Queueing Theory And Other Applications Of Stochastic Processes Queueing And Inventory Models With Rest Periods

In this thesis we study the effect of rest periods in queueing systems without exhaustive service and inventory systems with rest to the server. Most of the works in the vacation models deal with exhaustive service. Recently some results have appeared for the systems without exhaustive service.

Probability Theory. Stochastic Processes And Their Applications Probabilistic Analysis Of Some Queueing And Inventory Models

In this thesis we attempt to make a probabilistic analysis of some physically realizable, though complex, storage and queueing models. It is essentially a mathematical study of the stochastic processes underlying these models. Our aim is to have an improved understanding of the behaviour of such models, that may widen their applicability. Different inventory systems with randon1 lead times, vacation to the server, bulk demands, varying ordering levels, etc. are considered. Also we study some finite and infinite capacity queueing systems with bulk service and vacation to the server and obtain the transient solution in certain cases. Each chapter in the thesis is provided with self introduction and some important references

Analysis of Some Stochastic Inventory Models with Pooling/ Retrial of Customers

In this thesis we have presented several inventory models of utility. Of these inventory with retrial of unsatisfied demands and inventory with postponed work are quite recently introduced concepts, the latt~~ being introduced for the first time. Inventory with service time is relatively new with a handful of research work reported. The di lficuity encoLlntered in inventory with service, unlike the queueing process, is that even the simplest case needs a 2-dimensional process for its description. Only in certain specific cases we can introduce generating function • to solve for the system state distribution. However numerical procedures can be developed for solving these problem.

Option pricing in market models driven by telegraph processes with jumps

Esta tesis está dividida en dos partes: en la primera parte se presentan y estudian los procesos telegráficos, los procesos de Poisson con compensador telegráfico y los procesos telegráficos con saltos. El estudio presentado en esta primera parte incluye el cálculo de las distribuciones de cada proceso, las medias y varianzas, así como las funciones generadoras de momentos entre otras propiedades. Utilizando estas propiedades en la segunda parte se estudian los modelos de valoración de opciones basados en procesos telegráficos con saltos. En esta parte se da una descripción de cómo calcular las medidas neutrales al riesgo, se encuentra la condición de no arbitraje en este tipo de modelos y por último se calcula el precio de las opciones Europeas de compra y venta.

The role of Wnt signalling in the development of somites and neural crest

The Wnt family of secreted signalling molecules controls a wide range of developmental processes in all metazoans. In this investigation we concentrate on the role that members of this family play during the development of (1) the somites and (2) the neural crest. (3) We also isolate a novel component of the Wnt signalling pathway called Naked cuticle and investigate the role that this protein may play in both of the previously mentioned developmental processes. (1) In higher vertebrates the paraxial mesoderm undergoes a mesenchymal-to-epithelial transformation to form segmentally organised structures called somites. Experiments have shown that signals originating from the ectoderm overlying the somites or from midline structures are required for the formation of the somites, but their identity has yet to be determined. Wnt6 is a good candidate as a somite epithelialisation factor from the ectoderm since it is expressed in this tissue. In this study we show that injection of Wnt6-producing cells beneath the ectoderm at the level of the segmental plate or lateral to the segmental plate leads to the formation of numerous small epithelial somites. We show that Wnts are indeed responsible for the epithelialisation of somites by applying Wnt antagonists which result in the segmental plate being unable to form somites. These results show that Wnt6, the only member of this family to be localised to the chick paraxial ectoderm, is able to regulate the development of epithelial somites and that cellular organisation is pivotal in the execution of the differentiation programmes. (2) The neural crest is a population of multipotent progenitor cells that arise from the neural ectoderm in all vertebrate embryos and form a multitude of derivatives including the peripheral sensory neurons, the enteric nervous system, Schwann cells, pigment cells and parts of the craniofacial skeleton. The induction of the neural crest relies on an ectodermally derived signal, but the identity of the molecule performing this role in amniotes is not known. Here we show that Wnt6, a protein expressed in the ectoderm, induces neural crest production. (3) The intracellular response to Wnt signalling depends on the choice of signalling cascade activated in the responding cell. Cells can activate either the canonical pathway that modulates gene expression to control cellular differentiation and proliferation, or the non-canonical pathway that controls cell polarity and movement (Pandur et al. 2002b). Recent work has identified the protein Naked cuticle as an intracellular switch promoting the non-canonical pathway at the expense of the canonical pathway. We have cloned chick Naked cuticle-1 (cNkd1) and demonstrate that it is expressed in a dynamic manner during early embryogenesis. We show that it is expressed in the somites and in particular regions where cells are undergoing movement. Lastly our study shows that the expression of cNkd1 is regulated by Wnt expression originating from the neural tube. This study provides evidence that non-canonical Wnt signalling plays a part in somite development.

