Temporal modelling of short-term rainfall using Cox processes

We study two marked point process models based on the Cox process. These models are used to describe the probabilistic structure of the rainfall intensity process. Mathematical formulation of the models is described and some second-moment characteristics of the rainfall depth, and aggregated processes are considered. The derived second-order properties of the accumulated rainfall amounts at different levels of aggregation are used in order to examine the model fit. A brief data analysis is presented. Copyright © 1998 John Wiley & Sons, Ltd.

Computational issues in the modelling of materials-based manufacturing processes

The manufacture of materials products involves the control of a range of interacting physical phenomena. The material to be used is synthesised and then manipulated into some component form. The structure and properties of the final component are influenced by both interactions of continuum-scale phenomena and those at an atomistic-scale level. Moreover, during the processing phase there are some properties that cannot be measured (typically the liquid-solid phase change). However, it seems there is a potential to derive properties and other features from atomistic-scale simulations that are of key importance at the continuum scale. Some of the issues that need to be resolved in this context focus upon computational techniques and software tools facilitating: (i) the multiphysics modeling at continuum scale; (ii) the interaction and appropriate degrees of coupling between the atomistic through microstructure to continuum scale; and (iii) the exploitation of high-performance parallel computing power delivering simulation results in a practical time period. This paper discusses some of the attempts to address each of the above issues, particularly in the context of materials processing for manufacture.

Computational modelling of multi-physics processes on high performance parallel computer systems

The demands of the process of engineering design, particularly for structural integrity, have exploited computational modelling techniques and software tools for decades. Frequently, the shape of structural components or assemblies is determined to optimise the flow distribution or heat transfer characteristics, and to ensure that the structural performance in service is adequate. From the perspective of computational modelling these activities are typically separated into: • fluid flow and the associated heat transfer analysis (possibly with chemical reactions), based upon Computational Fluid Dynamics (CFD) technology • structural analysis again possibly with heat transfer, based upon finite element analysis (FEA) techniques.

Modelling meso-scale diffusion processes in stochastic fluid bio-membranes

The space–time dynamics of rigid inhomogeneities (inclusions) free to move in a randomly fluctuating fluid bio-membrane is derived and numerically simulated as a function of the membrane shape changes. Both vertically placed (embedded) inclusions and horizontally placed (surface) inclusions are considered. The energetics of the membrane, as a two-dimensional (2D) meso-scale continuum sheet, is described by the Canham–Helfrich Hamiltonian, with the membrane height function treated as a stochastic process. The diffusion parameter of this process acts as the link coupling the membrane shape fluctuations to the kinematics of the inclusions. The latter is described via Ito stochastic differential equation. In addition to stochastic forces, the inclusions also experience membrane-induced deterministic forces. Our aim is to simulate the diffusion-driven aggregation of inclusions and show how the external inclusions arrive at the sites of the embedded inclusions. The model has potential use in such emerging fields as designing a targeted drug delivery system.

Birth-death processes with mass annihilation and state-dependent immigration

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.

Existence, recurrence and equilibrium properties of Markov branching processes with instantaneous immigration

Attention has recently focussed on stochastic population processes that can undergo total annihilation followed by immigration into state j at rate αj. The investigation of such models, called Markov branching processes with instantaneous immigration (MBPII), involves the study of existence and recurrence properties. However, results developed to date are generally opaque, and so the primary motivation of this paper is to construct conditions that are far easier to apply in practice. These turn out to be identical to the conditions for positive recurrence, which are very easy to check. We obtain, as a consequence, the surprising result that any MBPII that exists is ergodic, and so must possess an equilibrium distribution. These results are then extended to more general MBPII, and we show how to construct the associated equilibrium distributions.

Existence, uniqueness and constructions for stochastically monotone Q-processes

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.

Utilising computational fluid dynamics (CFD) for the modelling of granular material in large-scale engineering processes

In this paper, the framework is described for the modelling of granular material by employing Computational Fluid Dynamics (CFD). This is achieved through the use and implementation in the continuum theory of constitutive relations, which are derived in a granular dynamics framework and parametrise particle interactions that occur at the micro-scale level. The simulation of a process often met in bulk solids handling industrial plants involving granular matter, (i.e. filling of a flat-bottomed bin with a binary material mixture through pneumatic conveying-emptying of the bin in core flow mode-pneumatic conveying of the material coming out of a the bin) is presented. The results of the presented simulation demonstrate the capability of the numerical model to represent successfully key granular processes (i.e. segregation/degradation), the prediction of which is of great importance in the process engineering industry.

Computational modelling of metals forming processes

The computational modelling of metal forming processes is now well established. In this work

The application of free-surface techniques to metal forming processes

In this paper the use of free-surface techniques, within the framework of a finite volume methodology, are investigated for the simulation of metal forming processes. In such processes, for example extrusion and forging, a workpiece is subjected to large scale deformation to create the product's shape. The use of Eulerian free-surface techniques to predict this final shape offers the advantage, over the traditionally used Lagrangian finite element method, of not requiring remmeshing. Two free-surface techniques to predict this final shape offers the advantage, over the traditionally used Lagrangian finite element method, of not requiring remesingh. Two free-surface techniques are compared by modelling a typical example of this type of process - non-Newtonian extrusion of an aluminium workpiece through a conical die.

Computational modelling of metal extrusion and forging processes

The computational modelling of extrusion and forging processes is now well established. There are two main approaches: Lagrangian and Eulerian. The first has considerable complexities associated with remeshing, especially when the code is parallelised. The second approach means that the mould has to be assumed to be entirely rigid and this may not be the case. In this paper, a novel approach is described which utilises finite volume methods on unstructured meshes. This approach involves the solution of free surface non-Newtonian fluid flow equations in an Eulerian context to track the behaviour of the workpiece and its extrusion/forging, and the solution of the solid mechanics equations in the Lagrangian context to predict the deformation/stress behaviour of the die. Test cases for modelling extrusion and forging problems using this approach will be presented.

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.