27 resultados para Stochastic kinetic equations
em Cochin University of Science
Resumo:
We present a novel approach to computing the orientation moments and rheological properties of a dilute suspension of spheroids in a simple shear flow at arbitrary Peclct number based on a generalised Langevin equation method. This method differs from the diffusion equation method which is commonly used to model similar systems in that the actual equations of motion for the orientations of the individual particles are used in the computations, instead of a solution of the diffusion equation of the system. It also differs from the method of 'Brownian dynamics simulations' in that the equations used for the simulations are deterministic differential equations even in the presence of noise, and not stochastic differential equations as in Brownian dynamics simulations. One advantage of the present approach over the Fokker-Planck equation formalism is that it employs a common strategy that can be applied across a wide range of shear and diffusion parameters. Also, since deterministic differential equations are easier to simulate than stochastic differential equations, the Langevin equation method presented in this work is more efficient and less computationally intensive than Brownian dynamics simulations.We derive the Langevin equations governing the orientations of the particles in the suspension and evolve a procedure for obtaining the equation of motion for any orientation moment. A computational technique is described for simulating the orientation moments dynamically from a set of time-averaged Langevin equations, which can be used to obtain the moments when the governing equations are harder to solve analytically. The results obtained using this method are in good agreement with those available in the literature.The above computational method is also used to investigate the effect of rotational Brownian motion on the rheology of the suspension under the action of an external force field. The force field is assumed to be either constant or periodic. In the case of con- I stant external fields earlier results in the literature are reproduced, while for the case of periodic forcing certain parametric regimes corresponding to weak Brownian diffusion are identified where the rheological parameters evolve chaotically and settle onto a low dimensional attractor. The response of the system to variations in the magnitude and orientation of the force field and strength of diffusion is also analyzed through numerical experiments. It is also demonstrated that the aperiodic behaviour exhibited by the system could not have been picked up by the diffusion equation approach as presently used in the literature.The main contributions of this work include the preparation of the basic framework for applying the Langevin method to standard flow problems, quantification of rotary Brownian effects by using the new method, the paired-moment scheme for computing the moments and its use in solving an otherwise intractable problem especially in the limit of small Brownian motion where the problem becomes singular, and a demonstration of how systems governed by a Fokker-Planck equation can be explored for possible chaotic behaviour.
Resumo:
The thesis deals with analysis of some Stochastic Inventory Models with Pooling/Retrial of Customers.. In the first model we analyze an (s,S) production Inventory system with retrial of customers. Arrival of customers from outside the system form a Poisson process. The inter production times are exponentially distributed with parameter µ. When inventory level reaches zero further arriving demands are sent to the orbit which has capacity M(<∞). Customers, who find the orbit full and inventory level at zero are lost to the system. Demands arising from the orbital customers are exponentially distributed with parameter γ. In the model-II we extend these results to perishable inventory system assuming that the life-time of each item follows exponential with parameter θ. The study deals with an (s,S) production inventory with service times and retrial of unsatisfied customers. Primary demands occur according to a Markovian Arrival Process(MAP). Consider an (s,S)-retrial inventory with service time in which primary demands occur according to a Batch Markovian Arrival Process (BMAP). The inventory is controlled by the (s,S) policy and (s,S) inventory system with service time. Primary demands occur according to Poissson process with parameter λ. The study concentrates two models. In the first model we analyze an (s,S) Inventory system with postponed demands where arrivals of demands form a Poisson process. In the second model, we extend our results to perishable inventory system assuming that the life-time of each item follows exponential distribution with parameter θ. Also it is assumed that when inventory level is zero the arriving demands choose to enter the pool with probability β and with complementary probability (1- β) it is lost for ever. Finally it analyze an (s,S) production inventory system with switching time. A lot of work is reported under the assumption that the switching time is negligible but this is not the case for several real life situation.
