) spin-flip processes

Entropy production per site in a (nonreversible) spin-flip process is studied. We give it a useful expression, from which a property stronger than affinity of the entropy production per site follows. Furthermore, quasi-invariance of nonequilibrium measures in the spin-flip processes is discussed via entropy production.     

Breakage of λ-DNA by inorganic tin and organotin compounds as environmental pollutants

In proportion to the environmental pollution problems caused by organotin compounds, the genotoxicities of tin compounds in the environments have become of interest so as to estimate their safety in recent years. In this work, isolated λ-DNA (double-strand DNA) was incubated with inorganic tin(II) and tin(IV) and five organotin compounds [n-butyltin trichloride, di(n-butyltin) dichloride, methyltin trichloride, dimethyltin dichloride and trimethyltin chloride] in reaction systems both with and without hydrogen peroxide (H₂O₂) content. The tin compounds tested in this study did not induce DNA breakage in the absence of hydrogen peroxide. Divalent inorganic tin (SnCl₂) and tetravalent inorganic tin (SnCl₄) caused DNA breakage in the presence of hydrogen peroxide (10 mM), and the DNA damage activity of inorganic tin was much more potent in divalent inorganic tin (SnCl₂) than in tetravalent inorganic tin (SnCl₄). Divalent inorganic tin (SnCl₂) induced DNA breakage in a concentration-dependent fashion at concentrations greater than 0.1 mM of SnCl₂ in the presence of hydrogen peroxide (10 mM). DNA breakage was not caused by n-butyltin compounds and methyltin compounds either in the presence or in the absence of hydrogen peroxide.     

Second Order Representations of the Least Absolute Deviation Regression Estimator

We consider exact weak and strong Bahadur-Kiefer representations of the least absolute deviation estimator for the linear regression model. The precise behavior of these representations is obtained under minimal conditions.     

The <Emphasis Type="Italic">M</Emphasis>/<Emphasis Type="Italic">G</Emphasis>/∞ system revisited: finiteness,summability, long range dependence,and reverse engineering

We explore M/G/∞ systems ‘fed’ by Poissonian inflows with infinite arrival rates. Three processes – corresponding to the system's state, workload, and queue-size – are studied and analyzed. Closed form formulae characterizing the system's stationary structure and correlation structure are derived. And, the issues of queue finiteness, workload summability, and Long Range Dependence are investigated. We then turn to devise a ‘reverse engineering’ scheme for the design of the system's correlation structure. Namely: how to construct an M/G/∞ system with a pre-desired ‘target’ workload/queue auto-covariance function. The ‘reverse engineering’ scheme is applied to various examples, including ones with infinite queues and non-summable workloads. AMS Subject Classifications Primary: 60K25; Secondary: 60G55, 60G10     

Single-server queues with spatially distributed arrivals

Consider a queueing system where customers arrive at a circle according to a homogeneous Poisson process. After choosing their positions on the circle, according to a uniform distribution, they wait for a single server who travels on the circle. The server's movement is modelled by a Brownian motion with drift. Whenever the server encounters a customer, he stops and serves this customer. The service times are independent, but arbitrarily distributed. The model generalizes the continuous cyclic polling system (the diffusion coefficient of the Brownian motion is zero in this case) and can be interpreted as a continuous version of a Markov polling system. Using Tweedie's lemma for positive recurrence of Markov chains with general state space, we show that the system is stable if and only if the traffic intensity is less than one. Moreover, we derive a stochastic decomposition result which leads to equilibrium equations for the stationary configuration of customers on the circle. Steady-state performance characteristics are determined, in particular the expected number of customers in the system as seen by a travelling server and at an arbitrary point in time.