A fast cross-entropy method for estimating buffer overflows in queuing networks

In this paper, we propose a fast adaptive importance sampling method for the efficient simulation of buffer overflow probabilities in queueing networks. The method comprises three stages. First, we estimate the minimum cross-entropy tilting parameter for a small buffer level; next, we use this as a starting value for the estimation of the optimal tilting parameter for the actual (large) buffer level. Finally, the tilting parameter just found is used to estimate the overflow probability of interest. We study various properties of the method in more detail for the M/M/1 queue and conjecture that similar properties also hold for quite general queueing networks. Numerical results support this conjecture and demonstrate the high efficiency of the proposed algorithm.

The collision branching process

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.

Turbulence in Hydraulic Jumps: Experimental Measurements

A hydraulic jump is the transition from a supercritical open channel flow to a subcritical regime. It is characterised by a highly turbulent flow with macro-scale vortices, some kinetic energy dissipation and a bubbly two-phase flow structure. New air-water flow measurements were performed in hydraulic jump flows for a range of inflow Froude numbers. The experiments were conducted in a large-size facility using two types of phase-detection intrusive probes: i.e., single-tip and double-tip conductivity probes. These were complemented by some measurements of free-surface fluctuations using ultrasonic displacement meters. The present study was focused on the turbulence characteristics of hydraulic jumps with partially-developed inflow conditions. The void fraction measurements showed the presence of an advective diffusion shear layer in which the void fractions profiles matched closely an analytical solution of the advective diffusion equation for air bubbles. The present results highlighted some influence of the inflow Froude number onto the air bubble entrainment process. At the largest Froude numbers, the advected air bubbles were more thoroughly dispersed vertically, and larger amount of air bubbles were detected in the turbulent shear layer. In the air-water mixing layer, the maximum void fraction and bubble count rate data showed some longitudinal decay function in the flow direction. Such trends were previously reported in the literature. The measurements of interfacial velocity and turbulence level distributions provided new information on the turbulent velocity field in the highly-aerated shear region. The present data suggested some longitudinal decay of the turbulence intensity. The velocity profiles tended to follow a wall jet flow pattern. The air–water turbulent time and length scales were deduced from some auto- and cross-correlation analyses based upon the method of CHANSON (2006,2007). The results provided the integral turbulent time and length scales of the eddy structures advecting the air bubbles in the developing shear layer. The experimental data showed that the auto-correlation time scale Txx was larger than the transverse cross-correlation time scale Txz. The integral turbulence length scale Lxz was a function of the inflow conditions, of the streamwise position (x-x1)/d1 and vertical elevation y/d1. Herein the dimensionless integral turbulent length scale Lxz/d1 was closely related to the inflow depth: i.e., Lxz/d1 = 0.2 to 0.8, with Lxz increasing towards the free-surface. The free-surface fluctuations measurements showed large turbulent fluctuations that reflected the dynamic, unsteady structure of the hydraulic jumps. A linear relationship was found between the normalized maximum free-surface fluctuation and the inflow Froude number.

The determination of the design strength of granite used as external cladding for buildings

This chapter is concerned with acquisition and analysis of test data for determining whether or not the flexural strength of granite cladding under extreme conditions is adequate to assure that reliability requirements are satisfied.

Review of recent results on excursion set models

Many images consist of two or more 'phases', where a phase is a collection of homogeneous zones. For example, the phases may represent the presence of different sulphides in an ore sample. Frequently, these phases exhibit very little structure, though all connected components of a given phase may be similar in some sense. As a consequence, random set models are commonly used to model such images. The Boolean model and models derived from the Boolean model are often chosen. An alternative approach to modelling such images is to use the excursion sets of random fields to model each phase. In this paper, the properties of excursion sets will be firstly discussed in terms of modelling binary images. Ways of extending these models to multi-phase images will then be explored. A desirable feature of any model is to be able to fit it to data reasonably well. Different methods for fitting random set models based on excursion sets will be presented and some of the difficulties with these methods will be discussed.

Substrate-inhibited kinetics with catalyst deactivation in an isothermal CSTR. II. Multiple pseudosteady states and reactor failure

Analytical expressions are derived for the time and magnitude of failure of an isothermal CSTR with substrate-inhibited kinetics, caused by slow catalyst deactivation under three types of parallel and series mechanisms. Reactors operating at high space velocity are found to be most susceptible to early failure and poisoning by product is more dangerous than by reactant. The magnitude of the jump across steady states depends solely on the Langmuir-Hinshelwood kinetic parameters and a detailed analysis of reactor behavior during the jump itself is given.

Air Bubble Entrainment in Hydraulic Jumps: Physical Modelling and Scale Effects

A hydraulic jump is characterised by strong energy dissipation and air entrainment. In the present study, new air-water flow measurements were performed in hydraulic jumps with partially-developed flow conditions in relatively large-size facilities with phase-detection probes. The experiments were conducted with identical Froude numbers, but a range of Reynolds numbers and relative channel widths. The results showed drastic scale effects at small Reynolds numbers in terms of void fraction and bubble count rate distributions. The void fraction distributions implied comparatively greater detrainment at low Reynolds numbers leading to a lesser overall aeration of the jump roller, while dimensionless bubble count rates were drastically lower especially in the mixing layer. The experimental results suggested also that the relative channel width had little effect on the air-water flow properties for identical inflow Froude and Reynolds numbers.

