A weak perturbation theory for approximations of invariant measures in M/G/1 model

2018 ◽  
Vol 52 (4-5) ◽  
pp. 1411-1428
Author(s):  
Badredine Issaadi ◽  
Karim Abbas ◽  
Djamil Aïssani
Keyword(s):  
Perturbation Theory ◽  
Closed Form ◽  
Stationary Distribution ◽  
Error Bounds ◽  
Invariant Measures ◽  
Infinite Matrix ◽  
Numerical Examples ◽  
Closed Form Solutions ◽  
Weak Perturbation

The calculation of the stationary distribution for a stochastic infinite matrix is generally difficult and does not have closed form solutions, it is desirable to have simple approximations converging rapidly to this distribution. In this paper, we use the weak perturbation theory to establish analytic error bounds for the M/G/1 model. Numerical examples are carried out to illustrate the quality of the obtained error bounds.

Elastic Fields in a Polygon-Shaped Inclusion With Uniform Eigenstrains

1997 ◽  
Vol 64 (3) ◽  
pp. 495-502 ◽  
Author(s):  
H. Nozaki ◽  
M. Taya
Keyword(s):  
Composite Materials ◽  
Closed Form ◽  
Strain Field ◽  
Strain Energy ◽  
Convex Polygon ◽  
Numerical Examples ◽  
Elastic Fields ◽  
Closed Form Solutions ◽  
Arbitrary Convex ◽  
Shaped Inclusion

In this paper the elastic fields in an arbitrary, convex polygon-shaped inclusion with uniform eigenstrains are investigated under the condition of plane strain. Closed-form solutions are obtained for the elastic fields in a polygon-shaped inclusion. The applications to the evaluation of the effective elastic properties of composite materials with polygon-shaped reinforcements are also investigated for both dilute and dense systems. Numerical examples are presented for the strain field, strain energy, and stiffness of the composites with polygon shaped fibers. The results are also compared with some existing solutions.

scholarly journals Optimal reinsurance: a reinsurer’s perspective

2017 ◽  
Vol 12 (1) ◽  
pp. 147-184 ◽  
Author(s):  
Fei Huang ◽  
Honglin Yu
Keyword(s):  
At Risk ◽  
Closed Form ◽  
Value At Risk ◽  
Optimality Criteria ◽  
Total Loss ◽  
Optimal Reinsurance ◽  
Numerical Examples ◽  
Dependency Structure ◽  
Closed Form Solutions

AbstractIn this paper, the optimal safety loading that the reinsurer should set in the reinsurance pricing is studied, which is novel in the literature. It is first assumed that the insurer will choose the form of the reinsurance contract by following the results derived in Cai et al. Different optimality criteria from the reinsurer’s perspective are then studied, such as maximising the expectation of the profit, maximising the utility of the profit and minimising the value-at-risk of the reinsurer’s total loss. By applying the concept of comonotonicity, the problem in which the reinsurer is facing two risks with unknown dependency structure is also solved. Closed-form solutions are obtained when the underlying losses are zero-modified exponentially distributed. Finally, numerical examples are provided to illustrate the results derived.

scholarly journals Reliability of Sampling Inspection Schemes Applied to Replacement Steam Generators

2006 ◽  
Vol 129 (1) ◽  
pp. 109-117 ◽  
Author(s):  
Guy Roussel ◽  
Leon Cizelj
Keyword(s):  
Closed Form ◽  
Steam Generator ◽  
The State ◽  
The Other ◽  
Prior Density ◽  
Steam Generators ◽  
Numerical Examples ◽  
Closed Form Solutions ◽  
Sampling Inspection ◽  
Steam Generator Tubing

