22 resultados para Discrete Time Branching Processes
Resumo:
A birth-death process is subject to mass annihilation at rate β with subsequent mass immigration occurring into state j at rateα j . This structure enables the process to jump from one sector of state space to another one (via state 0) with transition rate independent of population size. First, we highlight the difficulties encountered when using standard techniques to construct both time-dependent and equilibrium probabilities. Then we show how to overcome such analytic difficulties by means of a tool developed in Chen and Renshaw (1990, 1993b); this approach is applicable to many processes whose underlying generator on E\{0} has known probability structure. Here we demonstrate the technique through application to the linear birth-death generator on which is superimposed an annihilation/immigration process.
Resumo:
The key problems in discussing stochastic monotonicity and duality for continuous time Markov chains are to give the criteria for existence and uniqueness and to construct the associated monotone processes in terms of their infinitesimal q -matrices. In their recent paper, Chen and Zhang [6] discussed these problems under the condition that the given q-matrix Q is conservative. The aim of this paper is to generalize their results to a more general case, i.e., the given q-matrix Q is not necessarily conservative. New problems arise 'in removing the conservative assumption. The existence and uniqueness criteria for this general case are given in this paper. Another important problem, the construction of all stochastically monotone Q-processes, is also considered.
Resumo:
The key problems in discussing duality and monotonicity for continuous-time Markov chains are to find conditions for existence and uniqueness and then to construct corresponding processes in terms of infinitesimal characteristics, i.e., q-matrices. Such problems are solved in this paper under the assumption that the given q-matrix is conservative. Some general properties of stochastically monotone Q-process ( Q is not necessarily conservative) are also discussed.
Resumo:
This paper provides an overview of the developing needs for simulation software technologies for the computational modelling of problems that involve combinations of interactions amongst varying physical phenomena over a variety of time and space scales. Computational modelling of such problems requires software tech1nologies that enable the mathematical description of the interacting physical phenomena together with the solution of the resulting suites of equations in a numerically consistent and compatible manner. This functionality requires the structuring of simulation modules for specific physical phenomena so that the coupling can be effectively represented. These multi-physics and multi-scale computations are very compute intensive and the simulation software must operate effectively in parallel if it is to be used in this context. An approach to these classes of multi-disciplinary simulation in parallel is described, with some key examples of application to2 challenging engineering problems.
Resumo:
Time-series analysis and prediction play an important role in state-based systems that involve dealing with varying situations in terms of states of the world evolving with time. Generally speaking, the world in the discourse persists in a given state until something occurs to it into another state. This paper introduces a framework for prediction and analysis based on time-series of states. It takes a time theory that addresses both points and intervals as primitive time elements as the temporal basis. A state of the world under consideration is defined as a set of time-varying propositions with Boolean truth-values that are dependent on time, including properties, facts, actions, events and processes, etc. A time-series of states is then formalized as a list of states that are temporally ordered one after another. The framework supports explicit expression of both absolute and relative temporal knowledge. A formal schema for expressing general time-series of states to be incomplete in various ways, while the concept of complete time-series of states is also formally defined. As applications of the formalism in time-series analysis and prediction, we present two illustrating examples.
Resumo:
A computational model for the interrelated phenomena in the process of vacuum arc remelting is analyzed and adjusted of optimal accuracy and computation time. The decision steps in this case study are offered as an example how the coupling in models of similar processes can be addressed. Results show dominance of the electromagnetic forces over buoyancy and inertia for the investigated process conditions.
Resumo:
The increasing volumes of municipal solid waste produced worldwide are encouraging the development of processes to reduce the environmental impact of this waste stream. Combustion technology can facilitate volume reduction of up to 90%, with the inorganic contaminants being captured in furnace bottom ash, and fly ash/APC residues. The disposal or reuse of these residues is however governed by the potential release of constituent contaminants into the environment. Accelerated carbonation has been shown to have a potential for improving the chemical stability and leaching behaviour of both bottom ash and fly ash/APC residues. However, the efficacy of carbonation depends on whether the method of gas application is direct or indirect. Also important are the mineralogy, chemistry and physical properties of the fresh ash, the carbonation reaction conditions such as temperature, contact time, CO2 partial pressure and relative humidity. This paper reviews the main issues pertaining to the application of accelerated carbonation to municipal waste combustion residues to elucidate the potential benefits on the stabilization of such residues and for reducing CO2 emissions. In particular, the modification of ash properties that occur upon carbonation and the CO2 sequestration potential possible under different conditions are discussed. Although accelerated carbonation is a developing technology, it could be introduced in new incinerator facilities as a "finishing step" for both ash treatment and reduction of CO2 emissions.