Laplace transform inversion and passage-time distributions in Markov processes

1990 ◽  
Vol 27 (1) ◽  
pp. 74-87 ◽  
Author(s):  
Peter G. Harrison
Keyword(s):  
Differential Equation ◽  
Queueing Networks ◽  
Time Distribution ◽  
Passage Time ◽  
Weighted Sums ◽  
Order Partial Differential Equation ◽  
Exponential Distributions ◽  
First Order ◽  
Laplace Transform Inversion ◽  
Passage Times

Products of the Laplace transforms of exponential distributions with different parameters are inverted to give a mixture of Erlang densities, i.e. an expression for the convolution of exponentials. The formula for these inversions is expressed both as an explicit sum and in terms of a recurrence relation which is better suited to numerical computation. The recurrence for the inversion of certain weighted sums of these transforms is then solved by converting it into a linear first-order partial differential equation. The result may be used to find the density function of passage times between states in a Markov process and it is applied to derive an expression for cycle time distribution in tree-structured Markovian queueing networks.

Laplace transform inversion and passage-time distributions in Markov processes

1990 ◽  
Vol 27 (01) ◽  
pp. 74-87 ◽  
Author(s):  
Peter G. Harrison
Keyword(s):  
Differential Equation ◽  
Queueing Networks ◽  
Time Distribution ◽  
Passage Time ◽  
Weighted Sums ◽  
Order Partial Differential Equation ◽  
Exponential Distributions ◽  
First Order ◽  
Laplace Transform Inversion ◽  
Passage Times

Products of the Laplace transforms of exponential distributions with different parameters are inverted to give a mixture of Erlang densities, i.e. an expression for the convolution of exponentials. The formula for these inversions is expressed both as an explicit sum and in terms of a recurrence relation which is better suited to numerical computation. The recurrence for the inversion of certain weighted sums of these transforms is then solved by converting it into a linear first-order partial differential equation. The result may be used to find the density function of passage times between states in a Markov process and it is applied to derive an expression for cycle time distribution in tree-structured Markovian queueing networks.

First passage time for the state of exact chemical equilibrium

1980 ◽  
Vol 45 (3) ◽  
pp. 777-782 ◽  
Author(s):  
Milan Šolc
Keyword(s):  
Chemical Equilibrium ◽  
First Passage Time ◽  
Passage Time ◽  
The State ◽  
Recurrence Time ◽  
First Passage ◽  
First Order ◽  
The Mean ◽  
Passage Times ◽  
Number Of Particles

The establishment of chemical equilibrium in a system with a reversible first order reaction is characterized in terms of the distribution of first passage times for the state of exact chemical equilibrium. The mean first passage time of this state is a linear function of the logarithm of the total number of particles in the system. The equilibrium fluctuations of composition in the system are characterized by the distribution of the recurrence times for the state of exact chemical equilibrium. The mean recurrence time is inversely proportional to the square root of the total number of particles in the system.

Kirchhoff migration using eikonal-based computation of traveltime source derivatives

Geophysics ◽  
2013 ◽  
Vol 78 (4) ◽  
pp. S211-S219 ◽  
Author(s):  
Siwei Li ◽  
Sergey Fomel
Keyword(s):  
Differential Equation ◽  
Eikonal Equation ◽  
Order Partial Differential Equation ◽  
Fast Marching ◽  
First Order ◽  
Velocity Models ◽  
Kirchhoff Migration ◽  
Input Source ◽  
First Arrival ◽  
Synthetic Models

The computational efficiency of Kirchhoff-type migration can be enhanced by using accurate traveltime interpolation algorithms. We addressed the problem of interpolating between a sparse source sampling by using the derivative of traveltime with respect to the source location. We adopted a first-order partial differential equation that originates from differentiating the eikonal equation to compute the traveltime source derivatives efficiently and conveniently. Unlike methods that rely on finite-difference estimations, the accuracy of the eikonal-based derivative did not depend on input source sampling. For smooth velocity models, the first-order traveltime source derivatives enabled a cubic Hermite traveltime interpolation that took into consideration the curvatures of local wavefronts and can be straightforwardly incorporated into Kirchhoff antialiasing schemes. We provided an implementation of the proposed method to first-arrival traveltimes by modifying the fast-marching eikonal solver. Several simple synthetic models and a semirecursive Kirchhoff migration of the Marmousi model demonstrated the applicability of the proposed method.

