The concepts of bi-immigration birth and death density matrix in random environment and bi-immigration birth and death process in random environment are introduced. For any bi-immigration birth and death matrix in ran...The concepts of bi-immigration birth and death density matrix in random environment and bi-immigration birth and death process in random environment are introduced. For any bi-immigration birth and death matrix in random environment Q(θ) with birth rate λ 〈 death rate μ, the following results are proved, (1) there is an unique q-process in random environment, P^-(θ*(0);t) = (p^-(θ^*(0);t,i,j),i,j ≥ 0), which is ergodic, that is, lim t→∞(θ^*(0);t,i,j) = π^-(θ^*(0);j) ≥0 does not depend on i ≥ 0 and ∑j≥0π (θ*(0);j) = 1, (2) there is a bi-immigration birth and death process in random enjvironment (X^* = {X^*,t ≥ 0},ε^* = {εt,t ∈ (-∞, ∞)}) with random transition matrix P^-(θ^* (0);t) such that X^* is a strictly stationary process.展开更多
A finite random graph generated by continuous time birth and death processes with exponentially distributed waiting times was investigated, which is similar to a communication network in daily life. The vertices are t...A finite random graph generated by continuous time birth and death processes with exponentially distributed waiting times was investigated, which is similar to a communication network in daily life. The vertices are the living particles, and directed edges go from mothers to daughters. The size of the communication network was studied. Furthermore, the probability of successfully connecting senders with receivers and the transmitting speed of information were obtained.展开更多
A new stochastic epidemic model, that is, a general continuous time birth and death chain model, is formulated based on a deterministic model including vaccination. We use continuous time Markov chain to construct the...A new stochastic epidemic model, that is, a general continuous time birth and death chain model, is formulated based on a deterministic model including vaccination. We use continuous time Markov chain to construct the birth and death process. Through the Kolmogorov forward equation and the theory of moment generating function, the corresponding population expectations are studied. The theoretical result of the stochastic model and deterministic version is also given. Finally, numerical simulations are carried out to substantiate the theoretical results of random walk.展开更多
The criteria on separation cutoff for birth and death chains were obtained by Diaconis and Saloff-Coste in 2006. These criteria are involving all eigenvalues. In this paper, we obtain the explicit criterion, which dep...The criteria on separation cutoff for birth and death chains were obtained by Diaconis and Saloff-Coste in 2006. These criteria are involving all eigenvalues. In this paper, we obtain the explicit criterion, which depends only on the birth and death rates. Furthermore, we present two ways to estimate moments of the fastest strong stationary time and then give another but equivalent criterion explicitly.展开更多
The state 0 of a birth and death process with state space E = {0, 1, 2,....} is a barrier which can be classified into four kinds: reflection, absorption, leaping reflection, quasi-leaping reflection. For the first, ...The state 0 of a birth and death process with state space E = {0, 1, 2,....} is a barrier which can be classified into four kinds: reflection, absorption, leaping reflection, quasi-leaping reflection. For the first, second and fourth barriers, the characteristic numbers of different forms have been introduced. In this paper unified characteristic numbers for birth and death processes with barriers were introduced, the related equations were solved and the solutions were expressed by unified characteristic numbers. This paper concerns work solving probability construction problem of birth and death processes with leaping reflection barrier and quasi-leaping reflection barrier.展开更多
An aggregation growth model of three species A, B and C with the competition between catalyzed birth and catalyzed death is proposed. Irreversible aggregation occurs between any two aggregates of the like species with...An aggregation growth model of three species A, B and C with the competition between catalyzed birth and catalyzed death is proposed. Irreversible aggregation occurs between any two aggregates of the like species with theconstant rate kernels In(n = 1,2, 3). Meanwhile, a monomer birth of an A species aggregate of size k occurs under the catalysis of a B species aggregate of size j with the catalyzed birth rate kernel K(k, j) = Kkj^v, and a monomer death of an A species aggregate of size k occurs under the catalysis of a C species aggregate of size j with the catalyzed death rate kernel L(k, j) = Lkj^v, whcre v is a parameter reflecting the dependence of the catalysis reaction rates of birth and death on the size of catalyst aggregate. The