5 resultados para parameter driven model
em Cochin University of Science
Resumo:
This thesis is devoted to the study of some stochastic models in inventories. An inventory system is a facility at which items of materials are stocked. In order to promote smooth and efficient running of business, and to provide adequate service to the customers, an inventory materials is essential for any enterprise. When uncertainty is present, inventories are used as a protection against risk of stock out. It is advantageous to procure the item before it is needed at a lower marginal cost. Again, by bulk purchasing, the advantage of price discounts can be availed. All these contribute to the formation of inventory. Maintaining inventories is a major expenditure for any organization. For each inventory, the fundamental question is how much new stock should be ordered and when should the orders are replaced. In the present study, considered several models for single and two commodity stochastic inventory problems. The thesis discusses two models. In the first model, examined the case in which the time elapsed between two consecutive demand points are independent and identically distributed with common distribution function F(.) with mean (assumed finite) and in which demand magnitude depends only on the time elapsed since the previous demand epoch. The time between disasters has an exponential distribution with parameter . In Model II, the inter arrival time of disasters have general distribution (F.) with mean ( ) and the quantity destructed depends on the time elapsed between disasters. Demands form compound poison processes with inter arrival times of demands having mean 1/. It deals with linearly correlated bulk demand two
Commodity inventory problem, where each arrival demands a random number of items of each commodity C1 and C2, the maximum quantity demanded being a (< S1) and b(
Resumo:
Nonlinear dynamics has emerged into a prominent area of research in the past few Decades.Turbulence, Pattern formation,Multistability etc are some of the important areas of research in nonlinear dynamics apart from the study of chaos.Chaos refers to the complex evolution of a deterministic system, which is highly sensitive to initial conditions. The study of chaos theory started in the modern sense with the investigations of Edward Lorentz in mid 60's. Later developments in this subject provided systematic development of chaos theory as a science of deterministic but complex and unpredictable dynamical systems. This thesis deals with the effect of random fluctuations with its associated characteristic timescales on chaos and synchronization. Here we introduce the concept of noise, and two familiar types of noise are discussed. The classifications and representation of white and colored noise are introduced. Based on this we introduce the concept of randomness that we deal with as a variant of the familiar concept of noise. The dynamical systems introduced are the Rossler system, directly modulated semiconductor lasers and the Harmonic oscillator. The directly modulated semiconductor laser being not a much familiar dynamical system, we have included a detailed introduction to its relevance in Chaotic encryption based cryptography in communication. We show that the effect of a fluctuating parameter mismatch on synchronization is to destroy the synchronization. Further we show that the relation between synchronization error and timescales can be found empirically but there are also cases where this is not possible. Studies show that under the variation of the parameters, the system becomes chaotic, which appears to be the period doubling route to chaos.
Resumo:
In this article it is proved that the stationary Markov sequences generated by minification models are ergodic and uniformly mixing. These results are used to establish the optimal properties of estimators for the parameters in the model. The problem of estimating the parameters in the exponential minification model is discussed in detail.
Resumo:
The main goal of this thesis is to study the dynamics of Josephson junction system in the presence of an external rf-biasing.A system of two chaotically synchronized Josephson junction is studied.The change in the dynamics of the system in the presence of at phase difference between the applied fields is considered. Control of chaos is very important from an application point of view. The role Of phase difference in controlling chaos is discussed.An array of three Josephson junctions iS studied for the effect of phase difference on chaos and synchronization and the argument is extended for a system of N Josephson junctions. In the presence of a phase difference between the external fields, the system exhibits periodic behavior with a definite phase relationship between all the three junctions.Itdeals with an array of three Josephson junctions with a time delay in the coupling term. It is observed that only the outer systems synchronize while the middle system remain uncorrelated with t-he other two. The effect of phase difference between the applied fields and time-delay on system dynamics and synchronization is also studied. We study the influence of an applied ac biasing on a serniannular Josephson junction. It is found the magnetic field along with the biasing induces creation and annihilation of fluxons in the junction. The I-V characteristics of the junction is studied by considering the surface loss term also in the model equation. The system is found to exhibit chaotic behavior in the presence of ac biasing.
Resumo:
We consider an array of N Josephson junctions connected in parallel and explore the condition for chaotic synchronization. It is found that the outer junctions can be synchronized while they remain uncorrelated to the inner ones when an external biasing is applied. The stability of the solution is found out for the outer junctions in the synchronization manifold. Symmetry considerations lead to a situation wherein the inner junctions can synchronize for certain values of the parameter. In the presence of a phase difference between the applied fields, all the junctions exhibit phase synchronization. It is also found that chaotic motion changes to periodic in the presence of phase differences.