A mathematical programming approach to optimal Markovian switching of Poisson arrival streams to queueing systems

Motivated by certain situations in manufacturing systems and communication networks, we look into the problem of maximizing the profit in a queueing system with linear reward and cost structure and having a choice of selecting the streams of Poisson arrivals according to an independent Markov chain. We view the system as a MMPP/GI/1 queue and seek to maximize the profits by optimally choosing the stationary probabilities of the modulating Markov chain. We consider two formulations of the optimization problem. The first one (which we call the PUT problem) seeks to maximize the profit per unit time whereas the second one considers the maximization of the profit per accepted customer (the PAC problem). In each of these formulations, we explore three separate problems. In the first one, the constraints come from bounding the utilization of an infinite capacity server; in the second one the constraints arise from bounding the mean queue length of the same queue; and in the third one the finite capacity of the buffer reflect as a set of constraints. In the problems bounding the utilization factor of the queue, the solutions are given by essentially linear programs, while the problems with mean queue length constraints are linear programs if the service is exponentially distributed. The problems modeling the finite capacity queue are non-convex programs for which global maxima can be found. There is a rich relationship between the solutions of the PUT and PAC problems. In particular, the PUT solutions always make the server work at a utilization factor that is no less than that of the PAC solutions.

Estimating Frequencies of Minority Nevirapine-Resistant Strains in Chronically HIV-1-Infected Individuals Naive to Nevirapine by Using Stochastic Simulations and a Mathematical Model

Nevirapine forms the mainstay of our efforts to curtail the pediatric AIDS epidemic through prevention of mother-to-child transmission of HIV-1. A key limitation, however, is the rapid selection of HIV-1 strains resistant to nevirapine following the administration of a single dose. This rapid selection of resistance suggests that nevirapine-resistant strains preexist in HIV-1 patients and may adversely affect outcomes of treatment. The frequencies of nevirapine-resistant strains in vivo, however, remain poorly estimated, possibly because they exist as a minority below current assay detection limits. Here, we employ stochastic simulations and a mathematical model to estimate the frequencies of strains carrying different combinations of the common nevirapine resistance mutations K103N, V106A, Y181C, Y188C, and G190A in chronically infected HIV-1 patients naive to nevirapine. We estimate the relative fitness of mutant strains from an independent analysis of previous competitive growth assays. We predict that single mutants are likely to preexist in patients at frequencies (similar to 0.01% to 0.001%) near or below current assay detection limits (>0.01%), emphasizing the need for more-sensitive assays. The existence of double mutants is subject to large stochastic variations. Triple and higher mutants are predicted not to exist. Our estimates are robust to variations in the recombination rate, cellular superinfection frequency, and the effective population size. Thus, with 10(7) to 10(8) infected cells in HIV-1 patients, even when undetected, nevirapine-resistant genomes may exist in substantial numbers and compromise efforts to prevent mother-to-child transmission of HIV-1, accelerate the failure of subsequent antiretroviral treatments, and facilitate the transmission of drug resistance.

Mathematical modelling of groundwater pollution in a small heterogeneous aquifer at Kärkölä, southern Finland

Yhteenveto: Kärkölän likaantuneen pohjavesialueen matemaattinen mallinnus

The velocity dispersion of giant molecular clouds. II - Mathematical and numerical refinements

The energy input to giant molecular clouds is recalculated, using the proper linearized equations of motion, including the Coriolis force and allowing for changes in the guiding center. Perturbation theory yields a result in the limit of distant encounters and small initial epicyclic amplitudes. Direct integration of the motion equations allows the strong encounter regime to be studied. The present perturbation theory result differs by a factor of order unity from that of Jog and Ostriker (1988). The result of present numerical integrations for the 2D (planar) velocity dispersion is presented. The accretion rate for a molecular cloud in the Galactic disk is calculated.

