bluuebunny/crossref_metadata_2025 huggingface dataset:
Dynamics of dense sheared granular flows. Part II. The relative velocity distributions
Authors: KUMARAN V.
Published: July 2009

The distribution of relative velocities between colliding particles in shear flows of inelastic spheres is analysed in the volume fraction range 0.4–0.64. Particle interactions are considered to be due to instantaneous binary collisions, and the collision model has a normal coefficient of restitution en (negative of the ratio of the post- and pre-collisional relative velocities of the particles along the line joining the centres) and a tangential coefficient of restitution et (negative of the ratio of post- and pre-collisional velocities perpendicular to line joining the centres).

The distribution of pre-collisional normal relative velocities (along the line joining the centres of the particles) is found to be an exponential distribution for particles with low normal coefficient of restitution in the range 0.6–0.7. This is in contrast to the Gaussian distribution for the normal relative velocity in an elastic fluid in the absence of shear. A composite distribution function, which consists of an exponential and a Gaussian component, is proposed to span the range of inelasticities considered here. In the case of rough particles, the relative velocity tangential to the surfaces at contact is also evaluated, and it is found to be close to a Gaussian distribution even for highly inelastic particles.

Empirical relations are formulated for the relative velocity distribution. These are used to calculate the collisional contributions to the pressure, shear stress and the energy dissipation rate in a shear flow. The results of the calculation were found to be in quantitative agreement with simulation results, even for low coefficients of restitution for which the predictions obtained using the Enskog approximation are in error by an order of magnitude. The results are also applied to the flow down an inclined plane, to predict the angle of repose and the variation of the volume fraction with angle of inclination. These results are also found to be in quantitative agreement with previous simulations.
On vortex shedding from an airfoil in low-Reynolds-number flows
Authors: YARUSEVYCH SERHIY , SULLIVAN PIERRE E. , KAWALL JOHN G.
Published: July 2009

Development of coherent structures in the separated shear layer and wake of an airfoil in low-Reynolds-number flows was studied experimentally for a range of airfoil chord Reynolds numbers, 55 × 103 ≤ Rec ≤ 210 × 103, and three angles of attack, α = 0°, 5° and 10°. To illustrate the effect of separated shear layer development on the characteristics of coherent structures, experiments were conducted for two flow regimes common to airfoil operation at low Reynolds numbers: (i) boundary layer separation without reattachment and (ii) separation bubble formation. The results demonstrate that roll-up vortices form in the separated shear layer due to the amplification of natural disturbances, and these structures play a key role in flow transition to turbulence. The final stage of transition in the separated shear layer, associated with the growth of a sub-harmonic component of fundamental disturbances, is linked to the merging of the roll-up vortices. Turbulent wake vortex shedding is shown to occur for both flow regimes investigated. Each of the two flow regimes produces distinctly different characteristics of the roll-up and wake vortices. The study focuses on frequency scaling of the investigated coherent structures and the effect of flow regime on the frequency scaling. Analysis of the results and available data from previous experiments shows that the fundamental frequency of the shear layer vortices exhibits a power law dependency on the Reynolds number for both flow regimes. In contrast, the wake vortex shedding frequency is shown to vary linearly with the Reynolds number. An alternative frequency scaling is proposed, which results in a good collapse of experimental data across the investigated range of Reynolds numbers.
Drop impact of yield-stress fluids
Authors: LUU LI-HUA , FORTERRE YOËL
Published: July 2009

The normal impact of a drop of yield-stress fluid on a flat rigid surface is investigated experimentally. Using different model fluids (polymer microgels, clay suspensions) and impacted surfaces (partially wettable, super-hydrophobic), we find a rich variety of impact regimes from irreversible viscoplastic coating to giant elastic spreading and recoil. A minimal model of inertial spreading, taking into account an elasto-viscoplastic rheology, allows explaining in a single framework the different regimes and scaling laws. In addition, semi-quantitative predictions for the spread factor are obtained when the measured rheological parameters of the fluid (elasticity, yield stress, viscosity) are injected into the model. Our study offers a means to probe the short-time rheology of yield-stress fluids and highlights the role of elasticity on the unsteady hydrodynamics of these complex fluids. Movies are available with the online version of the paper (go to journals.cambridge.org/flm).
The magnetoelliptic instability of rotating systems
Authors: MIZERSKI K. A. , BAJER K.
Published: July 2009

We address the question of stability of the Euler flow with elliptical streamlines in a rotating frame, interacting with uniform external magnetic field perpendicular to the plane of the flow. Our motivation for this study is of astrophysical nature, since many astrophysical objects, such as stars, planets and accretion discs, are tidally deformed through gravitational interaction with other bodies. Therefore, the ellipticity of the flow models the tidal deformations in the simplest way. The joint effect of the magnetic field and the Coriolis force is studied here numerically and analytically in the limit of small elliptical (tidal) deformations (ζ ≪ 1), using the analytical technique developed by Lebovitz & Zweibel (Astrophys. J., vol. 609, 2004, pp. 301–312). We find that the effect of background rotation and external magnetic field is quite complex. Both factors are responsible for new destabilizing resonances as the vortex departs from axial symmetry (ζ ≪ 1); however, just like in the non-rotating case, there are three principal resonances causing instability in the leading order. The presence of the magnetic field is very likely to destabilize the system with respect to perturbations propagating in the direction of the magnetic field if the basic vorticity and the background rotation have opposite signs (i.e. for anticyclonic background rotation). We present the dependence of the growth rates of the modes on various parameters describing the system, such as the strength of the magnetic field (h), the inverse of the Rossby number (ℛv), the ellipticity of the basic flow (ϵ) and the direction of propagation of modes (ϑ). Our analytical predictions agree well with the numerical calculations.
Enhanced drag of a sphere settling in a stratified fluid at small Reynolds numbers
Authors: YICK KING YEUNG , TORRES CARLOS R. , PEACOCK THOMAS , STOCKER ROMAN
Published: July 2009