kinetic evolution behaviours of the three species are investigated by the rate equation approach based on the mean-field theory. The form of the aggregate size distribution of A species ak (t) is found to be dependent crucially on the competition between the catalyzed birth and death of A species, as well as the irreversible aggregation processes of the three species: (i) In the v 〈 0 case, the irreversible aggregation dominates the process, and ak(t) satisfies the conventional scaling form; (2) In the v ≥ 0 casc, the competition between the catalyzed birth and death dominates the process. When the catalyzed birth controls the process, ak(t) takes the conventional or generalized scaling form. While the catalyzed death controls the process, the scaling description of the aggregate size distribution breaks down completely.展开更多
0 .Introduction The mathematical eqnivalenoe of Brownian切otion and olaosioal poten七ialtheory has great imPulsed the study of Potentials of Markov Prooesse
We further study the kinetic behavior of the exchange-driven growth withbirth and death for the case of birth rate kernel being less than that of death based on themean-Geld theory. The symmetric exchange rate kernel ...We further study the kinetic behavior of the exchange-driven growth withbirth and death for the case of birth rate kernel being less than that of death based on themean-Geld theory. The symmetric exchange rate kernel is K(k,j) = K′(k,j) = Ikj~v, and the birth anddeath rates are proportional to the aggregate's size. The long time asymptotic behavior of theaggregate size distribution a_k(t) is found to obey a much unusual scaling law with an exponentiallygrowing scaling function Φ(x) = exp(x).展开更多
Residual stresses can have a strong effect on the usability of machined parts,and the X-ray diffraction(XRD)measuring equipment,which is commonly used to measure residual stresses,is very expensive.This paper presents...Residual stresses can have a strong effect on the usability of machined parts,and the X-ray diffraction(XRD)measuring equipment,which is commonly used to measure residual stresses,is very expensive.This paper presents a method of measuring the residual stresses induced by boring in the internal surface of a tube with much cheaper equipment.The method,called the strain-based method is mainly based on the strains measured on the external surface of the tube.It is proposed on the basis of the very long tube assumption.The finite element method(FEM)analysis is thus used to validate the length of the tube.Guided by the FEM results,an appropriate length of the tube is chosen,and the residual stresses are obtained from both the strain-based method and the XRD method.Stress profiles obtained from both two methods are compared.The comparison result indicates that the profiles of the two methods agree well with each other.Therefore,it can be concluded that the accuracy of the strain-based method is high enough,and it can be applied to residual stress measurement in practice.展开更多
The residual stress distribution of Hastelloy C corrosion-resistant alloy tubes after power spinning was simulated with the elasto-plastic finite element method combining with the element birth and death technique, th...The residual stress distribution of Hastelloy C corrosion-resistant alloy tubes after power spinning was simulated with the elasto-plastic finite element method combining with the element birth and death technique, the influences of spinning parameters on the distribution of the residual stress were investigated in detail, and the formation mechanism of residual stress during tube spinning was discussed. Based on the calculation of the residual stress, the reasons for annealing cracks on the spun tube during interpass heat treatment were explored. The simulation results and the characteristics of annealing cracks show that the circumferential residual tensile stress is a main factor to cause the annealing cracks.展开更多
This paper describes an accurate method of approximating the moments of the first-passage time for the birth and death Gross National Product GNP diffusion process when the GNP is a determined value or constant absorb...This paper describes an accurate method of approximating the moments of the first-passage time for the birth and death Gross National Product GNP diffusion process when the GNP is a determined value or constant absorbing barrier. This was done by approximating the differential equations by equivalent difference equations.展开更多
