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  • 1
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    Stochastic environmental research and risk assessment 10 (1996), S. 167-186 
    ISSN: 1436-3259
    Keywords: Reservoir stochastic theory ; reliability ; mean ; variance ; indicator function ; storage bounds ; nonlinear programming ; simulation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract A new formulation is presented for the analysis of reservoir systems synthesizing concepts from the traditional stochastic theory of reservoir storage, moments analysis and reliability programming. The analysis is based on the development of the first and second moments for the stochastic storage state variable. These expressions include terms for the failure probabilities (probabilities of spill or deficit) and consider the storage bounds explicitly. Using this analysis, expected values of the storage state, variances of storage, optimal release policies and failure probabilities — useful information in the context of reservoir operations and design, can be obtained from a nonlinear programming solution. The solutions developed from studies of single reservoir operations on both an annual and monthly basis, compare favorably with those obtained from simulation. The presentation herein is directed to both traditional reservoir storage theorists who are interested in the design of a reservoir and modern reservoir analysts who are interested in the long term operation of reservoirs.
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  • 2
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    Stochastic environmental research and risk assessment 4 (1990), S. 277-294 
    ISSN: 1436-3259
    Keywords: Water distribution ; optimization ; nonlinear programming ; integer programming ; chance constraints ; rehabilation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract This paper presents the mathematical development of an integer — nonlinear programming chance — constrained optimization model for the minimum cost rehabilitation/replacement of water distribution system components. Particular attention is given to the handling of uncertainties in the roughness factors and the loading conditions including both the random demand and preassure head requirements. The advantages of the proposed model include the ability to: 1) handle the optimal timing of rehabilitation/replacement for water distribution system components; 2) link a mixed-integer linear program solver, a nonlinear program solver, and a hydraulic simulator into an optimization framework; 3) handle the uncertainties of some of the variables; 4) incorporate various kinds of cost functions; and 5) handle multiple loading conditions.
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  • 3
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    Stochastic environmental research and risk assessment 5 (1991), S. 125-134 
    ISSN: 1436-3259
    Keywords: Empirical Orthogonal Function analysis ; random fields ; simulation ; non-homogeneous fields
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract In several fields of Geophysics, such as Hydrology, Meteorology or Oceanography, it is often useful to generate random fields, displaying the same variabilitity as the observed variables. Usually, these synthetic data are used as forcing fields into numerical models, to test the sensitivity of their outputs to the variability of the inputs. Examples can be found in subsurface or surface Hydrology and in Meteorology with General Circulation Models (GCM). Different techniques have already been proposed, often based on the spectral representation of the random process, with, usually, assumptions of stationarity. This paper suggests that Empirical Orthogonal Function (EOF) analysis, which leads to the decomposition of the covariance kernel on the set of its eigen-functions, is a possible answer to this problem. The convergence and accuracy of the method are shown to depend mainly on the number of EOFs retained in the expansion of the covariance kemel. This result is confirmed by a comparison with the turning band method and a matrix technique. Furthermore, a synthetic example of non-homogencous fields shows the interest of EOF analysis in the direct simulation of such fields.
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  • 4
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    Stochastic environmental research and risk assessment 12 (1998), S. 33-52 
    ISSN: 1436-3259
    Keywords: Keywords: Streamflow ; simulation ; nonparametric
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract A new approach for streamflow simulation using nonparametric methods was described in a recent publication (Sharma et al. 1997). Use of nonparametric methods has the advantage that they avoid the issue of selecting a probability distribution and can represent nonlinear features, such as asymmetry and bimodality that hitherto were difficult to represent, in the probability structure of hydrologic variables such as streamflow and precipitation. The nonparametric method used was kernel density estimation, which requires the selection of bandwidth (smoothing) parameters. This study documents some of the tests that were conduced to evaluate the performance of bandwidth estimation methods for kernel density estimation. Issues related to selection of optimal smoothing parameters for kernel density estimation with small samples (200 or fewer data points) are examined. Both reference to a Gaussian density and data based specifications are applied to estimate bandwidths for samples from bivariate normal mixture densities. The three data based methods studied are Maximum Likelihood Cross Validation (MLCV), Least Square Cross Validation (LSCV) and Biased Cross Validation (BCV2). Modifications for estimating optimal local bandwidths using MLCV and LSCV are also examined. We found that the use of local bandwidths does not necessarily improve the density estimate with small samples. Of the global bandwidth estimators compared, we found that MLCV and LSCV are better because they show lower variability and higher accuracy while Biased Cross Validation suffers from multiple optimal bandwidths for samples from strongly bimodal densities. These results, of particular interest in stochastic hydrology where small samples are common, may have importance in other applications of nonparametric density estimation methods with similar sample sizes and distribution shapes.
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  • 5
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    Mathematical programming 52 (1991), S. 11-17 
    ISSN: 1436-4646
    Keywords: Modeling ; cancer ; optimization ; optimal control ; drug delivery
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract In this paper we consider the problems of modeling the tumor growth and optimize the chemotherapy treatment. A biologically based model is used with the goal of solving an optimization problem involving discrete delivery of antineoplastic drugs. Our model is formulated via compartmental analysis in order to take into account the cell cycle. The cost functional measures not only the final size of the tumor but also the total amount of drug delivered. We propose an algorithm based on the discrete maximum principle to solve the optimal drug schedule problem. Our numerical results show nice interpretations from the medical point of view.
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  • 6
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    Computing 52 (1994), S. 89-96 
    ISSN: 1436-5057
    Keywords: 65C10 ; 68C25 ; Random number generation ; log-concave distributions ; rejection method ; simulation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung Wir erklären einen Algorithmus, der Stichproben von beliebigen log-konkaven Verteilungen (z.B. Binomial- und Hypergeometrische Verteilung) erzeugt. Er basiert auf Verwerfung von einer diskreten dominierenden Verteilung, die aus Teilen der geometrischen Verteilung zusammengesetzt wird. Der Algorithmus is gleichmäßig schnell für alle diskreten log-konkaven Verteilungen und nicht viel langsamer als Algorithmen, die nur für eine bestimmte Verteilung verwendet werden können.
    Notes: Abstract We give an algorithm that can be used to sample from any discrete log-concave distribution (e.g. the binomial and hypergeometric distributions). It is based on rejection from a discrete dominating distribution that consists of parts of the geometric distribution. The algorithm is uniformly fast for all discrete log-concave distributions and not much slower than algorithms designed for a single distribution.
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  • 7
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    OR spectrum 15 (1994), S. 235-246 
    ISSN: 1436-6304
    Keywords: Simulation ; Optimierung ; Ernteprozeß ; Bedienungsprozeß ; räumliche Aspekte ; Einflußgröße ; Zielgröße ; Bewertungsprozeß ; Simulation ; optimization ; harvesting process ; operational process ; spacious aspects ; influence factor ; target value ; valuation process
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Abstract There is a wide range of possibilities for optimizing harvest process as transport-connected operations in a flow system. They are multi-stage operating process charakterized by a mixed arrangement of the operating elements. Above that, they have distinct spacious aspects. It is demonstrated which charakteristics of such processes have to be simulated by models, what target values should be determined in dependence on which influence factors and under which operational conditions. Furthermore it is elucidated how the valuation process for obtaining the desired information has to be shaped.
    Notes: Zusammenfassung Bei der Gestaltung von Ernteprozessen — beispielsweise des Prozesses „Mähdrusch, Körnertransport und -abnahme“ — als transportverbundene Fließarbeitsverfahren mit mindestens zwei verschiedenen Arbeitsmitteln gibt es einen großen Optimierungsspielraum. Solche Prozesse sind mehrstufige Bedienungsprozesse mit gemischter Anordnung der Bedienungseinrichtungen. Außerdem besitzen sie stark ausgeprägte räumliche Aspekte. Es wird vor allem gezeigt, welche Merkmale solcher Prozesse in Simulationsmodellen abgebildet sein müssen, welche Zielgrößen in Abhängigkeit von welchen Einflußgrößen unter Berücksichtigung welcher Prozeßbedingungen ermittelt werden sollten und wie der Bewertungsprozeß zur Ermittlung der gewünschten Informationen gestaltet werden muß.
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  • 8
    ISSN: 1436-6304
    Keywords: Assignment problem ; computer models ; distribution sampling ; estimation ; integer programming ; large-scale modelling ; Latin hypercube ; optimization ; sampling ; sensitivity analysis ; Stichprobenverfahren ; Permutationsmatrizen ; implizite Funktionen
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Lateinische Hyperwürfel Stichprobenverfahren (LHS) dienen dazu, in geeigneter Weise die Verteilungsfunktion (zumindest angenähert) der Funktionswerte einer komplexen (impliziten) Funktion, in Abhängigkeit ihrer Variablen werte, zu schätzen. Anwendungen finden sich in Modellen, in denen erforderliche Variablenumformungen nicht möglich sind und in denen die Zahl der Simulationsläufe aus zeitlichen Gründen gering zu halten oder fixiert ist. Es stellt sich die Frage, welche Werte in jedem Lauf den Variablen zuzuordnen sind. Herkömmliche Vorgehensweisen benutzen ausgefeilte, geschichtete Stichprobenverfahren, die jedoch Fehler bei der Bestimmung von Varianz und Kovarianz, aufgrund der Korrelation der Stichprobenpaare, beinhalten können. In dieser Arbeit wird eine Methode beschrieben, den absoluten Fehler zwischen dem tatsächlichen und dem korrelierenden Stichprobenpaar so klein wie möglich zu halten. Selbst für kleine Stichprobenumfänge können dabei schon optimale Pläne erzielt werden. Permutationsmatrizen haben die Eigenschaft, die Summe der Korrelationen zwischen Spaltenpaaren zu minimieren. Die vorgestellte Heuristik ist in der Lage, in allen getesteten Fällen das Optimum zu finden.
