• Title/Summary/Keyword: laplace transforms

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A M-TYPE RISK MODEL WITH MARKOV-MODULATED PREMIUM RATE

  • Yu, Wen-Guang
    • Journal of applied mathematics & informatics
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    • v.27 no.5_6
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    • pp.1033-1047
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    • 2009
  • In this paper, we consider a m-type risk model with Markov-modulated premium rate. A integral equation for the conditional ruin probability is obtained. A recursive inequality for the ruin probability with the stationary initial distribution and the upper bound for the ruin probability with no initial reserve are given. A system of Laplace transforms of non-ruin probabilities, given the initial environment state, is established from a system of integro-differential equations. In the two-state model, explicit formulas for non-ruin probabilities are obtained when the initial reserve is zero or when both claim size distributions belong to the $K_n$-family, n $\in$ $N^+$ One example is given with claim sizes that have exponential distributions.

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Dynamic Response of an Anti-plane Shear Crack in a Functionally Graded Piezoelectric Strip

  • Kwon, Soon-Man;Lee, Kang-Yong
    • Journal of Mechanical Science and Technology
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    • v.18 no.3
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    • pp.419-431
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    • 2004
  • The dynamic response of a cracked functionally graded piezoelectric material (FGPM) under transient anti-plane shear mechanical and in-plane electrical loads is investigated in the present paper. It is assumed that the electroelastic material properties of the FGPM vary smoothly in the form of an exponential function along the thickness of the strip. The analysis is conducted on the basis of the unified (or natural) crack boundary condition which is related to the ellipsoidal crack parameters. By using the Laplace and Fourier transforms, the problem is reduced to the solutions of Fredholm integral equations of the second kind. Numerical results for the stress intensity factor and crack sliding displacement are presented to show the influences of the elliptic crack parameters, the electric field, FGPM gradation, crack length, and electromechanical coupling coefficient.

The Evaluation of the Net Present Value and the Derivation of the Internal Rate of Return with the Alternatives (대체안(代替案)의 순현재가치(純現在價値) 평가(評價)와 내부수익률(內部收益率) 유도(誘導)에 대한 연구(硏究))

  • Park, Sang-Min;Lee, Geun-Hui
    • Journal of Korean Society for Quality Management
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    • v.17 no.1
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    • pp.82-88
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    • 1989
  • This paper has provided a systematic technique, the evaluation of the distribution with the NPV and the derivation of the IRR in the investment alternatives, for the cost estimating analysts, The proposals of investment alternatives are included the venture capital under risk and probabilities at each events, within the cash inflows are occuring at random timing. Therefore, we have considered the followings ; 1) the first cash outflow is deterministic, 2) the cash inflows are random variables with known distributions, 3) the lengths of the time intervals between the cash inflows are independently distributed and independent of the cash inflows. In this paper, the first two moments of the distribution, the Laplace Transforms and the convolutions are computed for both independent cash inflows and mutually exclusive alternatives as in the case of quite correlated cash inflows.

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Balking Phenomenon in the $M^{[x]}/G/1$ Vacation Queue

  • Madan, Kailash C.
    • Journal of the Korean Statistical Society
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    • v.31 no.4
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    • pp.491-507
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    • 2002
  • We analyze a single server bulk input queue with optional server vacations under a single vacation policy and balking phenomenon. The service times of the customers as well as the vacation times of the server have been assumed to be arbitrary (general). We further assume that not all arriving batches join the system during server's vacation periods. The supplementary variable technique is employed to obtain time-dependent probability generating functions of the queue size as well as the system size in terms of their Laplace transforms. For the steady state, we obtain probability generating functions of the queue size as well as the system size, the expected number of customers and the expected waiting time of the customers in the queue as well as the system, all in explicit and closed forms. Some special cases are discussed and some known results have been derived.

Nonlocal strain gradient effects on forced vibrations of porous FG cylindrical nanoshells

  • Mirjavadi, Seyed Sajad;Forsat, Masoud;Nia, Alireza Farrokhi;Badnava, Salman;Hamouda, A.M.S.
    • Advances in nano research
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    • v.8 no.2
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    • pp.149-156
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    • 2020
  • The present paper explores forced vibrational properties of porosity-dependent functionally graded (FG) cylindrical nanoshells exposed to linear-type or triangular-type impulse load via classical shell theory (CST) and nonlocal strain gradient theory (NSGT). Employing such scale-dependent theory, two scale factors accounting for stiffness softening and hardening effects are incorporated in modeling of the nanoshell. Two sorts of porosity distributions called even and uneven have been taken into account. Governing equations obtained for porous nanoshell have been solved through inverse Laplace transforms technique to derive dynamical deflections. It is shown that transient responses of a nanoshell are affected by the form and position of impulse loading, amount of porosities, porosities dispensation, nonlocal and strain gradient factors.