We present a combined experimental and numerical investigation of a sphere settling in a linearly stratified fluid at small Reynolds numbers. Using time-lapse photography and numerical modelling, we observed and quantified an increase in drag due to stratification. For a salt stratification, the normalized added drag coefficient scales as Ri0.51, where Ri = a3N2/(νU) is the viscous Richardson number, a the particle radius, U its speed, ν the kinematic fluid viscosity and N the buoyancy frequency. Microscale synthetic schlieren revealed that a settling sphere draws lighter fluid downwards, resulting in a density wake extending tens of particle radii. Analysis of the flow and density fields shows that the added drag results from the buoyancy of the fluid in a region of size (ν/N)1/2 surrounding the sphere, while the bulk of the wake does not influence drag. A scaling argument is provided to rationalize the observations. The enhanced drag can increase settling times in natural aquatic environments, affecting retention of particles at density interfaces and vertical fluxes of organic matter.
Growth and collapse of a vapour bubble in a microtube: the role of thermal effects
Authors: SUN CHAO , CAN EDIP , DIJKINK RORY , LOHSE DETLEF , PROSPERETTI ANDREA
Published: July 2009

The growth and collapse of a vapour bubble inside a microtube is studied both experimentally and theoretically. The length of the bubble, and the velocity and acceleration of its interface, are obtained from a high-speed image recording (typically 1.25 × 105fps) for various energy inputs and two tube diameters. To understand the underlying dynamics of the system, two theoretical models are compared with experiment. A model based on a discontinuous time dependence of the vapour pressure inside the bubble is at variance with the data. It proves necessary to account in greater detail for the time dependence of the vapour pressure. A new model is proposed for this purpose which includes heat transfer in addition to inertia and viscous friction. Both the data and the model show that the vapour pressure decreases with time continuously instead of abruptly. The length, velocity and acceleration from the numerical simulations are found to be in good agreement with experimental data. Both the experiments and simulations clearly indicate that thermal effects play an important role throughout the whole growth and collapse process.
Cavitation in linear bubbles
Authors: BRENNER MICHAEL P.
Published: July 2009

Recent work has developed a beautiful model system for studying the energy focusing and heating power of collapsing bubbles. The bubble is effectively one-dimensional and the collapse and heating can be quantitatively measured. Thermal effects are shown to play an essential role in the time-dependent dynamics.
Win-win or unequal exchange? The case of the Sino-Congolese cooperation agreements
Authors: Marysse Stefaan , Geenen Sara
Published: July 2009

The recent involvement of China in sub-Saharan Africa is challenging and changing the world geostrategic scene. In the article, we analyse the agreements between the Congolese government and a group of Chinese state-owned enterprises. A number of public infrastructure works will be financed with Chinese loans. To guarantee reimbursement, a Congolese/Chinese joint venture will be created to extract and sell copper, cobalt and gold. These are the biggest trade/investment agreements that China has so far signed in Africa. This article seeks to contribute to the discussion regarding the agreement's impact on internal development in Congo. Does it create a ‘win-win’ situation for all, or is it an unequal exchange? We outline the internal and international debates and analyse several noteworthy characteristics of the agreements. In conclusion, we present a balanced view on the likely impact on Congo's short-term and long-term development.
Sectarian Socialism: The Politics of Sri Lanka's Janatha Vimukthi Peramuna (JVP)
Authors: VENUGOPAL RAJESH
Published: July 2009

This paper explores the politics of Sri Lanka's Janatha Vimukthi Peramuna (JVP) in the post-1994 period, when it re-created itself as a mainstream parliamentary political party and came to play a critical role in the collapse of the 2001–2004 peace process. The fundamental analytical enigma of the JVP lies in explaining its hybrid Marxist/Sinhala nationalist persona, which enabled it to craft a highly effective campaign of opposition to the Ranil Wickremasinghe government's two-track agenda of peace with market reforms. This paper examines how the JVP's Marxism relates to its Sinhala nationalism, and how it fits within the Sri Lanka's Marxist tradition as a whole. It argues that the JVP's increasing emphasis on Sinhala nationalism post-1999 has occurred in the context of de-radicalisation and parliamentary habilitation, and discusses the relevance of its ideological orientation to the material basis of Sinhala nationalism and its relationship with the social democratic state.
Genetic diversity of schistosomes and snails: implications for control
Authors: ROLLINSON DAVID , WEBSTER JOANNE P. , WEBSTER BONNIE , NYAKAANA SILVESTER , JØRGENSEN ASLAK , STOTHARD J. RUSSELL
Published: July 2009