The ring expansion procedures over various forming velocities are calculated with ANSYS software in order to show the effect of forming velocity on ductility of rate insensitive materials. Ring expansion procedures ar...The ring expansion procedures over various forming velocities are calculated with ANSYS software in order to show the effect of forming velocity on ductility of rate insensitive materials. Ring expansion procedures are simplified to one-dimensional tension by constraining the radial deformation, with element birth and death method, fracture problem of circular ring are considered. The calculated results show that for insensitive materials of 1060 aluminum and 3A21 aluminum alloy, fracture strain increases corresponding to the increase of forming velocity. This trend agrees well with experimental results, and indicates inertia is the key factor to affect ductility; With element birth and death methods, fracture problems can be solved effectively. Experimental studies on formability of tubular workpieces are also conducted, experimental results show that the formability of 1060 aluminum and 3A21 aluminum alloy under electromagnetic forming is higher than that under quasistatic forming, according to the characteristics of electromagnetic forming, the forming limit diasrams of the two materials tube are also built respectively, this is very important to promote the development of electromagnetic forming and guide the engineering practices.展开更多
We study an M/PH/1 queue with phase type working vacation and vacation interruption where the vacation time follows a phase type distribution. The server serves the customers at a lower rate in a vacation period. The ...We study an M/PH/1 queue with phase type working vacation and vacation interruption where the vacation time follows a phase type distribution. The server serves the customers at a lower rate in a vacation period. The server comes back to the regular busy period at a service completion without completing the vacation. Such policy is called vacation interruption. In terms of quasi birth and death process and matrix-geometric solution method, we obtain the stationary queue length distribution. Moreover we obtain the conditional stochastic decomposition structures of queue length and waiting time when the service time distribution in the regular busy period is exponential.展开更多
Consider a finite absorbing Markov generator, irreducible on the non-absorbing states. PerronFrobenius theory ensures the existence of a corresponding positive eigenvector ψ. The goal of the paper is to give bounds o...Consider a finite absorbing Markov generator, irreducible on the non-absorbing states. PerronFrobenius theory ensures the existence of a corresponding positive eigenvector ψ. The goal of the paper is to give bounds on the amplitude max ψ/ min ψ. Two approaches are proposed: One using a path method and the other one, restricted to the reversible situation, based on spectral estimates. The latter approach is extended to denumerable birth and death processes absorbing at 0 for which infinity is an entrance boundary. The interest of estimating the ratio is the reduction of the quantitative study of convergence to quasi-stationarity to the convergence to equilibrium of related ergodic processes, as seen by Diaconis and Miclo(2014).展开更多
For the continuous time Markov chain with transition function P(t) on Z d + , we give the necessary and sufficient conditions for the existence of its Siegmund dual with transition function P - (t). If Q, the q-m...For the continuous time Markov chain with transition function P(t) on Z d + , we give the necessary and sufficient conditions for the existence of its Siegmund dual with transition function P - (t). If Q, the q-matrix of P(t), is uniformly bounded, we show that the Siegmund dual relation can be expressed directly in terms of q-matrices, and a sufficient condition under which the Q-function is the Siegnmnd dual of some Q-function is also given.展开更多
基金Supported by the NNSF of China (10371092,10771185) the Foundation of Whuan University
文摘The concepts of bi-immigration birth and death density matrix in random environment and bi-immigration birth and death process in random environment are introduced. For any bi-immigration birth and death matrix in random environment Q(θ) with birth rate λ 〈 death rate μ, the following results are proved, (1) there is an unique q-process in random environment, P^-(θ*(0);t) = (p^-(θ^*(0);t,i,j),i,j ≥ 0), which is ergodic, that is, lim t→∞(θ^*(0);t,i,j) = π^-(θ^*(0);j) ≥0 does not depend on i ≥ 0 and ∑j≥0π (θ*(0);j) = 1, (2) there is a bi-immigration birth and death process in random enjvironment (X^* = {X^*,t ≥ 0},ε^* = {εt,t ∈ (-∞, ∞)}) with random transition matrix P^-(θ^* (0);t) such that X^* is a strictly stationary process.
基金Project supported by the National Natural Science Foundation of China (Grant Nos.10471088, 60572126)
文摘A finite random graph generated by continuous time birth and death processes with exponentially distributed waiting times was investigated, which is similar to a communication network in daily life. The vertices are the living particles, and directed edges go from mothers to daughters. The size of the communication network was studied. Furthermore, the probability of successfully connecting senders with receivers and the transmitting speed of information were obtained.
