Anomalous PDEs in Markov chains: Domains of validity and numerical solutions

2005 ◽  
Vol 9 (4) ◽  
pp. 519-537 ◽  
Author(s):  
Ragnar Norberg
Author(s):  
Izabella V. Lokshina ◽  
Cees J. M. Lanting

Equilibria of queueing networks are a means for performance analysis of real communication networks introduced as Markov chains. In this paper, the authors developed, evaluated, and compared computational procedures to obtain numerical solutions for queueing networks in equilibrium with the use of direct, iterative, and aggregative techniques in steady-state analysis of Markov chains. Advanced computational procedures are developed with the use of Gaussian elimination, power iteration, Courtois' decomposition, and Takahashi's iteration techniques. Numerical examples are provided together with comparative analysis of obtained results. The authors consider these procedures are also applicable to other domains where systems are described with comparable queuing models and stochastic techniques are sufficiently relevant. Several suitable domains of applicability are proposed.


2011 ◽  
Vol 321 ◽  
pp. 88-91
Author(s):  
Hua Yang ◽  
Feng Jiang

The crack density and crack growth rate are important parameters which are used to describe the fatigue damage and predict fatigue life of a composite material. Even the same good manufacturing practice, the fatigue damage of materials may be different. Also material properties often accompany random fluctuation. Thus stochastic systems are used to present the crack density and crack growth rate. It is surprising that there are not any numerical schemes established for hybrid stochastic systems in composite materials. In this paper, based on Markov chains, the Euler-aruyama method is developed, and the main aim is to show the convergence of the numerical solutions under the non-Lipschitz condition for hybrid stochastic material systems.


Mathematics ◽  
2020 ◽  
Vol 9 (1) ◽  
pp. 42
Author(s):  
Alexander Zeifman ◽  
Yacov Satin ◽  
Ivan Kovalev ◽  
Rostislav Razumchik ◽  
Victor Korolev

The problem considered is the computation of the (limiting) time-dependent performance characteristics of one-dimensional continuous-time Markov chains with discrete state space and time varying intensities. Numerical solution techniques can benefit from methods providing ergodicity bounds because the latter can indicate how to choose the position and the length of the “distant time interval” (in the periodic case) on which the solution has to be computed. They can also be helpful whenever the state space truncation is required. In this paper one such analytic method—the logarithmic norm method—is being reviewed. Its applicability is shown within the queueing theory context with three examples: the classical time-varying M/M/2 queue; the time-varying single-server Markovian system with bulk arrivals, queue skipping policy and catastrophes; and the time-varying Markovian bulk-arrival and bulk-service system with state-dependent control. In each case it is shown whether and how the bounds on the rate of convergence can be obtained. Numerical examples are provided.


Author(s):  
D.E. Jesson ◽  
S. J. Pennycook

It is well known that conventional atomic resolution electron microscopy is a coherent imaging process best interpreted in reciprocal space using contrast transfer function theory. This is because the equivalent real space interpretation involving a convolution between the exit face wave function and the instrumental response is difficult to visualize. Furthermore, the crystal wave function is not simply related to the projected crystal potential, except under a very restrictive set of experimental conditions, making image simulation an essential part of image interpretation. In this paper we present a different conceptual approach to the atomic imaging of crystals based on incoherent imaging theory. Using a real-space analysis of electron scattering to a high-angle annular detector, it is shown how the STEM imaging process can be partitioned into components parallel and perpendicular to the relevant low index zone-axis.It has become customary to describe STEM imaging using the analytical treatment developed by Cowley. However, the convenient assumption of a phase object (which neglects the curvature of the Ewald sphere) fails rapidly for large scattering angles, even in very thin crystals. Thus, to avoid unpredictive numerical solutions, it would seem more appropriate to apply pseudo-kinematic theory to the treatment of the weak high angle signal. Diffraction to medium order zero-layer reflections is most important compared with thermal diffuse scattering in very thin crystals (<5nm). The electron wave function ψ(R,z) at a depth z and transverse coordinate R due to a phase aberrated surface probe function P(R-RO) located at RO is then well described by the channeling approximation;


2019 ◽  
Vol 16 (8) ◽  
pp. 663-664 ◽  
Author(s):  
Jasleen K. Grewal ◽  
Martin Krzywinski ◽  
Naomi Altman
Keyword(s):  

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