A fast cross-entropy method for estimating buffer overflows in queuing networks

In this paper, we propose a fast adaptive importance sampling method for the efficient simulation of buffer overflow probabilities in queueing networks. The method comprises three stages. First, we estimate the minimum cross-entropy tilting parameter for a small buffer level; next, we use this as a starting value for the estimation of the optimal tilting parameter for the actual (large) buffer level. Finally, the tilting parameter just found is used to estimate the overflow probability of interest. We study various properties of the method in more detail for the M/M/1 queue and conjecture that similar properties also hold for quite general queueing networks. Numerical results support this conjecture and demonstrate the high efficiency of the proposed algorithm.

The collision branching process

We consider a branching model, which we call the collision branching process (CBP), that accounts for the effect of collisions, or interactions, between particles or individuals. We establish that there is a unique CBP, and derive necessary and sufficient conditions for it to be nonexplosive. We review results on extinction probabilities, and obtain explicit expressions for the probability of explosion and the expected hitting times. The upwardly skip-free case is studied in some detail.

The determination of the design strength of granite used as external cladding for buildings

This chapter is concerned with acquisition and analysis of test data for determining whether or not the flexural strength of granite cladding under extreme conditions is adequate to assure that reliability requirements are satisfied.

Review of recent results on excursion set models

Many images consist of two or more 'phases', where a phase is a collection of homogeneous zones. For example, the phases may represent the presence of different sulphides in an ore sample. Frequently, these phases exhibit very little structure, though all connected components of a given phase may be similar in some sense. As a consequence, random set models are commonly used to model such images. The Boolean model and models derived from the Boolean model are often chosen. An alternative approach to modelling such images is to use the excursion sets of random fields to model each phase. In this paper, the properties of excursion sets will be firstly discussed in terms of modelling binary images. Ways of extending these models to multi-phase images will then be explored. A desirable feature of any model is to be able to fit it to data reasonably well. Different methods for fitting random set models based on excursion sets will be presented and some of the difficulties with these methods will be discussed.

Air Bubble Entrainment in Hydraulic Jumps: Physical Modelling and Scale Effects

A hydraulic jump is characterised by strong energy dissipation and air entrainment. In the present study, new air-water flow measurements were performed in hydraulic jumps with partially-developed flow conditions in relatively large-size facilities with phase-detection probes. The experiments were conducted with identical Froude numbers, but a range of Reynolds numbers and relative channel widths. The results showed drastic scale effects at small Reynolds numbers in terms of void fraction and bubble count rate distributions. The void fraction distributions implied comparatively greater detrainment at low Reynolds numbers leading to a lesser overall aeration of the jump roller, while dimensionless bubble count rates were drastically lower especially in the mixing layer. The experimental results suggested also that the relative channel width had little effect on the air-water flow properties for identical inflow Froude and Reynolds numbers.

Modelling fungal growth on surfaces

Fungal growth in time and space at the substrate surface was modelled for a simple system mimicking solid-state fermentation, using a polycarbonate Nucleopore membrane laid over a glucose solution. Biomass production depends on both tip density and the diffusion of glucose within the fungal hyphae. The model predicts early increases in both height and concentration, followed by a period in which the biomass profile moves with a constant wavefront. The rate of increase in height increases as tip diffusivity increases or as the Monod saturation constant for glucose decreases.

Cost functions and duality for stochastic technologies

Cost functions dual to stochastic production technologies are derived and their properties are discussed. These cost functions are shown to be consistent with expected-utility maximization without placing serious structural restrictions on the underlying technology.

Erosion/productivity modelling of maize farming in the Philippine uplands part II: Simulation of alternative farming methods

A version of the Agricultural Production Systems Simulator (APSIM) capable of simulating the key agronomic aspects of intercropping maize between legume shrub hedgerows was described and parameterised in the first paper of this series (Nelson et al., this issue). In this paper, APSIM is used to simulate maize yields and soil erosion from traditional open-field farming and hedgerow intercropping in the Philippine uplands. Two variants of open-field farming were simulated using APSIM, continuous and fallow, for comparison with intercropping maize between leguminous shrub hedgerows. Continuous open-field maize farming was predicted to be unsustainable in the long term, while fallow open-field farming was predicted to slow productivity decline by spreading the effect of erosion over a larger cropping area. Hedgerow intercropping was predicted to reduce erosion by maintaining soil surface cover during periods of intense rainfall, contributing to sustainable production of maize in the long term. In the third paper in this series, Nelson et al. (this issue) use cost-benefit analysis to compare the economic viability of hedgerow intercropping relative to traditional open-field farming of maize in relatively inaccessible upland areas. (C) 1998 Elsevier Science Ltd. All rights reserved.

Erosion/productivity modelling of maize farming in the Philippine uplands part III: Economic analysis of alternative farming methods

Two previous papers in this series (Nelson et al., this issue) described the use of the Agricultural Production Systems Simulator (APSIM) to simulate the effect of erosion on maize yields from open-field farming and hedgerow intercropping in the Philippine uplands. In this paper, maize yields simulated with APSIM are used to compare the economic viability of intercropping maize between leguminous shrub hedgerows with that of continuous and fallow open-field farming of maize. The analysis focuses on the economic incentives of upland farmers to adopt hedgerow intercropping, discussing farmers' planning horizons, access to credit and security of land tenure, as well as maize pricing in the Philippines. Insecure land tenure has limited the planning horizons of upland farmers, and high establishment costs reduce the economic viability of hedgerow intercropping relative to continuous and fallow open-field farming in the short term, In the long term, high discount rates and share-tenancy arrangements in which landlords do not contribute to establishment costs reduce the economic viability of hedgerow intercropping relative to fallow open-field farming, (C) 1998 Elsevier Science Ltd. All rights reserved.

Finite element modelling of temperature gradient driven rock alteration and mineralization in porous rock masses

We present finite element simulations of temperature gradient driven rock alteration and mineralization in fluid saturated porous rock masses. In particular, we explore the significance of production/annihilation terms in the mass balance equations and the dependence of the spatial patterns of rock alteration upon the ratio of the roll over time of large scale convection cells to the relaxation time of the chemical reactions. Special concepts such as the gradient reaction criterion or rock alteration index (RAI) are discussed in light of the present, more general theory. In order to validate the finite element simulation, we derive an analytical solution for the rock alteration index of a benchmark problem on a two-dimensional rectangular domain. Since the geometry and boundary conditions of the benchmark problem can be easily and exactly modelled, the analytical solution is also useful for validating other numerical methods, such as the finite difference method and the boundary element method, when they are used to dear with this kind of problem. Finally, the potential of the theory is illustrated by means of finite element studies related to coupled flow problems in materially homogeneous and inhomogeneous porous rock masses. (C) 1998 Elsevier Science S.A. All rights reserved.

Modelling dispersal behaviour on a fractal landscape

We use a spatially explicit population model to explore the population consequences of different habitat selection mechanisms on landscapes with fractal variation in habitat quality. We consider dispersal strategies ranging from random walks to perfect habitat selectors for two species of arboreal marsupial, the greater glider (Petauroides volans) and the mountain brushtail possum (Trichosurus caninus). In this model increasing habitat selection means individuals obtain higher quality territories, but experience increased mortality during dispersal. The net effect is that population sizes are smaller when individuals actively select habitat. We find positive relationships between habitat quality and population size can occur when individuals do not use information about the entire landscape when habitat quality is spatially autocorrelated. We also find that individual behaviour can mitigate the negative effects of spatial variation on population average survival and fecundity. (C) 1998 Elsevier Science Ltd. All rights reserved.