ESTIMATES FOR APPROXIMATE SOLUTIONS TO A FUNCTIONAL DIFFERENTIAL EQUATION MODEL OF CELL DIVISION

2021 ◽  
pp. 1-20
Author(s):  
STEPHEN TAYLOR ◽  
XUESHAN YANG
Keyword(s):  
Differential Equation ◽  
Partial Differential Equation ◽  
Cell Division ◽  
Nonnegative Function ◽  
Approximate Solutions ◽  
Equation Model ◽  
Order Partial Differential Equation ◽  
Partial Differential ◽  
First Order ◽  
Functional Differential

Abstract The functional partial differential equation (FPDE) for cell division, $$ \begin{align*} &\frac{\partial}{\partial t}n(x,t) +\frac{\partial}{\partial x}(g(x,t)n(x,t))\\ &\quad = -(b(x,t)+\mu(x,t))n(x,t)+b(\alpha x,t)\alpha n(\alpha x,t)+b(\beta x,t)\beta n(\beta x,t), \end{align*} $$ is not amenable to analytical solution techniques, despite being closely related to the first-order partial differential equation (PDE) $$ \begin{align*} \frac{\partial}{\partial t}n(x,t) +\frac{\partial}{\partial x}(g(x,t)n(x,t)) = -(b(x,t)+\mu(x,t))n(x,t)+F(x,t), \end{align*} $$ which, with known $F(x,t)$ , can be solved by the method of characteristics. The difficulty is due to the advanced functional terms $n(\alpha x,t)$ and $n(\beta x,t)$ , where $\beta \ge 2 \ge \alpha \ge 1$ , which arise because cells of size x are created when cells of size $\alpha x$ and $\beta x$ divide. The nonnegative function, $n(x,t)$ , denotes the density of cells at time t with respect to cell size x. The functions $g(x,t)$ , $b(x,t)$ and $\mu (x,t)$ are, respectively, the growth rate, splitting rate and death rate of cells of size x. The total number of cells, $\int _{0}^{\infty }n(x,t)\,dx$ , coincides with the $L^1$ norm of n. The goal of this paper is to find estimates in $L^1$ (and, with some restrictions, $L^p$ for $p>1$ ) for a sequence of approximate solutions to the FPDE that are generated by solving the first-order PDE. Our goal is to provide a framework for the analysis and computation of such FPDEs, and we give examples of such computations at the end of the paper.

scholarly journals Interpretation of Frenkel’s theory of sintering considering evolution of activated pores: II. Model and reliability

2015 ◽  
Vol 47 (1) ◽  
pp. 89-94
Author(s):  
C.L. Yu ◽  
D.P. Gao ◽  
S.M. Chai ◽  
Q. Liu ◽  
H. Shi ◽  
...  
Keyword(s):  
Differential Equation ◽  
Partial Differential Equation ◽  
Liquid Phase ◽  
Liquid Phase Sintering ◽  
Order Partial Differential Equation ◽  
Partial Differential ◽  
First Order ◽  
Sintering Time ◽  
Sintering Mechanism ◽  
Cordierite Glass

Frenkel's liquid-phase sintering mechanism has essential influence on the sintering of materials, however, by which only the initial 10% during isothermal sintering can be well explained. To overcome this shortage, Nikolic et al. introduced a mathematical model of shrinkage vs. sintering time concerning the activated volume evolution. This article compares the model established by Nikolic et al. with that of the Frenkel's liquid-phase sintering mechanism. The model is verified reliable via training the height and diameter data of cordierite glass by Giess et al. and the first-order partial differential equation. It is verified that the higher the temperature, the more quickly the value of the first-order partial differential equation with time and the relative initial effective activated volume to that in the final equibrium state increases to zero, and the more reliable the model is.

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