文摘A new stochastic epidemic model, that is, a general continuous time birth and death chain model, is formulated based on a deterministic model including vaccination. We use continuous time Markov chain to construct the birth and death process. Through the Kolmogorov forward equation and the theory of moment generating function, the corresponding population expectations are studied. The theoretical result of the stochastic model and deterministic version is also given. Finally, numerical simulations are carried out to substantiate the theoretical results of random walk.
基金Acknowledgements This work was supported in part by 985 Project, 973 Project (No. 2011CB808000), the National Natural Science Foundation of China (Grant No. 11131003), the Specialized Research Fund for the Doctoral Program of Higher Education (No. 20100003110005), and the Fundamental Research Funds for the Central Universities.
文摘The criteria on separation cutoff for birth and death chains were obtained by Diaconis and Saloff-Coste in 2006. These criteria are involving all eigenvalues. In this paper, we obtain the explicit criterion, which depends only on the birth and death rates. Furthermore, we present two ways to estimate moments of the fastest strong stationary time and then give another but equivalent criterion explicitly.
基金Supported by the National Natural Science Foundation of China (Grant No. 10571051 and 10871064 )the Specialized Research Fund for the Doctoral Program of Higher Education of China (No. 20040542006)the Key Labor. of Coput.Stoch.Math.Univ. of Hunan (No. 09K026)
文摘The state 0 of a birth and death process with state space E = {0, 1, 2,....} is a barrier which can be classified into four kinds: reflection, absorption, leaping reflection, quasi-leaping reflection. For the first, second and fourth barriers, the characteristic numbers of different forms have been introduced. In this paper unified characteristic numbers for birth and death processes with barriers were introduced, the related equations were solved and the solutions were expressed by unified characteristic numbers. This paper concerns work solving probability construction problem of birth and death processes with leaping reflection barrier and quasi-leaping reflection barrier.
基金Project supported by the National Natural Science Foundation of China (Grant Nos 10275048 and 10305009)the Zhejiang Provincial Natural Science Foundation of China (Grant No 102067)
文摘An aggregation growth model of three species A, B and C with the competition between catalyzed birth and catalyzed death is proposed. Irreversible aggregation occurs between any two aggregates of the like species with theconstant rate kernels In(n = 1,2, 3). Meanwhile, a monomer birth of an A species aggregate of size k occurs under the catalysis of a B species aggregate of size j with the catalyzed birth rate kernel K(k, j) = Kkj^v, and a monomer death of an A species aggregate of size k occurs under the catalysis of a C species aggregate of size j with the catalyzed death rate kernel L(k, j) = Lkj^v, whcre v is a parameter reflecting the dependence of the catalysis reaction rates of birth and death on the size of catalyst aggregate. The kinetic evolution behaviours of the three species are investigated by the rate equation approach based on the mean-field theory. The form of the aggregate size distribution of A species ak (t) is found to be dependent crucially on the competition between the catalyzed birth and death of A species, as well as the irreversible aggregation processes of the three species: (i) In the v 〈 0 case, the irreversible aggregation dominates the process, and ak(t) satisfies the conventional scaling form; (2) In the v ≥ 0 casc, the competition between the catalyzed birth and death dominates the process. When the catalyzed birth controls the process, ak(t) takes the conventional or generalized scaling form. While the catalyzed death controls the process, the scaling description of the aggregate size distribution breaks down completely.
文摘0 .Introduction The mathematical eqnivalenoe of Brownian切otion and olaosioal poten七ialtheory has great imPulsed the study of Potentials of Markov Prooesse
文摘We further study the kinetic behavior of the exchange-driven growth withbirth and death for the case of birth rate kernel being less than that of death based on themean-Geld theory. The symmetric exchange rate kernel is K(k,j) = K′(k,j) = Ikj~v, and the birth anddeath rates are proportional to the aggregate's size. The long time asymptotic behavior of theaggregate size distribution a_k(t) is found to obey a much unusual scaling law with an exponentiallygrowing scaling function Φ(x) = exp(x).
