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.

Maximum curves and isolated points of entire functions

Given M(r; f) =maxjzj=r (jf(z)j) , curves belonging to the set of points M = fz : jf(z)j = M(jzj; f)g were de�ned by Hardy to be maximum curves. Clunie asked the question as to whether the set M could also contain isolated points. This paper shows that maximum curves consist of analytic arcs and determines a necessary condition for such curves to intersect. Given two entire functions f1(z) and f2(z), if the maximum curve of f1(z) is the real axis, conditions are found so that the real axis is also a maximum curve for the product function f1(z)f2(z). By means of these results an entire function of in�nite order is constructed for which the set M has an in�nite number of isolated points. A polynomial is also constructed with an isolated point.

Applications of Feller-Reuter-Riley transition functions

A Feller–Reuter–Riley function is a Markov transition function whose corresponding semigroup maps the set of the real-valued continuous functions vanishing at infinity into itself. The aim of this paper is to investigate applications of such functions in the dual problem, Markov branching processes, and the Williams-matrix. The remarkable property of a Feller–Reuter–Riley function is that it is a Feller minimal transition function with a stable q-matrix. By using this property we are able to prove that, in the theory of branching processes, the branching property is equivalent to the requirement that the corresponding transition function satisfies the Kolmogorov forward equations associated with a stable q-matrix. It follows that the probabilistic definition and the analytic definition for Markov branching processes are actually equivalent. Also, by using this property, together with the Resolvent Decomposition Theorem, a simple analytical proof of the Williams' existence theorem with respect to the Williams-matrix is obtained. The close link between the dual problem and the Feller–Reuter–Riley transition functions is revealed. It enables us to prove that a dual transition function must satisfy the Kolmogorov forward equations. A necessary and sufficient condition for a dual transition function satisfying the Kolmogorov backward equations is also provided.

Strong ergodicity of monotone transition functions

By revealing close links among strong ergodicity, monotone, and the Feller–Reuter–Riley (FRR) transition functions, we prove that a monotone ergodic transition function is strongly ergodic if and only if it is not FRR. An easy to check criterion for a Feller minimal monotone chain to be strongly ergodic is then obtained. We further prove that a non-minimal ergodic monotone chain is always strongly ergodic. The applications of our results are illustrated using birth-and-death processes and branching processes.

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.

Earliness penalties on a single machine subject to precedence constraints: SLK due date assignment

The paper considers the single machine due date assignment and scheduling problems with n jobs in which the due dates are to be obtained from the processing times by adding a positive slack q. A schedule is feasible if there are no tardy jobs and the job sequence respects given precedence constraints. The value of q is chosen so as to minimize a function ϕ(F,q) which is non-decreasing in each of its arguments, where F is a certain non-decreasing earliness penalty function. Once q is chosen or fixed, the corresponding scheduling problem is to find a feasible schedule with the minimum value of function F. In the case of arbitrary precedence constraints the problems under consideration are shown to be NP-hard in the strong sense even for F being total earliness. If the precedence constraints are defined by a series-parallel graph, both scheduling and due date assignment problems are proved solvable in time, provided that F is either the sum of linear functions or the sum of exponential functions. The running time of the algorithms can be reduced to if the jobs are independent. Scope and purpose We consider the single machine due date assignment and scheduling problems and design fast algorithms for their solution under a wide range of assumptions. The problems under consideration arise in production planning when the management is faced with a problem of setting the realistic due dates for a number of orders. The due dates of the orders are determined by increasing the time needed for their fulfillment by a common positive slack. If the slack is set to be large enough, the due dates can be easily maintained, thereby producing a good image of the firm. This, however, may result in the substantial holding cost of the finished products before they are brought to the customer. The objective is to explore the trade-off between the size of the slack and the arising holding costs for the early orders.

Reified temporal logics: an overview

There are three main approaches to the representation of temporal information in AI literature: the so-called method of temporal arguments that simply extends functions and predicates of first-order language to include time as the additional argument; modal temporal logics which are extensions ofthe propositional or predicate calculus with modal temporal operators; and reified temporal logics which reify standard propositions of some initial language (e.g., the classical first-order or modal logic) as objects denoting propositional terms. The objective of this paper is to provide an overview onthe temporal reified approach by looking closely atsome representative existing systems featuring reified propositions, including those of Allen, McDermott, Shoham, Reichgelt, Galton, and Ma and Knight. We shall demonstrate that, although reified logics might be more complicated in expressing assertions about some given objects with respect to different times, they accord a special status to time and therefore have several distinct advantages in talking about some important issues which would be difficult (if not impossible) to express in other approaches.

An experimental and numerical CFD study of turbulence in a tundish container

This paper describes work performed at IRSID/USINOR in France and the University of Greenwich, UK, to investigate flow structures and turbulence in a water-model container, simulating aspects typical of metal tundish operation. Extensive mean and fluctuating velocity measurements were performed at IRSID using LDA to determine the flow field and these form the basis for a numerical model validation. This apparently simple problem poses several difficulties for the CFD modelling. The flow is driven by the strong impinging jet at the inlet. Accurate description of the jet is most important and requires a localized fine grid, but also a turbulence model that predicts the correct spreading rates of jet and impinging wall boundary layers. The velocities in the bulk of the tundish tend to be (indeed need to be) much smaller than those of the jet, leading to damping of turbulence, or even laminar flow. The authors have developed several low-Reynolds number (low-Re) k–var epsilon model variants to compute this flow and compare against measurements. Best agreement is obtained when turbulence damping is introduced to account not only for walls, but also for low-Re regions in the bulk – the k–var epsilon model otherwise allows turbulence to accumulate in the container due to the restricted outlet. Several damping functions are tested and the results reported here. The k–ω model, which is more suited to transitional flow, also seems to perform well in this problem.

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.

[Conference report] Magic and mathematics: The life and work of John Dee. National Maritime Museum, Greenwich, 13-14 June 2003

Tony Mann provides a report of a two-day meeting "Magic and mathematics: The life and work of John Dee" held from 13-14 June 2003 at the National Maritime Museum, Greenwich.