Platelet adhesion signalling and the regulation of thrombus formation

Platelets perform a central role in haemostasis and thrombosis. They adhere to subendothelial collagens exposed at sites of blood vessel injury via the glycoprotein (GP) 1b-V-IX receptor complex, GPV1 and integrin alpha(2)beta(1)-These receptors perform distinct functions in the regulation of cell signalling involving non-receptor tyrosine kinases (e.g. Src, Fyn, Lyn, Syk and Btk), adaptor proteins, phospholipase C and lipid kinases such as phosphoinositide 3-kinase. They are also coupled to an increase in cytosolic calcium levels and protein kinase C activation, leading to the secretion of paracrine/autocrine platelet factors and an increase in integrin receptor affinities. Through the binding of plasma fibrinogen and von Willebrand Factor to integrin alphaIIbbeta(3), a platelet thrombus is formed. Although increasing evidence indicates that each of the adhesion receptors GPIb-V-IX and GPV1 and integrins alpha(2)beta(1) and alpha(IIb)beta(3) contribute to the signalling that regulates this process, the individual roles of each are only beginning to be dissected. By contrast, adhesion receptor signalling through platelet endothelial cell adhesion molecule 1 (PECAM-1) is implicated in the inhibition of platelet function and thrombus formation in the healthy circulation. Recent studies indicate that understanding of platelet adhesion signalling mechanisms might enable the development of new strategies to treat and prevent thrombosis.

Kinetic models as a route to control acrylamide formation in food

Reports that heat processing of foods induces the formation of acrylamide heightened interest in the chemistry, biochemistry, and safety of this compound. Acrylamide-induced neurotoxicity, reproductive toxicity, genotoxicity, and carcinogenicity are potential human health risks based on animal studies. Because exposure of humans to acrylamide can come from both external sources and the diet, there exists a need to develop a better understanding of its formation and distribution in food and its role in human health. To contribute to this effort, experts from eight countries have presented data on the chemistry, analysis, metabolism, pharmacology, and toxicology of acrylamide. Specifically covered are the following aspects: exposure from the environment and the diet; biomarkers of exposure; risk assessment; epidemiology; mechanism of formation in food; biological alkylation of amino acids, peptides, proteins, and DNA by acrylamide and its epoxide metabolite glycidamide; neurotoxicity, reproductive toxicity, and carcinogenicity; protection against adverse effects; and possible approaches to reducing levels in food. Cross-fertilization of ideas among several disciplines in which an interest in acrylamide has developed, including food science, pharmacology, toxicology, and medicine, will provide a better understanding of the chemistry and biology of acrylamide in food, and can lead to the development of food processes to decrease the acrylamide content of the diet.

Modeling entangled dynamics: comparison between stochastic single-chain and multichain models

To test the effectiveness of stochastic single-chain models in describing the dynamics of entangled polymers, we systematically compare one such model; the slip-spring model; to a multichain model solved using stochastic molecular dynamics(MD) simulations (the Kremer-Grest model). The comparison involves investigating if the single-chain model can adequately describe both a microscopic dynamical and a macroscopic rheological quantity for a range of chain lengths. Choosing a particular chain length in the slip-spring model, the parameter values that best reproduce the mean-square displacement of a group of monomers is determined by fitting toMDdata. Using the same set of parameters we then test if the predictions of the mean-square displacements for other chain lengths agree with the MD calculations. We followed this by a comparison of the time dependent stress relaxation moduli obtained from the two models for a range of chain lengths. After identifying a limitation of the original slip-spring model in describing the static structure of the polymer chain as seen in MD, we remedy this by introducing a pairwise repulsive potential between the monomers in the chains. Poor agreement of the mean-square monomer displacements at short times can be rectified by the use of generalized Langevin equations for the dynamics and resulted in significantly improved agreement.

