• Title/Summary/Keyword: stationary state distribution

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Transition Rates in a Bistable System Driven by Singular External Forces

  • Cheol-Ju Kim;Dong Jae Lee
    • Bulletin of the Korean Chemical Society
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    • v.14 no.1
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    • pp.95-100
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    • 1993
  • A noise-induced transition is presented for a bistable system subjected to a multiplicative random force, which is singular at the unstable state. The stationary probability distribution is obtained from the Fokker-Planck equation and the effects of the singularity is analyzed. On the basis of noise-induced phase transition with Gaussian white noise, the relaxation time and the transition rate of the system are evaluated up to the first order correction of D. In the parameter region v < l, the transition rates decrease as the exponent v goes to 1 and as the coefficient of the linear term of the kinetic equation increases.

The $Schl\ddot{o}gl$ Model with the Second Order Transition Under the Influence of a Singular Multiplicative Random Force

  • Kyoung-Ran Kim;Dong J. Lee;Cheol-Ju Kim;Kook Joe Shin
    • Bulletin of the Korean Chemical Society
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    • v.15 no.8
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    • pp.631-636
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    • 1994
  • For the Schlogl model with the second order transition under the influence of the multiplicative noise singular at the unstable steady state, the detailed discussions are presented for various kinds of stochastic phenomena, suchas the effects of parameters on stationary probability distribution, noise-induced phase transitions and escape rate.

Analysis of BMAP(r)/M(r)/N(r) Type Queueing System Operating in Random Environment (BMAP(r)/M(r)/N(r) 대기행렬시스템 분석)

  • Kim, Chesoong;Dudin, Sergey
    • Journal of Korean Institute of Industrial Engineers
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    • v.42 no.1
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    • pp.30-37
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    • 2016
  • A multi-server queueing system with an infinite buffer and impatient customers is analyzed. The system operates in the finite state Markovian random environment. The number of available servers, the parameters of the batch Markovian arrival process, the rate of customers' service, and the impatience intensity depend on the current state of the random environment and immediately change their values at the moments of jumps of the random environment. Dynamics of the system is described by the multi-dimensional asymptotically quasi-Toeplitz Markov chain. The ergodicity condition is derived. The main performance measures of the system are calculated. Numerical results are presented.

Characterization of the Spatial Variability of Paper Formation Using a Continuous Wavelet Transform

  • Keller, D.Steven;Luner, Philip;Pawlak, Joel J.
    • Journal of Korea Technical Association of The Pulp and Paper Industry
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    • v.32 no.5
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    • pp.14-25
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    • 2000
  • In this investigation, a wavelet transform analysis was used to decompose beta-radiographic formation images into spectral and spatial components. Conventional formation analysis may use spectral analysis, based on Fourier transformation or variance vs. zone size, to describe the grammage distribution of features such as flocs, streaks and mean fiber orientation. However, these methods have limited utility for the analysis of statistically stationary data sets where variance is not uniform with position, e.g. paper machine CD profiles (especially those that contain streaks). A continuous wavelet transform was used to analyze formation data arrays obtained from radiographic imaging of handsheets and cross machine paper samples. The response of the analytical method to grammage, floc size distribution, mean fiber orientation an sensitivity to feature localization were assessed. From wavelet analysis, the change in scale of grammage variation as a function of position was used to demonstrate regular and isolated differences in the formed structure.

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Queueing System with Negative Customers and Partial Protection of Service (부분적인 서비스 보호와 부정적인 고객을 고려한 대기행렬 모형)

  • Lee, Seok-Jun;Kim, Che-Soong
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.30 no.1
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    • pp.33-40
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    • 2007
  • A multi-server queueing system with finite buffer is considered. The input flow is the BMAP (Batch Markovian Arrival Process). The service time has the PH (Phase) type distribution. Customers from the BMAP enter the system according to the discipline of partial admission. Besides ordinary (positive) customers, the Markovian flow (MAP) of negative customers arrives to the system. A negative customer can delete an ordinary customer in service if the state of its PH-service process belongs to some given set. In opposite case the ordinary customer is considered to be protected of the effect of negative customers. The stationary distribution and the main performance measures of the considered queueing system are calculated.

