Stochastic processes and their applications time dependent solutions for some queueing and inventory models

The objective of this thesis is to study the time dependent behaviour of some complex queueing and inventory models. It contains a detailed analysis of the basic stochastic processes underlying these models. In the theory of queues, analysis of time dependent behaviour is an area.very little developed compared to steady state theory. Tine dependence seems certainly worth studying from an application point of view but unfortunately, the analytic difficulties are considerable. Glosod form solutions are complicated even for such simple models as M/M /1. Outside M/>M/1, time dependent solutions have been found only in special cases and involve most often double transforms which provide very little insight into the behaviour of the queueing systems themselves. In inventory theory also There is not much results available giving the time dependent solution of the system size probabilities. Our emphasis is on explicit results free from all types of transforms and the method used may be of special interest to a wide variety of problems having regenerative structure.

Stochastic processes and their applications semi-markov analysis of some inventory and queuing problems

This thesis analyses certain problems in Inventories and Queues. There are many situations in real-life where we encounter models as described in this thesis. It analyses in depth various models which can be applied to production, storag¢, telephone traffic, road traffic, economics, business administration, serving of customers, operations of particle counters and others. Certain models described here is not a complete representation of the true situation in all its complexity, but a simplified version amenable to analysis. While discussing the models, we show how a dependence structure can be suitably introduced in some problems of Inventories and Queues. Continuous review, single commodity inventory systems with Markov dependence structure introduced in the demand quantities, replenishment quantities and reordering levels are considered separately. Lead time is assumed to be zero in these models. An inventory model involving random lead time is also considered (Chapter-4). Further finite capacity single server queueing systems with single/bulk arrival, single/bulk services are also discussed. In some models the server is assumed to go on vacation (Chapters 7 and 8). In chapters 5 and 6 a sort of dependence is introduced in the service pattern in some queuing models.

Queueing Theory And Other Applications Of Stochastic Processes Queueing And Inventory Models With Rest Periods

In this thesis we study the effect of rest periods in queueing systems without exhaustive service and inventory systems with rest to the server. Most of the works in the vacation models deal with exhaustive service. Recently some results have appeared for the systems without exhaustive service.

Probability Theory. Stochastic Processes And Their Applications Probabilistic Analysis Of Some Queueing And Inventory Models

In this thesis we attempt to make a probabilistic analysis of some physically realizable, though complex, storage and queueing models. It is essentially a mathematical study of the stochastic processes underlying these models. Our aim is to have an improved understanding of the behaviour of such models, that may widen their applicability. Different inventory systems with randon1 lead times, vacation to the server, bulk demands, varying ordering levels, etc. are considered. Also we study some finite and infinite capacity queueing systems with bulk service and vacation to the server and obtain the transient solution in certain cases. Each chapter in the thesis is provided with self introduction and some important references

Numerical Simulation of Two-Part Underwater Towing System

The motion instability is an important issue that occurs during the operation of towed underwater vehicles (TUV), which considerably affects the accuracy of high precision acoustic instrumentations housed inside the same. Out of the various parameters responsible for this, the disturbances from the tow-ship are the most significant one. The present study focus on the motion dynamics of an underwater towing system with ship induced disturbances as the input. The study focus on an innovative system called two-part towing. The methodology involves numerical modeling of the tow system, which consists of modeling of the tow-cables and vehicles formulation. Previous study in this direction used a segmental approach for the modeling of the cable. Even though, the model was successful in predicting the heave response of the tow-body, instabilities were observed in the numerical solution. The present study devises a simple approach called lumped mass spring model (LMSM) for the cable formulation. In this work, the traditional LMSM has been modified in two ways. First, by implementing advanced time integration procedures and secondly, use of a modified beam model which uses only translational degrees of freedoms for solving beam equation. A number of time integration procedures, such as Euler, Houbolt, Newmark and HHT-α were implemented in the traditional LMSM and the strength and weakness of each scheme were numerically estimated. In most of the previous studies, hydrodynamic forces acting on the tow-system such as drag and lift etc. are approximated as analytical expression of velocities. This approach restricts these models to use simple cylindrical shaped towed bodies and may not be applicable modern tow systems which are diversed in shape and complexity. Hence, this particular study, hydrodynamic parameters such as drag and lift of the tow-system are estimated using CFD techniques. To achieve this, a RANS based CFD code has been developed. Further, a new convection interpolation scheme for CFD simulation, called BNCUS, which is blend of cell based and node based formulation, was proposed in the study and numerically tested. To account for the fact that simulation takes considerable time in solving fluid dynamic equations, a dedicated parallel computing setup has been developed. Two types of computational parallelisms are explored in the current study, viz; the model for shared memory processors and distributed memory processors. In the present study, shared memory model was used for structural dynamic analysis of towing system, distributed memory one was devised in solving fluid dynamic equations.

