The use of a biased heuristic by a genetic algorithm applied to the design of multipoint connections in a local access network

This paper presents a genetic algorithm for finding a constrained minimum spanning tree. The problem is of relevance in the design of minimum cost communication networks, where there is a need to connect all the terminals at a user site to a terminal concentrator in a multipoint (tree) configuration, while ensuring that link capacity constraints are not violated. The approach used maintains a distinction between genotype and phenotype, which produces superior results to those found using a direct representation in a previous study.

Local likelihood smoothing of sample extremes

Trends in sample extremes are of interest in many contexts, an example being environmental statistics. Parametric models are often used to model trends in such data, but they may not be suitable for exploratory data analysis. This paper outlines a semiparametric approach to smoothing example extremes, based on local polynomial fitting of the generalized extreme value distribution and related models. The uncertainty of fits is assessed by using resampling methods. The methods are applied to data on extreme temperatures and on record times for the womens 3000m race.

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.

Local models for exploratory analysis of hydrological extremes

Trend analysis is widely used for detecting changes in hydrological data. Parametric methods for this employ pre-specified models and associated tests to assess significance, whereas non-parametric methods generally apply rank tests to the data. Neither approach is suitable for exploratory analysis, because parametric models impose a particular, perhaps unsuitable, form of trend, while testing may confirm that trend is present but does not describe its form. This paper describes semi-parametric approaches to trend analysis using local likelihood fitting of annual maximum and partial duration series and illustrates their application to the exploratory analysis of changes in extremes in sea level and river flow data. Bootstrap methods are used to quantify the variability of estimates.

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.

Evaluation of distortions in laser welded shipbuilding parts using local-global finite element approach

In recognition of the differences of scale between the welding pool and the heat affected zone along the welding line on one hand, and the overall size of the components being welded on the other, a local-global finite element approach was developed for the evaluation of distortions in laser welded shipbuilding parts. The approach involves the tandem use of a 'local' and a 'global' step. The local step involves a three-dimensional finite element model for the simulation of the laser welding process using the Sysweld finite element code, which takes into account thermal, metallurgical, and mechanical aspects. The simulation of the laser welding process was performed using a non-linear heat transfer analysis, based on a keyhole formation model, and a coupled transient thermomechanical analysis, which takes into account metallurgical transformations using the temperature dependent material properties and the continuous cooling transformation diagram. The size and shape of the keyhole used in the local finite element analysis was evaluated using a keyhole formation model and the Physica finite volume code. The global step involves the transfer of residual plastic strains and the stiffness of the weld obtained from the local model to the global analysis, which then provides the predicted distortions for the whole part. This newly developed methodology was applied to the evaluation of global distortions due to laser welding of stiffeners on a shipbuilding part. The approach has been proved reliable in comparison with experiments and of practical industrial use in terms of computing time and storage.

The collision branching process

We consider a branching model, which we call the collision branching process (CBP), that accounts for the effect of collisions, or interactions, between particles or individuals. We establish that there is a unique CBP, and derive necessary and sufficient conditions for it to be nonexplosive. We review results on extinction probabilities, and obtain explicit expressions for the probability of explosion and the expected hitting times. The upwardly skip-free case is studied in some detail.

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.

Predicting toxic gas concentrations resulting from enclosure fires using local equivalence ratio concept linked to fire field models

A practical CFD method is presented in this study to predict the generation of toxic gases in enclosure fires. The model makes use of local combustion conditions to determine the yield of carbon monoxide, carbon dioxide, hydrocarbon, soot and oxygen. The local conditions used in the determination of these species are the local equivalence ratio (LER) and the local temperature. The heat released from combustion is calculated using the volumetric heat source model or the eddy dissipation model (EDM). The model is then used to simulate a range of reduced-scale and full-scale fire experiments. The model predictions for most of the predicted species are then shown to be in good agreement with the test results

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.