939 resultados para Markov process modeling


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Quasi-birth-and-death (QBD) processes with infinite “phase spaces” can exhibit unusual and interesting behavior. One of the simplest examples of such a process is the two-node tandem Jackson network, with the “phase” giving the state of the first queue and the “level” giving the state of the second queue. In this paper, we undertake an extensive analysis of the properties of this QBD. In particular, we investigate the spectral properties of Neuts’s R-matrix and show that the decay rate of the stationary distribution of the “level” process is not always equal to the convergence norm of R. In fact, we show that we can obtain any decay rate from a certain range by controlling only the transition structure at level zero, which is independent of R. We also consider the sequence of tandem queues that is constructed by restricting the waiting room of the first queue to some finite capacity, and then allowing this capacity to increase to infinity. We show that the decay rates for the finite truncations converge to a value, which is not necessarily the decay rate in the infinite waiting room case. Finally, we show that the probability that the process hits level n before level 0 given that it starts in level 1 decays at a rate which is not necessarily the same as the decay rate for the stationary distribution.

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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.

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A hydraulic jump is characterized by strong energy dissipation and mixing, large-scale turbulence, air entrainment, waves and spray. Despite recent pertinent studies, the interaction between air bubbles diffusion and momentum transfer is not completely understood. The objective of this paper is to present experimental results from new measurements performed in rectangular horizontal flume with partially-developed inflow conditions. The vertical distributions of void fraction and air bubbles count rate were recorded for inflow Froude number Fr1 in the range from 5.2 to 14.3. Rapid detrainment process was observed near the jump toe, whereas the structure of the air diffusion layer was clearly observed over longer distances. These new data were compared with previous data generally collected at lower Froude numbers. The comparison demonstrated that, at a fixed distance from the jump toe, the maximum void fraction Cmax increases with the increasing Fr1. The vertical locations of the maximum void fraction and bubble count rate were consistent with previous studies. Finally, an empirical correlation between the upper boundary of the air diffusion layer and the distance from the impingement point was provided.

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Recent efforts in the characterization of air-water flows properties have included some clustering process analysis. A cluster of bubbles is defined as a group of two or more bubbles, with a distinct separation from other bubbles before and after the cluster. The present paper compares the results of clustering processes two hydraulic structures. That is, a large-size dropshaft and a hydraulic jump in a rectangular horizontal channel. The comparison highlighted some significant differences in clustering production and structures. Both dropshaft and hydraulic jump flows are complex turbulent shear flows, and some clustering index may provide some measure of the bubble-turbulence interactions and associated energy dissipation.

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Historically, business process design has been driven by business objectives, specifically process improvement. However this cannot come at the price of control objectives which stem from various legislative, standard and business partnership sources. Ensuring the compliance to regulations and industrial standards is an increasingly important issue in the design of business processes. In this paper, we advocate that control objectives should be addressed at an early stage, i.e., design time, so as to minimize the problems of runtime compliance checking and consequent violations and penalties. To this aim, we propose supporting mechanisms for business process designers. This paper specifically presents a support method which allows the process designer to quantitatively measure the compliance degree of a given process model against a set of control objectives. This will allow process designers to comparatively assess the compliance degree of their design as well as be better informed on the cost of non-compliance.

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A new model proposed for the gasification of chars and carbons incorporates features of the turbostratic nanoscale structure that exists in such materials. The model also considers the effect of initial surface chemistry and different reactivities perpendicular to the edges and to the faces of the underlying crystallite planes comprising the turbostratic structure. It may be more realistic than earlier models based on pore or grain structure idealizations when the carbon contains large amounts of crystallite matter. Shrinkage of the carbon particles in the chemically controlled regime is also possible due to the random complete gasification of crystallitic planes. This mechanism can explain observations in the literature of particle size reduction. Based on the model predictions, both initial surface chemistry and the number of stacked planes in the crystallites strongly influence the reactivity and particle shrinkage. Its test results agree well with literature data on the air-oxidation of Spherocarb and show that it accurately predicts the variation of particle size with conversion. Model parameters are determined entirely from rate measurements.

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Objectives This study examines the direct and mediated effects of shift workers' coping strategies and social support on structural work-nonwork conflict and subjective health. Methods The participants were 172 registered female nurses, aged 21 to 40 years. They all worked full-time, on rapidly rotating, 8-hour shifts in metropolitan general hospitals. All the respondents completed a self-administered questionnaire requesting demographic information and data on sources of social support, work-nonwork conflict, and coping strategies. Results A path model with good fit (chi(2)=28.88, df=23, P>.23, CFI=0.97) demonstrated complex effects of social support and coping on structural work-nonwork conflict and health. Conclusions Structural work-nonwork conflict mediated the effects of social support from supervisors and emotionally expressive coping on psychological symptoms. Control of shifts mediated the effect of social support from supervisors on structural work-nonwork conflict. Disengagement coping had direct and mediated effects on psychological and physical health. However, it also had mediated effects, with the effect on psychological health being mediated by support from co-workers and the effect on physical symptoms being mediated by family support. Go-worker support mediated the effect of social support from supervisors on psychological symptoms. Overall, these findings support previous research and clarify the process by which coping strategies and social support affect structural work-nonwork conflict and health in shift work.

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Krylov subspace techniques have been shown to yield robust methods for the numerical computation of large sparse matrix exponentials and especially the transient solutions of Markov Chains. The attractiveness of these methods results from the fact that they allow us to compute the action of a matrix exponential operator on an operand vector without having to compute, explicitly, the matrix exponential in isolation. In this paper we compare a Krylov-based method with some of the current approaches used for computing transient solutions of Markov chains. After a brief synthesis of the features of the methods used, wide-ranging numerical comparisons are performed on a power challenge array supercomputer on three different models. (C) 1999 Elsevier Science B.V. All rights reserved.AMS Classification: 65F99; 65L05; 65U05.

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An experimental study on the ternary system PbO-ZnO-SiO2, in air by high-temperature equilibration and quenching techniques followed by electron probe X-ray microanalysis was carried out as part of the wider research program on the six-component system PbO-ZnO-SiO2-CaO-FeO-Fe2O3, which combines experimental and thermodynamic computer modeling techniques to characterize zinc and lead industrial slags. Liquidus and solidus data were reported for all primary phase fields in the system PbO-ZnO-SiO2 in the temperature range 640 degrees C to 1400 degrees C (913 to 1673 K).

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An extension of the Adachi model with the adjustable broadening function, instead of the Lorentzian one, is employed to model the optical constants of GaP, InP, and InAs. Adjustable broadening is modeled by replacing the damping constant with the frequency-dependent expression. The improved flexibility of the model enables achieving an excellent agreement with the experimental data. The relative rms errors obtained for the refractive index equal 1.2% for GaP, 1.0% for InP, and 1.6% for InAs. (C) 1999 American Institute of Physics. [S0021-8979(99)05807-7].