Investigations on Stochastic Storage Systems with Positive Service Time

In this thesis the queueing-inventory models considered are analyzed as continuous time Markov chains in which we use the tools such as matrix analytic methods. We obtain the steady-state distributions of various queueing-inventory models in product form under the assumption that no customer joins the system when the inventory level is zero. This is despite the strong correlation between the number of customers joining the system and the inventory level during lead time. The resulting quasi-birth-anddeath (QBD) processes are solved explicitly by matrix geometric methods

Analysis of Some Stochastic Inventory Models with Pooling/ Retrial of Customers

In this thesis we have presented several inventory models of utility. Of these inventory with retrial of unsatisfied demands and inventory with postponed work are quite recently introduced concepts, the latt~~ being introduced for the first time. Inventory with service time is relatively new with a handful of research work reported. The di lficuity encoLlntered in inventory with service, unlike the queueing process, is that even the simplest case needs a 2-dimensional process for its description. Only in certain specific cases we can introduce generating function • to solve for the system state distribution. However numerical procedures can be developed for solving these problem.

Agent Based Simulation of Street Robbery

Routine activity theory introduced by Cohen& Felson in 1979 states that criminal acts are caused due to the presenceof criminals, vic-timsand the absence of guardians in time and place. As the number of collision of these elements in place and time increases, criminal acts will also increase even if the number of criminals or civilians remains the same within the vicinity of a city. Street robbery is a typical example of routine ac-tivity theory and the occurrence of which can be predicted using routine activity theory. Agent-based models allow simulation of diversity among individuals. Therefore agent based simulation of street robbery can be used to visualize how chronological aspects of human activity influence the incidence of street robbery.The conceptual model identifies three classes of people-criminals, civilians and police with certain activity areas for each. Police exist only as agents of formal guardianship. Criminals with a tendency for crime will be in the search for their victims. Civilians without criminal tendencycan be either victims or guardians. In addition to criminal tendency, each civilian in the model has a unique set of characteristicslike wealth, employment status, ability for guardianship etc. These agents are subjected to random walk through a street environment guided by a Q –learning module and the possible outcomes are analyzed

Agent Based Evacuation Simulation Using Leader-Follower Model

Agent based simulation is a widely developing area in artificial intelligence.The simulation studies are extensively used in different areas of disaster management. This work deals with the study of an agent based evacuation simulation which is being done to handle the various evacuation behaviors.Various emergent behaviors of agents are addressed here. Dynamic grouping behaviors of agents are studied. Collision detection and obstacle avoidances are also incorporated in this approach.Evacuation is studied with single exits and multiple exits and efficiency is measured in terms of evacuation rate, collision rate etc.Net logo is the tool used which helps in the efficient modeling of scenarios in evacuation

The role of lower partial moments in stochastic modeling

Lower partial moments plays an important role in the analysis of risks and in income/poverty studies. In the present paper, we further investigate its importance in stochastic modeling and prove some characterization theorems arising out of it. We also identify its relationships with other important applied models such as weighted and equilibrium models. Finally, some applications of lower partial moments in poverty studies are also examined

Some Aspects of Domain Specific Conceptual Modeling for Simulation of Logistic Terminal Operations

When simulation modeling is used for performance improvement studies of complex systems such as transport terminals, domain specific conceptual modeling constructs could be used by modelers to create structured models. A two stage procedure which includes identification of the problem characteristics/cluster - ‘knowledge acquisition’ and identification of standard models for the problem cluster – ‘model abstraction’ was found to be effective in creating structured models when applied to certain logistic terminal systems. In this paper we discuss some methods and examples related the knowledge acquisition and model abstraction stages for the development of three different types of model categories of terminal systems

Analysis of Stochastic Volatility Sequences Generated by Product Autoregressive Models