The basis for determining the size of the random sample of tubes to be inspected in replacement steam generators is revisited in this paper. A procedure to estimate the maximum number of defective tubes left in the steam generator after no defective tubes have been detected in the randomly selected inspection sample is proposed. A Bayesian estimation is used to obtain closed-form solutions for uniform, triangular, and binomial prior densities describing the number of failed tubes in steam generators. It is shown that the particular way of selecting the random inspection sample (e.g., one sample from both SG, one sample from each SG, etc.) does not affect the results of the inspection and also the information obtained about the state of the uninspected tubing, as long as the inspected steam generators belong to the same population. Numerical examples further demonstrate two possible states of the knowledge existing before the inspection of the tubing. First, virtually no knowledge about the state of the steam generator tubing before the inspection is modeled using uniform and triangular prior densities. It is shown that the knowledge about the uninspected part of the tubing strongly depends on the size of the sample inspected. Further, even small inspection samples may significantly improve our knowledge about the uninspected part. On the other hand, rather strong belief on the state of the tubing prior to the inspection is modeled using binomial prior density. In this case, the knowledge about the uninspected part of the tubing is virtually independent on the size of the sample. Furthermore, it is shown qualitatively and quantitatively that such inspection brings no additional knowledge on the uninspected part of the tubing.

scholarly journals Solving Nonlinear Differential Algebraic Equations by an Implicit Lie-Group Method

2013 ◽  
Vol 2013 ◽  
pp. 1-8 ◽  
Author(s):  
Chein-Shan Liu
Keyword(s):  
Closed Form ◽  
Lie Group ◽  
Iterative Scheme ◽  
Differential Algebraic Equations ◽  
Group Method ◽  
Computational Results ◽  
Algebraic Equations ◽  
Numerical Examples ◽  
Closed Form Solutions ◽  
Lie Group Method

We derive an implicit Lie-group algorithm together with the Newton iterative scheme to solve nonlinear differential algebraic equations. Four numerical examples are given to evaluate the efficiency and accuracy of the new method when comparing the computational results with the closed-form solutions.

scholarly journals Strong Truncation Approximation in Tandem Queues with Blocking

2012 ◽  
Vol 2012 ◽  
pp. 1-18
Author(s):  
Karima Adel-Aissanou ◽  
Karim Abbas ◽  
Djamil Aïssani
Keyword(s):  
State Space ◽  
Error Bounds ◽  
Numerical Solutions ◽  
Markov Models ◽  
Practical Interest ◽  
Strong Stability ◽  
Tandem Queue ◽  
Closed Form Solutions ◽  
Infinite State

Markov models are frequently used for performance modeling. However most models do not have closed form solutions, and numerical solutions are often not feasible due to the large or even infinite state space of models of practical interest. For that, the state-space truncation is often demanded for computation of this kind of models. In this paper, we use the strong stability approach to establish analytic error bounds for the truncation of a tandem queue with blocking. Numerical examples are carried out to illustrate the quality of the obtained error bounds.

Apparently First Closed-Form Solution for Frequencies of Deterministically and/or Stochastically Inhomogeneous Simply Supported Beams

2000 ◽  
Vol 68 (2) ◽  
pp. 176-185 ◽  
Author(s):  
S. Candan ◽  
I. Elishakoff
Keyword(s):  
Closed Form ◽  
Infinite Number ◽  
Natural Frequencies ◽  
Closed Form Solution ◽  
Form Solution ◽  
Numerical Examples ◽  
Closed Form Solutions ◽  
Simply Supported ◽  
Benchmark Solutions

An infinite number of closed-form solutions is reported for a deterministically or stochastically nonhomogeneous beam, for both natural frequencies and reliabilities, for specialized cases. These solutions may prove useful as benchmark solutions. Numerical examples are evaluated.

Closed Form Solutions of Joint Water-Filling for Coordinated Transmission

2010 ◽  
Vol E93-B (12) ◽  
pp. 3461-3468 ◽  
Author(s):  
Bing LUO ◽  
Qimei CUI ◽  
Hui WANG ◽  
Xiaofeng TAO ◽  
Ping ZHANG
Keyword(s):  
Closed Form ◽  
Closed Form Solutions ◽  
Water Filling
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