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.

The hard-particle model for a dense granular flow down an inclined plane

Perfectly hard particles are those which experience an infinite repulsive force when they overlap, and no force when they do not overlap. In the hard-particle model, the only static state is the isostatic state where the forces between particles are statically determinate. In the flowing state, the interactions between particles are instantaneous because the time of contact approaches zero in the limit of infinite particle stiffness. Here, we discuss the development of a hard particle model for a realistic granular flow down an inclined plane, and examine its utility for predicting the salient features both qualitatively and quantitatively. We first discuss Discrete Element simulations, that even very dense flows of sand or glass beads with volume fraction between 0.5 and 0.58 are in the rapid flow regime, due to the very high particle stiffness. An important length scale in the shear flow of inelastic particles is the `conduction length' delta = (d/(1 - e(2))(1/2)), where d is the particle diameter and e is the coefficient of restitution. When the macroscopic scale h (height of the flowing layer) is larger than the conduction length, the rates of shear production and inelastic dissipation are nearly equal in the bulk of the flow, while the rate of conduction of energy is O((delta/h)(2)) smaller than the rate of dissipation of energy. Energy conduction is important in boundary layers of thickness delta at the top and bottom. The flow in the boundary layer at the top and bottom is examined using asymptotic analysis. We derive an exact relationship showing that the a boundary layer solution exists only if the volume fraction in the bulk decreases as the angle of inclination is increased. In the opposite case, where the volume fraction increases as the angle of inclination is increased, there is no boundary layer solution. The boundary layer theory also provides us with a way of understanding the cessation of flow when at a given angle of inclination when the height of the layer is decreased below a value h(stop), which is a function of the angle of inclination. There is dissipation of energy due to particle collisions in the flow as well as due to particle collisions with the base, and the fraction of energy dissipation in the base increases as the thickness decreases. When the shear production in the flow cannot compensate for the additional energy drawn out of the flow due to the wall collisions, the temperature decreases to zero and the flow stops. Scaling relations can be derived for h(stop) as a function of angle of inclination.

The stress in a slowly sheared granular column

We report measurements of the wall stress in a granular material sheared in a cylindrical Couette cell, as a function of the distance from the free surface. Our results shows that when the material is static, all components of the stress saturate to constant values within a short distance from the free surface, in conformity with earlier experiments and theoretical predictions. When the material is sheared by rotating the inner cylinder at a constant rate, the stresses are remarkably altered. The radial normal stress does not saturate, and increases even more rapidly with depth than the linear hydrostatic pressure profile. The axial shear stress changes sign on shearing, and its magnitude increases with depth. These results are discussed in the context of the predictions of the classical and Cosserat plasticity theories.

A note on the Berry phase for systems having one degree of freedom

A one-dimensional arbitrary system with quantum Hamiltonian H(q, p) is shown to acquire the 'geometric' phase gamma (C)=(1/2) contour integral c(Podqo-qodpo) under adiabatic transport q to q+q+qo(t) and p to p+po(t) along a closed circuit C in the parameter space (qo(t), po(t)). The non-vanishing nature of this phase, despite only one degree of freedom (q), is due ultimately to the underlying non-Abelian Weyl group. A physical realisation in which this Berry phase results in a line spread is briefly discussed.

