Birth-death processes with mass annihilation and state-dependent immigration

A birth-death process is subject to mass annihilation at rate β with subsequent mass immigration occurring into state j at rateα j . This structure enables the process to jump from one sector of state space to another one (via state 0) with transition rate independent of population size. First, we highlight the difficulties encountered when using standard techniques to construct both time-dependent and equilibrium probabilities. Then we show how to overcome such analytic difficulties by means of a tool developed in Chen and Renshaw (1990, 1993b); this approach is applicable to many processes whose underlying generator on E\{0} has known probability structure. Here we demonstrate the technique through application to the linear birth-death generator on which is superimposed an annihilation/immigration process.

Prediction of reinforcement corrosion in concrete and its effects on concrete cracking and strength reduction

Based on extensive research on reinforcing steel corrosion in concrete in the past decades, it is now possible to estimate the effect of the progression of reinforcement corrosion in concrete infrastructure on its structural performance. There are still areas of considerable uncertainty in the models and in the data available, however This paper uses a recently developed model for reinforcement corrosion in concrete to improve the estimation process and to indicate the practical implications. In particular stochastic models are used to estimate the time likely to elapse for each phase of the whole corrosion process: initiation, corrosion-induced concrete cracking, and structural strength reduction. It was found that, for practical flexural structures subject to chloride attacks, corrosion initiation may start quite early in their service life. It was also found that, once the structure is considered to be unserviceable due to corrosion-induced cracking, there is considerable remaining service life before the structure can be considered to have become unsafe. The procedure proposed in the paper has the potential to serve as a rational tool for practitioners, operators, and asset managers to make decisions about the optimal timing of repairs, strengthening, and/or rehabilitation of corrosion-affected concrete infrastructure. Timely intervention has the potential to prolong the service life of infrastructure.

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.

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.