Reliability Analysis of the Man-Machine System Operating under Different Weather Conditions (기후조건을 고려한 인간-기계체계의 신속도)

  • 이길노;하석태
    • Journal of the military operations research society of Korea
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    • v.23 no.1
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    • pp.76-87
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    • 1997
  • This paper deals with reliability and MTTF analysis of a non-repairable man-machine system operating under different weather conditions. The system consists of a hardware(machine) and a two-operator standby subsystem such as the air combat maneuvering of fighters with dual seat. The failure times for the subsystems follow the exponential distribution with constant parameter. By considering not only the effect on hardware component but also the weather conditions and human performance factors such as the operator's errors, a Markov model is presented as a method for evaluating the system reliability of time continuous operation tasks. Laplace transforms of the various state probabilities have been derived and then reliability of the system, at any time t, has been computed by inversion process. MTTF has also been computed.

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Transport Phenomena in Solid State Fermentation: Oxygen Transport in Static Tray Fermentors

  • Muniswaran, P.K.A.;Moorthy, S.Sundara;Charyulu, N.C.L.N.
    • Biotechnology and Bioprocess Engineering:BBE
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    • v.7 no.6
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    • pp.362-366
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    • 2002
  • A mathematical model has been developed for describing the oxygen concentration during the exponential growth of microorganisms, in a static solid substrate bed supported on a tray fermentor. The model equations comprise of one partial differential equation for mass transfer and an ordinary differential equation of growth. After nondimensionlisation, analytical solution tn the model has been obtained by the method of Laplace transforms. An expression for critical thickness of bed is deduced from the model equation. The significance of the model in the design of tray fermentors is discussed. The validity of the discussion is verified by taking an illustration from the literature.

Effect of nonlocal parameter on nonlocal thermoelastic solid due to inclined load

  • Lata, Parveen;Singh, Sukhveer
    • Steel and Composite Structures
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    • v.33 no.1
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    • pp.123-131
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    • 2019
  • The present investigation is concerned with two dimensional deformation in a homogeneous nonlocal thermoelastic solid with two temperature. The nonlocal thermoelastic solid is subjected to inclined load. Laplace and Fourier transforms are used to solve the problem. The bounding surface is subjected to concentrated and distributed sources. The analytical expressions of displacement, stress components, temperature change are obtained in the transformed domain. Numerical inversion technique has been applied to obtain the results in the physical domain. Numerical simulated results are depicted graphically to show the effect of angle of inclination and nonlocal parameter on the components of displacements, stresses and conductive temperature. Some special cases are also deduced from the present investigation.

Transient wave propagation in piezoelectric hollow spheres subjected to thermal shock and electric excitation

  • Dai, H.L.;Wang, X.
    • Structural Engineering and Mechanics
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    • v.19 no.4
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    • pp.441-457
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    • 2005
  • An analytical method is presented to solve the problem of transient wave propagation in a transversely isotropic piezoelectric hollow sphere subjected to thermal shock and electric excitation. Exact expressions for the transient responses of displacements, stresses, electric displacement and electric potentials in the piezoelectric hollow sphere are obtained by means of Hankel transform, Laplace transform, and inverse transforms. Using Hermite non-linear interpolation method solves Volterra integral equation of the second kind involved in the exact expression, which is caused by interaction between thermo-elastic field and thermo-electric field. Thus, an analytical solution for the problem of transient wave propagation in a transversely isotropic piezoelectric hollow sphere is obtained. Finally, some numerical results are carried out, and may be used as a reference to solve other transient coupled problems of thermo-electro-elasticity.

Thermoviscoelastic orthotropic solid cylinder with variable thermal conductivity subjected to temperature pulse heating

  • Abouelregal, A.E.;Zenkour, A.M.
    • Earthquakes and Structures
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    • v.13 no.2
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    • pp.201-209
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    • 2017
  • This work aims to analyze the thermo-viscoelastic interaction in an orthotropic solid cylinder. The medium is considered to be variable thermal conductivity and subjected to temperature pulse. Analytical solution based on dual-phase-lags model with Voigt-type for behavior of viscoelastic material has been effectively proposed. All variables are deduced using method of Laplace transforms. Numerical results for different distribution fields, such as temperature, displacement and stress components are graphically presented. Results are discussed to illustrate the effect of variability thermal conductivity parameter as well as phase-lags and viscoelasticity on the field quantities. Results are obtained when the viscosity is ignored with and without considering variability of thermal conductivity. A comparison study is made and all results are investigated.