The classical methods of analysing time series by Box-Jenkins approach assume that the observed series uctuates around changing levels with constant variance. That is, the time series is assumed to be of homoscedastic nature. However, the nancial time series exhibits the presence of heteroscedasticity in the sense that, it possesses non-constant conditional variance given the past observations. So, the analysis of nancial time series, requires the modelling of such variances, which may depend on some time dependent factors or its own past values. This lead to introduction of several classes of models to study the behaviour of nancial time series. See Taylor (1986), Tsay (2005), Rachev et al. (2007). The class of models, used to describe the evolution of conditional variances is referred to as stochastic volatility modelsThe stochastic models available to analyse the conditional variances, are based on either normal or log-normal distributions. One of the objectives of the present study is to explore the possibility of employing some non-Gaussian distributions to model the volatility sequences and then study the behaviour of the resulting return series. This lead us to work on the related problem of statistical inference, which is the main contribution of the thesis

Modelling and simulation of a photovoltaic fuel cell hybrid system

A stand-alone power system is an autonomous system that supplies electricity to the user load without being connected to the electric grid. This kind of decentralized system is frequently located in remote and inaccessible areas. It is essential for about one third of the world population which are living in developed or isolated regions and have no access to an electricity utility grid. The most people live in remote and rural areas, with low population density, lacking even the basic infrastructure. The utility grid extension to these locations is not a cost effective option and sometimes technically not feasible. The purpose of this thesis is the modelling and simulation of a stand-alone hybrid power system, referred to as “hydrogen Photovoltaic-Fuel Cell (PVFC) hybrid system”. It couples a photovoltaic generator (PV), an alkaline water electrolyser, a storage gas tank, a proton exchange membrane fuel cell (PEMFC), and power conditioning units (PCU) to give different system topologies. The system is intended to be an environmentally friendly solution since it tries maximising the use of a renewable energy source. Electricity is produced by a PV generator to meet the requirements of a user load. Whenever there is enough solar radiation, the user load can be powered totally by the PV electricity. During periods of low solar radiation, auxiliary electricity is required. An alkaline high pressure water electrolyser is powered by the excess energy from the PV generator to produce hydrogen and oxygen at a pressure of maximum 30bar. Gases are stored without compression for short- (hourly or daily) and long- (seasonal) term. A proton exchange membrane (PEM) fuel cell is used to keep the system’s reliability at the same level as for the conventional system while decreasing the environmental impact of the whole system. The PEM fuel cell consumes gases which are produced by an electrolyser to meet the user load demand when the PV generator energy is deficient, so that it works as an auxiliary generator. Power conditioning units are appropriate for the conversion and dispatch the energy between the components of the system. No batteries are used in this system since they represent the weakest when used in PV systems due to their need for sophisticated control and their short lifetime. The model library, ISET Alternative Power Library (ISET-APL), is designed by the Institute of Solar Energy supply Technology (ISET) and used for the simulation of the hybrid system. The physical, analytical and/or empirical equations of each component are programmed and implemented separately in this library for the simulation software program Simplorer by C++ language. The model parameters are derived from manufacturer’s performance data sheets or measurements obtained from literature. The identification and validation of the major hydrogen PVFC hybrid system component models are evaluated according to the measured data of the components, from the manufacturer’s data sheet or from actual system operation. Then, the overall system is simulated, at intervals of one hour each, by using solar radiation as the primary energy input and hydrogen as energy storage for one year operation. A comparison between different topologies, such as DC or AC coupled systems, is carried out on the basis of energy point of view at two locations with different geographical latitudes, in Kassel/Germany (Europe) and in Cairo/Egypt (North Africa). The main conclusion in this work is that the simulation method of the system study under different conditions could successfully be used to give good visualization and comparison between those topologies for the overall performance of the system. The operational performance of the system is not only depending on component efficiency but also on system design and consumption behaviour. The worst case of this system is the low efficiency of the storage subsystem made of the electrolyser, the gas storage tank, and the fuel cell as it is around 25-34% at Cairo and 29-37% at Kassel. Therefore, the research for this system should be concentrated in the subsystem components development especially the fuel cell.

