Efficient simulation of a Tandem Jackson Network

The two-node tandem Jackson network serves as a convenient reference model for the analysis and testing of different methodologies and techniques in rare event simulation. In this paper we consider a new approach to efficiently estimate the probability that the content of the second buffer exceeds some high level L before it becomes empty, starting from a given state. The approach is based on a Markov additive process representation of the buffer processes, leading to an exponential change of measure to be used in an importance sampling procedure. Unlike changes of measures proposed and studied in recent literature, the one derived here is a function of the content of the first buffer. We prove that when the first buffer is finite, this method yields asymptotically efficient simulation for any set of arrival and service rates. In fact, the relative error is bounded independent of the level L; a new result which is not established for any other known method. When the first buffer is infinite, we propose a natural extension of the exponential change of measure for the finite buffer case. In this case, the relative error is shown to be bounded (independent of L) only when the second server is the bottleneck; a result which is known to hold for some other methods derived through large deviations analysis. When the first server is the bottleneck, experimental results using our method seem to suggest that the relative error is bounded linearly in L.

Research commentary: Information systems and conceptual modeling - A research agenda

Within the information systems field, the task of conceptual modeling involves building a representation of selected phenomena in some domain. High-quality conceptual-modeling work is important because it facilitates early detection and correction of system development errors. It also plays an increasingly important role in activities like business process reengineering and documentation of best-practice data and process models in enterprise resource planning systems. Yet little research has been undertaken on many aspects of conceptual modeling. In this paper, we propose a framework to motivate research that addresses the following fundamental question: How can we model the world to better facilitate our developing, implementing, using, and maintaining more valuable information systems? The framework comprises four elements: conceptual-modeling grammars, conceptual-modeling methods, conceptual-modeling scripts, and conceptual-modeling contexts. We provide examples of the types of research that have already been undertaken on each element and illustrate research opportunities that exist.

The modelling of froth zone recovery in batch and continuously operated laboratory flotation cells

This paper proposes an integrated methodology for modelling froth zone performance in batch and continuously operated laboratory flotation cells. The methodology is based on a semi-empirical approach which relates the overall flotation rate constant to the froth depth (FD) in the flotation cell; from this relationship, a froth zone recovery (R,) can be extracted. Froth zone recovery, in turn, may be related to the froth retention time (FRT), defined as the ratio of froth volume to the volumetric flow rate of concentrate from the cell. An expansion of this relationship to account for particles recovered both by true flotation and entrainment provides a simple model that may be used to predict the froth performance in continuous tests from the results of laboratory batch experiments. Crown Copyright (C) 2002 Published by Elsevier Science B.V. All rights reserved.

Integrals for continuous-time Markov chains

This paper presents a method of evaluating the expected value of a path integral for a general Markov chain on a countable state space. We illustrate the method with reference to several models, including birth-death processes and the birth, death and catastrophe process. (C) 2002 Elsevier Science Inc. All rights reserved.

Modelling of Lamb waves in composite laminated plates excited by interdigital transducers

The technique of permanently attaching interdigital transducers (IDT) to either flat or curved structural surfaces to excite single Lamb wave mode has demonstrated great potential for quantitative non-destructive evaluation and smart materials design, In this paper, the acoustic wave field in a composite laminated plate excited by an IDT is investigated. On the basis of discrete layer theory and a multiple integral transform method, an analytical-numerical approach is developed to evaluate the surface velocity response of the plate due to the IDTs excitation. In this approach, the frequency spectrum and wave number spectrum of the output of IDT are obtained directly. The corresponding time domain results are calculated by applying a standard inverse fast Fourier transformation technique. Numerical examples are presented to validate the developed method and show the ability of mode selection and isolation. A new effective way of transfer function estimation and interpretation is presented by considering the input wave number spectrum in addition to the commonly used input frequency spectrum. The new approach enables the simple physical evaluation of the influences of IDT geometrical features such as electrode finger widths and overall dimension and excitation signal properties on the input-output characteristics of IDT. Finally, considering the convenience of Mindlin plate wave theory in numerical computations as well as theoretical analysis, the validity is examined of using this approximate theory to design IDT for the excitation of the first and second anti-symmetric Lamb modes. (C) 2002 Elsevier Science Ltd. All rights reserved.

