Set-valued Markov chains and negative semitrajectories of discretized dynamical systems

Computer simulation of dynamical systems involves a phase space which is the finite set of machine arithmetic. Rounding state values of the continuous system to this grid yields a spatially discrete dynamical system, often with different dynamical behaviour. Discretization of an invertible smooth system gives a system with set-valued negative semitrajectories. As the grid is refined, asymptotic behaviour of the semitrajectories follows probabilistic laws which correspond to a set-valued Markov chain, whose transition probabilities can be explicitly calculated. The results are illustrated for two-dimensional dynamical systems obtained by discretization of fractional linear transformations of the unit disc in the complex plane.

Two-link approximation schemes for loss networks with linear structure and trunk reservation

Loss networks have long been used to model various types of telecommunication network, including circuit-switched networks. Such networks often use admission controls, such as trunk reservation, to optimize revenue or stabilize the behaviour of the network. Unfortunately, an exact analysis of such networks is not usually possible, and reduced-load approximations such as the Erlang Fixed Point (EFP) approximation have been widely used. The performance of these approximations is typically very good for networks without controls, under several regimes. There is evidence, however, that in networks with controls, these approximations will in general perform less well. We propose an extension to the EFP approximation that gives marked improvement for a simple ring-shaped network with trunk reservation. It is based on the idea of considering pairs of links together, thus making greater allowance for dependencies between neighbouring links than does the EFP approximation, which only considers links in isolation.

Research commentary: Information systems and conceptual modeling - A research agenda

Within the information systems field, the task of conceptual modeling involves building a representation of selected phenomena in some domain. High-quality conceptual-modeling work is important because it facilitates early detection and correction of system development errors. It also plays an increasingly important role in activities like business process reengineering and documentation of best-practice data and process models in enterprise resource planning systems. Yet little research has been undertaken on many aspects of conceptual modeling. In this paper, we propose a framework to motivate research that addresses the following fundamental question: How can we model the world to better facilitate our developing, implementing, using, and maintaining more valuable information systems? The framework comprises four elements: conceptual-modeling grammars, conceptual-modeling methods, conceptual-modeling scripts, and conceptual-modeling contexts. We provide examples of the types of research that have already been undertaken on each element and illustrate research opportunities that exist.

Interactive expectations

In modeling expectation formation, economic agents are usually viewed as forming expectations adaptively or in accordance with some rationality postulate. We offer an alternative nonlinear model where agents exchange their opinions and information with each other. Such a model yields multiple equilibria, or attracting distributions, that are persistent but subject to sudden large jumps. Using German Federal Statistical Office economic indicators and German IFO Poll expectational data, we show that this kind of model performs well in simulation experiments. Focusing upon producers' expectations in the consumption goods sector, we also discover evidence that structural change in the interactive process occurred over the period of investigation (1970-1998). Specifically, interactions in expectation formation seem to have become less important over time.

An investigation into the interference rejection capability of a linear array in a wireless communications system

The suitable use of an array antenna at the base station of a wireless communications system can result in improvement in the signal-to-interference ratio (SIR). In general, the SIR is a function of the direction of arrival of the desired signal and depends on the configuration of the array, the number of elements, and their spacing. In this paper, we consider a uniform linear array antenna and study the effect of varying the number of its elements and inter-element spacing on the SIR performance. (C) 2002 Wiley Periodicals, Inc.

Computation of the linear elastic properties of random porous materials with a wide variety of microstructure

A finite-element method is used to study the elastic properties of random three-dimensional porous materials with highly interconnected pores. We show that Young's modulus, E, is practically independent of Poisson's ratio of the solid phase, nu(s), over the entire solid fraction range, and Poisson's ratio, nu, becomes independent of nu(s) as the percolation threshold is approached. We represent this behaviour of nu in a flow diagram. This interesting but approximate behaviour is very similar to the exactly known behaviour in two-dimensional porous materials. In addition, the behaviour of nu versus nu(s) appears to imply that information in the dilute porosity limit can affect behaviour in the percolation threshold limit. We summarize the finite-element results in terms of simple structure-property relations, instead of tables of data, to make it easier to apply the computational results. Without using accurate numerical computations, one is limited to various effective medium theories and rigorous approximations like bounds and expansions. The accuracy of these equations is unknown for general porous media. To verify a particular theory it is important to check that it predicts both isotropic elastic moduli, i.e. prediction of Young's modulus alone is necessary but not sufficient. The subtleties of Poisson's ratio behaviour actually provide a very effective method for showing differences between the theories and demonstrating their ranges of validity. We find that for moderate- to high-porosity materials, none of the analytical theories is accurate and, at present, numerical techniques must be relied upon.

