Reliable estimation via simulation

Let a and s denote the inter arrival times and service times in a GI/GI/1 queue. Let a (n), s (n) be the r.v.s, with distributions as the estimated distributions of a and s from iid samples of a and s of sizes n. Let w be a r.v. with the stationary distribution lr of the waiting times of the queue with input (a, s). We consider the problem of estimating E [w~], tx > 0 and 7r via simulations when (a (n), s (n)) are used as input. Conditions for the accuracy of the asymptotic estimate, continuity of the asymptotic variance and uniformity in the rate of convergence to the estimate are obtained. We also obtain rates of convergence for sample moments, the empirical process and the quantile process for the regenerative processes. Robust estimates are also obtained when an outlier contaminated sample of a and s is provided. In the process we obtain consistency, continuity and asymptotic normality of M-estimators for stationary sequences. Some robustness results for Markov processes are included.

Bayesian Analysis of a Superimposed Renewal Process

Stochastic behavior of an aero-engine failure/repair process has been analyzed from a Bayesian perspective. Number of failures/repairs in the component-sockets of this multi-component system are assumed to follow independent renewal processes with Weibull inter-arrival times. Based on the field failure/repair data of a large number of such engines and independent Gamma priors on the scale parameters and log-concave priors on the shape parameters, an exact method of sampling from the resulting posterior distributions of the parameters has been proposed. These generated parameter values are next utilised in obtaining the posteriors of the expected number of system repairs, system failure rate, and the conditional intensity function, which are computed using a recursive formula.

Optimal control of arrivals to queues with delayed queue length information

We consider discrete-time versions of two classical problems in the optimal control of admission to a queueing system: i) optimal routing of arrivals to two parallel queues and ii) optimal acceptance/rejection of arrivals to a single queue. We extend the formulation of these problems to permit a k step delay in the observation of the queue lengths by the controller. For geometric inter-arrival times and geometric service times the problems are formulated as controlled Markov chains with expected total discounted cost as the minimization objective. For problem i) we show that when k = 1, the optimal policy is to allocate an arrival to the queue with the smaller expected queue length (JSEQ: Join the Shortest Expected Queue). We also show that for this problem, for k greater than or equal to 2, JSEQ is not optimal. For problem ii) we show that when k = 1, the optimal policy is a threshold policy. There are, however, two thresholds m(0) greater than or equal to m(1) > 0, such that mo is used when the previous action was to reject, and mi is used when the previous action was to accept.

DNA Assisted Self-Assembly of PAMAM Dendrimers

We report DNA assisted self-assembly of polyamidoamine (PAMAM) dendrimers using all atom Molecular Dynamics (MD) simulations and present a molecular level picture of a DNA-linked PAMAM dendrimer nanocluster, which was first experimentally reported by Choi et al. (Nano Lett., 2004, 4, 391-397). We have used single stranded DNA (ssDNA) to direct the self-assembly process. To explore the effect of pH on this mechanism, we have used both the protonated (low pH) and nonprotonated (high pH) dendrimers. In all cases studied here, we observe that the DNA strand on one dendrimer unit drives self-assembly as it binds to the complementary DNA strand present on the other dendrimer unit, leading to the formation of a DNA-linked dendrimer dimeric complex. However, this binding process strongly depends on the charge of the dendrimer and length of the ssDNA. We observe that the complex with a nonprotonated dendrimer can maintain a DNA length dependent inter-dendrimer distance. In contrast, for complexes with a protonated dendrimer, the inter-dendrimer distance is independent of the DNA length. We attribute this observation to the electrostatic complexation of a negatively charged DNA strand with the positively charged protonated dendrimer.

Ligand dependent intra and inter subunit communication in human tryptophanyl tRNA synthetase as deduced from the dynamics of structure networks

Homodimeric protein tryptophanyl tRNA synthetase (TrpRS) has a Rossmann fold domain and belongs to the 1c subclass of aminoacyl tRNA synthetases. This enzyme performs the function of acylating the cognate tRNA. This process involves a number of molecules (2 protein subunits, 2 tRNAs and 2 activated Trps) and thus it is difficult to follow the complex steps in this process. Structures of human TrpRS complexed with certain ligands are available. Based on structural and biochemical data, mechanism of activation of Trp has been speculated. However, no structure has yet been solved in the presence of both the tRNA(Trp) and the activated Trp (TrpAMP). In this study, we have modeled the structure of human TrpRS bound to the activated ligand and the cognate tRNA. In addition, we have performed molecular dynamics (MD) simulations on these models as well as other complexes to capture the dynamical process of ligand induced conformational changes. We have analyzed both the local and global changes in the protein conformation from the protein structure network (PSN) of MD snapshots, by a method which was recently developed in our laboratory in the context of the functionally monomeric protein, methionyl tRNA synthetase. From these investigations, we obtain important information such as the ligand induced correlation between different residues of this protein, asymmetric binding of the ligands to the two subunits of the protein as seen in the crystal structure analysis, and the path of communication between the anticodon region and the aminoacylation site. Here we are able to elucidate the role of dimer interface at a level of detail, which has not been captured so far.