    Notes: Abstract The objective of Latin Hypercube Sampling is to determine an effective procedure for sampling from a (possibly correlated) multivariate population to estimate the distribution function (or at least a significant number of moments) of a complicated function of its variables. The typical application involves a computer-based model in which it is largely impossible to find a way (closed form or numerical) to do the necessary transformation of variables and where it is expensive to run in terms of computing resources and time. Classical approaches to hypercube sampling have used sophisticated stratified sampling techniques; but such sampling may provide incorrect measures of the output parameters' variances or covariances due to correlation between the sampling pairs. In this work, we offer a strategy which provides a sampling specification minimizing the sum of the absolute values of the pairwise differences between the true and sampled correlation pairs. We show that optimal plans can be obtained for even small sample sizes. We consider the characteristics of permutation matrices which minimize the sum of correlations between column pairs and then present an effective heuristic for solution. This heuristic generally finds plans which match the correlation structure exactly. When it does not, we provide a hybrid lagrangian/heuristic method, which empirically has found the optimal solution for all cases tested.
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  • 9
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    OR spectrum 19 (1997), S. 23-29 
    ISSN: 1436-6304
    Keywords: Job shop scheduling ; dispatching rules ; coordination ; look ahead information ; simulation ; Werkstattsteuerung ; Steuerungsregeln ; Koordination ; Vorausschauende Informationen ; Simulation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung In diesem Beitrag wird ein neuartiger Ansatz zur Koordination dezentraler Werkstattsteuerungsregeln vorgestellt und mit Hilfe einer Simulationsstudie analysiert. Die Koordination basiert auf vorausschauenden Informationen und enthält einen Auftragsnachfrage-/-angebotsmechanismus. Die Simulations-experimente zeigen, daß durch den Einsatz des Koordinationsmechanismus die Leistung herkömmlicher Steuerungsregeln signifikant verbessert wird.
    Notes: Abstract In this paper a new coordination approach for decentralized job shop scheduling rules is presented and analyzed in a simulation study. The coordination is based on look ahead information and contains a mechanism for demanding and supplying jobs. The simulation experiments show that the performance of conventional scheduling rules is significantly improved using the coordination mechanism.
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  • 10
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    OR spectrum 19 (1997), S. 23-29 
    ISSN: 1436-6304
    Keywords: Key words: Job shop scheduling ; dispatching rules ; coordination ; look ahead information ; simulation ; Schlüsselwörter: Werkstattsteuerung ; Steuerungsregeln ; Koordination ; Vorausschauende Informationen ; Simulation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung. In diesem Beitrag wird ein neu-artiger Ansatz zur Koordination dezentraler Werkstattsteuerungsregeln vorgestellt und mit Hilfe einer Simulationsstudie analysiert. Die Koordination basiert auf vorausschauenden Informationen und enthält einen Auftragsnachfrage-/-angebotsmechanismus. Die Simulations- experimente zeigen, daß durch den Einsatz des Koordinationsmechanismus die Leistung herkömmlicher Steuerungsregeln signifikant verbessert wird.
    Notes: Abstract. In this paper a new coordination approach for decentralized job shop scheduling rules is presented and analyzed in a simulation study. The coordination is based on look ahead information and contains a mechanism for demanding and supplying jobs. The simulation experiments show that the performance of conventional scheduling rules is significantly improved using the coordination mechanism.
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  • 11
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    Stochastic environmental research and risk assessment 4 (1990), S. 255-276 
    ISSN: 1436-3259
    Keywords: Stochastic hydrologic process ; daily discharges ; correlated generation ; simulation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract A geomorphological study at the confluence of the Danube and the Isar in Bavaria required long series of daily discharges in both rivers. A model that generates simultaneous correlated streamflows in both rivers was developed and tested. The model is a modified shot noise model, first developed by Treiber (1975) for a single river, that was adapted to two rivers. It generates correlated pulses of events that produce flow for each river, and these pulses are then convoluted with a river specific systems function. The model, after being calibrated for the two rivers on the basis of 85 years of records, yields artificial series of discharges, in which the statistical properties of the historical records are reproduced. The performance of the model was tested with 20 generated series each 100 years long.
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  • 12
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    Mathematical programming 61 (1993), S. 19-37 
    ISSN: 1436-4646
    Keywords: Self-scaling ; BFGS method ; quasi-Newton method ; optimization
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We study the self-scaling BFGS method of Oren and Luenberger (1974) for solving unconstrained optimization problems. For general convex functions, we prove that the method is globally convergent with inexact line searches. We also show that the directions generated by the self-scaling BFGS method approach Newton's direction asymptotically. This would ensure superlinear convergence if, in addition, the search directions were well-scaled, but we show that this is not always the case. We find that the method has a major drawback: to achieve superlinear convergence it may be necessary to evaluate the function twice per iteration, even very near the solution. An example is constructed to show that the step-sizes required to achieve a superlinear rate converge to 2 and 0.5 alternately.
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  • 13
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    Stochastic environmental research and risk assessment 11 (1997), S. 397-422 
    ISSN: 1436-3259
    Keywords: Random flow field ; diffusion ; concentration ; fluctuations ; covariance ; variance
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract The concentration c(x,t) of a nonreactive solute undergoing advection and diffusion in a spatially random divergence-free flow field is analyzed. A leading order formulation for the spatial covariance of the concentration field, $$\overline {c'\left( {x,t} \right)c'\left( {x,t} \right)} $$ , is made. That formulation includes the velocity variability induced macrodispersive flux of the covariance field, and the smoothing effects of diffusion. Previous formulations of the concentration covariance had dropped at least one of these effects. It is shown that both these effects need to be included to obtain a qualitatively correct description of the concentration fluctuations.
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  • 14
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    Stochastic environmental research and risk assessment 8 (1994), S. 301-317 
    ISSN: 1436-3259
    Keywords: Change ; discontinued stations ; entropy ; networks ; optimization ; prediction ; unbiased ; water quality
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract A new methodology for predicting water quality values at discontinued water quality monitoring stations is proposed. The method is based upon the Principle of Maximum Entropy (POME) and provides unbiased predictions of water quality levels at upstream tributaries and on the mainstem of a river given observed changes in the distribution of the same water quality parameter at a downstream location. Changes in the values of water quality parameters which are known a priori to have occurred upstream, but which are not sufficiently large to account for all the observed change in the same water quality parameter at the downstream location are able to be incorporated in the method through the introduction of a new term in the basic entropy expression. Application of the procedure to water quality monitoring on the Mackenzie River in Queensland, Australia indicates the method has considerable potential for prediction of water quality at discontinued stations. The method also has potential for identifying the location of causes of observed changes in water quality at a downstream station.
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  • 15
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    Rheologica acta 33 (1994), S. 485-505 
    ISSN: 1435-1528
    Keywords: Anchored bead-rod chain ; Brownian dynamics ; simulation ; shear flow ; surface bound polymer
    Source: Springer Online Journal Archives 1860-2000
    Topics: Chemistry and Pharmacology , Physics
    Notes: Abstract The behavior of a terminally anchored freely-jointed bead-rod chain, subjected to solvent shear flow, was investigated via Brownian dynamics simulations. Previous calculations have been improved by computing the segment density and fluid velocity profiles self-consistently. The segment density distributions, components of the radius of gyration, and chain attachment shear and normal stresses were found to be sensitive to low values of shear rate. Additionally, it was found that the thickness of a model polymer layer was a strong function of the shear rate, and that the functional dependence on shear rate changed dramatically as the chain length increased. For the longest chains studied, the thickness of the model polymer layer first increased as the shear rate increased, passed through a maximum, and then decreased at high shear rates, in accordance with experimental results in theta solvents. These results suggest that a dilute or semi-dilute layer model may explain hydrodynamic behavior previously thought to be due to the entanglements that occur in dense surface bound polymer layers.
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  • 16
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    Optical and quantum electronics 31 (1999), S. 1179-1188 
    ISSN: 1572-817X
    Keywords: CW operation ; nitride lasers ; simulation ; VCSELs
    Source: Springer Online Journal Archives 1860-2000
    Topics: Electrical Engineering, Measurement and Control Technology , Physics
    Notes: Abstract A room-temperature (RT) continuous-wave (CW) operation of possible nitride vertical-cavity surface-emitting lasers (VCSELs) is considered in the present paper using a simple VCSEL simulation to give some essential guidelines for their proper designing. It is revealed that a substrate material has a critical influence on a possibility of reaching RT CW thresholds which practically excludes currently used sapphire substrates of relatively low thermal conductivity from this application. SQW nitride VCSELs are found to be very sensitive to an increase in temperature, which is followed by their inappropriate CW-operation characteristics. A moderate increase in a number of quantum wells in VCSEL active regions significantly improves their CW achievements, i.e. decreases RT CW thresholds as well as considerably widens their CW threshold ranges.
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  • 17
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    Optical and quantum electronics 31 (1999), S. 1009-1030 
    ISSN: 1572-817X
    Keywords: all-solid-source MBE ; high-power ; red ; simulation ; transverse structure
    Source: Springer Online Journal Archives 1860-2000
    Topics: Electrical Engineering, Measurement and Control Technology , Physics
    Notes: Abstract The laser diode structures reported up to now in literature for the red wavelength range are still far from optimal – mostly because many of the desired characteristics are contradictory coupled. Some of the contradictory coupled laser diode characteristics are investigated and a novel transverse layer structure is proposed. Both optical simulation and a fully self-consistent model are used in a design optimization methodology and simple evaluation and optimization criteria are derived. A number of the analyzed high-power edge-emitting GazIn1−zP/(AlxGa1−x)yIn1−yP/GaAs quantum well laser structures were prepared using all-solid-source molecular beam epitaxy for layer growth and remarkable performances were obtained (continuous wave output powers of 3 W at 670 nm, 2 W at 650 nm, and 1 W at 630 nm; threshold current densities of 350–450 A/cm2 for 670 nm, 500–540 A/cm2 for 650 nm, and less than 700 A/cm2 for 630 nm). The good agreement between measurements and simulations for the prepared structures indicate that significant performance improvements – predicted by the simulations – are still possible. The presented novel structure and design optimisation procedure can also be applied to laser diode structure optimisation in other emission ranges – like, for example, in the case of 800 nm-range edge emitting AlxGa1−xAsyP1−y/GazIn1−zAswP1−w/GaAs laser diodes.
