scholarly journals A New Approach for Analyzing the Reliability of the Repair Facility in a Series System with Vacations

2012 ◽  
Vol 2012 ◽  
pp. 1-16
Author(s):  
Renbin Liu ◽  
Yong Wu
Keyword(s):  
Renewal Process ◽  
Decomposition Method ◽  
Process Theory ◽  
Series System ◽  
New Approach ◽  
Numerical Examples ◽  
Special Cases ◽  
The Mean ◽  
Repair Facility

Based on the renewal process theory we develop a decomposition method to analyze the reliability of the repair facility in ann-unit series system with vacations. Using this approach, we study the unavailability and the mean replacement number during(0,t]of the repair facility. The method proposed in this work is novel and concise, which can make us see clearly the structures of the facility indices of a series system with an unreliable repair facility, two convolution relations. Special cases and numerical examples are given to show the validity of our method.

scholarly journals ON MEAN–VARIANCE HEDGING UNDER PARTIAL OBSERVATIONS AND TERMINAL WEALTH CONSTRAINTS

2017 ◽  
Vol 20 (05) ◽  
pp. 1750031 ◽  
Author(s):  
VITALII MAKOGIN ◽  
ALEXANDER MELNIKOV ◽  
YULIYA MISHURA
Keyword(s):  
Explicit Solutions ◽  
Partial Observations ◽  
New Approach ◽  
Martingale Representation ◽  
Terminal Wealth ◽  
Pricing Process ◽  
Special Cases ◽  
The Mean ◽  
Geometric Brownian Motions ◽  
Mean Variance

In this paper, a mean-square minimization problem under terminal wealth constraint with partial observations is studied. The problem is naturally connected to the mean–variance hedging (MVH) problem under incomplete information. A new approach to solving this problem is proposed. The paper provides a solution when the underlying pricing process is a square-integrable semi-martingale. The proposed method for study is based on the martingale representation. In special cases, the Clark–Ocone representation can be used to obtain explicit solutions. The results and the method are illustrated and supported by examples with two correlated geometric Brownian motions.

Decoration technique and surface physics

1978 ◽  
Vol 36 (1) ◽  
pp. 436-437 ◽  
Author(s):  
H. Bethge
Keyword(s):  
Diffusion Path ◽  
Special Importance ◽  
Surface Physics ◽  
Step Structure ◽  
Initial Stage ◽  
Special Cases ◽  
Atomic Surface ◽  
The Mean ◽  
Bulk Structure ◽  
Decoration Technique

Besides the atomic surface structure, diverging in special cases with respect to the bulk structure, the real structure of a surface Is determined by the step structure. Using the decoration technique /1/ it is possible to image step structures having step heights down to a single lattice plane distance electron-microscopically. For a number of problems the knowledge of the monatomic step structures is important, because numerous problems of surface physics are directly connected with processes taking place at these steps, e.g. crystal growth or evaporation, sorption and nucleatlon as initial stage of overgrowth of thin films.To demonstrate the decoration technique by means of evaporation of heavy metals Fig. 1 from our former investigations shows the monatomic step structure of an evaporated NaCI crystal. of special Importance Is the detection of the movement of steps during the growth or evaporation of a crystal. From the velocity of a step fundamental quantities for the molecular processes can be determined, e.g. the mean free diffusion path of molecules.

Exergy-Based Ecological Optimization of an Irreversible Quantum Carnot Heat Pump with Spin-1/2 Systems

2020 ◽  
Vol 0 (0) ◽  
Author(s):  
Xiaowei Liu ◽  
Lingen Chen ◽  
Yanlin Ge ◽  
Huijun Feng ◽  
Feng Wu ◽  
...  
Keyword(s):  
Heat Pump ◽  
Performance Comparison ◽  
Ecological Function ◽  
Performance Characteristics ◽  
Numerical Examples ◽  
Ecological Performance ◽  
Special Cases ◽  
Heating Load ◽  
Ecological Optimization

AbstractBased on an irreversible quantum Carnot heat pump model in which spin-1/2 systems are used as working substance, an exergy-based ecological function and some other important parameters of the model heat pump are derived. Numerical examples are provided to investigate its ecological performance characteristics. The influences of various irreversibility factors on the ecological performance are discussed. Performance comparison and discussion among maximum points of ecological function, heating load, and so on, are conducted. At last, three special cases are discussed.