Discrete parameter simulation optimization algorithms with applications to admission control with dependent service times

We propose certain discrete parameter variants of well known simulation optimization algorithms. Two of these algorithms are based on the smoothed functional (SF) technique while two others are based on the simultaneous perturbation stochastic approximation (SPSA) method. They differ from each other in the way perturbations are obtained and also the manner in which projections and parameter updates are performed. All our algorithms use two simulations and two-timescale stochastic approximation. As an application setting, we consider the important problem of admission control of packets in communication networks under dependent service times. We consider a discrete time slotted queueing model of the system and consider two different scenarios - one where the service times have a dependence on the system state and the other where they depend on the number of arrivals in a time slot. Under our settings, the simulated objective function appears ill-behaved with multiple local minima and a unique global minimum characterized by a sharp dip in the objective function in a small region of the parameter space. We compare the performance of our algorithms on these settings and observe that the two SF algorithms show the best results overall. In fact, in many cases studied, SF algorithms converge to the global minimum.

Single-machine scheduling with past-sequence-dependent setup times and learning effects: a parametric analysis

In this article, we consider the single-machine scheduling problem with past-sequence-dependent (p-s-d) setup times and a learning effect. The setup times are proportional to the length of jobs that are already scheduled; i.e. p-s-d setup times. The learning effect reduces the actual processing time of a job because the workers are involved in doing the same job or activity repeatedly. Hence, the processing time of a job depends on its position in the sequence. In this study, we consider the total absolute difference in completion times (TADC) as the objective function. This problem is denoted as 1/LE, (Spsd)/TADC in Kuo and Yang (2007) ('Single Machine Scheduling with Past-sequence-dependent Setup Times and Learning Effects', Information Processing Letters, 102, 22-26). There are two parameters a and b denoting constant learning index and normalising index, respectively. A parametric analysis of b on the 1/LE, (Spsd)/TADC problem for a given value of a is applied in this study. In addition, a computational algorithm is also developed to obtain the number of optimal sequences and the range of b in which each of the sequences is optimal, for a given value of a. We derive two bounds b* for the normalising constant b and a* for the learning index a. We also show that, when a < a* or b > b*, the optimal sequence is obtained by arranging the longest job in the first position and the rest of the jobs in short processing time order.

Satellite-derived direct radiative effect of aerosols dependent on cloud cover

Aerosols from biomass burning can alter the radiative balance of the Earth by reflecting and absorbing solar radiation(1). Whether aerosols exert a net cooling or a net warming effect will depend on the aerosol type and the albedo of the underlying surface(2). Here, we use a satellite-based approach to quantify the direct, top-of-atmosphere radiative effect of aerosol layers advected over the partly cloudy boundary layer of the southeastern Atlantic Ocean during July-October of 2006 and 2007. We show that the warming effect of aerosols increases with underlying cloud coverage. This relationship is nearly linear, making it possible to define a critical cloud fraction at which the aerosols switch from exerting a net cooling to a net warming effect. For this region and time period, the critical cloud fraction is about 0.4, and is strongly sensitive to the amount of solar radiation the aerosols absorb and the albedo of the underlying clouds. We estimate that the regional-mean warming effect of aerosols is three times higher when large-scale spatial covariation between cloud cover and aerosols is taken into account. These results demonstrate the importance of cloud prediction for the accurate quantification of aerosol direct effects.