Molecular approaches are providing new insights into the genetic diversity of schistosomes and their intermediate snail hosts. For instance, molecular tools based on the polymerase chain reaction are being developed for the diagnosis of schistosomiasis and the detection of prepatent schistosome infections in snails at transmission sites. Robust phylogenies of the different species of Schistosoma, Bulinus and Biomphalaria have been determined and novel methods are available to identify the different and cryptic taxa involved. Microsatellite analyses and mitochondrial DNA sequencing methods have been developed and are contributing to a better understanding of the genetic structure of both schistosome and snail populations. New sampling procedures to capture DNA of eggs and larval stages of schistosomes in field situations are facilitating more detailed and ethically advantageous studies on parasite heterogeneity. Knowledge of the genetic diversity of schistosome and snail populations adds a further dimension to the monitoring and surveillance of disease, and the implementation of new molecular-based approaches will be of increasing importance in helping to assess the impact of schistosomiasis control strategies.
The effect of host movement on viral transmission dynamics in a vector-borne disease system
Authors: WATTS E. J. , PALMER S. C. F. , BOWMAN A. S. , IRVINE R. J. , SMITH A. , TRAVIS J. M. J.
Published: July 2009

Many vector-borne pathogens whose primary vectors are generalists, such as Ixodid ticks, can infect a wide range of host species and are often zoonotic. Understanding their transmission dynamics is important for the development of disease management programmes. Models exist to describe the transmission dynamics of such diseases, but are necessarily simplistic and generally limited by knowledge of vector population dynamics. They are typically deterministic SIR-type models, which predict disease dynamics in a single, non-spatial, closed patch. Here we explore the limitations of such a model of louping-ill virus dynamics by challenging it with novel field data. The model was only partially successful in predicting Ixodes ricinus density and louping-ill virus prevalence at 6 Scottish sites. We extend the existing multi-host model by forming a two-patch model, incorporating the impact of roaming hosts. This demonstrates that host movement may account for some of the discrepancies between the original model and empirical data. We conclude that insights into the dynamics of multi-host vector-borne pathogens can be gained by using a simple two-patch model. Potential improvements to the model, incorporating aspects of spatial and temporal heterogeneity, are outlined.
Multilocus genotyping of Cryptosporidium and Giardia in non-outbreak related cases of diarrhoea in human patients in Belgium
Authors: GEURDEN T. , LEVECKE B. , CACCIÓ S. M. , VISSER A. , DE GROOTE G. , CASAERT S. , VERCRUYSSE J. , CLAEREBOUT E.
Published: July 2009

Stool samples from Belgian patients suffering from abdominal pain and/or diarrhoea were examined for Cryptosporidium and Giardia. Cryptosporidium-positive samples were genotyped using the 70 kDa heat shock protein and the 60 kDa glycoprotein (GP60) genes: C. hominis was identified in 54·2% and C. parvum in 45·8% of the samples. Sequencing at the GP60 locus indicated that subgenotype IbA10G2 of C. hominis and subgenotype IIaA15G2R1 of C. parvum were the most prevalent, although several other subgenotypes were identified. For Giardia, sequencing at the β-giardin, triose phosphate isomerase (TPI) and glutamate dehydrogenase (GDH) genes revealed assemblage B as the most prevalent (74·4%) in human patients. A high degree of heterogeneity was found, especially on the β-giardin gene, and to a lesser extent on the GDH gene. Furthermore, using a novel species-specific PCR based on the TPI gene, mixed infections with both assemblage A and B were detected in a large number (32·4%) of human patients, which might have important epidemiological implications.
Molecular characterizations of three distinctBabesia gibsonirhoptry-associated protein-1s (RAP-1s)
Authors: TERKAWI M. A. , AMORNTHEP A. , OOKA H. , ABOGE G. , JIA H. , GOO Y.-K. , NELSON B. , YAMAGISHI J. , NISHIKAWA Y. , IGARASHI I. , KAWAZU S.-I. , FUJISAKI K. , XUAN X.
Published: July 2009

Three cDNAs encoding rhoptry-associated protein 1 (RAP-1) homologues were found in theBabesia gibsoniEST database. Based on similarities to BgRAP-1a, which was identified previously by serological screening of a cDNA merozoite library, the two new genes were designatedBgRAP-1b(33·7%) andBgRAP-1c(57%). Mice antiserum raised against each recombinant protein reacted specifically withB. gibsoniparasites as determined by Western blotting, which showed native molecular sizes of the BgRAP-1a (51 kDa), BgRAP-1b (53 kDa) and BgRAP-1c (47 kDa) consistent with predictable molecular weights. Immunofluoresence using these antibodies revealed localization of all BgRAP-1s within the matrix of merozoites; however, BgRAP-1a appeared to diverge from the other two when it was found secreted into the cytoplasm of infected erythrocytes. Apical localization of all 3 BgRAP-1s during the extracellular stage of the parasite combined with their ability to bind a canine erythrocyte membrane fraction was suggestive of a role for these proteins in erythrocyte attachment. Lastly, the ability of these recombinant proteins to be used as diagnostic reagents was tested by ELISA and the sensitivities of BgRAP-1a and BgRAP-1c were found increased through N-terminal truncation. Taken together, our data suggest divergent roles for the 3 BgRAP-1s in the merozoite stage ofB. gibsoni.
Population dynamics of genetically diversePlasmodium falciparumlineages: community-based prospective study in rural Amazonia
Authors: ORJUELA-SÁNCHEZ P. , DA SILVA-NUNES M. , DA SILVA N. S. , SCOPEL K. K. G. , GONÇALVES R. M. , MALAFRONTE R. S. , FERREIRA M. U.
Published: July 2009