A new simpler approach to measure the strength of toe plantar flexion requiring no mechanical restraint with a light-weight device

2021 ◽  
pp. 095441192110029
Author(s):  
Yuko Komuro ◽  
Yuji Ohta
Keyword(s):  
Plantar Flexion ◽  
Mean Value ◽  
Simple Approach ◽  
Light Weight ◽  
New Approach ◽  
Mean Values ◽  
Mechanical Restraint ◽  
Significant Difference ◽  
Ankle Joints ◽  
The Mean

Conventionally, the strength of toe plantar flexion (STPF) is measured in a seated position, in which not only the target toe joints but also the knee and particularly ankle joints, are usually restrained. We have developed an approach for the measurement of STPF which does not involve restraint and considers the interactions of adjacent joints of the lower extremities. This study aimed to evaluate this new approach and comparing with the seated approach. A thin, light-weight, rigid plate was attached to the sole of the foot in order to immobilize the toe area. Participants were 13 healthy young women (mean age: 24 ± 4 years). For measurement of STPF with the new approach, participants were instructed to stand, raise the device-wearing leg slightly, plantar flex the ankle, and push the sensor sheet with the toes to exert STPF. The sensor sheet of the F-scan II system was inserted between the foot sole and the plate. For measurement with the seated approach, participants were instructed to sit and push the sensor with the toes. They were required to maintain the hip, knee, and ankle joints at 90°. The mean values of maximum STPF of the 13 participants obtained with each approach were compared. There was no significant difference in mean value of maximum STPF when the two approaches were compared (new: 59 ± 23 N, seated: 47 ± 33 N). The coefficient of variation of maximum STPF was smaller for data obtained with the new approach (new: 39%, seated: 70%). Our simple approach enables measurement of STPF without the need for the restraints that are required for the conventional seated approach. These results suggest that the new approach is a valid method for measurement of STPF.

Analysis of R-out-of-N repairable systems: the case of phase-type distributions

2004 ◽  
Vol 36 (1) ◽  
pp. 116-138 ◽  
Author(s):  
Yonit Barron ◽  
Esther Frostig ◽  
Benny Levikson
Keyword(s):  
Repairable System ◽  
Repairable Systems ◽  
Regenerative Processes ◽  
Numerical Examples ◽  
Independent Components ◽  
Duality Results ◽  
Phase Type ◽  
Phase Type Distributions ◽  
Two Systems ◽  
Repair Facility

An R-out-of-N repairable system, consisting of N independent components, is operating if at least R components are functioning. The system fails whenever the number of good components decreases from R to R-1. A failed component is sent to a repair facility. After a failed component has been repaired it is as good as new. Formulae for the availability of the system using Markov renewal and semi-regenerative processes are derived. We assume that either the repair times of the components are generally distributed and the components' lifetimes are phase-type distributed or vice versa. Some duality results between the two systems are obtained. Numerical examples are given for several distributions of lifetimes and of repair times.

Stochastic Analysis of Temperature Distribution in a Solid With Random Heat Conductivity

1988 ◽  
Vol 110 (1) ◽  
pp. 23-29 ◽  
Author(s):  
Da Yu Tzou
Keyword(s):  
Thermal Conductivity ◽  
Temperature Distribution ◽  
Heat Conductivity ◽  
Stochastic Analysis ◽  
Solid Medium ◽  
Mean Value ◽  
Random Response ◽  
Thermal Failure ◽  
Numerical Examples ◽  
The Mean

Stochastic temperature distribution in a solid medium with random heat conductivity is investigated by the method of perturbation. The intrinsic randomness of the thermal conductivity k(x) is considered to be a distribution function with random amplitude in the solid, and several typical stochastic processes are considered in the numerical examples. The formulation used in the present analysis describes a situation that the statistical orders of the random response of the system are the same as those of the intrinsic random excitations, which is characteristic for the problem with extrinsic randomness. The maximum standard deviation of the temperature distribution from the mean value in the solid medium reveals the amount of unexpected energy experienced by the solid continuum, which should be carefully inspected in the thermal-failure design of structures with intrinsic randomness.

