Existence, uniqueness and constructions for stochastically monotone Q-processes

The key problems in discussing duality and monotonicity for continuous-time Markov chains are to find conditions for existence and uniqueness and then to construct corresponding processes in terms of infinitesimal characteristics, i.e., q-matrices. Such problems are solved in this paper under the assumption that the given q-matrix is conservative. Some general properties of stochastically monotone Q-process ( Q is not necessarily conservative) are also discussed.

Utilising computational fluid dynamics (CFD) for the modelling of granular material in large-scale engineering processes

In this paper, the framework is described for the modelling of granular material by employing Computational Fluid Dynamics (CFD). This is achieved through the use and implementation in the continuum theory of constitutive relations, which are derived in a granular dynamics framework and parametrise particle interactions that occur at the micro-scale level. The simulation of a process often met in bulk solids handling industrial plants involving granular matter, (i.e. filling of a flat-bottomed bin with a binary material mixture through pneumatic conveying-emptying of the bin in core flow mode-pneumatic conveying of the material coming out of a the bin) is presented. The results of the presented simulation demonstrate the capability of the numerical model to represent successfully key granular processes (i.e. segregation/degradation), the prediction of which is of great importance in the process engineering industry.

Computational modelling of metals forming processes

The computational modelling of metal forming processes is now well established. In this work

The application of free-surface techniques to metal forming processes

In this paper the use of free-surface techniques, within the framework of a finite volume methodology, are investigated for the simulation of metal forming processes. In such processes, for example extrusion and forging, a workpiece is subjected to large scale deformation to create the product's shape. The use of Eulerian free-surface techniques to predict this final shape offers the advantage, over the traditionally used Lagrangian finite element method, of not requiring remmeshing. Two free-surface techniques to predict this final shape offers the advantage, over the traditionally used Lagrangian finite element method, of not requiring remesingh. Two free-surface techniques are compared by modelling a typical example of this type of process - non-Newtonian extrusion of an aluminium workpiece through a conical die.

Computational modelling of metal extrusion and forging processes

The computational modelling of extrusion and forging processes is now well established. There are two main approaches: Lagrangian and Eulerian. The first has considerable complexities associated with remeshing, especially when the code is parallelised. The second approach means that the mould has to be assumed to be entirely rigid and this may not be the case. In this paper, a novel approach is described which utilises finite volume methods on unstructured meshes. This approach involves the solution of free surface non-Newtonian fluid flow equations in an Eulerian context to track the behaviour of the workpiece and its extrusion/forging, and the solution of the solid mechanics equations in the Lagrangian context to predict the deformation/stress behaviour of the die. Test cases for modelling extrusion and forging problems using this approach will be presented.

Feller transition functions, Resolvent Decomposition Theorems, and their application in unstable denumerable Markov processes

This paper surveys the recent progresses made in the field of unstable denumerable Markov processes. Emphases are laid upon methodology and applications. The important tools of Feller transition functions and Resolvent Decomposition Theorems are highlighted. Their applications particularly in unstable denumerable Markov processes with a single instantaneous state and Markov branching processes are illustrated.

The development and validation of computational MHD techniques for the modelling of metal production processes

Magnetic fields are used in a number of processes related to the extraction of metals, production of alloys and the shaping of metal components. Computational techniques have an increasingly important role to play in the simulation of such processes, since it is often difficult or very costly to conduct experiments in the high temperature conditions encountered and the complex interaction of fluid flow, heat transfer and magnetic fields means simple analytic models are often far removed from reality. In this paper an overview of the computational activity at the University of Greenwich is given in this area, covering the past ten years. The overview is given from the point of view of the modeller and within the space limitations imposed by the format it covers the numerical methods used, attempts at validation against experiments or analytic procedures; it highlights successes, but also some failures. A broad range of models is covered in the review (and accompanying lecture), used to simulate (a) A-C field applications: induction melting, magnetic confinement and levitation, casting and (b) D-C field applications such as: arc welding and aluminium electroloysis. Most of these processes involve phase change of the metal (melting or solidification), the presence of a dynamic free surface and turbulent flow. These issues affect accuracy and need to be address by the modeller.

Generalized Markov branching processes

A generalized Markov Brnching Process (GMBP) is a Markov branching model where the infinitesimal branching rates are modified with an interaction index. It is proved that there always exists only one GMBP. An associated differential-integral equation is derived. The extinction probalility and the mean and conditional mean extinction times are obtained. Ergodicity and stability of GMBP with resurrection are also considered. Easy checking criteria are established for ordinary and strong ergodicty. The equilibrium distribution is given in an elegant closed form. The probability meaning of our results is clear and thus explained.

Uniqueness and extinction properties of generalised Markov branching processes

This paper focuses on the basic problems regarding uniqueness and extinction properties for generalised Markov branching processes. The uniqueness criterion is firstly established and a differential–integral equation satisfied by the transition functions of such processes is derived. The extinction probability is then obtained. A closed form is presented for both the mean extinction time and the conditional mean extinction time. It turns out that these important quantities are closely related to the elementary gamma function.

Ergodicity and stability of generalised Markov branching processes with resurrection

This paper concentrates on investigating ergodicity and stability for generalised Markov branching processes with resurrection. Easy checking criteria including several clear-cut corollaries are established for ordinary and strong ergodicity of such processes. The equilibrium distribution is given in an elegant closed form for the ergodic case. The probabilistic interpretation of the results is clear and thus explained.

Birth-death processes with an instantaneous reflection barrier

A new structure with the special property that an instantaneous reflection barrier is imposed on the ordinary birth-death processes is considered. An easy-checking criterion for the existence of such Markov processes is first obtained. The uniqueness criterion is then established. In the nonunique case, all the honest processes are explicitly constructed. Ergodicity properties for these processes are investigated. It is proved that honest processes are always ergodic without necessarily imposing any extra conditions. Equilibrium distributions for all these ergodic processes are established. Several examples are provided to illustrate our results.

Birth-death processes with disaster and instantaneous resurrection

A new structure with the special property that instantaneous resurrection and mass disaster are imposed on an ordinary birth-death process is considered. Under the condition that the underlying birth-death process is exit or bilateral, we are able to give easily checked existence criteria for such Markov processes. A very simple uniqueness criterion is also established. All honest processes are explicitly constructed. Ergodicity properties for these processes are investigated. Surprisingly, it can be proved that all the honest processes are not only recurrent but also ergodic without imposing any extra conditions. Equilibrium distributions are then established. Symmetry and reversibility of such processes are also investigated. Several examples are provided to illustrate our results.

The multiphysics modeling of solidification and melting processes

Solidification and melting processes involve a range of physical phenomena and their interactions (i.e., multiphysics). Computational modeling of such processes presents a significant challenge, both in representing the physics involved and in handling the resulting coupled behavior. Two methods for the computational modeling of multiphysics processes in complex geometries are highlighted in the context of four challenging applications