A mathematical analysis of nonlinear waves in a fluid filled visco-elastic tube

Our investigations in this paper are centred around the mathematical analysis of a ldquomodal waverdquo problem. We have considered the axisymmetric flow of an inviscid liquid in a thinwalled viscoelastic tube under certain simplifying assumptions. We have first derived the propagation space equations in the long wave limit and also given a general procedure to derive these equations for arbitrary wave length, when the flow is irrotational. We have used the method of operators of multiple scales to derive the nonlinear Schrödinger equation governing the modulation of periodic waves and we have elaborated on the ldquolong modulated wavesrdquo and the ldquomodulated long wavesrdquo. We have also examined the existence and stability of Stokes waves in this system. This is followed by a discussion of the progressive wave solutions of the long wave equations. One of the most important results of our paper is that the propagation space equations are no longer partial differential equations but they are in terms of pseudo-differential operators.Die vorliegenden Untersuchungen beziehen sich auf die mathematische Behandlung des ldquorModalwellenrdquo-Problems. Die achsensymmetrische Strömung einer nichtviskosen Flüssigkeit in einem dünnwandigen viskoelastischen Rohr, unter bestimmten vereinfachenden Annahmen, wird betrachtet. Zuerst werden die Gleichungen des Ausbreitungsraumes im Langwellenbereich abgeleitet und eine allgemeine Methode zur Herleitung dieser Gleichungen für beliebige Wellenlängen bei nichtrotierender Strömung angegeben. Eine Operatorenmethode mit multiplem Maßstab wird verwendet zur Herleitung der nichtlinearen Schrödinger-Gleichung für die Modulation der periodischen Wellen, und die ldquorlangmodulierten Wellenrdquo sowie die ldquormodulierten Langwellenrdquo werden aufgezeigt. Weiters wird die Existenz und die Stabilität der Stokes-Wellen im System untersucht. Anschließend werden die progressiven Wellenlösungen der Langwellengleichungen diskutiert. Eines der wichtigsten Ergebnisse dieser Arbeit ist, daß die Gleichungen des Ausbreitungsraumes keine partiellen Differentialgleichungen mehr sind, sondern Ausdrücke von Pseudo-Differentialoperatoren.

Analytical and simulation studies of a multiprocessor system for high-speed numerical computations

This paper describes the architecture of a multiprocessor system which we call the Broadcast Cube System (BCS) for solving important computation intensive problems such as systems of linear algebraic equations and Partial Differential Equations (PDEs), and highlights its features. Further, this paper presents an analytical performance study of the BCS, and it describes the main details of the design and implementation of the simulator for the BCS.

Turbulent flow computations on a hybrid cartesian point distribution using meshless solver LSFD-U

This paper may be considered as a sequel to one of our earlier works pertaining to the development of an upwind algorithm for meshless solvers. While the earlier work dealt with the development of an inviscid solution procedure, the present work focuses on its extension to viscous flows. A robust viscous discretization strategy is chosen based on positivity of a discrete Laplacian. This work projects meshless solver as a viable cartesian grid methodology. The point distribution required for the meshless solver is obtained from a hybrid cartesian gridding strategy. Particularly considering the importance of an hybrid cartesian mesh for RANS computations, the difficulties encountered in a conventional least squares based discretization strategy are highlighted. In this context, importance of discretization strategies which exploit the local structure in the grid is presented, along with a suitable point sorting strategy. Of particular interest is the proposed discretization strategies (both inviscid and viscous) within the structured grid block; a rotated update for the inviscid part and a Green-Gauss procedure based positive update for the viscous part. Both these procedures conveniently avoid the ill-conditioning associated with a conventional least squares procedure in the critical region of structured grid block. The robustness and accuracy of such a strategy is demonstrated on a number of standard test cases including a case of a multi-element airfoil. The computational efficiency of the proposed meshless solver is also demonstrated. (C) 2010 Elsevier Ltd. All rights reserved.