Stress field control of eruption dynamics at a rift volcano: Nyamuragira, D.R.Congo

Using the record of 30 flank eruptions over the last 110 years at Nyamuragira, we have tested the relationship between the eruption dynamics and the local stress field. There are two groups of eruptions based on their duration (< 80days >) that are also clustered in space and time. We find that the eruptions fed by dykes parallel to the East African Rift Valley have longer durations (and larger volumes) than those eruptions fed by dykes with other orientations. This is compatible with a model for compressible magma transported through an elastic-walled dyke in a differential stress field from an over-pressured reservoir (Woods et al., 2006). The observed pattern of eruptive fissures is consistent with a local stress field modified by a northwest-trending, right lateral slip fault that is part of the northern transfer zone of the Kivu Basin rift segment. We have also re-tested with new data the stochastic eruption models for Nyamuragira of Burt et al. (1994). The time-predictable, pressure-threshold model remains the best fit and is consistent with the typically observed declining rate of sulphur dioxide emission during the first few days of eruption with lava emission from a depressurising, closed, crustal reservoir. The 2.4-fold increase in long-term eruption rate that occurred after 1977 is confirmed in the new analysis. Since that change, the record has been dominated by short-duration eruptions fed by dykes perpendicular to the Rift. We suggest that the intrusion of a major dyke during the 1977 volcano-tectonic event at neighbouring Nyiragongo volcano inhibited subsequent dyke formation on the southern flanks of Nyamuragira and this may also have resulted in more dykes reaching the surface elsewhere. Thus that sudden change in output was a result of a changed stress field that forced more of the deep magma supply to the surface. Another volcano-tectonic event in 2002 may also have changed the magma output rate at Nyamuragira.

The dependence of contrail formation on the weather pattern and altitude in the North Atlantic

Aircraft flying through cold ice-supersaturated air produce persistent contrails which contribute to the climate impact of aviation. Here, we demonstrate the importance of the weather situation, together with the route and altitude of the aircraft through this, on estimating contrail coverage. The results have implications for determining the climate impact of contrails as well as potential mitigation strategies. Twenty-one years of re-analysis data are used to produce a climatological assessment of conditions favorable for persistent contrail formation between 200 and 300 hPa over the north Atlantic in winter. The seasonal-mean frequency of cold ice-supersaturated regions is highest near 300 hPa, and decreases with altitude. The frequency of occurrence of ice-supersaturated regions varies with large-scale weather pattern; the most common locations are over Greenland, on the southern side of the jet stream and around the northern edge of high pressure ridges. Assuming aircraft take a great circle route, as opposed to a more realistic time-optimal route, is likely to lead to an error in the estimated contrail coverage, which can exceed 50% for westbound north Atlantic flights. The probability of contrail formation can increase or decrease with height, depending on the weather pattern, indicating that the generic suggestion that flying higher leads to fewer contrails is not robust.

On a stochastic Trotter formula with application to spontaneous localization models

We consider the relation between so called continuous localization models—i.e. non-linear stochastic Schrödinger evolutions—and the discrete GRW-model of wave function collapse. The former can be understood as scaling limit of the GRW process. The proof relies on a stochastic Trotter formula, which is of interest in its own right. Our Trotter formula also allows to complement results on existence theory of stochastic Schrödinger evolutions by Holevo and Mora/Rebolledo.

