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.

Matrix effects observed during pesticides residue analysis in fruits by GC

The influence of the sample matrix in the CC-electron-capture detection analysis of the pesticides dimethoate, diazinon, chlorothalonil.. parathion methyl and fenitrothion in fruits samples has been studied. Experiments have been carried out where the pesticide responses in standard solutions prepared in selected solvent were compared with their response when present in apple, mango, papaya, banana, pineapple and melon extracts. The presence of matrix effects (MEs) and their extent were shown to be simultaneously influenced by several factors (matrix concentration, matrix type, pesticide concentration, analytical range). Pronounced MEs were observed particularly for dimethoate and diazinon in all matrices tested; in lower concentrations, all pesticides presented significant ME. The other pesticides presented variable ME. Higher ME enhancement was detected at lower pesticide concentration levels of and/or at higher matrix concentration solutions. The ME detected for fenitrothion, in the analytical range evaluated, were dependent on matrix type. For each pesticide, solvent and matrix-matched calibrations were compared for all fruit samples, and it could be concluded that quantitation based on standard solutions prepared in blank matrix extract (matrix-matched calibration) should be used to compensate the MEs and to obtain more accurate results for the pesticides studied.

Analysis of Some Queueing Models Related To N-Policy: Operations Research

This study is about the analysis of some queueing models related to N-policy.The optimal value the queue size has to attain in order to turn on a single server, assuming that the policy is to turn on a single server when the queue size reaches a certain number, N, and turn him off when the system is empty.The operating policy is the usual N-policy, but with random N and in model 2, a system similar to the one described here.This study analyses “ Tandem queue with two servers”.Here assume that the first server is a specialized one.In a queueing system,under N-policy ,the server will be on vacation until N units accumulate for the first time after becoming idle.A modified version of the N-policy for an M│M│1 queueing system is considered here.The novel feature of this model is that a busy service unit prevents the access of new customers to servers further down the line.It is deals with a queueing model consisting of two servers connected in series with a finite intermediate waiting room of capacity k.Here assume that server I is a specialized server.For this model ,the steady state probability vector and the stability condition are obtained using matrix – geometric method.

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

A geometric construction of travelling wave solutions to the Keller–Segel model

We study a version of the Keller–Segel model for bacterial chemotaxis, for which exact travelling wave solutions are explicitly known in the zero attractant diffusion limit. Using geometric singular perturbation theory, we construct travelling wave solutions in the small diffusion case that converge to these exact solutions in the singular limit.

Inverse Sensitivity Analysis of Singular Solutions of FRF matrix in Structural System Identification

The problem of structural damage detection based on measured frequency response functions of the structure in its damaged and undamaged states is considered. A novel procedure that is based on inverse sensitivity of the singular solutions of the system FRF matrix is proposed. The treatment of possibly ill-conditioned set of equations via regularization scheme and questions on spatial incompleteness of measurements are considered. The application of the method in dealing with systems with repeated natural frequencies and (or) packets of closely spaced modes is demonstrated. The relationship between the proposed method and the methods based on inverse sensitivity of eigensolutions and frequency response functions is noted. The numerical examples on a 5-degree of freedom system, a one span free-free beam and a spatially periodic multi-span beam demonstrate the efficacy of the proposed method and its superior performance vis-a-vis methods based on inverse eigensensitivity.

A geometric approach to stationary defect solutions in one space dimension

In this manuscript, we consider the impact of a small jump-type spatial heterogeneity on the existence of stationary localized patterns in a system of partial dierential equations in one spatial dimension...

Transceiver designs and analysis for LTI, LTV and broadcast channels - new matrix decompositions and majorization theory

Signal processing techniques play important roles in the design of digital communication systems. These include information manipulation, transmitter signal processing, channel estimation, channel equalization and receiver signal processing. By interacting with communication theory and system implementing technologies, signal processing specialists develop efficient schemes for various communication problems by wisely exploiting various mathematical tools such as analysis, probability theory, matrix theory, optimization theory, and many others. In recent years, researchers realized that multiple-input multiple-output (MIMO) channel models are applicable to a wide range of different physical communications channels. Using the elegant matrix-vector notations, many MIMO transceiver (including the precoder and equalizer) design problems can be solved by matrix and optimization theory. Furthermore, the researchers showed that the majorization theory and matrix decompositions, such as singular value decomposition (SVD), geometric mean decomposition (GMD) and generalized triangular decomposition (GTD), provide unified frameworks for solving many of the point-to-point MIMO transceiver design problems.

In this thesis, we consider the transceiver design problems for linear time invariant (LTI) flat MIMO channels, linear time-varying narrowband MIMO channels, flat MIMO broadcast channels, and doubly selective scalar channels. Additionally, the channel estimation problem is also considered. The main contributions of this dissertation are the development of new matrix decompositions, and the uses of the matrix decompositions and majorization theory toward the practical transmit-receive scheme designs for transceiver optimization problems. Elegant solutions are obtained, novel transceiver structures are developed, ingenious algorithms are proposed, and performance analyses are derived.

