Stochastic monotonicity and duality for continuous time Markov chains with general q-Matrix

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.

Three-phase computations of the continuous casting process

In this paper, the continuous casting process for steel slab production is modelled using a mult-physics approach. For this purpose, a Finite Volume (FV) numerical model was constructed in 3D, with the following characteristics: Time dependent, turbulent fluid flow and heat transfer in the molten steel and flux regions, solidification of the skin layer, under prescribed heat loss boundary conditions, particle tracking simulation of argon bubbles injected with the metal into the mould, full coupling between bubbles and liquid through buoyancy and interfacial forces using a novel gas accumulation technique, and a full transient simulation of flux-metal interface behaviour under the influence of gravity and fluid inertial forces and bubble plume buoyancy. The unstructure mesh FV code PHYSICA developed at Greenwich was used for carry out the simulations with physical process data and properties supplied by IRSID SA.

Uniqueness criteria for continuous-time Markov chains with general transition structures

We derive necessary and sufficient conditions for the existence of bounded or summable solutions to systems of linear equations associated with Markov chains. This substantially extends a famous result of G. E. H. Reuter, which provides a convenient means of checking various uniqueness criteria for birth-death processes. Our result allows chains with much more general transition structures to be accommodated. One application is to give a new proof of an important result of M. F. Chen concerning upwardly skip-free processes. We then use our generalization of Reuter's lemma to prove new results for downwardly skip-free chains, such as the Markov branching process and several of its many generalizations. This permits us to establish uniqueness criteria for several models, including the general birth, death, and catastrophe process, extended branching processes, and asymptotic birth-death processes, the latter being neither upwardly skip-free nor downwardly skip-free.

CBE-conveyor: a case-based reasoning system to assist engineers in designing conveyor systems

In this paper, we address the use of CBR in collaboration with numerical engineering models. This collaborative combination has a particular application in engineering domains where numerical models are used. We term this domain “Case Based Engineering” (CBE), and present the general architecture of a CBE system. We define and discuss the general characteristics of CBE and the special problems which arise. These are: the handling of engineering constraints of both continuous and nominal kind; interpolation over both continuous and nominal variables, and conformability for interpolation. In order to illustrate the utility of the method proposed, and to provide practical examples of the general theory, the paper describes a practical application of the CBE architecture, known as CBE-CONVEYOR, which has been implemented by the authors.Pneumatic conveying is an important transportation technology in the solid bulks conveying industry. One of the major industry concerns is the attrition of powders and granules during pneumatic conveying. To minimize the fraction of particles during pneumatic conveying, engineers want to know what design parameters they should use in building a conveyor system. To do this, engineers often run simulations in a repetitive manner to find appropriate input parameters. CBE-Conveyor is shown to speed up conventional methods for searching for solutions, and to solve problems directly that would otherwise require considerable intervention from the engineer.

An improved approximation algorithm for the two-machine flow shop scheduling problem with an interstage transporter

We study the two-machine flow shop problem with an uncapacitated interstage transporter. The jobs have to be split into batches, and upon completion on the first machine, each batch has to be shipped to the second machine by a transporter. The best known heuristic for the problem is a –approximation algorithm that outputs a two-shipment schedule. We design a –approximation algorithm that finds schedules with at most three shipments, and this ratio cannot be improved, unless schedules with more shipments are created. This improvement is achieved due to a thorough analysis of schedules with two and three shipments by means of linear programming. We formulate problems of finding an optimal schedule with two or three shipments as integer linear programs and develop strongly polynomial algorithms that find solutions to their continuous relaxations with a small number of fractional variables

An approximation algorithm for the two-machine flow shop with a single transporter

We study the two-machine flow shop problem with an uncapacitated interstage transporter. The jobs have to be split into batches, and upon completion on the first machine, each batch has to be shipped to the second machine by a transporter. The best known heuristic for the problem is a –approximation algorithm that outputs a two-shipment schedule. We design a –approximation algorithm that finds schedules with at most three shipments, and this ratio cannot be improved, unless schedules with more shipments are created. This improvement is achieved due to a thorough analysis of schedules with two and three shipments by means of linear programming. We formulate problems of finding an optimal schedule with two or three shipments as integer linear programs and develop strongly polynomial algorithms that find solutions to their continuous relaxations with a small number of fractional variables.

Turbulence model performance in continuous casting simulations

This paper concerns the development and validation (using an oil/water system) of a finite volume computer model of the continuous casting process for steel flat products. The emphasis is on hydrodynamic aspects and in particular the dynamic behaviour of the metal/slag interface. Instability and wave action encourage the entrainment of inclusions into the melt affecting product quality. To track the interface between oil and water a new implicit algorithm was developed, called the Counter Diffusion Method. To prevent excessive damping, a time-filtered version of the k-e model, was found necessary, with appropriate density stratification terms representing interface turbulence damping.

Time-dependent modelling and experimental validation of the metal/flux interface in a continuous casting mould

A finite volume computer model of the continuous casting process for steel flat products has been developed. In this first stage, the model concentrates on the hydrodynamic aspects of the process and in particular the dynamic behavior of the metal/slag interface. The model was validated against experimental measurements obtained in a water model apparatus.