Cenozoic continental weathering and its implications for the palaeoclimate: evidence from Ar-40/Ar-39 geochronology of supergene K-Mn oxides in Mt Tabor, central Queensland, Australia

One hundred and twenty-five mineral grains from 45 visually pure K-bearing Mn oxide (hollandite group) samples collected from weathering profiles in the Mt Tabor region of central Queensland, Australia, were analysed by the Ar-40/Ar-39 laser probe technique. These K-Mn oxides precipitated mainly through a process of cavity filling (direct precipitation from weathering solution), with botryoidal texture formed by micrometric mineral bands. Well-defined and reproducible plateau ages have been obtained for most samples, ranging from 27.2 +/- 0.8 to 6.8 +/- 0.5 Ma (2 sigma). Statistical analysis of the geochronological results by mixture modelling suggests an episodic mineral precipitation history, with two major peaks at 20.2 +/- 0.22 Ma and 16.5 +/- 0.17 Ma. The geochronological results, when combined with information on paragenetic relationships and mineralogical textures obtained from petrographic, scanning electron microscopy, and electron microprobe investigations, indicate that warm and humid palaeoclimatic conditions favourable to intense chemical weathering prevailed in central Queensland from late Oligocene to middle Miocene, particularly in the early Miocene. These results, in conjunction with previous and ongoing investigations in NW and eastern Queensland, suggest that most of Queensland was dominated by humid climates during the Miocene. (C) 2002 Elsevier Science BN. All rights reserved.

Mapping glider habitat in dry eucalypt forests for Montreal Process indicator 1.1: Fragmentation of forest types

Accurate habitat mapping is critical to landscape ecological studies such as required for developing and testing Montreal Process indicator 1.1e, fragmentation of forest types. This task poses a major challenge to remote sensing, especially in mixedspecies, variable-age forests such as dry eucalypt forests of subtropical eastern Australia. In this paper, we apply an innovative approach that uses a small section of one-metre resolution airborne data to calibrate a moderate spatial resolution model (30 m resolution; scale 1:50 000) based on Landsat Thematic Mapper data to estimate canopy structural properties in St Marys State Forest, near Maryborough, south-eastern Queensland. The approach applies an image-processing model that assumes each image pixel is significantly larger than individual tree crowns and gaps to estimate crown-cover percentage, stem density and mean crown diameter. These parameters were classified into three discrete habitat classes to match the ecology of four exudivorous arboreal species (yellowbellied glider Petaurus australis, sugar glider P. breviceps, squirrel glider P. norfolcensis , and feathertail glider Acrobates pygmaeus), and one folivorous arboreal marsupial, the greater glider Petauroides volans. These species were targeted due to the known ecological preference for old trees with hollows, and differences in their home range requirements. The overall mapping accuracy, visually assessed against transects (n = 93) interpreted from a digital orthophoto and validated in the field, was 79% (KHAT statistic = 0.72). The KHAT statistic serves as an indicator of the extent that the percentage correct values of the error matrix are due to ‘true’ agreement verses ‘chance’ agreement. This means that we are able to reliably report on the effect of habitat loss on target species, especially those with a large home range size (e.g. yellow-bellied glider). However, the classified habitat map failed to accurately capture the spatial patterning (e.g. patch size and shape) of stands with a trace or sub-dominance of senescent trees. This outcome makes the reporting of the effects of habitat fragmentation more problematic, especially for species with a small home range size (e.g. feathertail glider). With further model refinement and validation, however, this moderateresolution approach offers an important, cost eff e c t i v e advancement in mapping the age of dry eucalypt forests in the region.

Shear stress and sediment transport calculations for swash zone modelling

It is shown that the observed difference in sediment transporting efficiency by the swash uprush, compared with the downrush, could be mainly due to greater bed shear stress for a given velocity in the more abruptly accelerated uprush. The bed shear stress generated by an arbitrary free stream velocity time series is modelled in terms of usual wave boundary layer models plus a phase lead (phi(tau) of the bed shear stress compared with the free stream velocity at the peak frequency. With this approach, the total transport amounts in uprush and downrush can be modelled satisfactorily with the same sediment transport formula, without the need for different uprush and downrush coefficients. While the adaptation of sediment transport formulae from steady flow can thus lead to the right total amounts of sediment moved by this method, the timing of the instantaneous sediment transport rates are probably not accurately modelled due to the highly unsteady nature of the swash and the presence of pre-suspended sediment in the uprush. Nevertheless, the proposed method is a useful intermediate step before we have a complete understanding of sediment transport under very rapid accelerations and of the relative contribution of pre-suspended sediment to the onshore sediment transport in swash zones. (C) 2002 Published by Elsevier Science B.V.