An Evaluation of the Emptiness Passage Time of the Kuemgang Estuary Reservoir by Two-Step Transition Model (2단계 추이모형에 의한 금강하구호의 공수도달시간의 평가)

  • Lee, Jae-Hyoung;Chung, Mahn
    • Water for future
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    • v.26 no.3
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    • pp.113-124
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    • 1993
  • This study aims at the evaluation of the stationary distribution and the emptiness passage time for the effectiveness of water utility in the Keumgang estuary reservoir by two-step transition model. It was taken discrete Markovian correlated inflows for the joint probability of inflows and storage, and was used binomial distribution for inflows distribution. As the results, it was decreased from 0.952 to 0.904 the emptiness probability of the reservoir stationary distribution during 1952-1980, and from 0.900 to 0.829 during 1981-1989, and the average emptiness passage time was increased from 23 days to 37 days during 1952-1980, and from 29 days to 61 days during 1981-1989 at low state of storage. From this, it is found that the emptiness passage time is varied with the increase of the inflows auto-correlation coefficient in the Keumgang estuary reservoir. Therefore, it is understood that auto-correlation coefficient must be taken into consideration for the evaluation of water utility in a small reservoir at drought time.

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Crosswind effects on high-sided road vehicles with and without movement

  • Wang, Bin;Xu, You-Lin;Zhu, Le-Dong;Li, Yong-Le
    • Wind and Structures
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    • v.18 no.2
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    • pp.155-180
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    • 2014
  • The safety of road vehicles on the ground in crosswind has been investigated for many years. One of the most important fundamentals in the safety analysis is aerodynamic characteristics of a vehicle in crosswind. The most common way to study the aerodynamic characteristics of a vehicle in crosswind is wind tunnel tests to measure the aerodynamic coefficients and/or pressure coefficients of the vehicle. Due to the complexity of wind tunnel test equipment and procedure, the features of flow field around the vehicle are seldom explored in a wind tunnel, particularly for the vehicle moving on the ground. As a complementary to wind tunnel tests, the numerical method using computational fluid dynamics (CFD) can be employed as an effective tool to explore the aerodynamic characteristics of as well as flow features around the vehicle. This study explores crosswind effects on a high-sided lorry on the ground with and without movement through CFD simulations together with wind tunnel tests. Firstly, the aerodynamic forces on a stationary lorry model are measured in a wind tunnel, and the results are compared with the previous measurement results. The CFD with unsteady RANS method is then employed to simulate wind flow around and wind pressures on the stationary lorry. The numerical aerodynamic forces are compared with the wind tunnel test results. Furthermore, the same CFD method is extended to investigate the moving vehicle on the ground in crosswind. The results show that the CFD results match with wind tunnel test results and the current way using aerodynamic coefficients from a stationary vehicle in crosswind is acceptable. The CFD simulation can provide more insights on flow field and pressure distribution which are difficult to be obtained by wind tunnel tests.

Queueing System Operating in Random Environment as a Model of a Cell Operation

  • Kim, Chesoong;Dudin, Alexander;Dudina, Olga;Kim, Jiseung
    • Industrial Engineering and Management Systems
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    • v.15 no.2
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    • pp.131-142
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    • 2016
  • We consider a multi-server queueing system without buffer and with two types of customers as a model of operation of a mobile network cell. Customers arrive at the system in the marked Markovian arrival flow. The service times of customers are exponentially distributed with parameters depending on the type of customer. A part of the available servers is reserved exclusively for service of first type customers. Customers who do not receive service upon arrival, can make repeated attempts. The system operation is influenced by random factors, leading to a change of the system parameters, including the total number of servers and the number of reserved servers. The behavior of the system is described by the multi-dimensional Markov chain. The generator of this Markov chain is constructed and the ergodicity condition is derived. Formulas for computation of the main performance measures of the system based on the stationary distribution of the Markov chain are derived. Numerical examples are presented.

QUEUEING ANALYSIS OF DYNAMIC RATE LEAKY BUCKET SCHEME WITH MARKOVIAN ARRIVAL PROCESS

  • Choi, Doo-Il;Kim, Hyun-Sook;Sur, Uk-Hwan
    • Journal of applied mathematics & informatics
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    • v.6 no.2
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    • pp.553-568
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    • 1999
  • This paper is of concern to queueing analysis of the dynamic rate leaky bucket(LB) scheme in which the token generation interval changes according to the buffer state at a token generation epoch. Cell arrivals are assumed to follow a Markovian arrival process (MAP) which is weakly dense in the class of the stationary point processes. By using the embedded Markov chain method we obtain the probability distribution of the system state at a token generation epoch and an arbitrary time. Some simple numerical examples also are provided to show the effects of the proposed LB scheme.

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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