scholarly journals Edge detection with trigonometric polynomial shearlets

2021 ◽  
Vol 47 (1) ◽  
Author(s):  
Kevin Schober ◽  
Jürgen Prestin ◽  
Serhii A. Stasyuk
Keyword(s):  
Edge Detection ◽  
Trigonometric Polynomial ◽  
Two Dimensions ◽  
Characteristic Functions ◽  
Numerical Examples ◽  
Special Cases ◽  
Periodic Characteristic ◽  
Boundary Curves ◽  
Theoretical Results ◽  
De La Vallée Poussin

AbstractIn this paper, we show that certain trigonometric polynomial shearlets which are special cases of directional de la Vallée Poussin-type wavelets are able to detect step discontinuities along boundary curves of periodic characteristic functions. Motivated by recent results for discrete shearlets in two dimensions, we provide lower and upper estimates for the magnitude of the corresponding inner products. In the proof, we use localization properties of trigonometric polynomial shearlets in the time and frequency domain and, among other things, bounds for certain Fresnel integrals. Moreover, we give numerical examples which underline the theoretical results.

scholarly journals Thermodynamic and Elastic Properties of Interstitial Alloy FeC with BCC Structure at Zero Pressure

2018 ◽  
Vol 2018 ◽  
pp. 1-8 ◽  
Author(s):  
Bui Duc Tinh ◽  
Nguyen Quang Hoc ◽  
Dinh Quang Vinh ◽  
Tran Dinh Cuong ◽  
Nguyen Duc Hien
Keyword(s):  
Nearest Neighbor ◽  
Young Modulus ◽  
Thermodynamic Quantities ◽  
Atom Concentration ◽  
Main Metal ◽  
Special Cases ◽  
Analytic Expressions ◽  
Rigidity Modulus ◽  
Bcc Structure ◽  
The Mean

The analytic expressions for the thermodynamic and elastic quantities such as the mean nearest neighbor distance, the free energy, the isothermal compressibility, the thermal expansion coefficient, the heat capacities at constant volume and at constant pressure, the Young modulus, the bulk modulus, the rigidity modulus, and the elastic constants of binary interstitial alloy with body-centered cubic (BCC) structure, and the small concentration of interstitial atoms (below 5%) are derived by the statistical moment method. The theoretical results are applied to interstitial alloy FeC in the interval of temperature from 100 to 1000 K and in the interval of interstitial atom concentration from 0 to 5%. In special cases, we obtain the thermodynamic quantities of main metal Fe with BCC structure. Our calculated results for some thermodynamic and elastic quantities of main metal Fe and alloy FeC are compared with experiments.

scholarly journals The Sum and Difference of Two Lognormal Random Variables

2012 ◽  
Vol 2012 ◽  
pp. 1-13 ◽  
Author(s):  
C. F. Lo
Keyword(s):  
Stochastic Process ◽  
Probability Distributions ◽  
Operator Splitting ◽  
Splitting Method ◽  
Unified Approach ◽  
New Approach ◽  
Numerical Examples ◽  
Operator Splitting Method ◽  
Approximate Probability ◽  
Analytical Series

We have presented a new unified approach to model the dynamics of both the sum and difference of two correlated lognormal stochastic variables. By the Lie-Trotter operator splitting method, both the sum and difference are shown to follow a shifted lognormal stochastic process, and approximate probability distributions are determined in closed form. Illustrative numerical examples are presented to demonstrate the validity and accuracy of these approximate distributions. In terms of the approximate probability distributions, we have also obtained an analytical series expansion of the exact solutions, which can allow us to improve the approximation in a systematic manner. Moreover, we believe that this new approach can be extended to study both (1) the algebraic sum ofNlognormals, and (2) the sum and difference of other correlated stochastic processes, for example, two correlated CEV processes, two correlated CIR processes, and two correlated lognormal processes with mean-reversion.

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