The AeroCom evaluation and intercomparison of organic aerosol in global models

This paper evaluates the current status of global modeling of the organic aerosol (OA) in the troposphere and analyzes the differences between models as well as between models and observations. Thirty-one global chemistry transport models (CTMs) and general circulation models (GCMs) have participated in this intercomparison, in the framework of AeroCom phase II. The simulation of OA varies greatly between models in terms of the magnitude of primary emissions, secondary OA (SOA) formation, the number of OA species used (2 to 62), the complexity of OA parameterizations (gas-particle partitioning, chemical aging, multiphase chemistry, aerosol microphysics), and the OA physical, chemical and optical properties. The diversity of the global OA simulation results has increased since earlier AeroCom experiments, mainly due to the increasing complexity of the SOA parameterization in models, and the implementation of new, highly uncertain, OA sources. Diversity of over one order of magnitude exists in the modeled vertical distribution of OA concentrations that deserves a dedicated future study. Furthermore, although the OA / OC ratio depends on OA sources and atmospheric processing, and is important for model evaluation against OA and OC observations, it is resolved only by a few global models. The median global primary OA (POA) source strength is 56 Tg a−1 (range 34–144 Tg a−1) and the median SOA source strength (natural and anthropogenic) is 19 Tg a−1 (range 13–121 Tg a−1). Among the models that take into account the semi-volatile SOA nature, the median source is calculated to be 51 Tg a−1 (range 16–121 Tg a−1), much larger than the median value of the models that calculate SOA in a more simplistic way (19 Tg a−1; range 13–20 Tg a−1, with one model at 37 Tg a−1). The median atmospheric burden of OA is 1.4 Tg (24 models in the range of 0.6–2.0 Tg and 4 between 2.0 and 3.8 Tg), with a median OA lifetime of 5.4 days (range 3.8–9.6 days). In models that reported both OA and sulfate burdens, the median value of the OA/sulfate burden ratio is calculated to be 0.77; 13 models calculate a ratio lower than 1, and 9 models higher than 1. For 26 models that reported OA deposition fluxes, the median wet removal is 70 Tg a−1 (range 28–209 Tg a−1), which is on average 85% of the total OA deposition. Fine aerosol organic carbon (OC) and OA observations from continuous monitoring networks and individual field campaigns have been used for model evaluation. At urban locations, the model–observation comparison indicates missing knowledge on anthropogenic OA sources, both strength and seasonality. The combined model–measurements analysis suggests the existence of increased OA levels during summer due to biogenic SOA formation over large areas of the USA that can be of the same order of magnitude as the POA, even at urban locations, and contribute to the measured urban seasonal pattern. Global models are able to simulate the high secondary character of OA observed in the atmosphere as a result of SOA formation and POA aging, although the amount of OA present in the atmosphere remains largely underestimated, with a mean normalized bias (MNB) equal to −0.62 (−0.51) based on the comparison against OC (OA) urban data of all models at the surface, −0.15 (+0.51) when compared with remote measurements, and −0.30 for marine locations with OC data. The mean temporal correlations across all stations are low when compared with OC (OA) measurements: 0.47 (0.52) for urban stations, 0.39 (0.37) for remote stations, and 0.25 for marine stations with OC data. The combination of high (negative) MNB and higher correlation at urban stations when compared with the low MNB and lower correlation at remote sites suggests that knowledge about the processes that govern aerosol processing, transport and removal, on top of their sources, is important at the remote stations. There is no clear change in model skill with increasing model complexity with regard to OC or OA mass concentration. However, the complexity is needed in models in order to distinguish between anthropogenic and natural OA as needed for climate mitigation, and to calculate the impact of OA on climate accurately.

Models agree on forced response pattern of precipitation and temperature extremes

Model projections of heavy precipitation and temperature extremes include large uncertainties. We demonstrate that the disagreement between individual simulations primarily arises from internal variability, whereas models agree remarkably well on the forced signal, the change in the absence of internal variability. Agreement is high on the spatial pattern of the forced heavy precipitation response showing an intensification over most land regions, in particular Eurasia and North America. The forced response of heavy precipitation is even more robust than that of annual mean precipitation. Likewise, models agree on the forced response pattern of hot extremes showing the greatest intensification over midlatitudinal land regions. Thus, confidence in the forced changes of temperature and precipitation extremes in response to a certain warming is high. Although in reality internal variability will be superimposed on that pattern, it is the forced response that determines the changes in temperature and precipitation extremes in a risk perspective.