Temporal changes in the prevalence of antigenic variants inPlasmodium falciparumpopulations have been interpreted as evidence of immune-mediated frequency-dependent selection, but evolutively neutral processes may generate similar patterns of serotype replacement. Over 4 years, we investigated the population dynamics ofP. falciparumpolymorphisms at the community level by using 11 putatively neutral microsatellite markers.Plasmodium falciparumpopulations were less diverse than sympatricP. vivaxisolates, with less multiple-clone infections, lower number of alleles per locus and lower virtual heterozygosity, but both species showed significant multilocus linkage disequilibrium. Evolutively neutralP. falciparumpolymorphisms showed a high turnover rate, with few lineages persisting for several months in the population. Similar results had previously been obtained, in the same community, for sympatricP. vivaxisolates. In contrast, the prevalence of the 2 dimorphic types of a major antigen, MSP-2, remained remarkably stable throughout the study period. We suggest that the relatively fast turnover of parasite lineages represents the typical population dynamics of neutral polymorphisms in small populations, with clear implications for the detection of frequency-dependent selection of polymorphisms.
Dissimilar peptidase production by avirulent and virulent promastigotes ofLeishmania braziliensis: inference on the parasite proliferation and interaction with macrophages
Authors: LIMA A. K. C. , ELIAS C. G. R. , SOUZA J. E. O. , SANTOS A. L. S. , DUTRA P. M. L.
Published: July 2009

In the present paper, we have analysed the cellular and extracellular proteolytic activity profiles in 2 distinctLeishmania braziliensisstrains: a recently isolated (virulent) and a laboratory-adapted (avirulent) strain. Quantitative and qualitative differences on the peptidase expression were observed in both strains. For instance, low-molecular mass acidic cysteine peptidase activities were detected exclusively in the virulent strain. Similarly, metallopeptidase activities were mainly produced byL. braziliensisvirulent promastigotes. Interestingly, metallo- and cysteine peptidase activities were drastically reduced after severalin vitropassages of the virulent strain. Western blotting, flow cytometry and fluorescence microscopy analyses were performed to detect homologous of the major leishmania metallopeptidase (gp63) and cysteine peptidase (cpb) in virulent and avirulent strains ofL. braziliensis. Our results revealed that the virulent strain produced higher amounts of gp63 and cpb molecules, detected both in the surface and cytoplasm regions, than the avirulent counterpart. Metallo- (1,10-phenanthroline and EGTA) and cysteine peptidase (E-64) inhibitors arrested the growth ofL. braziliensisvirulent strain in a dose-dependent manner, as well as the association index with peritoneal murine macrophages. Conversely, these peptidase inhibitors did not affect either the proliferation or the cellular interaction of the avirulent strain. Corroborating these findings, the pre-treatment of the virulent strain with both anti-peptidase antibodies promoted a prominent reduction in the interaction with macrophages, while the association index of the avirulent strain to macrophage was only slightly diminished. Moreover, the spent culture medium from virulent strain significantly enhanced the association index between avirulent strain and macrophages, and this effect was reversed by 1,10-phenanthroline. Collectively, the results presented herein suggest that peptidases participate in several crucial processes ofL. braziliensis.
Isolation and characterization of a potentially virulent speciesEntamoeba nuttallifrom captive Japanese macaques
Authors: TACHIBANA H. , YANAGI T. , AKATSUKA A. , KOBAYASHI S. , KANBARA H. , TSUTSUMI V.
Published: July 2009

We have recently proposed revival of the nameEntamoeba nuttalliCastellani, 1908 for a virulent amoeba (P19-061405 strain) isolated from a rhesus monkey (Macaca mulatta) and located phylogenetically betweenE. histolyticaandE. dispar. In this study,E. nuttalliwas isolated from feces of captive Japanese macaques (M. fuscata) in an open-air corral in Japan. The sequence of the 18S rRNA gene in the isolates differed from the P19-061405 strain in 2 nucleotide positions, but was identical to the EHMfas1 strain isolated previously from a cynomolgus monkey (M. fascicularis). One of theE. nuttalliisolates from Japanese macaques, named the NASA6 strain, was axenized and cloned. In isoenzyme analysis, the mobilities of hexokinase and phosphate glucose isomerase in the NASA6 strain were identical to those in the P19-061405 and EHMfas1 strains, but the mobility of phosphoglucomutase was different. These results were supported by gene analyses of these enzymes. Inoculation of NASA6 strain trophozoites into the liver of hamsters led to formation of an amoebic liver abscess. The liver lesions were characterized by extensive necrosis associated with inflammatory reactions. These results demonstrate that the NASA6 strain is potentially virulent and thatE. nuttallishould be recognized as a common parasite in macaques.
A Gödelian ontological argument improved
Authors: PRUSS ALEXANDER R.
Published: July 2009