Modellierung und numerische Simulation der Thermoregulation von Früh- und Neugeborenen

Bei frühgeborenen Säuglingen spielt die Thermoregulation zur Aufrechterhaltung einer überlebenswichtigen Körpertemperatur durch Wärmeproduktion, -abgabe bzw. -aufnahme eine entscheidende Rolle. Der Einsatz moderner Inkubatoren soll die körpereigenen Thermoregulatoren unterstützen, und es ist im Hinblick auf verschiedene medizinische Fragestellungen wünschenswert, diesen Prozess modellieren zu können. Wir stellen ein einfaches Modell auf der Basis von partiellen Differentialgleichungen vor und beschreiben detailliert die numerische Simulation mit Hilfe einer Finite-Volumen-Methode. Dazu wird ein zweidimensionales Modell eines Frühgeborenen trianguliert und das Modell diskretisiert. Zahlreiche numerische Resultate zeigen die Qualität unseres Modells.

Ein Beitrag zur Modellierung und Simulation von elektromechanischen Systemen

Die in dieser Arbeit durchgeführten Untersuchungen zeigen, daß es möglich ist, komplexe thermische Systeme, unter Verwendung der thermisch-, elektrischen Analogien, mit PSpice zu simulieren. Im Mittelpunkt der Untersuchungen standen hierbei Strangkühlkörper zur Kühlung von elektronischen Bauelementen. Es konnte gezeigt werden,daß alle Wärmeübertragungsarten, (Wärmeleitung, Konvektion und Wärmestrahlung) in der Simulation berücksichtigt werden können. Für die Berechnung der Konvektion wurden verschiedene Methoden hergeleitet. Diese gelten zum einen für verschiedene Kühlkörpergeometrien, wie z.B. ebene Flächen und Kühlrippenzwischenräume, andererseits unterscheiden sie sich, je nachdem, ob freie oder erzwungene Konvektion betrachtet wird. Für die Wärmestrahlung zwischen den Kühlrippen wurden verschiedenen Berechnungsmethoden entwickelt. Für die Simulation mit PSpice wurde die Berechnung der Wärmestrahlung zwischen den Kühlrippen vereinfacht. Es konnte gezeigt werden, daß die Fehler, die durch die Vereinfachung entstehen, vernachlässigbar klein sind. Für das thermische Verhalten einer zu kühlenden Wärmequelle wurde ein allgemeines Modell entworfen. Zur Bestimmung der Modellparameter wurden verschiedene Meßverfahren entwickelt. Für eine im Fachgebiet Elektromechanik entwickelte Wärmequelle zum Test von Kühlvorrichtungen wurde mit Hilfe dieser Meßverfahren eine Parameterbestimmung durchgeführt. Die Erstellung des thermischen Modells eines Kühlkörpers für die Simulation in PSpice erfordert die Analyse der Kühlkörpergeometrie. Damit diese Analyse weitestgehend automatisiert werden kann, wurden verschiedene Algorithmen unter Matlab entwickelt. Es wurde ein Algorithmus entwickelt, der es ermöglicht, den Kühlkörper in Elementarzellen zu zerlegen, die für die Erstellung des Simulationsmodells benötigt werden. Desweiteren ist es für die Simulation notwendig zu wissen, welche der Elementarzellen am Rand des Kühlkörpers liegen, welche der Elementarzellen an einem Kühlrippenzwischenraum liegen und welche Kühlkörperkanten schräg verlaufen. Auch zur Lösung dieser Aufgaben wurden verschiedene Algorithmen entwickelt. Diese Algorithmen wurden zu einem Programm zusammengefaßt, das es gestattet, unterschiedliche Strangkühlkörper zu simulieren und die Simulationsergebnisse in Form der Temperaturverteilung auf der Montagefläche des Kühlkörpers grafisch darzustellen. Es können stationäre und transiente Simulationen durchgeführt werden. Desweiteren kann der thermische Widerstand des Kühlkörpers RthK als Funktion der Verlustleistung der Wärmequelle dargestellt werden. Zur Verifikation der Simulationsergebnisse wurden Temperaturmessungen an Kühlkörpern durchgeführt und mit den Simulationsergebnissen verglichen. Diese Vergleiche zeigen, daß die Abweichungen im Bereich der Streuung der Temperaturmessung liegen. Das hier entwickelte Verfahren zur thermischen Simulation von Strangkühlkörpern kann somit als gut bewertet werden.