The first part of the thesis focuses on transceiver design with LTI flat MIMO channels. We propose a novel matrix decomposition which decomposes a complex matrix as a product of several sets of semi-unitary matrices and upper triangular matrices in an iterative manner. The complexity of the new decomposition, generalized geometric mean decomposition (GGMD), is always less than or equal to that of geometric mean decomposition (GMD). The optimal GGMD parameters which yield the minimal complexity are derived. Based on the channel state information (CSI) at both the transmitter (CSIT) and receiver (CSIR), GGMD is used to design a butterfly structured decision feedback equalizer (DFE) MIMO transceiver which achieves the minimum average mean square error (MSE) under the total transmit power constraint. A novel iterative receiving detection algorithm for the specific receiver is also proposed. For the application to cyclic prefix (CP) systems in which the SVD of the equivalent channel matrix can be easily computed, the proposed GGMD transceiver has K/log_2(K) times complexity advantage over the GMD transceiver, where K is the number of data symbols per data block and is a power of 2. The performance analysis shows that the GGMD DFE transceiver can convert a MIMO channel into a set of parallel subchannels with the same bias and signal to interference plus noise ratios (SINRs). Hence, the average bit rate error (BER) is automatically minimized without the need for bit allocation. Moreover, the proposed transceiver can achieve the channel capacity simply by applying independent scalar Gaussian codes of the same rate at subchannels.

In the second part of the thesis, we focus on MIMO transceiver design for slowly time-varying MIMO channels with zero-forcing or MMSE criterion. Even though the GGMD/GMD DFE transceivers work for slowly time-varying MIMO channels by exploiting the instantaneous CSI at both ends, their performance is by no means optimal since the temporal diversity of the time-varying channels is not exploited. Based on the GTD, we develop space-time GTD (ST-GTD) for the decomposition of linear time-varying flat MIMO channels. Under the assumption that CSIT, CSIR and channel prediction are available, by using the proposed ST-GTD, we develop space-time geometric mean decomposition (ST-GMD) DFE transceivers under the zero-forcing or MMSE criterion. Under perfect channel prediction, the new system minimizes both the average MSE at the detector in each space-time (ST) block (which consists of several coherence blocks), and the average per ST-block BER in the moderate high SNR region. Moreover, the ST-GMD DFE transceiver designed under an MMSE criterion maximizes Gaussian mutual information over the equivalent channel seen by each ST-block. In general, the newly proposed transceivers perform better than the GGMD-based systems since the super-imposed temporal precoder is able to exploit the temporal diversity of time-varying channels. For practical applications, a novel ST-GTD based system which does not require channel prediction but shares the same asymptotic BER performance with the ST-GMD DFE transceiver is also proposed.

The third part of the thesis considers two quality of service (QoS) transceiver design problems for flat MIMO broadcast channels. The first one is the power minimization problem (min-power) with a total bitrate constraint and per-stream BER constraints. The second problem is the rate maximization problem (max-rate) with a total transmit power constraint and per-stream BER constraints. Exploiting a particular class of joint triangularization (JT), we are able to jointly optimize the bit allocation and the broadcast DFE transceiver for the min-power and max-rate problems. The resulting optimal designs are called the minimum power JT broadcast DFE transceiver (MPJT) and maximum rate JT broadcast DFE transceiver (MRJT), respectively. In addition to the optimal designs, two suboptimal designs based on QR decomposition are proposed. They are realizable for arbitrary number of users.

Finally, we investigate the design of a discrete Fourier transform (DFT) modulated filterbank transceiver (DFT-FBT) with LTV scalar channels. For both cases with known LTV channels and unknown wide sense stationary uncorrelated scattering (WSSUS) statistical channels, we show how to optimize the transmitting and receiving prototypes of a DFT-FBT such that the SINR at the receiver is maximized. Also, a novel pilot-aided subspace channel estimation algorithm is proposed for the orthogonal frequency division multiplexing (OFDM) systems with quasi-stationary multi-path Rayleigh fading channels. Using the concept of a difference co-array, the new technique can construct M^2 co-pilots from M physical pilot tones with alternating pilot placement. Subspace methods, such as MUSIC and ESPRIT, can be used to estimate the multipath delays and the number of identifiable paths is up to O(M^2), theoretically. With the delay information, a MMSE estimator for frequency response is derived. It is shown through simulations that the proposed method outperforms the conventional subspace channel estimator when the number of multipaths is greater than or equal to the number of physical pilots minus one.