Resumo:
The role of thyroid hormones in DNA synthesis and in the activity of Thymidille kinase (TK), a key regulatory enzyme of DNA synthesis was studied in proliferating hepatocytes in vivo. Liver regeneration after partial hepatectomy was used as a model for controlled cell division in rats having different thyroid status - euthyroid, hypothyroid and 3,3',5'-triiodo-L-thyronine (T))-heated hypothyroid. Partial hepatectomy caused a significant elevation of DNA synthesis (p<0.01) in all the three groups compared to their sham-operated counterparts. Hypothyroid liepatectomised animals showed significantly lower (p<0.01) level of DNA synthesis than euthyroid hepatectomised animals. A single subcutaneous close of 1'3 to hypothyroid shamoperated animals resulted in a significant increase (p<0.01) of DNA synthesis in the intact liver. 17tis was comparable to the level of DNA synthesis occurring in regenerating liver of euthyroid animals. In hypothyroid hepatectomised animals, "1'3 showed an additive effect on l)NA synthesis and this group exhibited maximum level of DNA synthesis (p<0.0I ). Studies of the kinetic parameters of TK show that the Michelis-Menten constant, (K111) of TK for thymidine was altered by the thyroid status. K11 increased significantly (p<0.01) in untreated hypothyroid animals when compared to the euthyroid rats. '13 treatment of hypothyroid animals reversed this effect and this group showed the lowest value for K111 (p<0.01). Thus our results indicate that thyroid hormones can influence DNA synthesis during liver regeneration and they may regulate the activity of enzymes such as 17rymidine kinase which are important for DNA synthesis and hence cell division.
Effect Insulin on DNA Synthesis and Kinetic Parameters of Thymidine Kinase During Liver Regenaration
Resumo:
The effect of insulin on cell proliferation in vivo has been studied in hepatectomised streptozotocin- diabetic rats. The extent of cell proliferation in sham and hepatectomized- control, diabetic and insulin treated rats were monitored by determining DNA content and [3H]thymidine incorporation into DNA. The kinetic parameters of thymidine kinase a regulatory enzyme for DNA synthesis was also studied in these groups. The rate of DNA synthesis in liver of streptozotocin -diabetic rats was significantly higher 24 hrs post-hepatectomy compared to control and insulin treated diabetic groups. Kinetic studies of thymidine kinase revealed that there was no change in the Michaelis -Menten constant (Km) whereas maximum velocity (Vmax) was elevated in the diabetic hepatectomized groups compared to control and insulin treated hepatectomized groups. Thus our study elucidates the role of insulin in thymidine kinase activity and DNA synthesis.
Resumo:
The functional basis of diabetes-mellitus to a certain extent, can be elucidated by studying diabetes-induced changes in metabolic enzymes. Malate dehydrogenase (MDH), is an enzyme directly involved in glucose metabolism. The kinetic parameters of MDH and its purified cytosolic isozyme, S-MDH, have been studied in the liver of streptozotocin- diabetic rats; also the potential of the leaf extract of A. marmelose as an was investigated. The Km of the liver enzyme increased significantly, in both crude and purified preparations in the diabetic state when compared to Lhe respective controls. Insulin as well as leaf- •extract treatment of the diabetic rats brought about a reversal of K. values to near normal. Vmax of purified S-MDH was significantly higher in the diabetic state when compared to the control. Insulin and leaf extract treatment did not reverse this change. Since MDH is an important enzyme in glucose metabolism, the variation in its quantitative and qualitative nature may contribute to the pathological status of diabetes. The fact that leaf extract of A. marmelose was found to be as effective as insulin in restoration of blood glucose and body weight to normal levels, the use of A. marmelose as potential hypoglycemic agent is suggested.
Resumo:
Design equations are presented for calculating the resonance frequencies for a compact dual frequency arrow-shaped microstrip antenna. This provides a fast and simple way to predict the resonant frequencies of the antenna. The antenna is also analyzed using the IE3D simulation package. The theoretical predictions are found to be very close to the IE3D results and thus establish the validity of the design formulae
Resumo:
The nature of the diperiodatocuprate(III) (DPC) species present in aqueous alkaline medium has been investigated by a kinetic and mechanistic study on the oxidation of iodide by DPC. The reaction kinetics were studied over the 1.0 ´ 10)3±0.1 mol dm)3 alkali range. The reaction order with respect to DPC, as well as iodide, was found to be unity when [DPC] [I)]. In the 1.0 ´ 10)3±1.0 ´ 10)2 mol dm)3 alkali region, the rate decreased with increase in the alkali concentration and a plot of the pseudo-®rst order rate constant, k versus 1/[OH)] was linear. Above 5.0 ´ 10)2 mol dm)3, a plot of k versus [OH)] was also linear with a non-zero intercept. An increase in ionic strength of the reaction mixtures showed no e ect on k at low alkali concentrations, whereas at high concentrations an increase in ionic strength leads to an increase in k. A plot of 1/k versus [periodate] was linear with an intercept in both alkali ranges. Iodine was found to accelerate the reaction at the three di erent alkali concentrations employed. The observed results indicated the following equilibria for DPC.