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  • 18
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    Fire technology 32 (1996), S. 291-296 
    ISSN: 1572-8099
    Keywords: Building codes ; building economics ; economic analysis ; fire safety ; health care facilities ; hospitals ; life safety codes ; linear programming ; mathematical programming ; optimization
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying
    Notes: Abstract ALARM is personal computer software that helps building managers and fire safety engineers achieve cost-effective compliance with the widely used NFPA 101,Life Safety Code ®. The software currently supports health-care occupancy analysis. Through the equivalency provision of the code,ALARM implements a goal-oriented, or performance-based, approach to code compliance. The software generates a set of alternative code compliance strategies and their estimated construction costs. Engineering judgment is then applied to select the most appropriate code compliance strategy based on both cost and design considerations. The software offers a code-compliance optimizer, a comprehensive file manager, and a full-screen data editor. Since 1981, the optimization method used inALARM has been field-tested in 89 hospitals (17,898 beds). For this sample, the least-cost solution identified by the software was, on average, 41 percent less expensive than the prescriptive solution. This represents a potential cost savings of $2,116 per bed or more than $37 million. Future versions ofALARM could address other building occupancies.
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  • 19
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    Design automation for embedded systems 3 (1998), S. 59-73 
    ISSN: 1572-8080
    Keywords: Code generation ; optimization ; digital signal processors
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract We address the problem of code optimization for embedded DSP microprocessors. Such processors (e.g., those in the TMS320 series) have highly irregular datapaths, and conventional code generation methods typically result in inefficient code. In this paper we formulate and solve some optimization problems that arise in code generation for processors with irregular datapaths. In addition to instruction scheduling and register allocation, we also formulate the accumulator spilling and mode selection problems that arise in DSP microprocessors. We present optimal and heuristic algorithms that determine an instruction schedule simultaneously optimizing accumulator spilling and mode selection. Experimental results are presented.
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    Formal methods in system design 6 (1995), S. 11-44 
    ISSN: 1572-8102
    Keywords: abstract interpretation ; simulation ; property preservation ; model-checking
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract We study property preserving transformations for reactive systems. The main idea is the use of simulations parameterized by Galois connections (α, γ), relating the lattices of properties of two systems. We propose and study a notion of preservation of properties expressed by formulas of a logic, by a function α mapping sets of states of a systemS into sets of states of a systemS'. We give results on the preservation of properties expressed in sublanguages of the branching time μ-calculus when two systemsS andS' are related via (α, γ)-simulations. They can be used to verify a property for a system by verifying the same property on a simpler system which is an abstraction of it. We show also under which conditions abstraction of concurrent systems can be computed from the abstraction of their components. This allows a compositional application of the proposed verification method. This is a revised version of the papers [2] and [16]; the results are fully developed in [28].
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    Formal methods in system design 3 (1993), S. 25-47 
    ISSN: 1572-8102
    Keywords: mechanical theorem proving ; primitive inference rules ; delayed computation ; optimization
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract The HOL system is afully expansive theorem prover: proofs generated in the system are composed of applications of the primitive inference rules of the underlying logic. One can have a high degree of confidence that such systems are sound, but they are far slower than theorem provers that exploit metatheoretic or derived properties. This paper presents techniques for postponing part of the computation so that the user of a fully expansive theorem prover can be more productive. The notions oflazy theorem andlazy conversion are introduced. These not only allow part of the computation to be delayed, but also permit nonlocal optimizations that are only possible because the primitive inferences are not performed immediately. The approach also opens the way to proof procedures that exploit metatheoretic properties without sacrificing security; the primitive inferences still have to be performed in order to generate a theorem, but during the proof development the user is free of the overheads they entail.
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    Adsorption 1 (1995), S. 213-231 
    ISSN: 1572-8757
    Keywords: adsorptive separation ; thermal parametric pumping ; modeling ; simulation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Chemistry and Pharmacology , Physics , Process Engineering, Biotechnology, Nutrition Technology
    Notes: Abstract A detailed model for the recuperative parametric pumping is presented. The model includes intraparticle mass transfer resistance, axial diffusion and non-linear equilibrium represented by Langmuir equation. The sensitivity studies shows that process performance strongly increases when cycle time increases and φ B /φ T ratio and particle size decreases. It also shows that bottom and top dead volumes do not influence much the process performance. Evolution of the histories of concentrations and temperatures, the bed performance from cycle to cycle and the bed dynamics at the cyclic steady state have been discussed. The model revealed itself as useful to simulate the behavior of the recuperative parametric pumping process and was applied to predict optimal experimental results for the system phenol-water/Duolite ES-861 (Part II).
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    Adsorption 1 (1995), S. 203-211 
    ISSN: 1572-8757
    Keywords: simulation ; pressure swing adsorption ; fixed bed system ; bulk separation
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    Topics: Chemistry and Pharmacology , Physics , Process Engineering, Biotechnology, Nutrition Technology
    Notes: Abstract Effects of variable feed composition on the performance of a pressure swing adsorption process are analyzed by simulation. Two scenarios are considered. The first, “increasing impurity,” case considers low impurity concentration in the feed followed by high impurity concentration in the feed. The second, “decreasing impurity,” case considers high impurity concentration in the feed followed by low impurity concentration in the feed. These results are compared against a case which has an impurity concentration in the feed at an average of the high and the low impurity concentrations. Simulations show that the increasing impurity scenario is expected to perform better, and the decreasing impurity scenario is expected to perform worse than the average feed concentration case.
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    Adsorption 1 (1995), S. 321-333 
    ISSN: 1572-8757
    Keywords: processes and applications—bulk separation ; simulation ; pressure swing adsorption
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    Topics: Chemistry and Pharmacology , Physics , Process Engineering, Biotechnology, Nutrition Technology
    Notes: Abstract Gas separation of a binary gas mixture by various pressure swing adsorption (PSA) cycles was studied by a numerical simulation in order to provide a guidance in selecting PSA cycles. PSA cycles considered in this study are 3, 4-step cycles for production of only one component and a cycle with pressure equalization for production of a light component. 4 and 5-step cycles for simultaneous production of both components of a binary gas mixture are also considered. Separation of a CH4/CO2 gas mixture with zeolite 5A was chosen as a case study. Performances of cycles were examined and compared in view of purity, recovery and productivity. Their relative advantages were discussed. Inclusion of a purging step to a 3-step cycle for production of only one component improves a cycle performance. Further performance improvement of a cycle for production of a light component can be achieved by employing pressure equalization. Sircar's 4-step cycle with a recycle of effluent shows the best performance in view of purity and recovery among cycles for simultaneous production of both components.
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    Adsorption 2 (1996), S. 23-32 
    ISSN: 1572-8757
    Keywords: GCMC ; DFT ; adsorption ; MCM-41 ; buckytube ; simulation
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    Topics: Chemistry and Pharmacology , Physics , Process Engineering, Biotechnology, Nutrition Technology
    Notes: Abstract MCM-41 and buckytubes are novel porous materials with controllable pore sizes and narrow pore size distributions. Buckytubes are carbon tubes with internal diameters in the range 1–5 urn. The structure of each tube is thought to be similar to one or more graphite sheets rolled up in a helical manner. MCM-41 is one member of a new family of highly uniform mesoporous silicate materials produced by Mobil, whose pore size can be accurately controlled in the range 1.5–10 nm. We present grand canonical Monte Carlo (GCMC) simulations of single fluid and binary mixture adsorption in a model buckytube, and nonlocal density functional theory (DFT) calculations of trace pollutant separation in a range of buckytubes and MCM-41 pores. Three adsorbed fluids are considered; methane, nitrogen and propane. The GCMC studies show that the more strongly adsorbed pure fluid is adsorbed preferentially from an equimolar binary mixture. Ideal adsorbed solution theory (IAST) is shown to give good qualitative agreement with GCMC when predicting binary mixture separations. The DFT results demonstrate the very large increases in trace pollutant separation that can be achieved by tuning the pore size, structure, temperature and pressure of the MCM-41 and buckytube adsorbent systems to their optimal values.
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    Adsorption 2 (1996), S. 77-87 
    ISSN: 1572-8757
    Keywords: diffusion ; molecular-dynamics simulation
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    Topics: Chemistry and Pharmacology , Physics , Process Engineering, Biotechnology, Nutrition Technology
    Notes: Abstract In this paper, we review our recent theoretical and simulation studies of the surface diffusion of n-alkanes, ranging in size from ethane to hexadecane, physically adsorbed on Pt(111). The model system exhibits many features seen experimentally. Through both animation of the molecular trajectories and determination of the minimum-energy path for nearest-neighbor hopping, we find that the shorter molecules (ethane through octane) all have similar diffusion mechanisms, involving coupled translation and rigid rod-like rotation in the surface plane. In addition, the diffusion energy barriers for these molecules increase nearly linearly with chain length in both the static and dynamic calculations. The diffusion of decane and hexadecane does not adhere to the trends for the shorter molecules and a decrease can be observed in the dynamical diffusion energies for these molecules. The diffusion of the longer molecules involves hops, with unique mechanisms, to second and third neighbor sites. Our static analysis has indicated, for decane, that the diffusion-energy barrier for third-neighbor hopping is lower than that for nearest-neighbor hopping and is in agreement with the trend seen in the dynamical diffusion barriers. Even though there is agreement between theoretical and simulated diffusion energy barriers for many of the molecules, the motion observed in the MD simulations does not agree with the assumptions of the hopping model. A model that can incorporate the influence of long flights would provide a more realistic description of the motion.
