Feller transition functions, Resolvent Decomposition Theorems, and their application in unstable denumerable Markov processes

This paper surveys the recent progresses made in the field of unstable denumerable Markov processes. Emphases are laid upon methodology and applications. The important tools of Feller transition functions and Resolvent Decomposition Theorems are highlighted. Their applications particularly in unstable denumerable Markov processes with a single instantaneous state and Markov branching processes are illustrated.

The development and validation of computational MHD techniques for the modelling of metal production processes

Magnetic fields are used in a number of processes related to the extraction of metals, production of alloys and the shaping of metal components. Computational techniques have an increasingly important role to play in the simulation of such processes, since it is often difficult or very costly to conduct experiments in the high temperature conditions encountered and the complex interaction of fluid flow, heat transfer and magnetic fields means simple analytic models are often far removed from reality. In this paper an overview of the computational activity at the University of Greenwich is given in this area, covering the past ten years. The overview is given from the point of view of the modeller and within the space limitations imposed by the format it covers the numerical methods used, attempts at validation against experiments or analytic procedures; it highlights successes, but also some failures. A broad range of models is covered in the review (and accompanying lecture), used to simulate (a) A-C field applications: induction melting, magnetic confinement and levitation, casting and (b) D-C field applications such as: arc welding and aluminium electroloysis. Most of these processes involve phase change of the metal (melting or solidification), the presence of a dynamic free surface and turbulent flow. These issues affect accuracy and need to be address by the modeller.

Generalized Markov branching processes

A generalized Markov Brnching Process (GMBP) is a Markov branching model where the infinitesimal branching rates are modified with an interaction index. It is proved that there always exists only one GMBP. An associated differential-integral equation is derived. The extinction probalility and the mean and conditional mean extinction times are obtained. Ergodicity and stability of GMBP with resurrection are also considered. Easy checking criteria are established for ordinary and strong ergodicty. The equilibrium distribution is given in an elegant closed form. The probability meaning of our results is clear and thus explained.

Uniqueness and extinction properties of generalised Markov branching processes

This paper focuses on the basic problems regarding uniqueness and extinction properties for generalised Markov branching processes. The uniqueness criterion is firstly established and a differential–integral equation satisfied by the transition functions of such processes is derived. The extinction probability is then obtained. A closed form is presented for both the mean extinction time and the conditional mean extinction time. It turns out that these important quantities are closely related to the elementary gamma function.

Ergodicity and stability of generalised Markov branching processes with resurrection

This paper concentrates on investigating ergodicity and stability for generalised Markov branching processes with resurrection. Easy checking criteria including several clear-cut corollaries are established for ordinary and strong ergodicity of such processes. The equilibrium distribution is given in an elegant closed form for the ergodic case. The probabilistic interpretation of the results is clear and thus explained.

Birth-death processes with an instantaneous reflection barrier

A new structure with the special property that an instantaneous reflection barrier is imposed on the ordinary birth-death processes is considered. An easy-checking criterion for the existence of such Markov processes is first obtained. The uniqueness criterion is then established. In the nonunique case, all the honest processes are explicitly constructed. Ergodicity properties for these processes are investigated. It is proved that honest processes are always ergodic without necessarily imposing any extra conditions. Equilibrium distributions for all these ergodic processes are established. Several examples are provided to illustrate our results.

Birth-death processes with disaster and instantaneous resurrection

A new structure with the special property that instantaneous resurrection and mass disaster are imposed on an ordinary birth-death process is considered. Under the condition that the underlying birth-death process is exit or bilateral, we are able to give easily checked existence criteria for such Markov processes. A very simple uniqueness criterion is also established. All honest processes are explicitly constructed. Ergodicity properties for these processes are investigated. Surprisingly, it can be proved that all the honest processes are not only recurrent but also ergodic without imposing any extra conditions. Equilibrium distributions are then established. Symmetry and reversibility of such processes are also investigated. Several examples are provided to illustrate our results.