Resumo:
This paper presents gamma stochastic volatility models and investigates its distributional and time series properties. The parameter estimators obtained by the method of moments are shown analytically to be consistent and asymptotically normal. The simulation results indicate that the estimators behave well. The insample analysis shows that return models with gamma autoregressive stochastic volatility processes capture the leptokurtic nature of return distributions and the slowly decaying autocorrelation functions of squared stock index returns for the USA and UK. In comparison with GARCH and EGARCH models, the gamma autoregressive model picks up the persistence in volatility for the US and UK index returns but not the volatility persistence for the Canadian and Japanese index returns. The out-of-sample analysis indicates that the gamma autoregressive model has a superior volatility forecasting performance compared to GARCH and EGARCH models.
Resumo:
Department of Statistics, Cochin University of Science and Technology
Resumo:
The title reaction was undertaken to establish the interaction between amantadine and molybdate at physiological pH. Identical FTIR spectra, TG-DTA curves and CHN data of the complexes formed from three solutions at pH 1.5, 7.4 and 8.0 indicate that the same complex was formed at all the three pHs. The FTIR spectrum shows shift in peaks corresponding to primary amino group of the drug due to coordination to molybdate. An octahedral geometry is assigned to the complex. The kinetics of the complexation has been studied at low concentrations of the reactants using UV-visible spectrophotometry. At pH 7.4, the initial rate varies linearly with [molybdate]. A plot of initial rate versus [drug] is linear passing through origin. These results indicate that the drug and molybdate react at pH 7.4 even at low concentrations. At pH 1.5, the rate increases linearly with increase in [drug] but decreases with [molybdate]. The effect of pH and ionic strength on the rate of the reaction has also been studied. A suitable mechanism has been proposed for the reaction. Reaction between the drug and molybdate even at low concentrations and the fact that the amino group of amantadine required to be free for its function as antiviral, is bound to molybdate in the complex suggests that simultaneous administration of the drug and molybdate supplements should be avoided.
Resumo:
This thesis Entitled Stochastic modelling and analysis.This thesis is divided into six chapters including this introductory chapter. In second chapter, we consider an (s,S) inventory model with service, reneging of customers and finite shortage of items.In the third chapter, we consider an (s,S) inventoiy system with retrial of customers. Arrival of customers forms a Poisson process with rate. When the inventory level depletes to s due to demands, an order for replenishment is placed.In Chapter 4, we analyze and compare three (s,S) inventory systems with positive service time and retrial of customers. In all these systems, arrivals of customers form a Poisson process and service times are exponentially distributed. In chapter 5, we analyze and compare three production inventory systems with positive service time and retrial of customers. In all these systems, arrivals of customers form a Poisson process and service times are exponentially distributed.In chapter 6, we consider a PH /PH /l inventory model with reneging of customers and finite shortage of items.
Resumo:
The thesis entitled Analysis of Some Stochastic Models in Inventories and Queues. This thesis is devoted to the study of some stochastic models in Inventories and Queues which are physically realizable, though complex. It contains a detailed analysis of the basic stochastic processes underlying these models. In this thesis, (s,S) inventory systems with nonidentically distributed interarrival demand times and random lead times, state dependent demands, varying ordering levels and perishable commodities with exponential life times have been studied. The queueing system of the type Ek/Ga,b/l with server vacations, service systems with single and batch services, queueing system with phase type arrival and service processes and finite capacity M/G/l queue when server going for vacation after serving a random number of customers are also analysed. The analogy between the queueing systems and inventory systems could be exploited in solving certain models. In vacation models, one important result is the stochastic decomposition property of the system size or waiting time. One can think of extending this to the transient case. In inventory theory, one can extend the present study to the case of multi-item, multi-echelon problems. The study of perishable inventory problem when the commodities have a general life time distribution would be a quite interesting problem. The analogy between the queueing systems and inventory systems could be exploited in solving certain models.
Resumo:
The objective of this thesis is to study the time dependent behaviour of some complex queueing and inventory models. It contains a detailed analysis of the basic stochastic processes underlying these models. In the theory of queues, analysis of time dependent behaviour is an area.very little developed compared to steady state theory. Tine dependence seems certainly worth studying from an application point of view but unfortunately, the analytic difficulties are considerable. Glosod form solutions are complicated even for such simple models as M/M /1. Outside M/>M/1, time dependent solutions have been found only in special cases and involve most often double transforms which provide very little insight into the behaviour of the queueing systems themselves. In inventory theory also There is not much results available giving the time dependent solution of the system size probabilities. Our emphasis is on explicit results free from all types of transforms and the method used may be of special interest to a wide variety of problems having regenerative structure.