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    Adsorption 2 (1996), S. 95-101 
    ISSN: 1572-8757
    Keywords: osmosis ; reverse osmosis ; adsorption ; diffusion ; molecular dynamics
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    Topics: Chemistry and Pharmacology , Physics , Process Engineering, Biotechnology, Nutrition Technology
    Notes: Abstract Computer simulation studies using the method of molecular dynamics have been carried out to investigate osmosis and reverse osmosis in solutions separated by semi-permeable membranes. The method has been used to study the dynamic approach to equilibrium in such systems from their initial nonequilibrium state. In addition density profiles of both the solute and solvent molecules have been investigated, especially near the walls for adsorption effects. Finally the diffusion coefficients and osmotic pressure have also been measured. Our results show both osmosis and reverse osmosis, as well as a smooth transition between the two when either the solution concentration is changed, or the density (pressure) difference between the solvent and solution compartments is varied. We believe this new method can be used to improve our understanding of these two important phenomena at the molecular level.
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    Adsorption 2 (1996), S. 111-119 
    ISSN: 1572-8757
    Keywords: pressure swing adsorption ; bulk separation ; experiments ; simulation
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    Topics: Chemistry and Pharmacology , Physics , Process Engineering, Biotechnology, Nutrition Technology
    Notes: Abstract The piston-driven ultra rapid pressure swing adsorption (URPSA) equipment was developed and oxygen enrichment from air was examined as an example. The adsorbent bed is directly connected to the cylinder where a piston moves at high frequency. Thus pressurization and depressurization in the bed are driven by mechanical piston motion, which can achieve far more rapid cycles compared with the conventional pressure swing operation using valves. The cycle time is usually on the order of seconds or sub seconds. Oxygen enrichment from air up to about 60% or higher of oxygen concentration was achieved by small-scale equipment using zeolite 5A with a oxygen production capacity of 100 Nm3-product gas/m3-zeolite/hr, which is about ten times larger than those of commercialized PSAs for this purpose. A simplified numerical model describing the mass transfer taking place in URPSA was developed. The model could simulate fairly well the air separation characteristics in terms of oxygen concentration, oxygen production capacity and oxygen yield. The proposed model helps in the understanding of the basic nature of URPSA and possible applications. This novel PSA is promising as a compact yet high-capacity PSA to be utilized in a wide variety of applications.
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    Adsorption 2 (1996), S. 133-143 
    ISSN: 1572-8757
    Keywords: diffusion ; sorption kinetics ; ZLC
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    Topics: Chemistry and Pharmacology , Physics , Process Engineering, Biotechnology, Nutrition Technology
    Notes: Abstract The theoretical model and underlying assumptions used in the analysis of ZLC (zero length column) desorption curves are examined in detail. It is shown that the long time analysis generally yields reliable diffusivity values although, if the initial equilibrium condition is not properly established there will be significant error in the apparent equilibrium constant. The short time analysis is much more sensitive to such errors and a modified way of data analysis is suggested to overcome this problem. Varying the initial equilibration time provides an alternative ZLC experiment that can be used to establish the nature of the rate controlling mass transfer resistance. The utility of this approach is illustrated experimentally for the system C3H8-13X zeolite.
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    Adsorption 2 (1996), S. 121-132 
    ISSN: 1572-8757
    Keywords: adsorption heat pump ; experimental kinetic data ; heat and mass transfer ; simulation ; zeolite
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    Topics: Chemistry and Pharmacology , Physics , Process Engineering, Biotechnology, Nutrition Technology
    Notes: Abstract Heat and mass transfer during the adsorption of water on zeolite has been studied both theoretically and experimentally. A dynamic simulation model of a zeolite layer has been developed to estimate the predominant transport resistances and calculations were carried out to assist the simultaneous experimental investigations. On one hand, a metallic matrix was added to the compact zeolite layer to improve the heat transfer. On the other hand, pore-forming materials such as melamine or tartaric acid were used. These organic components are removed during drying of the zeolite so that the mass transfer inside the zeolite is significantly enhanced compared to a granulated zeolite bed. The experimental investigations show that the theoretically deduced possibilities of improving the adsorption process can be realized in the manufactured zeolites. The investigations described here are of interest for the development of adsorption heat pumps. Due to the thermodynamic characteristics the adsorption system zeolite-water is a promising working pair for this application. The investigations show that the main shortcoming of these machines, the thermal output, can be increased significantly.
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    ISSN: 1572-8757
    Keywords: diffusion ; kinetic measurements ; NaX zeolite ; water
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    Topics: Chemistry and Pharmacology , Physics , Process Engineering, Biotechnology, Nutrition Technology
    Notes: Abstract The thermal frequency response and pulsed field gradient NMR methods are applied in a comparative study of water diffusion in zeolite NaX under non-equilibrium and equilibrium conditions. The obtained results are found to be in satisfactory agreement with each other, indicating that by applying the thermal frequency response method, complications due to uncontrolled water adsorption at the chamber walls inherent in conventional frequency response measurements may be circumvented.
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    ISSN: 1572-8757
    Keywords: mixture adsorption ; cabon dioxide ; methane ; carbon pores ; simulation
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    Topics: Chemistry and Pharmacology , Physics , Process Engineering, Biotechnology, Nutrition Technology
    Notes: Abstract We have used the grand canonical Monte Carlo method to study the adsorption and selectivity of mixtures of carbon dioxide with methane and nitrogen at high (i.e., ambient) temperatures in model slit pores with graphitic surfaces. Experimental data, including new high pressure measurements for carbon dioxide and methane on a non-porous graphitic standard, were used to test the potential models. The mixture simulations predict that carbon dioxide is preferentially adsorbed in both systems. The results are discussed in terms of competing energetic and entropic effects and the underlying molecular mechanisms.
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    Adsorption 2 (1996), S. 265-277 
    ISSN: 1572-8757
    Keywords: frequency response ; diffusion cell ; kinetics ; diffusion ; heat effects
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    Topics: Chemistry and Pharmacology , Physics , Process Engineering, Biotechnology, Nutrition Technology
    Notes: Abstract This paper deals with frequency response (FR) analysis of a closed diffusion cell system with two resonators, that is both the LHS and RHS volumes are modulated. The analysis is made for a homogeneous particle described by a single effective diffusivity as well as a biporous pellet described by macropore and micropore diffusions. It is shown that if the perturbation of the volume of the reservoir #2 is lagged behind that of the reservoir #1 by 3π/2, the pressure response in reservoir #1 is significantly enhanced with larger amplitude as well as phase angle. When the perturbations of the two reservoirs are out of phase, the heat effect is reduced and can become insignificant when the two perturbations are completely out of phase (ψ = π). Under such a condition, the pressure difference between the two reservoirs could be doubled. In the case of biporous pellets, it is shown that the FR behaviours obtained for micropore diffusion control and macropore diffusion control are well distinguished. In the former case, the FR system reduces to a traditional batch adsorber one while in the latter case, the FR behaviour is the same as for a two resonator system with homogeneous particles. This difference can be used for the discrimination of micropore and macropore diffusion processes.
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    Adsorption 3 (1997), S. 41-54 
    ISSN: 1572-8757
    Keywords: liquid crystals ; moving bed system ; simulation ; purification
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    Topics: Chemistry and Pharmacology , Physics , Process Engineering, Biotechnology, Nutrition Technology
    Notes: Abstract We investigate convective-diffusive transport of a solute through a medium with properties that can be externally modulated in space and time. In particular, we focus on the effect of a front—a sharp transition in the convective velocity (v) and diffusivity (D)—on the evolution of the solute concentration profile. Numerical results show that by suitably moving the front during the process an anti-dispersive effect may be realized, in which the solute accumulates in a thin region close to the moving boundary. Our computations take into account the realistic case of a front having a small but finite thickness, and we find that the width of the concentration profile scales as $$\left( {1/\sqrt {Pe} } \right)$$ , where Pe is the Péclet number. This is in sharp contrast to the 1/Pe scaling observed for the ideal case of the singular front assumed in previous work. The effect of the thickness of the front and the magnitude of the drop inv andD, on the solute concentration profile has also been studied. These results are relevant in order to implement and optimize protocols that apply an externally controlled moving boundary for the purpose of separation. We also present experimental results characterizing solute transport across a stationary front, expected to display many features needed in a model for moving fronts. The concentration profile of electrophoretically mobile BSA-FITC within the boundary layer at a polyacrylamde gel-buffer interface were visualized by epifluorescence microscopy. Measured boundary layer thickness exceeded that predicted for even a finite interface, indicating that the length scale associated with real boundaries is relevant to the modeling problem.
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    Adsorption 3 (1996), S. 151-163 
    ISSN: 1572-8757
    Keywords: pressure swing adsorption ; environmental ; activated carbon ; simulation ; factorial design
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    Topics: Chemistry and Pharmacology , Physics , Process Engineering, Biotechnology, Nutrition Technology
    Notes: Abstract A two-level fractional factorial study was performed by computer simulation on the periodic state process performance of a pressure swing adsorption-solvent vapor recovery process (PSA-SVR). The goal was to investigate factor (parameter) interaction effects on the process performance, i.e., interaction effects that cannot be ascertained from the conventional “one-at-a-time” approach. Effects of seven factors, i.e., the purge to feed ratio, pressure level, pressure ratio, heat transfer coefficient, feed concentration, feed volumetric flow rate and bed length to diameter ratio, on the process performance were investigated. The results were judged in terms of the light product purity, heavy product enrichment (and relative enrichment) and recovery, and bed capacity factor. Only the purge to feed ratio, pressure ratio, and feed concentration had significant effects on the benzene vapor enrichment (and relative enrichment); and no two-factor and higher interactions were observed. The light product purity was affected by all seven factors; and the relative importance of the effect of each factor depended on the levels of the other factors, i.e., significant two-factor interaction effects existed. Two-factor interaction effects also existed on the benzene vapor recovery, although the effects of all seven factors and their interactions were relatively small. The bed capacity factor was affected mainly by the purge to feed ratio, the heat transfer coefficient and the feed concentration; two factor and higher order interaction effects were insignificant. Overall, this study demonstrated the utility of fractional factorial design for revealing factor interactions and their effects on the performance of a PSA-SVR process.
