Some models for discretized series of events

A discretized series of events is a binary time series that indicates whether or not events of a point process in the line occur in successive intervals. Such data are common in environmental applications. We describe a class of models for them, based on an unobserved continuous-time discrete-state Markov process, which determines the rate of a doubly stochastic Poisson process, from which the binary time series is constructed by discretization. We discuss likelihood inference for these processes and their second-order properties and extend them to multiple series. An application involves modeling the times of exposures to air pollution at a number of receptors in Western Europe.

Model-based pilot and data power adaptation in psam with periodic delayed feedback

We consider the optimum design of pilot-symbol-assisted modulation (PSAM) schemes with feedback. The received signal is periodically fed back to the transmitter through a noiseless delayed link and the time-varying channel is modeled as a Gauss-Markov process. We optimize a lower bound on the channel capacity which incorporates the PSAM parameters and Kalman-based channel estimation and prediction. The parameters available for the capacity optimization are the data power adaptation strategy, pilot spacing and pilot power ratio, subject to an average power constraint. Compared to the optimized open-loop PSAM (i.e., the case where no feedback is provided from the receiver), our results show that even in the presence of feedback delay, the optimized power adaptation provides higher information rates at low signal-to-noise ratios (SNR) in medium-rate fading channels. However, in fast fading channels, even the presence of modest feedback delay dissipates the advantages of power adaptation.

A Markov modulated Poisson process model for rainfall increments

The problems encountered when using traditional rectangular pulse hierarchical point processmodels for fine temporal resolution and the growing number of available tip-time records suggest that rainfall increments from tipping-bucket gauges be modelled directly. Poisson processes are used with an arrival rate modulated by a Markov chain in Continuous time. The paper shows how, by using two or three states for this chain, much of the structure of the rainfall intensity distribution and the wet/dry sequences can be represented for time-scales as small as 5 minutes.

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.

AC & DC magnetic levitation and semi-levitation modelling

This work presents computation analysis of levitated liquid thermal and flow fields with free surface oscillations in AC and DC magnetic fields. The volume electromagnetic force distribution is continuously updated with the shape and position change. The oscillation frequency spectra are analysed for droplets levitation against gravity in AC and DC magnetic fields at various combinations. For larger volume liquid metal confinement and melting the semi-levitation induction skull melting process is simulated with the same numerical model. Applications are aimed at pure electromagnetic material processing techniques and the material properties measurements in uncontaminated conditions.

Semi-Parametric Analysis of Extreme Forest Fires

Forest fires can cause extensive damage to natural resources and properties. They can also destroy wildlife habitat, affect the forest ecosystem and threaten human lives. In this paper incidences of extreme wildland fires are modelled by a point process model which incorporates time-trend. A model based on a generalised Pareto distribution is used to model data on acres of wildland burnt by extreme fire in the US since 1825. A semi-parametric smoothing approach, which is very useful in exploratory analysis of changes in extremes, is illustrated with the maximum likelihood method to estimate model parameters.

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.

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.

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.

The development of dynamic CFD model of the magnetic semi-levitation of liquid metals

In the casting of reactive metals, such as titanium alloys, contamination can be prevented if there is no contact between the hot liquid metal and solid crucible. This can be achieved by containing the liquid metal by means of high frequency AC magnetic field. A water cooled current-carrying coil, surrounding the metal can then provide the required Lorentz forces, and at the same time the current induced in the metal can provide the heating required to melt it. This ‘attractive’ processing solution has however many problems, the most serious being that of the control and containment of the liquid metal envelope, which requires a balance of the gravity and induced inertia forces on the one side, and the containing Lorentz and surface tension forces on the other. To model this process requires a fully coupled dyna ic solution of the flow fields, magnetic field and heat transfer/melding process to account for. A simplified solution has been published previously providing quasi-static solutions only, by taking the irrotational ‘magnetic pressure’ term of the Lorentz force into account. The authors remedy this deficiency by modelling the full problem using CFD techniques. The salient features of these techniques are included in this paper, as space allows.

Semi-automatic parallelisation of unstructured mesh codes

The availability of CFD software that can easily be used and produce high efficiency on a wide range of parallel computers is extremely limited. The investment and expertise required to parallelise a code can be enormous. In addition, the cost of supercomputers forces high utilisation to justify their purchase, requiring a wide range of software. To break this impasse, tools are urgently required to assist in the parallelisation process that dramatically reduce the parallelisation time but do not degrade the performance of the resulting parallel software. In this paper we discuss enhancements to the Computer Aided Parallelisation Tools (CAPTools) to assist in the parallelisation of complex unstructured mesh-based computational mechanics codes.