Distributed nonlinear optimization algorithms for general network problems

There are a number of large networks which occur in many problems dealing with the flow of power, communication signals, water, gas, transportable goods, etc. Both design and planning of these networks involve optimization problems. The first part of this paper introduces the common characteristics of a nonlinear network (the network may be linear, the objective function may be non linear, or both may be nonlinear). The second part develops a mathematical model trying to put together some important constraints based on the abstraction for a general network. The third part deals with solution procedures; it converts the network to a matrix based system of equations, gives the characteristics of the matrix and suggests two solution procedures, one of them being a new one. The fourth part handles spatially distributed networks and evolves a number of decomposition techniques so that we can solve the problem with the help of a distributed computer system. Algorithms for parallel processors and spatially distributed systems have been described.There are a number of common features that pertain to networks. A network consists of a set of nodes and arcs. In addition at every node, there is a possibility of an input (like power, water, message, goods etc) or an output or none. Normally, the network equations describe the flows amoungst nodes through the arcs. These network equations couple variables associated with nodes. Invariably, variables pertaining to arcs are constants; the result required will be flows through the arcs. To solve the normal base problem, we are given input flows at nodes, output flows at nodes and certain physical constraints on other variables at nodes and we should find out the flows through the network (variables at nodes will be referred to as across variables).The optimization problem involves in selecting inputs at nodes so as to optimise an objective function; the objective may be a cost function based on the inputs to be minimised or a loss function or an efficiency function. The above mathematical model can be solved using Lagrange Multiplier technique since the equalities are strong compared to inequalities. The Lagrange multiplier technique divides the solution procedure into two stages per iteration. Stage one calculates the problem variables % and stage two the multipliers lambda. It is shown that the Jacobian matrix used in stage one (for solving a nonlinear system of necessary conditions) occurs in the stage two also.A second solution procedure has also been imbedded into the first one. This is called total residue approach. It changes the equality constraints so that we can get faster convergence of the iterations.Both solution procedures are found to coverge in 3 to 7 iterations for a sample network.The availability of distributed computer systems — both LAN and WAN — suggest the need for algorithms to solve the optimization problems. Two types of algorithms have been proposed — one based on the physics of the network and the other on the property of the Jacobian matrix. Three algorithms have been deviced, one of them for the local area case. These algorithms are called as regional distributed algorithm, hierarchical regional distributed algorithm (both using the physics properties of the network), and locally distributed algorithm (a multiprocessor based approach with a local area network configuration). The approach used was to define an algorithm that is faster and uses minimum communications. These algorithms are found to converge at the same rate as the non distributed (unitary) case.

Instructional aid for tactical wargame model

A tactical gaming model for wargame play between two teams A and B through a control unit C has been developed, which can be handled using IBM personal computers (XT and AT models) having a local area network facility. This simulation model involves communication between the teams involved, logging and validation of the actions of the teams by the control unit. The validation procedure uses statistical and also monte carlo techniques. This model has been developed to evaluate the planning strategies of the teams involved. This application software using about 120 files has been developed in BASIC, DBASE and the associated network software. Experience gained in the instruction courses using this model will also be discussed.

Physics interplay of the LHC and the ILC

Physics at the Large Hadron Collider (LHC) and the International e(+)e(-) Linear Collider (ILC) will be complementary in many respects, as has been demonstrated at previous generations of hadron and lepton colliders. This report addresses the possible interplay between the LHC and ILC in testing the Standard Model and in discovering and determining the origin of new physics. Mutual benefits for the physics programme at both machines can occur both at the level of a combined interpretation of Hadron Collider and Linear Collider data and at the level of combined analyses of the data, where results obtained at one machine can directly influence the way analyses are carried out at the other machine. Topics under study comprise the physics of weak and strong electroweak symmetry breaking, supersymmetric models, new gauge theories, models with extra dimensions, and electroweak and QCD precision physics. The status of the work that has been carried out within the LHC/ILC Study Group so far is summarized in this report. Possible topics for future studies are outlined.

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.

Top polarization as a probe of new physics

We investigate the effects of new physics scenarios containing a high mass vector resonance on top pair production at the LHC, using the polarization of the produced top. In particular we use kinematic distributions of the secondary lepton coming from top decay, which depends on top polarization, as it has been shown that the angular distribution of the decay lepton is insensitive to the anomalous tbW vertex and hence is a pure probe of new physics in top quark production. Spin sensitive variables involving the decay lepton are used to reconstruct the top polarization. Some sensitivity is found for the new couplings of the top.