Prediction of coal ash fusion temperatures with the F*A*C*T thermodynamic computer package

This paper outlines research on the processes taking place within the coal mineral matter at high temperatures and development of the relationship between ash fusion temperatures (AFT) and phase equilibria of the coal ash slags. A new thermodynamic database for the Al-Ca-Fe-O-Si system developed by the author was used in conjunction with the thermodynamic computer package F*A*C*T for these purposes. In addition, high temperature experimental studies were undertaken that involved heat treatment and quenching of the ash cones followed by the analyses using different techniques. The study provided new information on the processes taking place during AFT test and demonstrated the validity of the AFTs predictions with F*A*C*T. Examples of practical applications of the AFT prediction method are given in the paper. The results of this study are important not only for the AFT predictions, but also in general for the application of phase equilibrium science to the characterisation of the coal mineral matter interactions at high temperature. (C) 2002 Elsevier Science Ltd. All rights reserved.

Population balance modelling of granulation with a physically based coalescence kernel

It was previously published by the authors that granules can either coalesce through Type I (when granules coalesce by viscous dissipation in the surface liquid layer before their surfaces touch) or Type II (when granules are slowed to a halt during rebound, after their surfaces have made contact) (AIChE J. 46 (3) (2000) 529). Based on this coalescence mechanism, a new coalescence kernel for population balance modelling of granule growth is presented. The kernel is constant such that only collisions satisfying the conditions for one of the two coalescence types are successful. One constant rate is assigned to each type of coalescence and zero is for the case of rebound. As the conditions for Types I and II coalescence are dependent on granule and binder properties, the coalescence kernel is thus physically based. Simulation results of a variety of binder and granule materials show good agreement with experimental data. (C) 2002 Elsevier Science Ltd. All rights reserved.

Modelling of microstructure formation and evolution during solidification

A comprehensive probabilistic model for simulating microstructure formation and evolution during solidification has been developed, based on coupling a Finite Differential Method (FDM) for macroscopic modelling of heat diffusion to a modified Cellular Automaton (mCA) for microscopic modelling of nucleation, growth of microstructures and solute diffusion. The mCA model is similar to Nastac's model for handling solute redistribution in the liquid and solid phases, curvature and growth anisotropy, but differs in the treatment of nucleation and growth. The aim is to improve understanding of the relationship between the solidification conditions and microstructure formation and evolution. A numerical algorithm used for FDM and mCA was developed. At each coarse scale, temperatures at FDM nodes were calculated while nucleation-growth simulation was done at a finer scale, with the temperature at the cell locations being interpolated from those at the coarser volumes. This model takes account of thermal, curvature and solute diffusion effects. Therefore, it can not only simulate microstructures of alloys both on the scale of grain size (macroscopic level) and the dendrite tip length (mesoscopic level), but also investigate nucleation mechanisms and growth kinetics of alloys solidified with various solute concentrations and solidification morphologies. The calculated results are compared with values of grain sizes and solidification morphologies of microstructures obtained from a set of casting experiments of Al-Si alloys in graphite crucibles.

On the effect of tracer density on axial dispersion in a batch oscillatory baffled column

In this paper, we report our modelling evaluation on the effect of tracer density on axial dispersion in a batch oscillatory baffled column (OBC). Tracer solution of potassium nitrite, its specific density ranged from 1.0 to 1.5, was used in the study, and was injected to the vertical column from either the top or bottom. Local concentration profiles are measured using conductivity probes at two locations along the height of the column. Using the experimental measured concentration profiles together with both 'Tank-in-Series' and 'Plug Flow with Axial Dispersion' models, axial dispersion coefficients were determined and used to describe the effect of specific tracer density on mixing in the OBC. The results showed that the axial dispersion coefficients evaluated by the two models are very similar in both magnitudes and trends, and the range of variations in such coefficients is generally larger for the bottom injection than for the top one. Empirical correlations linking the mechanical energy for mixing, the specific density of tracer and axial dispersion coefficient were established. Using these correlations, we identified the enhancements of up to 269% on axial dispersion for various specific tracer densities. (C) 2002 Elsevier Science B.V. All rights reserved.