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    Adsorption 4 (1998), S. 149-158 
    ISSN: 1572-8757
    Keywords: pressure swing adsorption ; gas separation ; simulation
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    Topics: Chemistry and Pharmacology , Physics , Process Engineering, Biotechnology, Nutrition Technology
    Notes: Abstract In a multi-bed pressure swing adsorption (PSA) process, cycle steps with gas flow transferring from one bed to another such as equalization, purge, etc. are generally practiced to enhance the product recovery. However, if the flows for the connected beds in these steps are not balanced, the PSA process may not operate in a symmetrical manner. In the modeling of the PSA process, most of the simulations consider only one bed and assume that the rest of the beds would behave in a same way. In order to assess the impact of bed symmetry on the PSA performance, a new PSA model capable of studying bed symmetry in a two-bed system is developed. Experimental results from this paper show that uneven equalization flow can result in a lower product purity and a peculiar purity curve at different equalization levels. This phenomenon can be successfully predicted by this model. Simulation results also show that in large-scale PSA units, asymmetrical operation can cause drastically different temperature profiles in different adsorbers and hence a much lower performance. This paper demonstrates the importance of maintaining operation symmetry in PSA processes.
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    ISSN: 1572-8757
    Keywords: PSA ; pressure equalization ; extent of equalization ; simulation ; experiment
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    Topics: Chemistry and Pharmacology , Physics , Process Engineering, Biotechnology, Nutrition Technology
    Notes: Abstract Incomplete pressure equalization (PE) is practiced in a commercial oxygen concentrator for medical use by adopting simultaneous PE and feed-pressurization for pressurizing an adsorption bed. In such a cycle configuration, extent of equalization during PE affects process performance. In order to assess the effect, performance of pressure swing adsorption (PSA) process with incomplete PE was determined by both simulations and experiments. In simulations, an equilibrium model was used with the assumptions of multicomponent Langmuir isotherms, isothermal operation, and no pressure drop through a bed. The required parameters for simulations were measured in separate experiments. PSA experiments were performed for a two-bed cycle with PE. Two kinds of pressurization, feed and product, were examined. Effects of purge amount and extent of equalization on process performance were assessed in view of productivity and light-component recovery. From the obtained results performance contours were constructed. 95 oxygen mole percent production from air with zeolite 13× was considered as a case study. In both pressurizations, an optimal specific purge and an extent of equalization for the productivity and recovery were observed, but with a different level of equalization. For a maximum productivity feed-pressurization favored incomplete PE, while a maximum recovery occurred at complete PE for both pressurizations. The simulations depicted well existence of optimum conditions, though they showed quantitative disagreement with experiments.
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    Adsorption 6 (2000), S. 125-136 
    ISSN: 1572-8757
    Keywords: diffusion ; mathematical model ; analytical solution ; hollow material ; composite material ; mass transfer
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    Topics: Chemistry and Pharmacology , Physics , Process Engineering, Biotechnology, Nutrition Technology
    Notes: Abstract The diffusion in hollow particles of solid adsorbent materials was analyzed based on analytical solutions to the basic diffusion equation. Three geometric shapes (plane sheet, cylinder, and sphere) of sorbent material were considered for two kinds of boundary conditions. The equations for determining the equivalent sizes compared to their corresponding solid particles were obtained directly from the theoretical expressions of sorption uptake curves. Among the three hollow particles of impermeable inner surface, the sphere gives the highest gain in effective diffusion rate compared to the corresponding solid particle. For permeable inner surface, at lower hollow volume fractions, the plane sheet shows the highest gain, while at higher hollow volume fractions, the sphere shows the highest gain in effective diffusion rate.
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    Annals of operations research 39 (1992), S. 157-172 
    ISSN: 1572-9338
    Keywords: Score function method ; likelihood ratio ; sensitivity analysis ; simulation ; Monte Carlo methods ; conditioning
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    Topics: Mathematics , Economics
    Notes: Abstract We consider first a discrete event static system that is to be simulated at values of a parameter or vector of parametersθ. The system is assumed driven by an inputX, where typicallyX is a vector of variables whose densityf θ (x) depends on the parameterθ. For the purpose of optimizing, finding roots, or graphing the expected performanceE θ L(X) for performance measureL, it is useful to estimate not only the expected value but also its gradient. An unbiased estimator for the latter is the score function estimator $$L(X)S(\theta ) = L(X)\frac{\partial }{{\partial \theta }}\ln f_\theta (x).$$ This estimator and likelihood ratio analogues typically require variance reduction, and we consider conditioning on the value of the score function for this purpose. The efficiency gains due to performing the Monte Carlo conditionally can be very large. Extension to discrete event dynamic systems such as theM/G/1 queue and other more complicated systems is considered.
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    Annals of operations research 53 (1994), S. 175-197 
    ISSN: 1572-9338
    Keywords: Variance reduction ; simulation ; control variates ; importance sampling ; common random numbers ; stratification ; conditioning ; efficiency
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    Topics: Mathematics , Economics
    Notes: Abstract This paper provides an overview of the five most commonly used statistical techniques for improving the efficiency of stochastic simulations: control variates, common random numbers, importance sampling, conditional Monte Carlo, and stratification. The paper also describes a mathematical framework for discussion of efficiency issues that quantifies the trade-off between lower variance and higher computational time per observation.
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    ISSN: 1572-9338
    Keywords: integer programming ; discriminant analysis ; simulation
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    Topics: Mathematics , Economics
    Notes: Abstract Although there have been several journal articles on the classificatory performance of mathematical programming approaches to the two-group discriminant problem, there has been no simulation study on the classificatory performance of mathematical programming approaches to the multiple-group problem reported in the literature. This study reports the results of a simulation experiment on the classificatory performance of a single-function and a multiple-function mathematical programming model relative to that of the standard parametric procedures for the three-group problem with small training samples. The effect of second-order terms on the classificatory performance of the mathematical programming models for the three-group problem is also investigated. Furthermore, this study theoretically examines the range of parameter values of a multiple-function mathematical programming model for which its number of misclassifications in the training sample cannot exceed that of a single-function model.
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    Annals of operations research 74 (1997), S. 321-332 
    ISSN: 1572-9338
    Keywords: simulation ; modeling ; aerospace ; air route structure ; free flight ; clustering
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    Topics: Mathematics , Economics
    Notes: Abstract Recent work performed for the Federal Aviation Administration to support the development of future concepts of air traffic management has involved simulation modeling of patterns of airspace usage by commercial and business air traffic. The objective of these efforts has been to investigate the impacts of a pattern of airspace usage known as "free flight", whereby pilots and flight dispatchers have much more freedom to choose, say, direct or wind-optimal routing through airspace. One of the figures of merit investigated is a count of "convergence pairs" as a measure of the complexity of various traffic patterns. These are cases when aircraft in the simulation model fly close to each other. Interestingly, geographic plots of convergence pairs accumulated over time bring out certain features or patterns of congested air traffic flows or flight alignments. However, these plots are also thick with "noise" or extraneous convergence pairs, whose presence detracts from the ability to perceive congested air traffic flows. Cluster analysis has been found to be an effective method of filtering these displays so that the congested flow features are discernible. The process developed for this purpose is based on a two-pass clustering approach. The process has worked well for the simulation modeling performed to date. Classification of the locations of convergence pairs into congested flow corridors is visually appealing, and has helped distinguish differences in contrasting scenarios of airspace usage. The paper presents graphical results and describes the clustering algorithms employed.
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    Queueing systems 12 (1992), S. 369-389 
    ISSN: 1572-9443
    Keywords: Perturbation analysis ; stability ; stochastic difference equations ; simulation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract We investigate the stability of waiting-time derivatives when inputs to a queueing system-service times and interarrival times-depend on a parameter. We give conditions under which the sequence of waiting-time derivatives admits a stationary distribution, and under which the derivatives converge to the stationary regime from all initial conditions. Further hypotheses ensure that the expectation of a stationary waiting-time derivative is, in fact, the derivative of the expected stationary waiting time. This validates the use of simulation-based infinitesimal perturbation analysis estimates with a variety of queueing processes. We examine waiting-time sequences satisfying recursive equations. Our basic assumption is that the input and its derivatives are stationary and ergodic. Under monotonicity conditions, the method of Loynes establishes the convergence of the derivatives. Even without such conditions, the derivatives obey a linear difference equation with random coefficients, and we exploit this fact to find stability conditions.
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    Queueing systems 19 (1995), S. 169-192 
    ISSN: 1572-9443
    Keywords: Continuity ; rates of convergence ; robust estimation ; queueing systems ; simulation ; regenerative processes
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    Topics: Computer Science
    Notes: Abstract Leta ands denote the inter arrival times and service times in aGI/GI/1 queue. Let a(n), s(n) be the r.v.s. with distributions as the estimated distributions ofa ands from iid samples ofa ands of sizesn. Letw be a r.v. with the stationary distribution π of the waiting times of the queue with input(a,s). We consider the problem of estimatingE[w α], α〉 0 and α via simulations when (a (n),s(n)) are used as input. Conditions for the accuracy of the asymptotic estimate, continuity of the asymptotic variance and uniformity in the rate of convergence to the estimate are obtained. We also obtain rates of convergence for sample moments, the empirical process and the quantile process for the regenerative processes. Robust estimates are also obtained when an outlier contaminated sample ofa ands is provided. In the process we obtain consistency, continuity and asymptotic normality of M-estimators for stationary sequences. Some robustness results for Markov processes are included.