Crystallization of micelles and matrix in dilute diblock copolymer/homopolymer solutions

The crystallization, morphology, and crystalline structure of dilute solid solutions of tetrahydrofuran-methyl methacrylate diblock copolymer (PTHF-b-PMMA) in poly(ethylene oxide) (PEO) and PTHF have been studied with differential scanning calorimetry (DSC), X-ray, and optical microscopy. This study provides a new insight into the crystallization behavior of block copolymers. For the dilute PTHF-b-PMMA/PEO system containing only 2 to 7 wt % of PTHF content, crystallization of the PTHF micellar core was detected both on cooling and on heating. Compared the crystallization of the PTHF in the dilute solutions with that in the pure copolymer, it was found that the crystallizability of the PTHF micellar core in the solution is much greater than that of the dispersed PTHF microdomain in the pure copolymer. The stronger crystallizability in the solution was presumably due to a softened PMMA corona formed in the solution of the copolymer with PEG. However, the "soft" micelles formed in the solution (meaning that the glass transition temperatures (T-g) of the micelle is lower than the T-m of the matrix phase) showed almost no effects on the spherulitic morphology of the PEO component, compared with that of the pure PEO sample. In contrast, significant effects of the micelles with a "hard" PMMA core (meaning that the T-g of the core is higher than the T-m of the PTHF homopolymer) on the nucleation, crystalline structure, and spherulitic morphology were observed for the dilute PTHF-b-PMMA/PTHF system. (C) 1998 John Wiley & Sons, Inc.

Studies on extracting solutions of endohedral rare-earth metallofullerenes by matrix-assisted laser desorption/ionization time-of-flight mass spectrometry

Thirteen extracting solutions of rare-earth metallofullerenes containing La, Ce, Pr, Nd, Sm, Eu, Gd, Tb, Dy, Ho, Er, Tm and Yb respectively have been investigated by means of matrix-assisted laser desorption/ionization time-of-night, mass spectrometry. The influences of the positive-ion/negative-ion mode, laser intensity, matrix and mass discrimination to the analytical results are studied, based on which the optimal analytical conditions have been determined. The results show that the extracting solutions contain large quantities of rare-earth metallofullerenes brs;des empty fullerenes, On the basis of comparing their relative intensities, the different structure stabilities and solubilities of metallofullerenes with different rare-earth metals encapsulated into the fullerene cages, as well as some possible reasons to those differences, are discussed.

Geometric optimization on visibility problems: metaheuristic and exact solutions

Os problemas de visibilidade têm diversas aplicações a situações reais. Entre os mais conhecidos, e exaustivamente estudados, estão os que envolvem os conceitos de vigilância e ocultação em estruturas geométricas (problemas de vigilância e ocultação). Neste trabalho são estudados problemas de visibilidade em estruturas geométricas conhecidas como polígonos, uma vez que estes podem representar, de forma apropriada, muitos dos objectos reais e são de fácil manipulação computacional. O objectivo dos problemas de vigilância é a determinação do número mínimo de posições para a colocação de dispositivos num dado polígono, de modo a que estes dispositivos consigam “ver” a totalidade do polígono. Por outro lado, o objectivo dos problemas de ocultação é a determinação do número máximo de posições num dado polígono, de modo a que quaisquer duas posições não se consigam “ver”. Infelizmente, a maior parte dos problemas de visibilidade em polígonos são NP-difíceis, o que dá origem a duas linhas de investigação: o desenvolvimento de algoritmos que estabelecem soluções aproximadas e a determinação de soluções exactas para classes especiais de polígonos. Atendendo a estas duas linhas de investigação, o trabalho é dividido em duas partes. Na primeira parte são propostos algoritmos aproximados, baseados essencialmente em metaheurísticas e metaheurísticas híbridas, para resolver alguns problemas de visibilidade, tanto em polígonos arbitrários como ortogonais. Os problemas estudados são os seguintes: “Maximum Hidden Vertex Set problem”, “Minimum Vertex Guard Set problem”, “Minimum Vertex Floodlight Set problem” e “Minimum Vertex k-Modem Set problem”. São também desenvolvidos métodos que permitem determinar a razão de aproximação dos algoritmos propostos. Para cada problema são implementados os algoritmos apresentados e é realizado um estudo estatístico para estabelecer qual o algoritmo que obtém as melhores soluções num tempo razoável. Este estudo permite concluir que as metaheurísticas híbridas são, em geral, as melhores estratégias para resolver os problemas de visibilidade estudados. Na segunda parte desta dissertação são abordados os problemas “Minimum Vertex Guard Set”, “Maximum Hidden Set” e “Maximum Hidden Vertex Set”, onde são identificadas e estudadas algumas classes de polígonos para as quais são determinadas soluções exactas e/ou limites combinatórios.

An efficient geometric parameterization technique for the continuation power flow

Continuation methods have been shown as efficient tools for solving ill-conditioned cases, with close to singular Jacobian matrices, such as the maximum loading point of power systems. Some parameterization techniques have been proposed to avoid matrix singularity and successfully solve those cases. This paper presents a new geometric parameterization scheme that allows the complete tracing of the P-V curves without ill-conditioning problems. The proposed technique associates robustness to simplicity and, it is of easy understanding. The Jacobian matrix singularity is avoided by the addition of a line equation, which passes through a point in the plane determined by the total real power losses and loading factor. These two parameters have clear physical meaning. The application of this new technique to the IEEE systems (14, 30, 57, 118 and 300 buses) shows that the best characteristics of the conventional Newton's method are not only preserved but also improved. (C) 2006 Elsevier B.V. All rights reserved.