Modelling and analysis of the variance in parallelism in parallel computations

In this paper, we introduce an analytical technique based on queueing networks and Petri nets for making a performance analysis of dataflow computations when executed on the Manchester machine. This technique is also applicable for the analysis of parallel computations on multiprocessors. We characterize the parallelism in dataflow computations through a four-parameter characterization, namely, the minimum parallelism, the maximum parallelism, the average parallelism and the variance in parallelism. We observe through detailed investigation of our analytical models that the average parallelism is a good characterization of the dataflow computations only as long as the variance in parallelism is small. However, significant difference in performance measures will result when the variance in parallelism is comparable to or higher than the average parallelism.

Scroll-Wave Dynamics in Human Cardiac Tissue: Lessons from a Mathematical Model with Inhomogeneities and Fiber Architecture

Cardiac arrhythmias, such as ventricular tachycardia (VT) and ventricular fibrillation (VF), are among the leading causes of death in the industrialized world. These are associated with the formation of spiral and scroll waves of electrical activation in cardiac tissue; single spiral and scroll waves are believed to be associated with VT whereas their turbulent analogs are associated with VF. Thus, the study of these waves is an important biophysical problem. We present a systematic study of the combined effects of muscle-fiber rotation and inhomogeneities on scroll-wave dynamics in the TNNP (ten Tusscher Noble Noble Panfilov) model for human cardiac tissue. In particular, we use the three-dimensional TNNP model with fiber rotation and consider both conduction and ionic inhomogeneities. We find that, in addition to displaying a sensitive dependence on the positions, sizes, and types of inhomogeneities, scroll-wave dynamics also depends delicately upon the degree of fiber rotation. We find that the tendency of scroll waves to anchor to cylindrical conduction inhomogeneities increases with the radius of the inhomogeneity. Furthermore, the filament of the scroll wave can exhibit drift or meandering, transmural bending, twisting, and break-up. If the scroll-wave filament exhibits weak meandering, then there is a fine balance between the anchoring of this wave at the inhomogeneity and a disruption of wave-pinning by fiber rotation. If this filament displays strong meandering, then again the anchoring is suppressed by fiber rotation; also, the scroll wave can be eliminated from most of the layers only to be regenerated by a seed wave. Ionic inhomogeneities can also lead to an anchoring of the scroll wave; scroll waves can now enter the region inside an ionic inhomogeneity and can display a coexistence of spatiotemporal chaos and quasi-periodic behavior in different parts of the simulation domain. We discuss the experimental implications of our study.

Investigation of the characteristics of an SF6 rotating arc by a mathematical model

A mathematical model has been developed for predicting the performance of rotating arcs in SF6 gas by considering the energy balance and force balance equations. The finite difference technique has been adopted for the computer simulation of the arc characteristics. This method helps in considering the spatial variation of the transport and radiative properties of the arc. All the three heat loss mechanisms-conduction, convection, and radiation-have been considered. Results obtained over a 10 ms (half cycle of 50 Hz wave) current flow period for 1.4 kA (peak) and 4.2 kA (peak), show that the proposed arc model gives the expected behavior of the arc over the range of currents studied.

Mathematical modelling of neurons and neural networks

The basic concepts and techniques involved in the development and analysis of mathematical models for individual neurons and networks of neurons are reviewed. Some of the interesting results obtained from recent work in this field are described. The current status of research in this field in India is discussed

Mathematical modelling of divided blast cupola

A pseudo 2-D mathematical model has been developed to simulate a cupola with one row and two rows of tuyere. The simulation results predicted higher spout temperature and combustion ratio for cupola with two rows of tuyere compared to that with one row. Further, the model has been used to study the effect of the distance of separation between the two rows of tuyere on cupola performance. The computed results shows that the spout temperature increases with tuyere level separation and attains the maximum at an optimum distance of separation between two rows of tuyere. Above the optimum, the spout temperature starts decreasing. The exit gas temperature and combustion ratio increases monotonously with the increase in tuyere level separation. These results agree well with the reported experimental observations. The mechanism behind the improved cupola performance with two rows of tuyere has been deduced from the computed temperature and composition profiles inside the cupola.