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    Queueing systems 21 (1995), S. 337-389 
    ISSN: 1572-9443
    Keywords: Queueing networks ; loss networks ; multiarmed bandits ; bounds ; policies ; optimization
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract We survey a new approach that the author and his co-workers have developed to formulate stochastic control problems (predominantly queueing systems) asmathematical programming problems. The central idea is to characterize the region of achievable performance in a stochastic control problem, i.e., find linear or nonlinear constraints on the performance vectors that all policies satisfy. We present linear and nonlinear relaxations of the performance space for the following problems: Indexable systems (multiclass single station queues and multiarmed bandit problems), restless bandit problems, polling systems, multiclass queueing and loss networks. These relaxations lead to bounds on the performance of an optimal policy. Using information from the relaxations we construct heuristic nearly optimal policies. The theme in the paper is the thesis that better formulations lead to deeper understanding and better solution methods. Overall the proposed approach for stochastic control problems parallels efforts of the mathematical programming community in the last twenty years to develop sharper formulations (polyhedral combinatorics and more recently nonlinear relaxations) and leads to new insights ranging from a complete characterization and new algorithms for indexable systems to tight lower bounds and nearly optimal algorithms for restless bandit problems, polling systems, multiclass queueing and loss networks.
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    Queueing systems 21 (1995), S. 391-413 
    ISSN: 1572-9443
    Keywords: Dynamic scheduling control ; queueing network ; fluid network ; queueing theory ; flow control ; simulation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract Motivated by dynamic scheduling control for queueing networks, Chen and Yao [8] developed a systematic method to generate dynamic scheduling control policies for a fluid network, a simple and highly aggregated model that approximates the queueing network. This study addresses the question of how good these fluid policies are as heuristic scheduling policies for queueing networks. Using simulation on some examples these heuristic policies are compared with traditional simple scheduling rules. The results show that the heuristic policies perform at least comparably to classical priority rules, regardless of the assumptions made about the traffic intensities and the arrival and service time distributions. However, they are certainly not always the best and, even when they are, the improvement is seldom dramatic. The comparative advantage of these policies may lie in their application to nonstationary situations such as might occur with unreliable machines or nonstationary demand patterns.
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    Queueing systems 12 (1992), S. 135-213 
    ISSN: 1572-9443
    Keywords: Queueing networks ; manufacturing systems ; design ; optimization ; second order properties ; convexity ; supermodularity ; transposition increasingness ; Schur convexity
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    Topics: Computer Science
    Notes: Abstract Design issues in various types of manufacturing systems such as flow lines, automatic transfer lines, job shops, flexible machining systems, flexible assembly systems and multiple cell systems are addressed in this paper. Approaches to resolving these design issues of these systems using queueing models are reviewed. In particular, we show how the structural properties that are recently derived for single and multiple stage queueing systems can be used effectively in the solution of certain design optimization problems.
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    Queueing systems 12 (1992), S. 257-272 
    ISSN: 1572-9443
    Keywords: Scheduling ; simulation ; perturbation analysis ; stochastic approximation
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    Topics: Computer Science
    Notes: Abstract We consider the problem of scheduling the arrivals of a fixed number of customers to a stochastic service mechanism to minimize an expected cost associated with operating the system. We consider the special case of exponentially distributed service times and the problems in general associated with obtaining exact analytic solutions. For general service time distributions we obtain approximate numerical solutions using a stochastic version of gradient search employing Infinitesimal Perturbation Analysis estimates of the objective function gradient obtained via simulation.
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    Queueing systems 7 (1990), S. 101-124 
    ISSN: 1572-9443
    Keywords: Police ; fire ; queueing ; travel time ; simulation ; city government
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    Topics: Computer Science
    Notes: Abstract Cities with under 100,000 in population expend a significant portion of their budgets on emergency services. One option that a number of these cities have considered for improving service and cutting costs is training personnel to handle both police and fire roles. In this paper we describe a hierarchy of models that we have used to assess the performance viability of a merger as well as to design specific deployment plans. The modeling environment is more complex than a traditional police or fire system. We need to model the response pattern of four or more patrol units along with the simultaneous dispatch of fire equipment from one or more fire stations. The major contribution of the paper is the manner in which a series of models is linked together to forecast a wide range of performance measures under differing dispatch assumptions. We use a queueing model of police patrol to calculate steady state probabilities and expected delays without preemption. We then model two types of preemptive dispatch strategies utilized in responding initially to a major fire by superimposing a binomial distribution on the basic queueing model. There is also a travel time simulation model to calculate conditional expected response time statistics. The queueing models and the travel time simulation are then combined to estimate unconditional expected values. Lastly, we describe a simulation model used to address transient performance issues that are of concern during a major fire.
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    Celestial mechanics and dynamical astronomy 73 (1999), S. 65-76 
    ISSN: 1572-9478
    Keywords: resonance ; chaotic motion ; diffusion ; secondary resonances
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    Topics: Physics
    Notes: Abstract We present a 3-D symplectic mapping model that is valid at the 2:1 mean motion resonance in the asteroid motion, in the Sun-Jupiter-asteroid model. This model is used to study the dynamics inside this resonance and several features of the system have been made clear. The introduction of the third dimension, through the inclination of the asteroid orbit, plays an important role in the evolution of the asteroid and the appearance of chaotic motion. Also, the existence of the secondary resonances is clearly shown and their role in the appearance of chaotic motion and the slow diffusion of the elements of the orbit is demonstrated.
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    Annals of operations research 58 (1995), S. 379-402 
    ISSN: 1572-9338
    Keywords: Optimal control ; stochastic control ; dynamic systems ; economics ; public-sector applications ; optimization ; budgetary policies ; monetary policy
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    Topics: Mathematics , Economics
    Notes: Abstract In this paper, we determine optimal budgetary and monetary policies for Austria using a small macroeconometric model. We use a Keynesian model of the Austrian economy, called FINPOL1, estimated by ordinary least squares, which relates the main objective variables of Austrian economic policies, such as the growth rate of real gross domestic product, the rate of unemployment, the rate of inflation, the balance of payments, and the ratio of the federal budget deficit to GDP, to fiscal and monetary policy instruments, namely expenditures and revenues of the federal budget and money supply. Optimal fiscal and monetary policies are calculated for the model under a quadratic objective function using the algorithm OPTCON for the optimum control of nonlinear stochastic dynamic systems. Several control experiments are performed in order to assess the influence of different kinds of uncertainty on optimal budgetary and monetary policies. Apart from deterministic optimization runs, different assumptions about parameter uncertainties are introduced; the results of these different stochastic optimum control experiments are compared and interpreted.
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    Annals of operations research 53 (1994), S. 391-418 
    ISSN: 1572-9338
    Keywords: Autoregressive process ; confidence interval ; output analysis ; simulation ; statistics ; time series
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    Topics: Mathematics , Economics
    Notes: Abstract We revisit and update the autoregressive-output-analysis method for constructing a confidence interval for the steady-state mean of a simulated process by using Rissanen's predictive least-squares criterion to estimate the autoregressive order of the process. This order estimator is strongly consistent when the output is autoregressive. The order estimator is combined with the standard autoregressive-output-analysis method to form a confidence-interval procedure. Alternatives for estimating the degrees of freedom for the procedure are investigated. The main result is an asymptotically valid confidence-interval procedure that, empirically, has good small-sample properties.
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    Annals of operations research 56 (1995), S. 287-311 
    ISSN: 1572-9338
    Keywords: Probability functions ; gradient of integral ; sensitivity analysis ; optimization ; discrete event dynamic systems ; shut-down problem ; probabilistic risk analysis
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    Topics: Mathematics , Economics
    Notes: Abstract Probability functions depending upon parameters are represented as integrals over sets given by inequalities. New derivative formulas for the intergrals over a volume are considered. Derivatives are presented as sums of integrals over a volume and over a surface. Two examples are discussed: probability functions with linear constraints (random right-hand sides), and a dynamical shut-down problem with sensors.
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    Annals of operations research 67 (1996), S. 183-210 
    ISSN: 1572-9338
    Keywords: Capacity planning ; emergency services ; health care ; simulation
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    Topics: Mathematics , Economics
    Notes: Abstract Due to its highly stochastic nature and complex interaction between services involved, health care has been a demanding area of application for computer simulation. This paper includes details and results of a simulation study realized in the Surgical Emergency Department at Istanbul University School of Medicine. The purpose is to suggest new bed capacities to improve the current system, and also to provide the management with guidelines for their expansion plans. For this aim, arrival rates, treatment procedures, inpatient admittance, and service durations have been carefully analyzed and modeled. The model, coded in SLAM-II simulation language, has been run under several bed capacity scenarios, and resulting queueing and waiting patterns have been discussed in detail.
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    Constraints 4 (1999), S. 79-89 
    ISSN: 1572-9354
    Keywords: benchmarks ; radio link frequency assignment ; constraint satisfaction ; optimization
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    Topics: Computer Science
    Notes: Abstract The problem of radio frequency assignment is to provide communication channels from limited spectral resources whilst keeping to a minimum the interference suffered by those whishing to communicate in a given radio communication network. This problem is a combinatorial (NP-hard) optimization problem. In 1993, the CELAR (the French “Centre d'Electronique de l'Armement”) built a suite of simplified versions of Radio Link Frequency Assignment Problems (RLFAP) starting from data on a real network Roisnel93. Initially designed for assessing the performances of several Constraint Logic Programming languages, these benchmarks have been made available to the public in the framework of the European EUCLID project CALMA (Combinatorial Algorithms for Military Applications). These problems should look very attractive to the CSP community: the problem is simple to represent, all constraints are binary and involve finite domain variables. They nevertheless have some of the flavors of real problems (including large size and several optimization criteria). This paper gives essential facts about the CELAR instances and also introduces the GRAPH instances which were generated during the CALMA project.
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    Keywords: overconstrained problems ; constraint satisfaction ; optimization ; soft constraint ; dynamic programming ; branch and bound ; complexity
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    Notes: Abstract In this paper we describe and compare two frameworks for constraint solving where classical CSPs, fuzzy CSPs, weighted CSPs, partial constraint satisfaction, and others can be easily cast. One is based on a semiring, and the other one on a totally ordered commutative monoid. While comparing the two approaches, we show how to pass from one to the other one, and we discuss when this is possible. The two frameworks have been independently introduced in ijcai95,jacm and schiex-ijcai95.
