A new method for analysing the equilibrium and time-dependent behaviour of Markovian models

Many large-scale stochastic systems, such as telecommunications networks, can be modelled using a continuous-time Markov chain. However, it is frequently the case that a satisfactory analysis of their time-dependent, or even equilibrium, behaviour is impossible. In this paper, we propose a new method of analyzing Markovian models, whereby the existing transition structure is replaced by a more amenable one. Using rates of transition given by the equilibrium expected rates of the corresponding transitions of the original chain, we are able to approximate its behaviour. We present two formulations of the idea of expected rates. The first provides a method for analysing time-dependent behaviour, while the second provides a highly accurate means of analysing equilibrium behaviour. We shall illustrate our approach with reference to a variety of models, giving particular attention to queueing and loss networks. (C) 2003 Elsevier Ltd. All rights reserved.

The Equilibrium Flux Method for the calculation of flows with non-equilbrium chemical reactions

The Equilibrium Flux Method [1] is a kinetic theory based finite volume method for calculating the flow of a compressible ideal gas. It is shown here that, in effect, the method solves the Euler equations with added pseudo-dissipative terms and that it is a natural upwinding scheme. The method can be easily modified so that the flow of a chemically reacting gas mixture can be calculated. Results from the method for a one-dimensional non-equilibrium reacting flow are shown to agree well with a conventional continuum solution. Results are also presented for the calculation of a plane two-dimensional flow, at hypersonic speed, of a dissociating gas around a blunt-nosed body.

Non-Equilibrium Reaction Rates in the Macroscopic Chemistry Method for DSMC Calculations

The Direct Simulation Monte Carlo (DSMC) method is used to simulate the flow of rarefied gases. In the Macroscopic Chemistry Method (MCM) for DSMC, chemical reaction rates calculated from local macroscopic flow properties are enforced in each cell. Unlike the standard total collision energy (TCE) chemistry model for DSMC, the new method is not restricted to an Arrhenius form of the reaction rate coefficient, nor is it restricted to a collision cross-section which yields a simple power-law viscosity. For reaction rates of interest in aerospace applications, chemically reacting collisions are generally infrequent events and, as such, local equilibrium conditions are established before a significant number of chemical reactions occur. Hence, the reaction rates which have been used in MCM have been calculated from the reaction rate data which are expected to be correct only for conditions of thermal equilibrium. Here we consider artificially high reaction rates so that the fraction of reacting collisions is not small and propose a simple method of estimating the rates of chemical reactions which can be used in the Macroscopic Chemistry Method in both equilibrium and non-equilibrium conditions. Two tests are presented: (1) The dissociation rates under conditions of thermal non-equilibrium are determined from a zero-dimensional Monte-Carlo sampling procedure which simulates ‘intra-modal’ non-equilibrium; that is, equilibrium distributions in each of the translational, rotational and vibrational modes but with different temperatures for each mode; (2) The 2-D hypersonic flow of molecular oxygen over a vertical plate at Mach 30 is calculated. In both cases the new method produces results in close agreement with those given by the standard TCE model in the same highly nonequilibrium conditions. We conclude that the general method of estimating the non-equilibrium reaction rate is a simple means by which information contained within non-equilibrium distribution functions predicted by the DSMC method can be included in the Macroscopic Chemistry Method.

Analysis and application of an equilibrium model for in vitro bioassay systems with three components: Receptor, hormone and hormone-binding-protein

A simple theoretical framework is presented for bioassay studies using three component in vitro systems. An equilibrium model is used to derive equations useful for predicting changes in biological response after addition of hormone-binding-protein or as a consequence of increased hormone affinity. Sets of possible solutions for receptor occupancy and binding protein occupancy are found for typical values of receptor and binding protein affinity constants. Unique equilibrium solutions are dictated by the initial condition of total hormone concentration. According to the occupancy theory of drug action, increasing the affinity of a hormone for its receptor will result in a proportional increase in biological potency. However, the three component model predicts that the magnitude of increase in biological potency will be a small fraction of the proportional increase in affinity. With typical initial conditions a two-fold increase in hormone affinity for its receptor is predicted to result in only a 33% increase in biological response. Under the same conditions an Ii-fold increase in hormone affinity for receptor would be needed to produce a two-fold increase in biological potency. Some currently used bioassay systems may be unrecognized three component systems and gross errors in biopotency estimates will result if the effect of binding protein is not calculated. An algorithm derived from the three component model is used to predict changes in biological response after addition of binding protein to in vitro systems. The algorithm is tested by application to a published data set from an experimental study in an in vitro system (Lim et al., 1990, Endocrinology 127, 1287-1291). Predicted changes show good agreement (within 8%) with experimental observations. (C) 1998 Academic Press Limited.