Gödel's ontological argument is a formal argument for a being defined in terms of the concept of a positive property. I shall defend several versions of Gödel's argument, using weaker premises than Anderson's (1990) version, and avoiding Oppy's (1996 and 2000) parody refutations.
Automatization in second language acquisition: What does the coefficient of variation tell us?
Authors: HULSTIJN JAN H. , VAN GELDEREN AMOS , SCHOONEN ROB
Published: July 2009

Segalowitz and Segalowitz distinguish between “speedup” (mean reaction time [RT] and mean standard deviation of responses in an RT task decrease to the same degree) and “automatization” (mean standard deviation decreases more than mean RT). The coefficient of variation, which is the standard deviation divided by the mean RT, decreases in the case of automatization while remaining unchanged in the case of speedup. We present data that are collected in two studies. The first one is a longitudinal study spanning 2 years and comprising four RT tasks, both in second language (L2) English and first language Dutch (N> 200). The second study is an English L2 word training study. Students (N= 41) performed a lexical decision task before and after training. Convincing evidence for automatization was not found in either study. The main problems in testing the Segalowitz and Segalowitz hypothesis is that gains in knowledge itself and gains in processing it cannot be adequately disentangled in the RT tasks currently used, characterized by a speed–accuracy trade-off. Althoughconceptuallyskill acquisition can be distinguished from knowledge accumulation,in reality, knowledge accumulation forms part of skill acquisition because, in real L2 learning, exposure to new words goes hand in hand with exposure to words encountered previously.
Effects of adding interword spacing on Chinese reading: A comparison of Chinese native readers and English readers of Chinese as a second language
Authors: BASSETTI BENEDETTA
Published: July 2009

English is written with interword spacing, and eliminating it negatively affects English readers. Chinese is written without interword spacing, and adding it does not facilitate Chinese readers.Pinyin(romanized Chinese) is written with interword spacing. This study investigated whether adding interword spacing facilitates reading in Chinese native readers and English readers of Chinese as a second language. Participants performed two sentence–picture verification tasks with sentences written withpinyinorhanzi(characters). Interword spacing facilitated pinyin reading in English readers but not in Chinese readers; it did not affect hanzi reading in either group. The effects of interword spacing on second language reading appear to be determined by characteristics of both readers' first language writing system and the writing system being read.
Approximating Transition Probabilities and Mean Occupation Times in Continuous-Time Markov Chains
Authors: Ross Sheldon M.
Published: July 2009

In this paper we propose a new approach for estimating the transition probabilities and mean occupation times of continuous-time Markov chains. Our approach is to approximate the probability of being in a state (or the mean time already spent in a state) at time t by the probability of being in that state (or the mean time already spent in that state) at a random time that is gamma distributed with mean t.
The Time to Extinction of Branching Processes and Log-Convexity: I
Authors: Bhattacharjee M. C.
Published: July 2009

We show that the time to extinction in critical or subcritical Galton–Watson and Markov branching processes has the antiaging property of log-convex density, and therefore has the decreasing failure rate (DFR) property of reliability theory. Apart from providing new insights into the structure of such extinction time distributions, which cannot generally be expressed in a closed form, a consequence of our result is that one can invoke sharp reliability bounds to provide very simple bounds on the tail and other characteristics of the extinction time distribution. The limit distribution of the residual time to extinction in the subcritical case also follows as a direct consequence. A sequel to this paper will further consider the critical case and other ramifications of the log-convexity of the extinction time distribution.
Characterization of Some First Passage Times Using Log-Concavity and Log-Convexity as Aging Notions
Authors: Shaked Moshe , Shanthikumar J. George
Published: July 2009

An interpretation of log-concavity and log-convexity as aging notions is given in this paper. It imitates a stochastic ordering characterization of the NBU (new better than used) and the NWU (new worse than used) notions but stochastic ordering is now replaced by the likelihood ratio ordering. The new characterization of log-concavity and log-convexity sheds new light on these properties and enables one to obtain intuitively simple proofs of the log-convexity and log-concavity of some first passage times of interest in branching processes and in reliability theory.
On Life Distributions Having Monotone Residual Variance
Authors: Gupta Ramesh C. , Kirmani S. N. U. A. , Launer Robert L.
Published: July 2009

Launer [6] introduced the class of life distributions having decreasing (increasing) variance residual life, DVRL (IVRL). It is shown that the DVRL (IVRL) distributions are intimately connected to the behavior of the mean residual life function of the equilibrium distribution. Some counter examples are presented to demonstrate the lack of relationship between DVRL (IVRL) and NBUE (new better than used in expectation) (NWUE; new worse than used in expectation) distributions. Finally, we obtain bounds on moments and survival functions of DVRL (IVRL) distributions. These bounds turn out to be improvements on the previously known bounds for decreasing (increasing) mean residual life (DMRL (IMRL)) distributions.
Mixing Markov Chains and Their Images
Authors: Barnsley Michael F. , Berger Marc A. , Soner H. Meté
Published: July 2009