Linear ketenimines. Variable structures of C,C-dicyanoketenimines and C,C-bis-sulfonylketenimines

C,C-Dicyanoketenimines 10a-c were generated by flash vacuum thermolysis of ketene NS-acetals 9a-c or by thermal or photochemical decomposition of alpha-azido-,beta-cyanocinnamonitrile 11. In the latter reaction, 3,3-dicyano-2-phenyl-1-azirine 12 is also formed. IR spectroscopy of the keteniminines isolated in Ar matrixes or as neat films, NMR spectroscopy of 10c, and theoretical calculations (B3LYP/6-31G*) demonstrate that these ketenimines have variable geometry, being essentially linear along the CCN-R framework in polar media (neat films and solution), but in the gas phase or Ar matrix they are bent, as is usual for ketenimines. Experiments and calculations agree that a single CN substituent as in 13 is not enough to enforce linearity, and sulfonyl groups are less effective that cyano groups in causing linearity. C,C-Bis(methylsulfonyl)ketenimines 4-5 and a C-cyano-C-(methylsulfonyl)ketenimine 15 are not linear. The compound p-O2NC6H4N=C= C(COOMe)2 previously reported in the literature is probably somewhat linearized along the CCNR moiety. A computational survey (B3LYP/6-31G*) of the inversion barrier at nitrogen indicates that electronegative C-substituents dramatically lower the barrier; this is also true of N-acyl substituents. Increasing polarity causes lower barriers. Although N-alkylbis(methylsulfonyl)ketenimines are not calculated to be linear, the barriers are so low that crystal lattice forces can induce planarity in N-methylbis(methylsulfonyl)ketenimine 3.

Dopant extraction from scanning capacitance microscopy measurements of p-n junctions using combined inverse modeling and forward simulation

This article proposes a more accurate approach to dopant extraction using combined inverse modeling and forward simulation of scanning capacitance microscopy (SCM) measurements on p-n junctions. The approach takes into account the essential physics of minority carrier response to the SCM probe tip in the presence of lateral electric fields due to a p-n junction. The effects of oxide fixed charge and interface state densities in the grown oxide layer on the p-n junction samples were considered in the proposed method. The extracted metallurgical and electrical junctions were compared to the apparent electrical junction obtained from SCM measurements. (C) 2002 American Institute of Physics.

Vibration instability in rolling mills: Modeling and experimental results

Models for the occurrence of the vibrational instability during rolling known as third octave chatter are presented and discussed. An analysis of rolling mill chatter was performed for the purpose of identifying characteristics of the vibrations and to determine any dependency on the rolling schedule. In particular, a stability criterion for the critical rolling speed is used to predict the maximum rolling speed without chatter instability on schedules from a 5 stand tandem mill rolling thin steel product. The results correlate well with measurements of critical speed occurring on the mill using a vibration monitor: This research provides significant insights into the chatter phenomena and has been used to investigate control methods for suppression of the instability.

A compartmental model of hepatic disposition kinetics: 1. Model development and application to linear kinetics

The conventional convection-dispersion model is widely used to interrelate hepatic availability (F) and clearance (Cl) with the morphology and physiology of the liver and to predict effects such as changes in liver blood flow on F and Cl. The extension of this model to include nonlinear kinetics and zonal heterogeneity of the liver is not straightforward and requires numerical solution of partial differential equation, which is not available in standard nonlinear regression analysis software. In this paper, we describe an alternative compartmental model representation of hepatic disposition (including elimination). The model allows the use of standard software for data analysis and accurately describes the outflow concentration-time profile for a vascular marker after bolus injection into the liver. In an evaluation of a number of different compartmental models, the most accurate model required eight vascular compartments, two of them with back mixing. In addition, the model includes two adjacent secondary vascular compartments to describe the tail section of the concentration-time profile for a reference marker. The model has the added flexibility of being easy to modify to model various enzyme distributions and nonlinear elimination. Model predictions of F, MTT, CV2, and concentration-time profile as well as parameter estimates for experimental data of an eliminated solute (palmitate) are comparable to those for the extended convection-dispersion model.

Application of the Williams-Landel-Ferry model to the viscosity-temperature relationship of Australian honeys

The rheological behaviour of nine unprocessed Australian honeys was investigated for the applicability of the Williams-Landel-Ferry (WLF) model. The viscosity of the honeys was obtained over a range of shear rates (0.01-40 s(-1)) from 2degrees to 40 degreesC, and all the honeys exhibited Newtonian behaviour with viscosity reducing as the temperature was increased. The honeys with high moisture were of lower viscosity, The glass transition temperatures of the honeys, as measured with a differential scanning calorimeter (DSC), ranged from -40degrees to -46 degreesC, and four models (WLF. Arrhenius, Vogel-Tammann-Fulcher (VTF), and power-law) were investigated to describe the temperature dependence of the viscosity. The WLF was the most suitable and the correlation coefficient averaged 0.999 +/- 0.0013 as against 0.996 +/- 0.0042 for the Arrhenius model while the mean relative deviation modulus was 0-12% for the WLF model and 10-40% for the Arrhenius one. With the universal values for the WLF constants, the temperature dependence of the viscosity was badly predicted. From non-linear regression analysis, the constants of the WLF models for the honeys were obtained (C-1 = 13.7-21.1: C-2 = 55.9-118.7) and are different from the universal values. These WLF constants will be valuable for adequate modeling of the rheology of the honeys, and they can be used to assess the temperature sensitivity of the honeys. (C) 2002 Elsevier Science Ltd. All rights reserved.

