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

Analysis of Some Stochastic Inventory Models with Pooling Retrial of Customers

The thesis deals with analysis of some Stochastic Inventory Models with Pooling/Retrial of Customers.. In the first model we analyze an (s,S) production Inventory system with retrial of customers. Arrival of customers from outside the system form a Poisson process. The inter production times are exponentially distributed with parameter µ. When inventory level reaches zero further arriving demands are sent to the orbit which has capacity M(<∞). Customers, who find the orbit full and inventory level at zero are lost to the system. Demands arising from the orbital customers are exponentially distributed with parameter γ. In the model-II we extend these results to perishable inventory system assuming that the life-time of each item follows exponential with parameter θ. The study deals with an (s,S) production inventory with service times and retrial of unsatisfied customers. Primary demands occur according to a Markovian Arrival Process(MAP). Consider an (s,S)-retrial inventory with service time in which primary demands occur according to a Batch Markovian Arrival Process (BMAP). The inventory is controlled by the (s,S) policy and (s,S) inventory system with service time. Primary demands occur according to Poissson process with parameter λ. The study concentrates two models. In the first model we analyze an (s,S) Inventory system with postponed demands where arrivals of demands form a Poisson process. In the second model, we extend our results to perishable inventory system assuming that the life-time of each item follows exponential distribution with parameter θ. Also it is assumed that when inventory level is zero the arriving demands choose to enter the pool with probability β and with complementary probability (1- β) it is lost for ever. Finally it analyze an (s,S) production inventory system with switching time. A lot of work is reported under the assumption that the switching time is negligible but this is not the case for several real life situation.

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.

Queue Length Simulations in a Finite Single-line Queueing System with Repeated Calls

2000 Mathematics Subject Classification: 60K25.

Universal simulation of Hamiltonian dynamics for quantum systems with finite-dimensional state spaces

What interactions are sufficient to simulate arbitrary quantum dynamics in a composite quantum system? Dodd [Phys. Rev. A 65, 040301(R) (2002)] provided a partial solution to this problem in the form of an efficient algorithm to simulate any desired two-body Hamiltonian evolution using any fixed two-body entangling N-qubit Hamiltonian, and local unitaries. We extend this result to the case where the component systems are qudits, that is, have D dimensions. As a consequence we explain how universal quantum computation can be performed with any fixed two-body entangling N-qudit Hamiltonian, and local unitaries.

OPTIMAL UTILIZATION OF SERVICE FACILITY FOR A k-OUT-OF-n SYSTEM WITH REPAIR BY EXTENDING SERVICE TO EXTERNAL CUSTOMERS IN A RETRIAL QUEUE

In this paper, we study a k-out-of-n system with single server who provides service to external customers also. The system consists of two parts:(i) a main queue consisting of customers (failed components of the k-out-of-n system) and (ii) a pool (of finite capacity M) of external customers together with an orbit for external customers who find the pool full. An external customer who finds the pool full on arrival, joins the orbit with probability and with probability 1− leaves the system forever. An orbital customer, who finds the pool full, at an epoch of repeated attempt, returns to orbit with probability (< 1) and with probability 1 − leaves the system forever. We compute the steady state system size probability. Several performance measures are computed, numerical illustrations are provided.

ON (s,S) inventory policy with/without retrial and interruption of services/production

In this thesis we have developed a few inventory models in which items are served to the customers after a processing time. This leads to a queue of demand even when items are available. In chapter two we have discussed a problem involving search of orbital customers for providing inventory. Retrial of orbital customers was also considered in that chapter; in chapter 5 also we discussed retrial inventory model which is sans orbital search of customers. In the remaining chapters (3, 4 and 6) we did not consider retrial of customers, rather we assumed the waiting room capacity of the system to be arbitrarily large. Though the models in chapters 3 and 4 differ only in that in the former we consider positive lead time for replenishment of inventory and in the latter the same is assumed to be negligible, we arrived at sharper results in chapter 4. In chapter 6 we considered a production inventory model with production time distribution for a single item and that of service time of a customer following distinct Erlang distributions. We also introduced protection of production and service stages and investigated the optimal values of the number of stages to be protected.

Discrete Time Inventory Models with/without Positive Service Time

In everyday life different flows of customers to avail some service facility or other at some service station are experienced. In some of these situations, congestion of items arriving for service, because an item cannot be serviced Immediately on arrival, is unavoidable. A queuing system can be described as customers arriving for service, waiting for service if it is not immediate, and if having waited for service, leaving the system after being served. Examples Include shoppers waiting in front of checkout stands in a supermarket, Programs waiting to be processed by a digital computer, ships in the harbor Waiting to be unloaded, persons waiting at railway booking office etc. A queuing system is specified completely by the following characteristics: input or arrival pattern, service pattern, number of service channels, System capacity, queue discipline and number of service stages. The ultimate objective of solving queuing models is to determine the characteristics that measure the performance of the system

Modelling the human accommodation system using finite element analysis

The human accommodation system has been extensively examined for over a century, with a particular focus on trying to understand the mechanisms that lead to the loss of accommodative ability with age (Presbyopia). The accommodative process, along with the potential causes of presbyopia, are disputed; hindering efforts to develop methods of restoring accommodation in the presbyopic eye. One method that can be used to provide insight into this complex area is Finite Element Analysis (FEA). The effectiveness of FEA in modelling the accommodative process has been illustrated by a number of accommodative FEA models developed to date. However, there have been limitations to these previous models; principally due to the variation in data on the geometry of the accommodative components, combined with sparse measurements of their material properties. Despite advances in available data, continued oversimplification has occurred in the modelling of the crystalline lens structure and the zonular fibres that surround the lens. A new accommodation model was proposed by the author that aims to eliminate these limitations. A novel representation of the zonular structure was developed, combined with updated lens and capsule modelling methods. The model has been designed to be adaptable so that a range of different age accommodation systems can be modelled, allowing the age related changes that occur to be simulated. The new modelling methods were validated by comparing the changes induced within the model to available in vivo data, leading to the definition of three different age models. These were used in an extended sensitivity study on age related changes, where individual parameters were altered to investigate their effect on the accommodative process. The material properties were found to have the largest impact on the decline in accommodative ability, in particular compared to changes in ciliary body movement or zonular structure. Novel data on the importance of the capsule stiffness and thickness was also established. The new model detailed within this thesis provides further insight into the accommodation mechanism, as well as a foundation for future, more detailed investigations into accommodation, presbyopia and accommodative restoration techniques.