Recently, orbits of two-dimensional Markov chains have been used to generate computer images. These chains evolve according to products of i.i.d. affine maps. We deal with mixing models, whereby one mixes together several of these Markov chains, so as to create a mixed image. These mixtures involve starting one Markov chain off at the stationary distribution of another, and then running it for a geometrically distributed number of steps. We use this to analyze various mixing scenarios.
Closure and Monotonicity Properties of Nonhomogeneous Poisson Processes and Record Values
Authors: Gupta Ramesh C. , Kirmani S.N.U.A.
Published: July 2009

Interconnections between occurrence times of nonhomogeneous Poisson processes, record values, minimal repair times, and the relevation transform are explained. A number of properties of the distributions of occurrence times and interoccurrence times of a nonhomogeneous Poisson process are proved when the mean-value function of the process is convex, starshaped, or superadditive. The same results hold for upper record values of independently identically distributed random variables from IFR, IFRA, and NBU distributions.
An Infinite Dam with a Time-Dependent Release Rule
Authors: Ali Khan M.S.
Published: July 2009

An infinite dam with discrete inputs arriving at times 0 = T0 < T1 <…< Tn <… is considered, where {Tn;n = 0,1,2,…} forms a renewal process. There is a random release from the dam during the interrenewal times which depends on the content as well as on the length of the time after the last input. A relation is derived that connects the content distribution at any time t to that when t is a renewal point. This relation is used to obtain the content distribution in the limiting case and in the transient case. The probability of emptiness is obtained and an integral equation is derived for the probability of first emptiness in a special case.
Sequential Methods to Detect Material Losses
Authors: Mallik Ashim K. , Reeves Jaxk H.
Published: July 2009

The materials-loss problem is examined under the assumption that one wishes to minimize the maximum expected amount of material diverted. A solution is obtained in the case of constant diversion under a simple sequential probability ratio test (SPRT). Extensions to the cases of correlated errors, random diversion schemes, and the Page and Shirayev-Roberts tests are examined. A thought-provoking application to the regulation of strategic special nuclear materials is given.
On the Markov Chain Simulation Method for Uniform Combinatorial Distributions and Simulated Annealing
Authors: Aldous David
Published: July 2009

Uniform distributions on complicated combinatorial sets can be simulated by the Markov chain method. A condition is given for the simulations to be accurate in polynomial time. Similar analysis of the simulated annealing algorithm remains an open problem. The argument relies on a recent eigenvalue estimate of Alon [4]; the only new mathematical ingredient is a careful analysis of how the accuracy of sample averages of a Markov chain is related to the second-largest eigenvalue.
Peaks from Random Data
Authors: Ross Sheldon M.
Published: July 2009

In an influential and controversial paper, Raup and Sepkoski [2] defined an event of mass extinction to have occurred in any time period (of roughly 6.4 million years) for which the data value for that time period (equal to the proportion of the families existing at the beginning of that period that went extinct during the period) exceeded that of its immediate neighbors. In this article we analyze the occurrence of such events when the data are randomly generated from a continuous distribution.
Waiting-Time Percentiles in the Multi-server Mx/G/c Queue with Batch Arrivals
Authors: Eikeboom A. M. , Tijms H. C.
Published: July 2009

This paper deals with the MX/G/c queue. Using analytical results for the special cases of the MX/M/c queue and the MX/D/c queue, a two-moment approximation is proposed for the waiting-time percentiles in the general case. This approximation is based on a linear interpolation with respect to the squared coefficient of variation of the service time distribution. Validation experiments indicate that this approximation performs quite well for practical purposes. In particular, the practically important percentiles in the tail of the waiting-time distribution are approximated extremely well.
Iterative Bounds on the Equilibrium Distribution of a Finite Markov Chain
Authors: Wal Jan Van Der , Schweitzer Paul J.
Published: July 2009

This article presents a new iterative method for computing the equilibrium distribution of a finite Markov chain, which has the significant advantage of providing good upper and lower bounds for the equilibrium probabilities. The method approximates the expected number of visits to each state between two successive visits to a given reference state. Numerical examples indicate that the performance of this method is quite good.
A Model for the Failure Process of Semicrystalline Polymer Materials under Static Fatigue
Authors: Taylor Howard M.
Published: July 2009

A semicrystalline polymer fiber is a composite material consisting of difficult-to-deform crystals joined by more easily deformed and more easily broken amorphous materials. The failure process begins at the atomic level in the amorphous regions where random thermal fluctuations cause, at some time, a molecule to slip relative to other molecules or to rupture at one of its atomic bonds. The frequency of such random events is greatly enhanced by small increases in stress. As molecules slip or rupture, neighboring molecules become overloaded, thus increasing their failure rates. Such molecule failures accumulate locally and give rise to growing microcracks, although the exact kinetic mechanisms are not well understood. These growing minute cracks are the irreversible changes in the microstructure of the material that ultimately lead to macroscopic failure of the fiber.
The Stochastic Sequential Assignment Problem With Random Deadlines
Authors: Righter Rhonda
Published: July 2009

