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.     

The effect of a coriolis force on Taylor-Couette flow

Taylor-Couette flow subject to a Coriolis force is studied experimentally and numerically. In the experiment, the Couette apparatus is mounted on a turntable with the axis of the cylinders orthogonal to the rotation vector of the turntable. The Coriolis force stabilizes the fluid against the onset of Taylor vortices and alters the velocity fields, both above and below the transition from the initial flow. At small dimensionless turntable frequencies, the transition yields time-independent Taylor vortices which are tilted with respect to the cylinder axis. At larger there is a direct transition to turbulence. We determine the first-order correction to the classical Couette initial flow, to account for the effects of the Coriolis force, by expanding in powers of. We present numerical results for the axial velocity (the only nonvanishing correction term to order) in the infinite-cylinder approximation.     

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.     

Modules with the Direct Summand Sum Property

The present work gives some characterizations of R-modules with the direct summand sum property (in short DSSP), that is of those R-modules for which the sum of any two direct summands, so the submodule generated by their union, is a direct summand, too. General results and results concerning certain classes of R-modules (injective or projective) with this property, over several rings, are presented.     

On a Construction of Fast Direct Solvers

Fast direct solvers for the Poisson equation with homogeneous Dirichlet and Neumann boundary conditions on special triangles and tetrahedra are constructed. The domain given is extended by symmetrization or skew symmetrization onto a rectangle or a rectangular parallelepiped and a fast direct solver is used there. All extendable domains are found. Eigenproblems are also considered.     

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.