925 resultados para Stochastic processes - Computer simulation
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Both structural and dynamical properties of 7Li at 470 and 843 K are studied by molecular dynamics simulation and the results are comapred with the available experimental data. Two effective interatomic potentials are used, i.e., a potential derived from the Ashcroft pseudopotential [Phys. Lett. 23, 48 (1966)] and a recently proposed potential deduced from the neutral pseudoatom method [J. Phys.: Condens. Matter 5, 4283 (1993)]. Although the shape of the two potential functions is very different, the majority of the properties calculated from them are very similar. The differences among the results using the two interaction models are carefully discussed.
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Self- and cross-velocity correlation functions and related transport coefficients of molten salts are studied by molecular-dynamics simulation. Six representative systems are considered, i.e., NaCl and KCl alkali halides, CuCl and CuBr noble-metal halides, and SrCl2 and ZnCl2 divalent metal-ion halides. Computer simulation results are compared with experimental self-diffusion coefficients and electrical conductivities. Special attention is paid to dynamic cross correlations and their dependence on the Coulomb interactions as well as on the size and mass differences between anions and cations.
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We present a computer-simulation study of the effect of the distribution of energy barriers in an anisotropic magnetic system on the relaxation behavior of the magnetization. While the relaxation law for the magnetization can be approximated in all cases by a time logarithmic decay, the law for the dependence of the magnetic viscosity with temperature is found to be quite sensitive to the shape of the distribution of barriers. The low-temperature region for the magnetic viscosity never extrapolates to a positive no-null value. Moreover our computer simulation results agree reasonably well with some recent relaxation experiments on highly anisotropic single-domain particles.
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Monte Carlo (MC) simulations have been used to study the structure of an intermediate thermal phase of poly(R-octadecyl ç,D-glutamate). This is a comblike poly(ç-peptide) able to adopt a biphasic structure that has been described as a layered arrangement of backbone helical rods immersed in a paraffinic pool of polymethylene side chains. Simulations were performed at two different temperatures (348 and 363 K), both of them above the melting point of the paraffinic phase, using the configurational bias MC algorithm. Results indicate that layers are constituted by a side-by-side packing of 17/5 helices. The organization of the interlayer paraffinic region is described in atomistic terms by examining the torsional angles and the end-to-end distances for the octadecyl side chains. Comparison with previously reported comblike poly(â-peptide)s revealed significant differences in the organization of the alkyl side chains.
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Different axioms underlie efficient market theory and Keynes's liquidity preference theory. Efficient market theory assumes the ergodic axiom. Consequently, today's decision makers can calculate with actuarial precision the future value of all possible outcomes resulting from today's decisions. Since in an efficient market world decision makers "know" their intertemporal budget constraints, decision makers never default on a loan, i.e., systemic defaults, insolvencies, and bankruptcies are impossible. Keynes liquidity preference theory rejects the ergodic axiom. The future is ontologically uncertain. Accordingly systemic defaults and insolvencies can occur but can never be predicted in advance.
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This thesis deals with the use of simulation as a problem-solving tool to solve a few logistic system related problems. More specifically it relates to studies on transport terminals. Transport terminals are key elements in the supply chains of industrial systems. One of the problems related to use of simulation is that of the multiplicity of models needed to study different problems. There is a need for development of methodologies related to conceptual modelling which will help reduce the number of models needed. Three different logistic terminal systems Viz. a railway yard, container terminal of apart and airport terminal were selected as cases for this study. The standard methodology for simulation development consisting of system study and data collection, conceptual model design, detailed model design and development, model verification and validation, experimentation, and analysis of results, reporting of finding were carried out. We found that models could be classified into tightly pre-scheduled, moderately pre-scheduled and unscheduled systems. Three types simulation models( called TYPE 1, TYPE 2 and TYPE 3) of various terminal operations were developed in the simulation package Extend. All models were of the type discrete-event simulation. Simulation models were successfully used to help solve strategic, tactical and operational problems related to three important logistic terminals as set in our objectives. From the point of contribution to conceptual modelling we have demonstrated that clubbing problems into operational, tactical and strategic and matching them with tightly pre-scheduled, moderately pre-scheduled and unscheduled systems is a good workable approach which reduces the number of models needed to study different terminal related problems.
Resumo:
Self- and cross-velocity correlation functions and related transport coefficients of molten salts are studied by molecular-dynamics simulation. Six representative systems are considered, i.e., NaCl and KCl alkali halides, CuCl and CuBr noble-metal halides, and SrCl2 and ZnCl2 divalent metal-ion halides. Computer simulation results are compared with experimental self-diffusion coefficients and electrical conductivities. Special attention is paid to dynamic cross correlations and their dependence on the Coulomb interactions as well as on the size and mass differences between anions and cations.
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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.
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This thesis analyses certain problems in Inventories and Queues. There are many situations in real-life where we encounter models as described in this thesis. It analyses in depth various models which can be applied to production, storag¢, telephone traffic, road traffic, economics, business administration, serving of customers, operations of particle counters and others. Certain models described here is not a complete representation of the true situation in all its complexity, but a simplified version amenable to analysis. While discussing the models, we show how a dependence structure can be suitably introduced in some problems of Inventories and Queues. Continuous review, single commodity inventory systems with Markov dependence structure introduced in the demand quantities, replenishment quantities and reordering levels are considered separately. Lead time is assumed to be zero in these models. An inventory model involving random lead time is also considered (Chapter-4). Further finite capacity single server queueing systems with single/bulk arrival, single/bulk services are also discussed. In some models the server is assumed to go on vacation (Chapters 7 and 8). In chapters 5 and 6 a sort of dependence is introduced in the service pattern in some queuing models.
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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.
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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
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Exercises, exams and solutions for a second year maths course.