基金Supported by the National Defense Program of China(C152012C002)the Specialized Research Fund for the Doctoral Program of Higher Education of China(20123218120025)
文摘Residual stresses can have a strong effect on the usability of machined parts,and the X-ray diffraction(XRD)measuring equipment,which is commonly used to measure residual stresses,is very expensive.This paper presents a method of measuring the residual stresses induced by boring in the internal surface of a tube with much cheaper equipment.The method,called the strain-based method is mainly based on the strains measured on the external surface of the tube.It is proposed on the basis of the very long tube assumption.The finite element method(FEM)analysis is thus used to validate the length of the tube.Guided by the FEM results,an appropriate length of the tube is chosen,and the residual stresses are obtained from both the strain-based method and the XRD method.Stress profiles obtained from both two methods are compared.The comparison result indicates that the profiles of the two methods agree well with each other.Therefore,it can be concluded that the accuracy of the strain-based method is high enough,and it can be applied to residual stress measurement in practice.
基金the National Natural Science Foundation of China(No.59995444).
文摘The residual stress distribution of Hastelloy C corrosion-resistant alloy tubes after power spinning was simulated with the elasto-plastic finite element method combining with the element birth and death technique, the influences of spinning parameters on the distribution of the residual stress were investigated in detail, and the formation mechanism of residual stress during tube spinning was discussed. Based on the calculation of the residual stress, the reasons for annealing cracks on the spun tube during interpass heat treatment were explored. The simulation results and the characteristics of annealing cracks show that the circumferential residual tensile stress is a main factor to cause the annealing cracks.
文摘This paper describes an accurate method of approximating the moments of the first-passage time for the birth and death Gross National Product GNP diffusion process when the GNP is a determined value or constant absorbing barrier. This was done by approximating the differential equations by equivalent difference equations.
文摘The ring expansion procedures over various forming velocities are calculated with ANSYS software in order to show the effect of forming velocity on ductility of rate insensitive materials. Ring expansion procedures are simplified to one-dimensional tension by constraining the radial deformation, with element birth and death method, fracture problem of circular ring are considered. The calculated results show that for insensitive materials of 1060 aluminum and 3A21 aluminum alloy, fracture strain increases corresponding to the increase of forming velocity. This trend agrees well with experimental results, and indicates inertia is the key factor to affect ductility; With element birth and death methods, fracture problems can be solved effectively. Experimental studies on formability of tubular workpieces are also conducted, experimental results show that the formability of 1060 aluminum and 3A21 aluminum alloy under electromagnetic forming is higher than that under quasistatic forming, according to the characteristics of electromagnetic forming, the forming limit diasrams of the two materials tube are also built respectively, this is very important to promote the development of electromagnetic forming and guide the engineering practices.
文摘We study an M/PH/1 queue with phase type working vacation and vacation interruption where the vacation time follows a phase type distribution. The server serves the customers at a lower rate in a vacation period. The server comes back to the regular busy period at a service completion without completing the vacation. Such policy is called vacation interruption. In terms of quasi birth and death process and matrix-geometric solution method, we obtain the stationary queue length distribution. Moreover we obtain the conditional stochastic decomposition structures of queue length and waiting time when the service time distribution in the regular busy period is exponential.
基金supported by Agence Nationale de la Recherche(Grant Nos.ANR-11-LABX-0040-CIMIANR-11-IDEX-0002-02 and ANR-12-BS01-0019)
文摘Consider a finite absorbing Markov generator, irreducible on the non-absorbing states. PerronFrobenius theory ensures the existence of a corresponding positive eigenvector ψ. The goal of the paper is to give bounds on the amplitude max ψ/ min ψ. Two approaches are proposed: One using a path method and the other one, restricted to the reversible situation, based on spectral estimates. The latter approach is extended to denumerable birth and death processes absorbing at 0 for which infinity is an entrance boundary. The interest of estimating the ratio is the reduction of the quantitative study of convergence to quasi-stationarity to the convergence to equilibrium of related ergodic processes, as seen by Diaconis and Miclo(2014).
基金Supported by NSFC(Grant Nos.11626245 and 11571043)
文摘For the continuous time Markov chain with transition function P(t) on Z d + , we give the necessary and sufficient conditions for the existence of its Siegmund dual with transition function P - (t). If Q, the q-matrix of P(t), is uniformly bounded, we show that the Siegmund dual relation can be expressed directly in terms of q-matrices, and a sufficient condition under which the Q-function is the Siegnmnd dual of some Q-function is also given.