Development of a Multicommutated Flow System with Chemiluminometric Detection for Quantification of Gentamicin in Pharmaceuticals

A new flow procedure based on multicommutation with chemiluminometric detection was developed to quantify gentamicin sulphate in pharmaceutical formulations. This approach is based on gentamicin's ability to inhibit the chemiluminometric reaction between luminol and hypochlorite in alkaline medium, causing a decrease in the analytical signal. The inhibition of the analytical signal is proportional to the concentration of gentamicin sulphate, within a linear range of 1 to 4 mu g mL(-1) with a coefficient variation <3%. A sample throughput of 55 samples h(-1) was obtained. The developed method is sensitive, simple, with low reagent consumption, reproducible, and inexpensive, and when applied to the analysis of pharmaceutical formulations (eye drops and injections) it gave results with RSD between 1.10 and 4.40%.

An Extension of the Invariance Principle for a Class of Differential Equations with Finite Delay

An extension of the uniform invariance principle for ordinary differential equations with finite delay is developed. The uniform invariance principle allows the derivative of the auxiliary scalar function V to be positive in some bounded sets of the state space while the classical invariance principle assumes that. V <= 0. As a consequence, the uniform invariance principle can deal with a larger class of problems. The main difficulty to prove an invariance principle for functional differential equations is the fact that flows are defined on an infinite dimensional space and, in such spaces, bounded solutions may not be precompact. This difficulty is overcome by imposing the vector field taking bounded sets into bounded sets.

Exploiting Mn(III)/EDTA complex in a flow system with solenoid micro-pumps coupled to long pathlength spectrophotometry for fast manganese determination

The formation of the Mn(III)/EDTA complex in a flow system with solenoid micro-pumps was exploited for fast manganese determination in freshwater. Manganese(II) was oxidized in a solid-phase reactor containing lead dioxide immobilized on polyester. Long pathlength spectrophotometry was exploited to increase sensitivity, aiming to reach the threshold limit established by environmental legislation. A linear response was observed from 25 to 1500 mu g L(-1), with a detection limit of 6 mu g L(-1) (99.7% confidence level). Sample throughput and coefficient of variation were 36 samples/h and 2.6% (n = 10), respectively. EDTA consumption and waste generation were estimated as 500 mu g and 3 mL per determination, respectively. The amount of Pb in the residue corresponds to 250 mu g per determination and a solid-phase reactor could be used for up to 1600 determinations. Adsorption in active charcoal avoided interferences caused by organic matter and the developed procedure was successfully applied for determination of manganese in freshwater samples. Results were in agreement with those attained by GFAAS at the 95% confidence level. (C) 2010 Elsevier B.V. All rights reserved.

A multicommuted flow system with solenoid micro-pumps for paraquat determination in natural waters

A flow system designed with solenoid micro-pumps is proposed for the determination of paraquat in natural waters. The procedure involves the reaction of paraquat with dehydroascorbic acid followed by spectrophotometric measurements. The proposed procedure minimizes the main drawbacks related to the standard chromatographic procedure and to flow analysis and manual methods with spectrophotometric detection based on the reaction with sodium dithionite, i.e. high solvent consumption and waste generation and low sampling rate for chromatography and high instability of the reagent in the spectrophotometric procedures. A home-made 10-cm optical-path flow cell was employed for improving sensitivity and detection limit. Linear response was observed for paraquat concentrations in the range 0.10-5.0 mg L-1. The detection limit (99.7% confidence level), sampling rate and coefficient of variation (n = 10) were estimated as 22 mu g L-1, 63 measurements per hour and 1.0%, respectively. Results of determination of paraquat in natural water samples were in agreement with those achieved by the chromatographic reference procedure at the 95% confidence level. (c) 2008 Elsevier B.V. All rights reserved.

Performance and molecular evaluation of an anaerobic system with suspended biomass for treating wastewater with high fat content after enzymatic hydrolysis

The effect of a lipase-rich fungal enzymatic preparation, produced by a Penicillium sp. during solid-state fermentation, was evaluated in an anaerobic digester treating dairy wastewater with 1200 mg of oil and grease/L The oil and grease hydrolysis step was carried out with 0.1% (w/v) of solid enzymatic preparation at 30 degrees C for 24 h, and resulted in a final free acid concentration eight times higher than the initial value. The digester operated in sequential batches of 48 h at 30 degrees C for 245 days, and had high chemical oxygen demand (COD) removal efficiencies (around 90%) when fed with pre-hydrolyzed wastewater. However, when the pre-hydrolysis step was removed, the anaerobic digester performed poorly (with an average COD removal of 32%), as the oil and grease accumulated in the biomass and effluent oil and grease concentration increased throughout the operational period. PCR-DGGE analysis of the Bacteria and Archaea domains revealed remarkable differences in the microbial profiles in trials conducted with and without the pre-hydrolysis step, indicating that differences observed in overall parameters were intrinsically related to the microbial diversity of the anaerobic sludge. (C) 2009 Elsevier Ltd. All rights reserved.