Critical behavior of the two-dimensional first passage time

We study the two-dimensional first passage problem in which bonds have zero and unit passage times with probabilityp and 1–p, respectively. We prove that as the zero-time bonds approach the percolation thresholdp _c, the first passage time exhibits the same critical behavior as the correlation function of the underlying percolation problem. In particular, if the correlation length obeys(p) ¦p–p _c¦^–v, then the first passage time constant satisfies(p)¦p–p _c¦^v. At p_c, where it has been asserted that the first passage time from 0 tox scales as ¦x¦ to a power with 0<<1, we show that the passage times grow like log ¦x¦, i.e., the fluid spreads exponentially rapidly.     

Complexity of flow time minimization in a crossdock truck scheduling problem with asymmetric handover relations

We address a novel truck scheduling problem arising in crossdocking logistics, in which inbound trucks carry items (pallets) which must be sorted and loaded onto outbound trucks. We minimize the utilisation of the warehouse by focusing on the synchronisation between the different related trucks. The problem is to assign the trucks to the doors of the warehouse and sequence them, in order to minimize the total time spent in the system by the pallets. We discuss the complexity of the problem, showing that even with a single door the problem is NP-hard in general, and discuss some special cases.     

Hopf bifurcation of a tumor immune model with time delay

In this paper, a tumor immune model with time delay is studied. First, the stability of nonnegative equilibria is analyzed. Then the time delay τ is selected as a bifurcation parameter and the existence of Hopf bifurcation is proved. Finally, by using the canonical method and the central manifold theory, the criteria for judging the direction and stability of Hopf bifurcation are given.     

Event-triggered sliding mode control for switched genetic regulatory networks with persistent dwell time

This paper focus on the event-triggered sliding mode controller design for discrete-time switched genetic regulatory networks (GRNs) with persistent dwell time (PDT) switching. Firstly, the observation error dynamics of switched GRNs with PDT is constructed in the light of event-triggered sliding mode control (SMC) scheme. Next, sufficient conditions are derived to ensure the exponential stability of the augmented plant. Moreover, an event-triggered SMC law is synthesized to impel the system trajectories onto the sliding surface in a finite time. Finally, a verification example is provided to illustrate the effectiveness and potential of the proposed method.     

Some Properties of Solutions to the Novikov Equation with Weak Dissipation Terms

In this paper, we investigate the Novikov equation with weak dissipation terms. First, we give the local well-posedness and the blow-up scenario. Then, we discuss the global existence of the solutions under certain conditions. After that, on condition that the compactly supported initial data keeps its sign, we prove the infinite propagation speed of our solutions, and establish the large time behavior. Finally, we also elaborate the persistence property of our solutions in weighted Sobolev space.     

Lower semicontinuous solutions of the Bellman equation for the minimum time problem

The minimum time problem associated with a nonlinear control system is considered, and the unicity of the lower semicontinuous solution of the corresponding Bellman equation is investigated. A main tool in our approach is the Kruzkov transformation that enables us to work on ⁿ –{0}, where {0} is the target set, instead of the unknown reachable set.This research was carried out while the first author was visiting the Department of Mathematics, University of Genova, Genova, Italy.     

Large deviation analysis of the single server queue

We establish the large deviation principle (LDP) for the virtual waiting time and queue length processes in the GI/GI/1 queue. The rate functions are found explicitly. As an application, we obtain the logarithmic asymptotics of the probabilities that the virtual waiting time and queue length exceed high levels at large times. Additional new results deal with the LDP for renewal processes and with the derivation of unconditional LDPs for conditional ones. Our approach applies in large deviations ideas and methods of weak convergence theory.This work was supported in part by AT&T Bell Labs.     

Covering with blocks in the non-symmetric case

Considering an infinite string of i.i.d. random letters drawn from a finite alphabet we define the cover timeW _n as the number of random letters needed until each pattern of lenghtn appears at least once as a substring. Sharp weak and a.s. limit results onW _n are known in the symmetric case, i.e., when the random letters are uniformly distributed over the alphabet. In this paper we determine the limit distribution ofW _n in the nonsymmetric case asn. Generalizations in terms of point processes are also proved.Dedicated to Endre Csáki on his 60th birthday.     

Probabilistic approach to homoclinic chaos

Three-dimensional systems possessing a homoclinic orbit associated to a saddle focus with eigenvalues ±i, – and giving rise to homoclinic chaos when the Shil'nikov condition < is satisfied are studied. The 2D Poincaré map and its 1D contractions capturing the essential features of the flow are given. At homoclinicity, these 1D maps are found to be piecewise linear. This property allows one to reduce the Frobenius—Perron equation to a master equation whose solution is analytically known. The probabilistic properties such as the time autocorrelation function of the state variablex are explicitly derived.     

The occupation time of Brownian motion in a ball

LetW be a Wiener process of dimensiond3, starting from 0, and letX(t) be the total time spent byW in the ball centered at 0 with radiust. We give an affirmative answer to a conjecture of Taylor and Tricot⁽¹⁶⁾ on the tail distribution ofX(t). Lévy's lower functions ofX(t) are characterized by an integral test.