On the modelling of the thermal interactions between a spray curtain and an impinging cold gas cloud

A mixed Lagrangian-Eulerian model of a Water Curtain barrier is presented. The heat, mass and momentum processes are modelled in a Lagrangian framework for the dispersed phase and in an Eulerian framework for the carrier phase. The derivation of the coupling source terms is illustrated with reference to a given carrier phase cell. The turbulent character of the flow is treated with a single equation model, modified to directly account for the influence of the particles on the flow. The model is implemented in the form of a 2 D incompressible Navier Stokes solver, coupled to an adaptive Rung Kutta method for the Lagrangian sub-system. Simulations of a free standing full cone water spray show satisfactory agreement with experiment. Predictions of a Water Curtain barrier impacted by a cold gas cloud point to markedly different flow fields for the upward and downward configurations, which could influence the effectiveness of chemical absorption in the liquid phase.

Single machine scheduling models with deterioration and learning: handling precedence constraints via priority generation

We consider various single machine scheduling problems in which the processing time of a job depends either on its position in a processing sequence or on its start time. We focus on problems of minimizing the makespan or the sum of (weighted) completion times of the jobs. In many situations we show that the objective function is priority-generating, and therefore the corresponding scheduling problem under series-parallel precedence constraints is polynomially solvable. In other situations we provide counter-examples that show that the objective function is not priority-generating.

A two-dimensional numerical investigation of the oscillatory flow behaviour in rectangular fire compartments with a single horizontal ceiling vent

This paper presents a comparison of fire field model predictions with experiment for the case of a fire within a compartment which is vented (buoyancydriven) to the outside by a single horizontal ceiling vent. Unlike previous work, the mathematical model does not employ a mixing ratio to represent vent temperatures but allows the model to predict vent temperatures a priori. The experiment suggests that the flow through the vent produces oscillatory behaviour in vent temperatures with puffs of smoke emerging from the fire compartment. This type of flow is also predicted by the fire field model. While the numerical predictions are in good qualitative agreement with observations, they overpredict the amplitudes of the temperature oscillations within the vent and also the compartment temperatures. The discrepancies are thought to be due to three-dimensional effects not accounted for in this model as well as using standard ‘practices’ normally used by the community with regards to discretization and turbulence models. Furthermore, it is important to note that the use of the k–ε turbulence model in a transient mode, as is used here, may have a significant effect on the results. The numerical results also suggest that a linear relationship exists between the frequency of vent temperature oscillation (n) and the heat release rate (Q0) of the type n∝Q0.290, similar to that observed for compartments with two horizontal vents. This relationship is predicted to occur only for heat release rates below a critical value. Furthermore, the vent discharge coefficient is found to vary in an oscillatory fashion with a mean value of 0.58. Below the critical heat release rate the mean discharge coefficient is found to be insensitive to fire size.

Numerical solutions of certain nonlinear models in European options on a distributed computing environment

Financial modelling in the area of option pricing involves the understanding of the correlations between asset and movements of buy/sell in order to reduce risk in investment. Such activities depend on financial analysis tools being available to the trader with which he can make rapid and systematic evaluation of buy/sell contracts. In turn, analysis tools rely on fast numerical algorithms for the solution of financial mathematical models. There are many different financial activities apart from shares buy/sell activities. The main aim of this chapter is to discuss a distributed algorithm for the numerical solution of a European option. Both linear and non-linear cases are considered. The algorithm is based on the concept of the Laplace transform and its numerical inverse. The scalability of the algorithm is examined. Numerical tests are used to demonstrate the effectiveness of the algorithm for financial analysis. Time dependent functions for volatility and interest rates are also discussed. Applications of the algorithm to non-linear Black-Scholes equation where the volatility and the interest rate are functions of the option value are included. Some qualitative results of the convergence behaviour of the algorithm is examined. This chapter also examines the various computational issues of the Laplace transformation method in terms of distributed computing. The idea of using a two-level temporal mesh in order to achieve distributed computation along the temporal axis is introduced. Finally, the chapter ends with some conclusions.

Single machine scheduling and due date assignment with positionally dependent processing times

We consider single machine scheduling and due date assignment problems in which the processing time of a job depends on its position in a processing sequence. The objective functions include the cost of changing the due dates, the total cost of discarded jobs that cannot be completed by their due dates and, possibly, the total earliness of the scheduled jobs. We present polynomial-time dynamic programming algorithms in the case of two popular due date assignment methods: CON and SLK. The considered problems are related to mathematical models of cooperation between the manufacturer and the customer in supply chain scheduling.

Multiple attractors of host-parasitoid models with integrated pest management strategies: eradication, persistence and outbreak

Host-parasitoid models including integrated pest management (IPM) interventions with impulsive effects at both fixed and unfixed times were analyzed with regard to host-eradication, host-parasitoid persistence and host-outbreak solutions. The host-eradication periodic solution with fixed moments is globally stable if the host's intrinsic growth rate is less than the summation of the mean host-killing rate and the mean parasitization rate during the impulsive period. Solutions for all three categories can coexist, with switch-like transitions among their attractors showing that varying dosages and frequencies of insecticide applications and the numbers of parasitoids released are crucial. Periodic solutions also exist for models with unfixed moments for which the maximum amplitude of the host is less than the economic threshold. The dosages and frequencies of IPM interventions for these solutions are much reduced in comparison with the pest-eradication periodic solution. Our results, which are robust to inclusion of stochastic effects and with a wide range of parameter values, confirm that IPM is more effective than any single control tactic.