Dynamic Similarity and Scale Effects Affecting Air Bubble Entrainment in Hydraulic Jumps

In an open channel, the transition from super- to sub-critical flow is a flow singularity (the hydraulic jump) characterised by a sharp rise in free-surface elevation, strong turbulence and air entrainment in the roller. A key feature of the hydraulic jump flow is the strong free-surface aeration and air-water flow turbulence. In the present study, similar experiments were conducted with identical inflow Froude numbers Fr1 using a geometric scaling ratio of 2:1. The results of the Froude-similar experiments showed some drastic scale effects in the smaller hydraulic jumps in terms of void fraction, bubble count rate and bubble chord time distributions. Void fraction distributions implied comparatively greater detrainment at low Reynolds numbers yielding some lesser aeration of the jump roller. The dimensionless bubble count rates were significantly lower in the smaller channel, especially in the mixing layer. The bubble chord time distributions were quantitatively close in both channels, and they were not scaled according to a Froude similitude. Simply the hydraulic jump remains a fascinating two-phase flow motion that is still poorly understood.

An introduction to efficiency and productivity analysis

The second edition of An Introduction to Efficiency and Productivity Analysis is designed to be a general introduction for those who wish to study efficiency and productivity analysis. The book provides an accessible, well-written introduction to the four principal methods involved: econometric estimation of average response models; index numbers, data envelopment analysis (DEA); and stochastic frontier analysis (SFA). For each method, a detailed introduction to the basic concepts is presented, numerical examples are provided, and some of the more important extensions to the basic methods are discussed. Of special interest is the systematic use of detailed empirical applications using real-world data throughout the book. In recent years, there have been a number of excellent advance-level books published on performance measurement. This book, however, is the first systematic survey of performance measurement with the express purpose of introducing the field to a wide audience of students, researchers, and practitioners. Indeed, the 2nd Edition maintains its uniqueness: (1) It is a well-written introduction to the field. (2) It outlines, discusses and compares the four principal methods for efficiency and productivity analysis in a well-motivated presentation. (3) It provides detailed advice on computer programs that can be used to implement these performance measurement methods. The book contains computer instructions and output listings for the SHAZAM, LIMDEP, TFPIP, DEAP and FRONTIER computer programs. More extensive listings of data and computer instruction files are available on the book's website: (www.uq.edu.au/economics/cepa/crob2005).

Characteristics of undular hydraulic jumps: Experiments and analysis

The writers measured velocity, pressure and energy distributions, wavelengths, and wave amplitudes along undular jumps in a smooth rectangular channel 0.25 m wide. In each case the upstream flow was a fully developed shear flow. Analysis of the data shows that the jump has strong three-dimensional features and that the aspect ratio of the channel is an important parameter. Energy dissipation on the centerline is far from negligible and is largely constrained to the reach between the start of the lateral shock waves and the first wave crest of the jump, in which the boundary layer develops under a strong adverse pressure gradient. A Boussinesq-type solution of the free-surface profile, velocity, and energy and pressure distributions is developed and compared with the data. Limitations of the two-dimensional analysis are discussed.

A novel, open access, elliptical cross-section magnet for paediatric MRI

Almost all clinical magnetic resonance imaging systems are based on circular cross-section magnets. Recent advances in elliptical cross-section RF probe and gradient coil hardware raise the question of the possibility of using elliptical cross-section magnet systems, This paper presents a methodology for calculating rapidly the magnetic fields generated by a multi-turn coil of elliptical cross-section and incorporates this in a stochastic optimization method for magnet design, An open magnet system of elliptical cross-section is designed that both reduces the claustrophobia for the patients and allows ready access by attending physicians, The magnet system is optimized for paediatric use, The coil geometry produced by the optimization method has several novel features.

Decoherence in ion traps due to laser intensity and phase fluctuations

We consider one source of decoherence for a single trapped ion due to intensity and phase fluctuations in the exciting laser pulses. For simplicity we assume that the stochastic processes involved are white noise processes, which enables us to give a simple master equation description of this source of decoherence. This master equation is averaged over the noise, and is sufficient to describe the results of experiments that probe the oscillations in the electronic populations as energy is exchanged between the internal and electronic motion. Our results are in good qualitative agreement with recent experiments and predict that the decoherence rate will depend on vibrational quantum number in different ways depending on which vibrational excitation sideband is used.

Overflow characteristics of circular weirs: Effects of inflow conditions

The most common types of weirs are the broad-crested weir, the sharp-crested weir, the circular-crested weir, and nowadays, the ogee crest weir, Advantages of the cylindrical weir shape include the stable overflow pattern, the ease to pass floating debris, the simplicity of design compared to ogee crest design, and the associated lower costs. in this study, the writers describe new experiments of circular weir overflows, with eight cylinder sizes, for several weir heights and for five types of inflow conditions: partially developed inflow, fully developed inflow, upstream ramp, upstream undular hydraulic jump, and upstream (breaking) hydraulic jump. Within the range of the experiments, the cylinder size, the weir height DIR and the presence of an upstream ramp had no effect on the discharge coefficient, flow depth at crest, and energy dissipation. But the inflow conditions had substantial effects on the discharge characteristics and flow properties at the crest. Practically, the results indicate that discharge measurements with circular weirs are significantly affected by the upstream flow conditions.

A simple design methodology for elliptical cross-section, transverse, asymmetric, head gradient coils for MRI

A simple design process for the design of elliptical cross-section, transverse gradient coils for use in magnetic resonance imaging (MRI) is presented. This process is based on a flexible stochastic optimization method and results in designs of high linearity and efficiency with low switching times. A design study of a shielded, transverse asymmetric elliptical coil set for use in neural imaging is presented and includes the minimization of the torques experienced by the gradient set.