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.

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.

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.

Stochastic comparability and dual q-functions

In this paper we discuss the relationship and characterization of stochastic comparability, duality, and Feller–Reuter–Riley transition functions which are closely linked with each other for continuous time Markov chains. A necessary and sufficient condition for two Feller minimal transition functions to be stochastically comparable is given in terms of their density q-matrices only. Moreover, a necessary and sufficient condition under which a transition function is a dual for some stochastically monotone q-function is given in terms of, again, its density q-matrix. Finally, for a class of q-matrices, the necessary and sufficient condition for a transition function to be a Feller–Reuter–Riley transition function is also given.

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.

Numerical and experimental studies of a substructural identification strategy

For structural health monitoring it is impractical to identify a large structure with complete measurement due to limited number of sensors and difficulty in field instrumentation. Furthermore, it is not desirable to identify a large number of unknown parameters in a full system because of numerical difficulty in convergence. A novel substructural strategy was presented for identification of stiffness matrices and damage assessment with incomplete measurement. The substructural approach was employed to identify large systems in a divide-and-conquer manner. In addition, the concept of model condensation was invoked to avoid the need for complete measurement, and the recovery process to obtain the full set of parameters was formulated. The efficiency of the proposed method is demonstrated numerically through multi-storey shear buildings subjected to random force. A fairly large structural system with 50 DOFs was identified with good results, taking into consideration the effects of noisy signals and the limited number of sensors. Two variations of the method were applied, depending on whether the sensor could be repositioned. The proposed strategy was further substantiated experimentally using an eight-storey steel plane frame model subjected to shaker and impulse hammer excitations. Both numerical and experimental results have shown that the proposed substructural strategy gave reasonably accurate identification in terms of locating and quantifying structural damage.

An automatable generic strategy for dynamic load balancing in parallel structured mesh CFD codes

Parallel computing is now widely used in numerical simulation, particularly for application codes based on finite difference and finite element methods. A popular and successful technique employed to parallelize such codes onto large distributed memory systems is to partition the mesh into sub-domains that are then allocated to processors. The code then executes in parallel, using the SPMD methodology, with message passing for inter-processor interactions. In order to improve the parallel efficiency of an imbalanced structured mesh CFD code, a new dynamic load balancing (DLB) strategy has been developed in which the processor partition range limits of just one of the partitioned dimensions uses non-coincidental limits, as opposed to coincidental limits. The ‘local’ partition limit change allows greater flexibility in obtaining a balanced load distribution, as the workload increase, or decrease, on a processor is no longer restricted by the ‘global’ (coincidental) limit change. The automatic implementation of this generic DLB strategy within an existing parallel code is presented in this chapter, along with some preliminary results.

Simulating the evacuation of very large populations in large domains using a parallel implementation of the buildingEXODUS evacuation model

Computer egress simulation has potential to be used in large scale incidents to provide live advice to incident commanders. While there are many considerations which must be taken into account when applying such models to live incidents, one of the first concerns the computational speed of simulations. No matter how important the insight provided by the simulation, numerical hindsight will not prove useful to an incident commander. Thus for this type of application to be useful, it is essential that the simulation can be run many times faster than real time. Parallel processing is a method of reducing run times for very large computational simulations by distributing the workload amongst a number of CPUs. In this paper we examine the development of a parallel version of the buildingEXODUS software. The parallel strategy implemented is based on a systematic partitioning of the problem domain onto an arbitrary number of sub-domains. Each sub-domain is computed on a separate processor and runs its own copy of the EXODUS code. The software has been designed to work on typical office based networked PCs but will also function on a Windows based cluster. Two evaluation scenarios using the parallel implementation of EXODUS are described; a large open area and a 50 story high-rise building scenario. Speed-ups of up to 3.7 are achieved using up to six computers, with high-rise building evacuation simulation achieving run times of 6.4 times faster than real time.