The matched queueing network PH/M/c→oPH/PH/1

We consider a matched queueing network PH/M/coPH/PH/1, where the output of the first subsystem PH/M/c is regarded as one of the inputs of the second subsystem and matched with another input of PH-renewal process, and they are served by a single server with PH-service-distribution. The stationary state probabilities, the distribution of the virtual waiting times in the two subsystems, and the distribution of the total virtual waiting time are derived.The work was supported by the Max-Planck-Gesellschaft, Germany, and the Chinese Academy ofSciences.     

Random walk on distant mesh points Monte Carlo methods

A new technique for obtaining Monte Carlo algorithms based on the Markov chains with a finite number of states is suggested. Instead of the classical random walk on neighboring mesh points, a general way of constructing Monte Carlo algorithms that could be called random walk on distant mesh points is considered. It is applied to solve boundary value problems. The numerical examples indicate that the new methods are less laborious and therefore more efficient.In conclusion, we mention that all Monte Carlo algorithms are parallel and could be easily realized on parallel computers.     

Renormalization group for Markov chains and application to metastability

In this paper we introduce a new renormalization group method for the study of the long-time behavior of Markov chains with finite state space and with transition probabilities exponentially small in an external parameter. A general approach of metastability problems emerges from this analysis and is discussed in detail in the case of a two-dimensional Ising system at low temperature,     

Nonstationary Markov chains and convergence of the annealing algorithm

We study the asymptotic behavior as timet + of certain nonstationary Markov chains, and prove the convergence of the annealing algorithm in Monte Carlo simulations. We find that in the limitt + , a nonstationary Markov chain may exhibit phase transitions. Nonstationary Markov chains in general, and the annealing algorithm in particular, lead to biased estimators for the expectation values of the process. We compute the leading terms in the bias and the variance of the sample-means estimator. We find that the annealing algorithm converges if the temperatureT(t) goes to zero no faster thanC/log(t/t ₀) ast+, with a computable constantC andt ₀ the initial time. The bias and the variance of the sample-means estimator in the annealing algorithm go to zero likeO(t^–1+) for some 0<1, with =0 only in very special circumstances. Our results concerning the convergence of the annealing algorithm, and the rate of convergence to zero of the bias and the variance of the sample-means estimator, provide a rigorous procedure for choosing the optimal annealing schedule. This optimal choice reflects the competition between two physical effects: (a) The adiabatic effect, whereby if the temperature is loweredtoo abruptly the system may end up not in a ground state but in a nearby metastable state, and (b) the super-cooling effect, whereby if the temperature is loweredtoo slowly the system will indeed approach the ground state(s) but may do so extremely slowly.     

Reversible dynamics and the macroscopic rate law for a solvable Kolmogorov system: The three bakers' reaction

We investigate a piecewise linear (area-preserving) mapT describing two coupled baker transformations on two squares, with coupling parameter 0c1. The resulting dynamical system is Kolmogorov for anyc0. For rational values ofc, we construct a generating partition on whichT induces a Markov chain. This Markov structure is used to discuss the decay of correlation functions: exponential decay is found for a class of functions related to the partition. Explicit results are given forc=2^–n. The macroscopic analog of our model is a leaking process between two (badly) stirred containers: according to the Markov analysis, the corresponding progress variable decays exponentially, but the rate coefficients characterizing this decay are not those determined from the one-way flux across the cell boundary. The validity of the macroscopic rate law is discussed.     

THE PARAMETER KERNELS FOR THE LINEAR INVERSION OF THE FREE OSCILLATION OF THE EARTH (Ⅰ)

In the linear inversion of the radial variation of the parameters of the Earth by usingthe observed frequencies of various normal modes of free oscillation of the earth, it is neces-sary to know the values of the kernels of the parameters ρ, μ and λ. This paper describesthe methods of the derivation of the formulas of these kernels. This is the first part of thepaper in which only the toroidal oscillations are considered. They are much simpler thanthose of the spheroidal ones, that we will consider in the second part of the paper. The data of the two types of oscillations are equally important in the solution of theinversion problem, and should be employed simultaneously, and we know that the toroidaloscillations are much simpler than the spheroidal ones, it seems wise to divide the whole programof the inversion problem into steps: first, by employing the toroidal data to correct the twoparameters ρ and μ in the mantle, then by using the spheroidal data to correct the remain-ing parameters, i.e. th     

Probability theory and polymer physics

This study applies the theory of stochastic processes to the equilibrium statistical physics of polymers in solution. The topics treated include random copolymers and randomly branching polymers, with self-consistent mean field effects. A new and more natural way of dealing with Boltzmann weighting is discussed, which makes it possible from the beginning of a calculation to consider only the physical polymer conformations. We also show that in general the random copolymer problem can be reduced to the ordinary polymer problem, and treat the self-consistent field problem for a general branching polymer.     

Singular perturbed Markov chains and exact behaviors of simulated annealing processes

We study asymptotic properties of discrete and continuous time generalized simulated annealing processesX(·) by considering a class of singular perturbed Markov chains which are closely related to the large deviation of perturbed diffusion processes. Convergence ofX(t) in probability to a setS ₀ of desired states, e.g., the set of global minima, and in distribution to a probability concentrated onS ₀ are studied. The corresponding two critical constants denoted byd and withd are given explicitly. When the cooling schedule is of the formc/logt, X(t) converges weakly forc>0. Whether the weak limit depends onX(0) or concentrates onS ₀ is determined by the relation betweenc, d, and . Whenc>, the expression for the rate of convergence for each state is also derived.     

Kibble–Slepian formula and generating functions for 2D polynomials

We prove a generalization of the Kibble–Slepian formula (for Hermite polynomials) and its unitary analogue involving the 2D Hermite polynomials recently proved in [16]. We derive integral representations for the 2D Hermite polynomials which are of independent interest. Several new generating functions for 2D q-Hermite polynomials will also be given.     

Effects of physics change in Monte Carlo code on electron pencil beam dose distributions

Pencil beam algorithms used in computerized electron beam dose planning are usually described using the small angle multiple scattering theory. Alternatively, the pencil beams can be generated by Monte Carlo simulation of electron transport. In a previous work, the 4th version of the Electron Gamma Shower (EGS) Monte Carlo code was used to obtain dose distributions from monoenergetic electron pencil beam, with incident energy between 1 MeV and 50 MeV, interacting at the surface of a large cylindrical homogeneous water phantom. In 2000, a new version of this Monte Carlo code has been made available by the National Research Council of Canada (NRC), which includes various improvements in its electron-transport algorithms. In the present work, we were interested to see if the new physics in this version produces pencil beam dose distributions very different from those calculated with oldest one. The purpose of this study is to quantify as well as to understand these differences. We have compared a series of pencil beam dose distributions scored in cylindrical geometry, for electron energies between 1 MeV and 50 MeV calculated with two versions of the Electron Gamma Shower Monte Carlo Code. Data calculated and compared include isodose distributions, radial dose distributions and fractions of energy deposition. Our results for radial dose distributions show agreement within 10% between doses calculated by the two codes for voxels closer to the pencil beam central axis, while the differences are up to 30% for longer distances. For fractions of energy deposition, the results of the EGS4 are in good agreement (within 2%) with those calculated by EGSnrc at shallow depths for all energies, whereas a slightly worse agreement (15%) is observed at deeper distances. These differences may be mainly attributed to the different multiple scattering for electron transport adopted in these two codes and the inclusion of spin effect, which produces an increase of the effective range of electrons.