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    Transportation 26 (1999), S. 399-416 
    ISSN: 1572-9435
    Keywords: cellular telephones ; incident detection ; simulation ; traffic modeling ; wireless communications
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying
    Notes: Abstract This research study was designed to assess by simulation the efficacy of incident detection by cellular phone call-in programs. The assessment was conducted by varying the proportion of drivers with cellular phones on the highway so as to mirror the cellular industry statistics that show a continued growth of ownership of cellular phones in the United States. An analytical model, which combined simulation and the limited field data available in the literature, was used to determine measures of effectiveness of the cellular phone-based detection system. The results showed that a cellular phone detection system offers fast incident detection times and higher detection rates for both shoulder and lane blocking incidents. For example, in moderate traffic flow (i.e. 1,550 vehicles per hour per lane), 90 percent of incidents blocking two lanes were detected in 1.5 minutes when the proportion of drivers with cellular phones was one out of 10 drivers, even with only 20 percent of them willing to report incidents. When the current proportion of cellular ownership, i.e. 1 out of 3, was used in the simulation, the detection time improved to 0.8 minutes. The simulation analysis of incident detection by cellular phones also showed that there is a direct relationship between the probability of detection and the detection time; that is, the specification of a higher detection rate resulted in slower detection times. This is in sharp contrast with the results of field study of automatic incident detection (AID) systems which demonstrated an inverse relationship between probability of detection and detection time.
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    Queueing systems 11 (1992), S. 307-333 
    ISSN: 1572-9443
    Keywords: Sensitivity analysis ; perturbation analysis ; discrete event dynamical systems ; simulation ; likelihood ratio ; point processes
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    Topics: Computer Science
    Notes: Abstract In this article, we introduce a new method for obtaining the ersatz sample derivatives useful in sensitivity analysis: the maximal coupling RPA method.
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    Queueing systems 27 (1997), S. 37-54 
    ISSN: 1572-9443
    Keywords: massive parallel processing ; simulation ; MIMD and SIMD parallel computers ; scalable algorithm ; G/G/1 queue ; longest path ; queueing networks
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    Topics: Computer Science
    Notes: Abstract This paper presents several basic algorithms for the parallel simulation of G/G/1 queueing systems and certain networks of such systems. The coverage includes systems subject to manufacturing or communication blocking, or to loss of customer due to capacity constraints. The key idea is that the customer departure times are represented by longest-path distance in directed graphs instead of by the usual recursive equations. This representation leads to scalable algorithms with a high degree of parallelism that can be implemented on either MIMD or SIMD parallel computers.
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    Queueing systems 31 (1999), S. 43-58 
    ISSN: 1572-9443
    Keywords: perturbation analysis ; sample path analysis ; queueing theory ; simulation
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    Topics: Computer Science
    Notes: Abstract We study infinitesimal perturbation analysis (IPA) for queueing networks with general service time distributions. By “general” we mean that the distributions may have discrete components. We show that in the presence of service time distributions with discrete components commuting condition (CC) is no longer sufficient for unbiasedness of IPA. To overcome this difficulty, we introduce the notion of separability of real‐valued random variables, and show that separability of service times together with (CC) establishes unbiasedness of IPA for queueing systems with general service time distributions. It turns out that the piecewise analyticity of service times is a sufficient condition for separability.
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    Queueing systems 30 (1998), S. 273-287 
    ISSN: 1572-9443
    Keywords: single server queue ; controlled service rate ; batch Markovian arrival process ; optimization
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    Topics: Computer Science
    Notes: Abstract This paper deals with the problem of the optimal service rate control in the system with BMAP (Batch Markovian Arrival Process) arrival stream. An algorithm for the computation of the embedded stationary queue length distribution is developed. The procedure for the cost criteria calculation is elaborated for any fixed parameters of the multithreshold control policy.
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    Queueing systems 6 (1990), S. 89-108 
    ISSN: 1572-9443
    Keywords: Queueing network ; approximation ; retrials ; telecommunication ; simulation ; overflow process ; departure process ; superposition process
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    Topics: Computer Science
    Notes: Abstract The tandem behavior of a telecommunication system with finite buffers and repeated calls is modeled by the performance of a finite capacityG/M/1 queueing system with general interarrival time distribution, exponentially distributed service time, the first-come-first-served queueing discipline and retrials. In this system a fraction of the units which on arrival at a node of the system find it busy, may retry to be processed, by merging with the incoming arrival units in that node, after a fixed delay time. The performance of this system in steady state is modeled by a queueing network and is approximated by a recursive algorithm based on the isolation method. The approximation outcomes are compared against those from a simulation study. Our numerical results indicate that in steady state the non-renewal superposition arrival process, the non-renewal overflow process, and the non-renewal departure process of the above system can be approximated with compatible renewal processes.
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    Queueing systems 6 (1990), S. 207-221 
    ISSN: 1572-9443
    Keywords: Batch service queues ; bulk arrival queueing systems ; stochastic control ; optimization ; mass-transit systems
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    Topics: Computer Science
    Notes: Abstract We consider the control of an infinite capacity shuttle which transports passengers between two terminals. The passengers arrive at each terminal according to a compound Poisson process and the travel time from one terminal to the other is a random variable following an arbitrary distribution. The following control limit policy is considered: dispatch the shuttle at terminali, at the instant that the total number of passengers waiting at terminali reaches or exceeds a predetermined control limitm i . The objective of this paper is to obtain the mean waiting time of an arbitrary passenger at each terminal for given control valuesm 1 andm 2. We also discuss a search procedure to obtain the optimal control values which minimize the total expected cost per unit time under a linear cost structure.
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    Queueing systems 8 (1991), S. 265-277 
    ISSN: 1572-9443
    Keywords: GI/G/1 queue ; birth-death queue ; simulation
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    Topics: Computer Science
    Notes: Abstract We study a class of infinitesimal perturbation analysis (IPA) algorithms for queueing systems with load-dependent service and/or arrival rates. Such IPA algorithms were originally motivated by applications to large queueing systems in conjunction with aggregation algorithms. We prove strong consistency of these estimators through a type of birth and death queue.
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    Celestial mechanics and dynamical astronomy 63 (1995), S. 255-269 
    ISSN: 1572-9478
    Keywords: Solar sail ; orbit-rotation coupling ; passive radiative orientation ; optimization
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    Topics: Physics
    Notes: Abstract A complete treatment of the general motion of rotation and translation of a solar-sail spacecraft is proposed for the non-flat sail of complex shape. The planar heliocentric roto-translatory motion is considered, orbit-rotational coupling in the problem of altitude and orbital sail motion is investigated for the two-folding sail formed by two unequal reflective rectangular plates oriented at a right angle. The problem of orbit-rotational coupling is essentially a planar one: both sail plates are orthogonal to the orbital plane. The possibility of the non-controlled interplanetary transfer with such two-folding sail at its passive radiational orientation is established analytically from point of view of orbit-rotational coupling. Optimal geometric proportions of this sail are found at minimum-time interplanetary transfers.
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    Celestial mechanics and dynamical astronomy 64 (1996), S. 21-31 
    ISSN: 1572-9478
    Keywords: KAM tori ; diffusion ; symplectic maps ; standard map
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    Topics: Physics
    Notes: Abstract Using mappings as model problem we study the structure around the last invariant KAM torus for different values of the perturbing parameter. We used the standard map for the analysis of the hierarchical structure existing around invariant KAM tori applying two complementary methods: the Laskar's frequency map analysis and the sup-map analysis. We recover and extend the theoretical prediction recently given by Morbidelli and Giorgilli about the existence of a neighborhood almost completely full of slave tori around a chief torus. We then make tests about the diffusion in order to measure the barrier to diffusion which still remains after the break-up of the last KAM torus.
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    Annals of operations research 36 (1992), S. 101-124 
    ISSN: 1572-9338
    Keywords: Computer networks ; feedback control ; flow control ; optimization ; routing
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    Topics: Mathematics , Economics
    Notes: Abstract The performance of a network subject to either state dependent or state independent flow control is investigated. In the state dependent case, the flow control policy is a function of the total number of packets for which the controller has not yet received an acknowledgment. In this case it is shown that the optimal flow control is a sliding window mechanism. The effect of the delayed feedback on the network performance as well as the size of the window are studied. The state independent optimal rate is also derived. The performance of the state dependent and state independent flow control policies are compared. Conditions for employing one of the two types of flow control policies for superior end-to-end network performance are discussed. All the results obtained are demonstrated using simple examples.
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    Annals of operations research 57 (1995), S. 217-232 
    ISSN: 1572-9338
    Keywords: Scheduling ; robotic cell ; tandem machines ; optimization
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    Topics: Mathematics , Economics
    Notes: Abstract The paper deals with the scheduling of a robotic cell in which jobs are processed on two tandem machines. The job transportation between the machines is done by a transportation robot. The robotic cell has limitations on the intermediate space between the machines for storing the work-in-process. What complicates the scheduling problem is that the loading/unloading operation times are non-negligible. Given the total number of operationsn, an optimalO(n logn)-time algorithm is proposed together with the proof of optimality.
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    Annals of operations research 94 (2000), S. 139-162 
    ISSN: 1572-9338
    Keywords: irrigated system ; modeling ; multi‐agent system ; simulation ; social networks ; coordination
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    Topics: Mathematics , Economics
    Notes: Abstract The viability of irrigated systems in the Senegal River Valley is being brought into question today due to their under‐utilization. We assume that their viability depends largely on the way their different components behave and interact. We therefore sought to examine in greater depth today's knowledge of the structure of these systems and activities performed within them. This led to the development of a multi‐agent system model, a kind of virtual irrigated system, with a special focus on rules in use for access to credit, water allocation and cropping season assessment as well as organization and coordination of farmers. The purpose of this paper is to show how this kind of tool is relevant to the study of irrigated systems' viability. As an example it is used to examine the influence of existing social networks on the viability of irrigated systems.