Experimental study of phase equilibria in the "FeO"-ZnO-(CaO+SiO2) system with CaO/SiO2 weight ratios of 0.33, 0.93, and 1.2 in equilibrium with metallic iron

The pseudoternary sections FeO-ZnO-(CaO + SiO2) with CaO/SiO2 weight ratios of 0.33, 0.93, and 1.2 in equilibrium with metallic iron have been experimentally investigated in the temperature range from 1000 degreesC to 1300 degreesC (1273 to 1573 K). The liquidus surfaces in these pseudoternary sections have been experimentally determined in the composition range from 0 to 33 wt pct ZnO and 30 to 70 wt pct (CaO + SiO2). The sections contain primary-phase fields of wustite (FexZn1-xO1+y), zincite (ZnzFe1-zO), fayalite (Fu(w)Zn(2-w)SiO(4)), melilite (Ca2ZnuFe1-uSi2O7), willemite (ZnvFe2-vSiO4), dicalcium silicate (Ca2SiO4), pseudowollastonite and wollastonite (CaSiO3), and tridymite (SiO2). The phase equilibria involving the liquid phase and the solid solutions-have also been measured.

Sequential asymmetric auctions with endogenous participation

In this paper we suggest a model of sequential auctions with endogenous participation where each bidder conjectures about the number of participants at each round. Then, after learning his value, each bidder decides whether or not to participate in the auction. In the calculation of his expected value, each bidder uses his conjectures about the number of participants for each possible subgroup. In equilibrium, the conjectured probability is compatible with the probability of staying in the auction. In our model, players face participation costs, bidders may buy as many objects as they wish and they are allowed to drop out at any round. Bidders can drop out at any time, but they cannot come back to the auction. In particular we can determine the number of participants and expected prices in equilibrium. We show that for any bidding strategy, there exists such a probability of staying in the auction. For the case of stochastically independent objects, we show that in equilibrium every bidder who decides to continue submits a bid that is equal to his value at each round. When objects are stochastically identical, we are able to show that expected prices are decreasing.

Non-equilibrium energy and momentum accommodation coefficients of Ar atoms scattered from Ni(001) in the thermal regime: A molecular dynamics study

Molecular dynamics simulations are used to study energy and momentum transfer of low-energy Ar atoms scattered from the Ni(001) surface. The investigation concentrates on the dependence of these processes on incident energy, angles of incidence and surface temperature. Energy transfer exhibits a strong dependence on the surface temperature, at incident energies below 500 meV, and incident angles close to specular incidence. Above 500 meV, the surface temperature dependence vanishes, and a limiting value in the amount of energy transferred to the surface is attained. Momentum exchange is investigated in terms of tangential and normal components. Both components exhibit a weak surface temperature dependence, but they have opposite behaviours at all incidence angles. In each component, momentum can be lost or gained following the interaction with the surface. (C) 1997 Elsevier Science B.V.

Structure-hepatic disposition relationships for cationic drugs in isolated perfused rat livers: Transmembrane exchange and cytoplasmic binding process

This work studied the structure-hepatic disposition relationships for cationic drugs of varying lipophilicity using a single-pass, in situ rat liver preparation. The lipophilicity among the cationic drugs studied in this work is in the following order: diltiazem. propranolol. labetalol. prazosin. antipyrine. atenolol. Parameters characterizing the hepatic distribution and elimination kinetics of the drugs were estimated using the multiple indicator dilution method. The kinetic model used to describe drug transport (the two-phase stochastic model) integrated cytoplasmic binding kinetics and belongs to the class of barrier-limited and space-distributed liver models. Hepatic extraction ratio (E) (0.30-0.92) increased with lipophilicity. The intracellular binding rate constant (k(on)) and the equilibrium amount ratios characterizing the slowly and rapidly equilibrating binding sites (K-S and K-R) increase with the lipophilicity of drug (k(on) : 0.05-0.35 s(-1); K-S : 0.61-16.67; K-R : 0.36-0.95), whereas the intracellular unbinding rate constant (k(off)) decreases with the lipophilicity of drug (0.081-0.021 s(-1)). The partition ratio of influx (k(in)) and efflux rate constant (k(out)), k(in)/k(out), increases with increasing pK(a) value of the drug [from 1.72 for antipyrine (pK(a) = 1.45) to 9.76 for propranolol (pK(a) = 9.45)], the differences in k(in/kout) for the different drugs mainly arising from ion trapping in the mitochondria and lysosomes. The value of intrinsic elimination clearance (CLint), permeation clearance (CLpT), and permeability-surface area product (PS) all increase with the lipophilicity of drug [CLint (ml . min(-1) . g(-1) of liver): 10.08-67.41; CLpT (ml . min(-1) . g(-1) of liver): 10.80-5.35; PS (ml . min(-1) . g(-1) of liver): 14.59-90.54]. It is concluded that cationic drug kinetics in the liver can be modeled using models that integrate the presence of cytoplasmic binding, a hepatocyte barrier, and a vascular transit density function.