Texture dependent stress corrosion failure of commercial titanium sheets in bromine-methanol solution

The stress corrosion cracking (SCC) characteristics of agr-titanium sheets in a bromine-methanol solution have been studied in the annealed and cold-rolled conditions using longitudinal and transverse specimens. The times to failure for annealed longitudinal specimens were longer than those for similarly tested transverse specimens. The cold-rolled specimens developed resistance to SCC, but failed by cleavage when notched, unlike the intergranular separation in annealed titanium. The apparent activation energy was found to be texture dependent and was in the range 30 to 51 kJ mol–1 for annealed titanium, and 15kJ mol–1 for cold-rolled titanium. The dependence of SCC behaviour on the texture is related to the changes in the crack initiation times. These are caused by changes in the passivation and repassivation characteristics of the particular thickness plane. The thickness planes are identified with the help of X-ray pole figures obtained on annealed and cold-rolled material. On the basis of the activation energy and the electrochemical measurements, the mechanism of SCC in annealed titanium is identified to be the one involving stress-aided anodic dissolution. On the other hand, the results on the cold-rolled titanium are in support of the hydrogen embrittlement mechanism consisting of hydride precipitation. The cleavage planes identified from the texture data match with the reported habit planes for hydride formation.

Electron energy distributions and transport coefficients in N2 in E times B fields

Using the concept of energy-dependent effective field intensity, electron transport coefficients in nitrogen have been determined in E times B fields (E = electric field intensity, B = magnetic flux density) by the numerical solution of the Boltzmann transport equation for the energy distribution of electrons. It has been observed that as the value of B/p (p = gas pressure) is increased from zero, the perpendicular drift velocity increased linearly at first, reaches a maximum value, and then decreases with increasing B/p. In general, the electron mean energy is found to be a function of Eavet/p( Eavet = averaged effective electric field intensity) only, but the other transport coefficients, such as transverse drift velocity, perpendicular drift velocity, and the Townsend ionization coefficient, are functions of both E/p and B/p.

NUPARM and NUCGEN: software for analysis and generation of sequence dependent nucleic acid structures

Software packages NUPARM and NUCGEN, are described, which can be used to understand sequence directed structural variations in nucleic acids, by analysis and generation of non-uniform structures. A set of local inter basepair parameters (viz. tilt, roll, twist, shift, slide and rise) have been defined, which use geometry and coordinates of two successive basepairs only and can be used to generate polymeric structures with varying geometries for each of the 16 possible dinucleotide steps. Intra basepair parameters, propeller, buckle, opening and the C6...C8 distance can also be varied, if required, while the sugar phosphate backbone atoms are fixed in some standard conformation ill each of the nucleotides. NUPARM can be used to analyse both DNA and RNA structures, with single as well as double stranded helices. The NUCGEN software generates double helical models with the backbone fixed in B-form DNA, but with appropriate modifications in the input data, it can also generate A-form DNA ar rd RNA duplex structures.

Outward spherical solidification of a superheated melt with time dependent boundary flux

Short-time analytical solutions of solid and liquid temperatures and freezing front have been obtained for the outward radially symmetric spherical solidification of a superheated melt. Although results are presented here only for time dependent boundary flux, the method of solution can be used for other kinds of boundary conditions also. Later, the analytical solution has been compared with the numerical solution obtained with the help of a finite difference numerical scheme in which the grid points change with the freezing front position. An efficient method of execution of the numerical scheme has been discussed in details. Graphs have been drawn for the total solidification times and temperature distributions in the solid.

Time Dependent Operator-split and Unsplit Schemes for One Dimensional Premixed Flames

This paper is concerned with a study of an operator split scheme and unsplit scheme for the computation of adiabatic freely propagating one-dimensional premixed flames. The study uses unsteady method for both split and unsplit schemes employing implicit chemistry and explicit diffusion, a combination which is stable and convergent. Solution scheme is not sensitive to the initial starting estimate and provides steady state even with straight line profiles (far from steady state) in small number of time steps. Two systems H2-Air and H2-NO (involving complex nitrogen chemistry) are considered in presentinvestigation. Careful comparison shows that the operator split approach is slightly superior than the unsplit when chemistry becomes complex. Comparison of computational times with those of existing steady and unsteady methods seems to suggest that the method employing implicit-explicit algorithm is very efficient and robust.

Relationship between microscopic and macroscopic orientational relaxation times in polar liquids

Microscopic relations between single-particle orientational relaxation time (T, ) , dielectric relaxation time ( T ~ )a,n d many-body orientational relaxation time ( T ~o)f a dipolar liquid are derived. We show that both T~ and T~ are influenced significantly by many-body effects. In the present theory, these many-body effects enter through the anisotropic part of the two-particle direct correlation function of the polar liquid. We use mean-spherical approximation (MSA) for dipolar hard spheres for explicit numerical evaluation of the relaxation times. We find that, although the dipolar correlation function is biexponential, the frequency-dependent dielectric constant is of simple Debye form, with T~ equal to the transverse polarization relaxation time. The microscopic T~ falls in between Debye and Onsager-Glarum expressions at large values of the static dielectric constant.