Resources are to be allocated sequentially to activities to maximize the total expected return, where the return from an allocation is the product of the value of the resource and the value of the activity. The set of activities and their values are given ahead of time, but the resources arrive according to a Poisson process and their values are independent random variables that are observed upon arrival. It is assumed that either there is a single random deadline for all activities, which is the same as discounting the returns, or the activities have independent random deadlines. The model has applications machine scheduling, packet switching, and kidney allocation for transplant. It is known that the optimal policy in the discounted case has a very simple form that does not depend on the activity values. We show that this is also true when the deadlines are independent and in this case the solution can expressed in terms of solutions to single activity models. These results also hold when there are batch arrivals of resources. The effects of pooling separate identical systems with a single activity into a combined system is investigated for both models. When activities have independent deadlines it is optimal to reject a resource in the combined system if and only if it is optimal to reject it in the single activity system. However, when returns are discounted, it is sometimes optimal to accept a resource in the combined system that would be rejected in the single activity system.
On Sampling Inspection in the Presence of Inspection Errors
Authors: Derman Cyrus , Lieberman Gerald J. , Ross Sheldon M.
Published: July 2009

A large lot is to be sampled by a number of inspectors for the purpose of ascertaining its number of defective units. However, instead of a defective unit always being detected if it is sampled, there are unknown probabilities, depending on the inspectors, that the unit will not be identified as a defective. We offer an approach to estimating the number of defective units in the lot.
The Relaxation time for truncated birth-death processes
Authors: Keilson Julian , Ramaswamy Ravi
Published: July 2009

The relaxation time for an ergodic Markov process is a measure of the time until ergodicity is reached from its initial state. In this paper the relaxation time for an ergodic truncated birth-death process is studied. It is shown that the relaxation time for such a process on states {0,1, …, N} is the quasi-stationary exit time from the set {,2, …, N{0,1,…, N, N + 1} with two-sided absorption at states 0 and N + 1. The existence of such a dual process has been observed by Siegmund [15] for stochastically monotone Markov processes on the real line. Exit times for birth- death processes with two absorbing states are studied and an efficient algorithm for the numerical evaluation of mean exit times is presented. Simple analytical lower bounds for the relaxation times are obtained. These bounds are numerically accessible. Finally, the sensitivity of the relaxation time to variations in birth and death rates is studied.
Stochastic analysis of the Transient Behavior of an msmpr Crystallizer
Authors: Chou S. T. , Hsu J. P.
Published: July 2009

The transient crystal size distribution (CSD) in a continuous mixed suspension, mixed product removal crystallizer has been modeled through a stochastic approach. Effects of the seed size distribution and size-dependent growth rate on both the transient and steady-state CSD have been investigated. It has been found that the seed size distribution causes a maximum in the steady-state CSD and the size-dependent growth rate results in an upward curvature at the lower end in a semilogarithmic plot of steady-state CSD against crystal size. Under appropriate conditions, the mean CSD of the present stochastic model reduces to the results predicted by the corresponding deterministic population balance model.
A Diffusion Model for a System Subject to Continuous Wear
Authors: Baxter Laurence A. , Lee Eui Yong
Published: July 2009

A model for a system whose state changes continuously with time is introduced. It is assumed that the system is modeled by Brownian motion with negative drift and an absorbing barrier at the origin. A repairman arrives according to a Poisson process and increases the state of the system by a random amount if the state is below a threshold α. Explicit expressions are deduced for the distribution function of X(t), the state of the system at time 1, if X(t) ≤ α and for the Laplace transform of the density of X( t). The stationary case is examined in detail.
Heuristic Assignments of Redundant Software Versions and Processors in Fault-tolerant Computer Systems for Maximum Reliability
Authors: Leow Soo Kar , Mcallister David F.
Published: July 2009

We address the problem of assigning multiple copies of n independently developed versions of a program to a set of m(m > n) possibly heterogeneous processors to maximize system reliability. This problem is viewed as a partition and assignment problem. We first partition the set of processors into n clusters or subgroups. A program version is then assigned to be executed on all the processors in the cluster. This means that each processor in the cluster will execute a copy of the assigned version. The cluster's unreliability is the probability of failure of all its processors. Component i of this system is composed of the copies of version i and the assigned cluster of processors.
Entropy-based Optimal Group-testing Procedures
Authors: Chen Pinyuen , Hsu Lifang , Sobel Miltons
Published: July 2009

Two procedures for the group-testing problem based on the Shannon-entropy criteria are proposed. The model considered is that the N units are realizations of N Bernoulli independent and identically distributed (i.i.d.) chance variables with common, known probability q of an arbitrary unit being good and p =1 – q of it being defective. Both the algorithms introduced have low design complexity and yet provide near-optimal result. For N ≤ 5, one of the procedures introduced is optimal for selected values of q.
Individual Testing of Independent Items in Optimal Group Testing
Authors: Yao Y. C. , Hwang F. K.
Published: July 2009

