Moment decay rates of solutions of stochastic differential equations

The objective of this paper is to investigate the p-ίh moment asymptotic stability decay rates for certain finite-dimensional Itό stochastic differential equations. Motivated by some practical examples, the point of our analysis is a special consideration of general decay speeds, which contain as a special case the usual exponential or polynomial type one, to meet various situations. Sufficient conditions for stochastic differential equations (with variable delays or not) are obtained to ensure their asymptotic properties. Several examples are studied to illustrate our theory.

Pseudo-spectral solutions for fluid flow and heat transfer in electro-metallurgical applications

The pseudo-spectral solution method offers a flexible and fast alternative to the more usual finite element/volume/difference methods, particularly when the long-time transient behaviour of a system is of interest. Since the exact solution is obtained at the grid collocation points superior accuracy can be achieved on modest grid resolution. Furthermore, the grid can be freely adapted with time and in space, to particular flow conditions or geometric variations. This is especially advantageous where strongly coupled, time-dependent, multi-physics solutions are investigated. Examples include metallurgical applications involving the interaction of electromagnetic fields and conducting liquids with a free sutface. The electromagnetic field then determines the instantaneous liquid volume shape and the liquid shape affects in turn the electromagnetic field. In AC applications a thin "skin effect" region results on the free surface that dominates grid requirements. Infinitesimally thin boundary cells can be introduced using Chebyshev polynomial expansions without detriment to the numerical accuracy. This paper presents a general methodology of the pseudo-spectral approach and outlines the solution procedures used. Several instructive example applications are given: the aluminium electrolysis MHD problem, induction melting and stirring and the dynamics of magnetically levitated droplets in AC and DC fields. Comparisons to available analytical solutions and to experimental measurements will be discussed.

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.

Pseudo-spectral solutions for fluid flow and heat transfer in electro-metallurgical applications

The pseudo-spectral solution method offers a flexible and fast alternative to the more usual finite element and volume methods, particularly when the long-time transient behaviour of a system is of interest. The exact solution is obtained at grid collocation points leading to superior accuracy on modest grids. Furthermore, the grid can be freely adapted in time and space to particular flow conditions or geometric variations, especially useful where strongly coupled, time-dependent, multi-physics solutions are investigated. Examples include metallurgical applications involving the interaction of electromagnetic fields and conducting liquids with a free surface. The electromagnetic field determines the instantaneous liquid volume shape, which then affects the electromagnetic field. A general methodology of the pseudo-spectral approach is presented, with several instructive example applications: the aluminium electrolysis MHD problem, induction melting in a cold crucible and the dynamics of AC/DC magnetically levitated droplets. Finally, comparisons with available analytical solutions and to experimental measurements are discussed.