Finite difference time domain (FDTD) method for modeling the effect of switched gradients on the human body in MRI

Numerical modeling of the eddy currents induced in the human body by the pulsed field gradients in MRI presents a difficult computational problem. It requires an efficient and accurate computational method for high spatial resolution analyses with a relatively low input frequency. In this article, a new technique is described which allows the finite difference time domain (FDTD) method to be efficiently applied over a very large frequency range, including low frequencies. This is not the case in conventional FDTD-based methods. A method of implementing streamline gradients in FDTD is presented, as well as comparative analyses which show that the correct source injection in the FDTD simulation plays a crucial rule in obtaining accurate solutions. In particular, making use of the derivative of the input source waveform is shown to provide distinct benefits in accuracy over direct source injection. In the method, no alterations to the properties of either the source or the transmission media are required. The method is essentially frequency independent and the source injection method has been verified against examples with analytical solutions. Results are presented showing the spatial distribution of gradient-induced electric fields and eddy currents in a complete body model.

Modeling of phase equilibrium and vapor adsorption on carbon black based on a combination of a lattice theory and equation of state

A thermodynamic approach is developed in this paper to describe the behavior of a subcritical fluid in the neighborhood of vapor-liquid interface and close to a graphite surface. The fluid is modeled as a system of parallel molecular layers. The Helmholtz free energy of the fluid is expressed as the sum of the intrinsic Helmholtz free energies of separate layers and the potential energy of their mutual interactions calculated by the 10-4 potential. This Helmholtz free energy is described by an equation of state (such as the Bender or Peng-Robinson equation), which allows us a convenient means to obtain the intrinsic Helmholtz free energy of each molecular layer as a function of its two-dimensional density. All molecular layers of the bulk fluid are in mechanical equilibrium corresponding to the minimum of the total potential energy. In the case of adsorption the external potential exerted by the graphite layers is added to the free energy. The state of the interface zone between the liquid and the vapor phases or the state of the adsorbed phase is determined by the minimum of the grand potential. In the case of phase equilibrium the approach leads to the distribution of density and pressure over the transition zone. The interrelation between the collision diameter and the potential well depth was determined by the surface tension. It was shown that the distance between neighboring molecular layers substantially changes in the vapor-liquid transition zone and in the adsorbed phase with loading. The approach is considered in this paper for the case of adsorption of argon and nitrogen on carbon black. In both cases an excellent agreement with the experimental data was achieved without additional assumptions and fitting parameters, except for the fluid-solid potential well depth. The approach has far-reaching consequences and can be readily extended to the model of adsorption in slit pores of carbonaceous materials and to the analysis of multicomponent adsorption systems. (C) 2002 Elsevier Science (USA).

Modeling of gas adsorption equilibrium over a wide range of pressure: A thermodynamic approach based on equation of state

A thermodynamic approach based on the Bender equation of state is suggested for the analysis of supercritical gas adsorption on activated carbons at high pressure. The approach accounts for the equality of the chemical potential in the adsorbed phase and that in the corresponding bulk phase and the distribution of elements of the adsorption volume (EAV) over the potential energy for gas-solid interaction. This scheme is extended to subcritical fluid adsorption and takes into account the phase transition in EAV The method is adapted to gravimetric measurements of mass excess adsorption and has been applied to the adsorption of argon, nitrogen, methane, ethane, carbon dioxide, and helium on activated carbon Norit R I in the temperature range from 25 to 70 C. The distribution function of adsorption volume elements over potentials exhibits overlapping peaks and is consistently reproduced for different gases. It was found that the distribution function changes weakly with temperature, which was confirmed by its comparison with the distribution function obtained by the same method using nitrogen adsorption isotherm at 77 K. It was shown that parameters such as pore volume and skeleton density can be determined directly from adsorption measurements, while the conventional approach of helium expansion at room temperature can lead to erroneous results due to the adsorption of helium in small pores of activated carbon. The approach is a convenient tool for analysis and correlation of excess adsorption isotherms over a wide range of pressure and temperature. This approach can be readily extended to the analysis of multicomponent adsorption systems. (C) 2002 Elsevier Science (USA).