The multiphysics modeling of solidification and melting processes

Solidification and melting processes involve a range of physical phenomena and their interactions (i.e., multiphysics). Computational modeling of such processes presents a significant challenge, both in representing the physics involved and in handling the resulting coupled behavior. Two methods for the computational modeling of multiphysics processes in complex geometries are highlighted in the context of four challenging applications

Computational modelling of freeze layers in smelting processes

The use of computational modelling in examining process engineering issues is very powerful. It has been used in the development of the HIsmelt process from its concept. It is desirable to further water-cool the HIsmelt vessel to reduce downtime for replacing refractory. Water-cooled elements close to a metal bath run the risk of failure. This generally occurs when a process perturbation causes the freeze and refractory layers to come away from the water-cooled element, which is then exposed to liquid metal. The element fails as they are unable to remove all the heat. Modelling of the water-cooled element involves modelling the heat transfer, fluid flow, stress and solidification for a localised section of the reaction vessel. The complex interaction between the liquid slag and the refractory applied to the outside of thewater-cooled element is also being examined to model the wear of this layer. The model is being constructed in Physica, a CFD code developed at the University of Greenwich. Modelling of this system has commenced with modelling solidification test cases. These test cases have been used to validate the CFD code’s capability to model the solidification in this system. A model to track the penetration of slag into refractory has also been developed and tested.

Assessing the scalability of multiphysics tools for modeling solidification and melting processes on parallel clusters

A comprehensive solution of solidification/melting processes requires the simultaneous representation of free surface fluid flow, heat transfer, phase change, nonlinear solid mechanics and, possibly, electromagnetics together with their interactions, in what is now known as multiphysics simulation. Such simulations are computationally intensive and the implementation of solution strategies for multiphysics calculations must embed their effective parallelization. For some years, together with our collaborators, we have been involved in the development of numerical software tools for multiphysics modeling on parallel cluster systems. This research has involved a combination of algorithmic procedures, parallel strategies and tools, plus the design of a computational modeling software environment and its deployment in a range of real world applications. One output from this research is the three-dimensional parallel multiphysics code, PHYSICA. In this paper we report on an assessment of its parallel scalability on a range of increasingly complex models drawn from actual industrial problems, on three contemporary parallel cluster systems.

General Harris regularity criterion for non-linear Markov branching processes

We extend the Harris regularity condition for ordinary Markov branching process to a more general case of non-linear Markov branching process. A regularity criterion which is very easy to check is obtained. In particular, we prove that a super-linear Markov branching process is regular if and only if the per capita offspring mean is less than or equal to I while a sub-linear Markov branching process is regular if the per capita offspring mean is finite. The Harris regularity condition then becomes a special case of our criterion.

Computational fluid dynamics: advancements in technology for modeling iron and steelmaking processes

Computational fluid dynamics (CFD) software technology has formed the basis of many investigations into the behavior and optimization of primary iron and steelmaking processes for the last 25+ years. The objective of this contribution is to review the progress in CFD technologies over the last decade or so and how this can be brought to bear in advancing the process analysis capability of primary ferrous operations. In particular, progress on key challenges such as compute performance, fluid-structure transformation and interaction, and increasingly complex geometries are highlighted.

Computational modelling of multi-physics and multi-scale processes in parallel

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.

Uncertainty analysis to minimise risk in designing micro-electronics manufacturing processes

A design methodology based on numerical modelling, integrated with optimisation techniques and statistical methods, to aid the process control of micro and nano-electronics based manufacturing processes is presented in this paper. The design methodology is demonstrated for a micro-machining process called Focused Ion Beam (FIB). This process has been modelled to help understand how a pre-defined geometry of micro- and nano- structures can be achieved using this technology. The process performance is characterised on the basis of developed Reduced Order Models (ROM) and are generated using results from a mathematical model of the Focused Ion Beam and Design of Experiment (DoE) methods. Two ion beam sources, Argon and Gallium ions, have been used to compare and quantify the process variable uncertainties that can be observed during the milling process. The evaluations of the process performance takes into account the uncertainties and variations of the process variables and are used to identify their impact on the reliability and quality of the fabricated structure. An optimisation based design task is to identify the optimal process conditions, by varying the process variables, so that certain quality objectives and requirements are achieved and imposed constraints are satisfied. The software tools used and developed to demonstrate the design methodology are also presented.

Probabilistic approach in weighted Markov branching processes

This note provides a new probabilistic approach in discussing the weighted Markov branching process (WMBP) which is a natural generalisation of the ordinary Markov branching process. Using this approach, some important characteristics regarding the hitting times of such processes can be easily obtained. In particular, the closed forms for the mean extinction time and conditional mean extinction time are presented. The explosion behaviour of the process is investigated and the mean explosion time is derived. The mean global holding time and the mean total survival time are also obtained. The close link between these newly developed processes and the well-known compound Poisson processes is investigated. It is revealed that any weighted Markov branching process (WMBP) is a random time change of a compound Poisson process.