Studies of solute self-association by sedimentation equilibrium: allowance for effects of thermodynamic non-ideality beyond the consequences of nearest-neighbor interactions

A sedimentation equilibrium study of a-chymotrypsin self-association in acetate-chloride buffer, pH 4.1 I 0.05, has been used to illustrate determination of a dimerization constant under conditions where thermodynamic non-ideality is manifested beyond the consequences of nearest-neighbor interactions. Because the expressions for the experimentally determinable interaction parameters comprise a mixture of equilibrium constant and excluded volume terms, the assignment of reasonable magnitudes to the relevant virial coefficients describing non-associative cluster formation is essential for the evaluation of a reliable estimate of the dimerization constant. Determination of these excluded volume parameters by numerical integration over the potential-of-mean-force is shown to be preferable to their calculation by approximate analytical solutions of the integral for this relatively small enzyme monomer with high net charge (+ 10) under conditions of low ionic strength (0.05 M). (C) 2001 Elsevier Science B.V. All rights reserved.

The equilibrium penetration of monolayers. Is equilibrium really established?

In studying the penetration of water-soluble surfactants into water-insoluble monolayers the main theoretical problem is to find a relationship that would enable the amount of surfactant that has entered the monolayer to be calculated from a set of equilibrium surface pressure-area isotherms. Despite many attempts, no current theory gives satisfactory results when applied to experimental data (Langmuir 14 (1998) 2148). One possible reason is that equilibrium had not been established when the surface pressure-area curves were measured. The three experiments reported here suggest that equilibrium is extremely difficult to establish in such systems when the area is low or the surface pressure is high. The essence of these experiments is to try to reach the same final condition by two different routes. In the first route, the one nearly always used in equilibrium penetration measurements, the surfactant is injected under the expanded monolayer, which is then slowly compressed in steps, with time allowed at each step for a steady surface pressure to be attained. In the second procedure, the monolayer is first compressed to a high surface pressure and the surfactant then injected. A stepped expansion isotherm may then be observed. Surface pressure-area per monolayer molecule isotherms, reflection spectra, and slow neutron reflectivity data all show the same pattern: if the surfactant was allowed to penetrate while the monolayer was in an expanded state, it was not completely removed when the monolayer was compressed; but if the monolayer was in a highly compressed state when exposed to the surfactant little penetration took place until the film was expanded. There thus appear to be very large energy barriers to the ejection of surfactant from a compressed monolayer and to the penetration of surfactant into a compressed monolayer. Although these experiments have some limitations, it now seems likely that at least some of the penetration data used in evaluating the various thermodynamic treatments of equilibrium penetration were not equilibrium data. (C) 2001 Elsevier Science B.V. All rights reserved.

H-1 NMR study of the states of water in equilibrium Poly(HEMA-co-THFMA) hydrogels

The spin-spin relaxation times, T-2, of hydrated samples of poly(hydroxymethyl methacrylate), PHEMA, poly(tetrahydrofurfuryl methacrylate),PTHFMA, and the,corresponding HEMA-THFMA copolymers have been examined to probe the states of,the imbibed water in these polymers. The decay in the transverse magnetization of water. in fully hydrated samples of PHEMA, PTHFMA, and copolymers of HEMA and THFMA was described by a multiexponential function. The short component of T-2 was interpreted as water molecules that were strongly interacting with the polymer chains. The intermediate component of T-2 was assigned to water residing in the porous structure of the samples. The long component of T-2 was believed to arise from water residing in the remnants of cracks formed in the polymer network during water sorption.