scholarly journals Higher-order total variation bounds for expectations of periodic functions and simple integer recourse approximations

2018 ◽  
Vol 15 (3-4) ◽  
pp. 325-349 ◽  
Author(s):  
Niels van der Laan ◽  
Ward Romeijnders ◽  
Maarten H. van der Vlerk
1995 ◽  
Vol 32 (03) ◽  
pp. 768-776 ◽  
Author(s):  
Eliane R. Rodrigues

This work considers items (e.g. books, files) arranged in an array (e.g. shelf, tape) with N positions and assumes that items are requested according to a Markov chain (possibly, of higher order). After use, the requested item is returned to the leftmost position of the array. Successive applications of the procedure above give rise to a Markov chain on permutations. For equally likely items, the number of requests that makes this Markov chain close to its stationary state is estimated. To achieve that, a coupling argument and the total variation distance are used. Finally, for non-equally likely items and so-called p-correlated requests, the coupling time is presented as a function of the coupling time when requests are independent.


2012 ◽  
Vol 75 (13) ◽  
pp. 5294-5310
Author(s):  
Dariusz Bugajewski ◽  
Xiao-Xiong Gan ◽  
Piotr Kasprzak

1999 ◽  
Vol 121 (2) ◽  
pp. 122-130 ◽  
Author(s):  
S. O. Ibraheem ◽  
M. A. Adewumi

A higher-order numerical procedure is applied to simulate typical transient phenomena in natural gas transportation. Reliable modeling and prediction of transients features in transmission pipelines are desirable for optimal control of gas deliverability, design and implementation of active controls, and modeling of operational behavior of network peripheral equipment (e.g., chokes, valves, compressors, etc.). As an alternative to the method of characteristics (MOC) that had been widely used for modeling these systems, higher-order total variation diminishing (TVD) methods are used to model some transient problems. This class of methods has the capability of capturing fine-scale phenomena, and they do provide a better resolution of frontal discontinuities. In this study, the TVD schemes are utilized in conjunction with upwind methods. Also, in order to ensure a stable time-stepping scheme over a wide range of Courant-Friedrich-Lewy (CFL) number, a special Runge-Kutta method is employed as the base solution algorithm to integrate the highly nonlinear, hyperbolic equations which govern the transportation of natural gas in pipelines. The overall procedure is stable, robust, and accurate when applied to solve practical problems with dynamic pressure waves.


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