We consider the group testing problem for a set of independent items I = [I1,… In] where Ii, has probability pi, of being defective and probability qi = 1 – pi of being good. The problem is to classify all items as good or defective with a minimum expected number of group tests where a group test is a test on a subset S of I with two possible outcomes: either S is pure (contains no defective) or S is contaminated (contains at least one defective, with no information provided about which or how many). No polynomial-time algorithm is known for the group testing problem even for the special case pi = p for all i. Hence, any method that reduces the size of the problem is very helpful. In this paper, we give such a method by providing a simple condition to screen items that should be tested (only) individually. This condition leads to a necessary and sufficient condition for the individual testing algorithm to be optimal, generalizing a result of Unger [1] for the special case of identical pi.
A Note on Stochastic Scheduling on a Single Machine Subject to Breakdown and Repair
Authors: Pinedo Michael , Rammouz Elias
Published: July 2009

This paper considers a single machine andnjobs. The machine is subject to breakdown and repair. Jobjhas a weightwj, a random processing timeXj, and is available for processing from a random timeRjon. The jobs may be subject to precedence constraints. We are interested in optimal policies that minimize the following objective functions: (i) the weighted sum of the completion times; (ii) the weighted sum of an exponential function of the completion times; and (iii) the weighted number of late jobs having due dates.
Stochastic Models of Queue Storage
Authors: Coffman E. G. , Flatto L. , Mitrani I. , Shepp L. A. , Knessl C.
Published: July 2009

We study a model of queue storage in which items (requests for single units of storage) arrive in a Poisson stream and are accommodated by the first available location in a linear scan of storage. The processing times of items are independent, exponentially distributed random variables. The set of occupied locations (identified by their indices) at time t forms a random subset Si, of [1,2,.…]. The extent of the fragmentation in Si, i.e., the alternating holes and occupied regions of storage, is measured by Wt, = max St, – |St|.
Heuristic Procedures for Simultaneous Estimation of Several Normal Means
Authors: Jun Chi-Hyuck
Published: July 2009

Simultaneous estimation problems that deal with the estimation of several means for normal distributions are considered under the squared-error loss. Heuristic procedures are presented which can be applied to parameter estimation problems for a wide class of distributions specified only by their means and variances. Explicit results are obtained for the heuristic shrinkage estimators in the normal distribution case. Limiting behavior of the relative risk savings of these estimators is studied. The performances of the proposed estimators for normal distribution means are compared with other existing estimators by a computer simulation.
Simple Bounds and Monotnicity the Call Congestion of Finite Multiserver Delay Systems
Authors: van Dijk Nico M , Tsoucas Pantelis , Walrand Jean
Published: July 2009

Simple and insensitive lower and upper bounds are proposed for the call congestion of M/GI/c/n queues. To prove them we establish the general monotonicity property that increasing the waiting room and/or the number of servers in a /GI/c/n queue increases the throughput. An asymptotic result on the number of busy servers is obtained as a consequence of the bounds. Numerical evidence as well as an application to optimal design illustrates the potential usefulness for engineering purposes. The proof is based on a sample path argument.
Simpler Approximations for the Areas under thetDistribution
Authors: Shah Arvind K. , Allen Robert D.
Published: July 2009

Two simple approximation formulas for approximating the areas under thetdistribution are presented here which are easily programmable on pocket calculators. Their accuracy should be sufficient for most of the practical applications.
Policy Improvement and the Newton-Raphson Algorithm
Authors: Whittle P. , Komarova N.
Published: July 2009

We show that the calculation of the infinite-horizon value function for a linear/quadratic Markov decision process by policy improvement is exactly equivalent to solution of the equilibrium Riccati equation by the Newton-Raphson method. The assertion extends to risk-sensitive and non-Markov forinulations and thus shows, for example, that the Newton-Raphson method provides an iterative algorithm for the canonical factorization of operators which shows second-order convergence and has a variational basis.
Sequencing an N-Stage Process with Feedback
Authors: Yechiali Uri
Published: July 2009

N tasks must be successfully performed for a job to be completed. The tasks may be attempted in any order, where each attempt of task i requires an expected cost ci and is successful with probability pi. Whenever an attempt fails, the job is fed back to the initial stage and the entire sequence starts again. We show that the cost of completing a job is minimized if the tasks are sequenced via increasing values of ci/(l–pi). We further show that the same result holds when the feedback can be either to stage i itself or to the starting task.
Branching Bandit Processes
Authors: Weiss Gideon
Published: July 2009

A set of niarms of typei, i= 1,…, L, is available. A pull of arm of typeioccupies a duration Viat the end of which a reward Ciand Ni1,…, NiLnew arms are obtained, while all other arms are frozen. A Gittins priority order of types is obtained and shown to yield the maximal discounted reward from this branching process of arms.
Approximation in Large-Scale Circuit-Switched Networks
Authors: Whittle P.
Published: July 2009

The most probable equilibrium configuration in a circuit-switched network is determined, in the limit of very large scale, by a primal optimization problem whose dual determines the blocking probabilities. This approximation can be inadequate for moderate scale, and so the blocking probabilities are usually determined by the Erlang fixed-point principle. In this paper, it is shown that there is a “softened” form of the dual natural to the problem. This gives determinations of the blocking probabilities agreeing with those derived from the Erlang principle as far as terms of order (scale)-1. It is more attractive than the Erlang principle, however, in that it has a mathematical basis, provides an extremal principle by its nature, yields immediately the geometric distribution of the numbers of free circuits, and clearly agrees with the “hard” dual in the limit of large scale.