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    Annals of operations research 74 (1997), S. 239-257 
    ISSN: 1572-9338
    Keywords: autocorrelation ; L 1 regression ; least absolute deviations ; robust regression ; simulation
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    Topics: Mathematics , Economics
    Notes: Abstract Least absolute value (LAV) regression provides a robust alternative to least squares, particularly when the disturbances follow distributions that are nonnormal and subject to outliers. While inference in least squares estimation is well-understood, inferential procedures in the context of LAV estimation have not been studied as extensively, particularly in the presence of non-independent disturbances. In this work, we study three alternative significance test procedures in LAV regression, along with two approaches used to correct for serial correlation. The study is based on large-scale Monte Carlo simulations, and comparisons are made based on both observed significance levels and power.
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    Queueing systems 12 (1992), S. 95-133 
    ISSN: 1572-9443
    Keywords: Open queueing networks ; job shops ; approximation procedures ; parametric decomposition approach ; optimization ; Brownian control ; system design ; review
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    Topics: Computer Science
    Notes: Abstract In this paper we review open queueing network models of manufacturing systems. The paper consists of two parts. In the first part we discuss design and planning problems arising in manufacturing. In doing so we focus on those problems that are best addressed by queueing network models. In the second part of the paper we describe developments in queueing network methodology. We are primarily concerned with features such as general service times, deterministic product routings, and machine failures — features that are prevalent in manufacturing settings. Since these features have eluded exact analysis, approximation procedures have been proposed. In the second part of this paper we review the developments in approximation procedures and highlight the assumptions that underlie these approaches.
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    Queueing systems 14 (1993), S. 57-78 
    ISSN: 1572-9443
    Keywords: Perturbation analysis ; sample path analysis ; finite buffer queues ; simulation
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    Topics: Computer Science
    Notes: Abstract Applying the technique of smoothed perturbation analysis (SPA) to theGI/G/1/K queue, we derive gradient estimators for two performance measures: the mean steady-state system time of a served customer and the probability that an arriving customer is rejected. Unbiasedness of the estimators follows from results of a previous general framework on SPA estimators. However, in that framework, the estimators often require the simulation of numerous additional sample subpaths, possibly making the technique practically infeasible in applications. We exploit some of the special structure of theGI/G/1/K queue to come up with an estimator which requires at most the simulation of a single additional sample subpath. By establishing certain regenerative properties, we provide a strong consistency proof for the estimator.
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    Queueing systems 14 (1993), S. 369-384 
    ISSN: 1572-9443
    Keywords: Queue ; state dependent parameters ; semi-Markov process ; modulated process ; Markov process ; semi-regenerative process ; ergodic theorems ; steady state distribution ; invariant probability measure ; idle period ; busy period ; input process ; output process ; optimization
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract The authors study queueing, input and output processes in a queueing system with bulk service and state dependent service delay. The input flow of customers, modulated by a semi-Markov process, is served by a single server that takes batches of a certain fixed size if available or waits until the queue accumulates enough customers for service. In the latter case, the batch taken for service is of random size dependent on the state of the system, while service duration depends both on the state of the system and on the batch size taken. The authors establish a necessary and sufficient condition for equilibrium of the system and obtain the following results: Explicit formulas for steady state distribution of the queueing process, intensity of the input and output processes, and mean values of idle and busy periods. They employ theory of semi-regenerative processes and illustrate the results by a number of examples. In one of them an optimization problem is discussed.
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    Queueing systems 19 (1995), S. 247-268 
    ISSN: 1572-9443
    Keywords: Sensitivity coefficient ; score function ; driving sequence ; queuing model ; simulation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract Queuing models described as regenerative processes driven by several sequences are under investigation. Occurrence times in these sequences are supposed to be asynchronous, in general. Sensitivity coefficients that are derivatives of some stationary performance measures with respect to definite parameters as well as derivatives of higher orders are derived for such queuing models. These sensitivity coefficients can be evaluated by simulation.
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    Annals of operations research 39 (1992), S. 1-39 
    ISSN: 1572-9338
    Keywords: Stochastic programming ; stochastic quasigradient methods ; discrete event systems ; simulation ; concurrent approximation and optimization
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    Topics: Mathematics , Economics
    Notes: Abstract In this paper, stochastic programming techniques are adapted and further developed for applications to discrete event systems. We consider cases where the sample path of the system depends discontinuously on control parameters (e.g. modeling of failures, several competing processes), which could make the computation of estimates of the gradient difficult. Methods which use only samples of the performance criterion are developed, in particular finite differences with reduced variance and concurrent approximation and optimization algorithms. Optimization of the stationary behavior is also considered. Results of numerical experiments and convergence results are reported.
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    Annals of operations research 52 (1994), S. 107-129 
    ISSN: 1572-9338
    Keywords: DSS ; intelligent front-ends ; knowledge-based systems ; MADM ; outranking ; Scheduling ; simulation
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    Topics: Mathematics , Economics
    Notes: Abstract Knowledge-based systems (KBS) can help to make simulation available to a large group of users. We want to exemplify this by describing a decision support system (DSS) for short term rescheduling in manufacturing called SIMULEX. It couples expert systems, simulation, and a multiattribute decision making (MADM) procedure to assist the production manager. After an introduction to simulation as a problem solving tool, the current problems in production control and the goals of the project are described. Then, the various components of SIMULEX are explained in some detail. Some results and a short outlook conclude the article.
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    Annals of operations research 58 (1995), S. 243-260 
    ISSN: 1572-9338
    Keywords: Assignment problem ; computer models ; distribution sampling ; estimation ; integer programming ; large-scale modelling ; latin hypercube ; optimization ; sampling ; sensitivity analysis
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    Topics: Mathematics , Economics
    Notes: Abstract Latin hypercube sampling is often used to estimate the distribution function of a complicated function of many random variables. In so doing, it is typically necessary to choose a permutation matrix which minimizes the correlation among the cells in the hypercube layout. This problem can be formulated as a generalized, multi-dimensional assignment problem. For the two-dimensional case, we provide a polynomial algorithm. For higher dimensions, we offer effective heuristic and bounding procedures.
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    Annals of operations research 73 (1997), S. 233-252 
    ISSN: 1572-9338
    Keywords: Data Envelopment Analysis ; model specification ; simulation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract The use of Data Envelopment Analysis for estimating comparative efficiency has become widespread, and there has been considerable academic attention paid to the development of variants of the basic DEA model. However, one of the principal weaknesses of DEA is that - unlike statistically based methods - it yields no diagnostics to help the user determine whether or not the chosen model is appropriate. In particular, the choice of inputs and out-puts depends solely on the judgement of the user. The purpose of this paper is to examine the implications for efficiency scores of using a misspecified model. A simple production process is set up. Simulation models are then used to explore the effects of applying misspecified DEA models to this process. The phenomena investigated are: the omission of significant variables; the inclusion of irrelevant variables; and the adoption of an inappropriate variable returns to scale assumption. The robustness of the results is investigated in relation to sample size; variations in the number of inputs; correlation between inputs; and variations in the importance of inputs. The paper concludes that the dangers of misspecification are most serious when simple models are used and sample sizes are small. In such circumstances, it is concluded that it will usually be to the modeller's advantage to err on the side of including possibly irrelevant variables rather than run the risk of excluding a potentially important variable from the model.
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    Constraints 4 (1999), S. 101-112 
    ISSN: 1572-9354
    Keywords: sensitivity analysis ; duality ; optimization ; inference
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract The constraint programming community has recently begun to address certain types of optimization problems. These problems tend to be discrete or to have discrete elements. Although sensitivity analysis is well developed for continuous problems, progress in this area for discrete problems has been limited. This paper proposes a general approach to sensitivity analysis that applies to both continuous and discrete problems. In the continuous case, particularly in linear programming, sensitivity analysis can be obtained by solving a dual problem. One way to broaden this result is to generalize the classical idea of a dual to that of an “inference dual,” which can be defined for any optimization problem. To solve the inference dual is to obtain a proof of the optimal value of the problem. Sensitivity analysis can be interpreted as an analysis of the role of each constraint in this proof. This paper shows that traditional sensitivity analysis for linear programming is a special case of this approach. It also illustrates how the approach can work out in a discrete problem by applying it to 0-1 linear programming (linear pseudo-boolean optimization).
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    Queueing systems 20 (1995), S. 207-254 
    ISSN: 1572-9443
    Keywords: Scheduling ; random polling ; optimization ; perturbation analysis ; Golden Ratio policy ; radio network
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract We address the problem of schedulingM customer classes in a single-server system, with customers arriving in one ofN arrival streams, as it arises in scheduling transmissions in packet radio networks. In general,N≠M and a customer from some stream may join one of several classes. We consider a slotted time model where at each scheduling epoch the server (channel) is assigned to a particular class (transmission set) and can serve multiple customers (packets) simultaneously, one from every arrival stream (network node) that can belong to this class. The assignment is based on arandom polling policy: the current time slot is allocated to theith class with probability θi. Our objective is to determine the optimal probabilities by adjusting them on line so as to optimize some overall performance measure. We present an approach based on perturbation analysis techniques, where all customer arrival processes can be arbitrary, and no information about them is required. The basis of this approach is the development of two sensitivity estimators leading to amarked slot and aphantom slot algorithm. The algorithms determine the effect of removing/ adding service slots to an existing schedule on the mean customer waiting times by directly observing the system. The optimal slot assignment probabilities are then used to design adeterministic scheduling policy based on the Golden Ratio policy. Finally, several numerical results based on a simple optimization algorithm are included.
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    Celestial mechanics and dynamical astronomy 54 (1992), S. 91-110 
    ISSN: 1572-9478
    Keywords: Resonance ; libration ; chaos ; diffusion
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract The methods for an investigation of the evolution of orbits with large eccentricities are presented. The role of resonances in the motion of comets is considered. The expansion of the disturbing function in the restricted three-body problem is obtained for cometary orbits. The method is based on the proximity of cometary eccentricities to 1. The Hamiltonian describing the basic perturbations in the motion of long-period comets is constructed. It leads to mappings for the description of cometary dynamics. The long-term evolution of short-period comets is considered. The importance of temporary librations near commensurabilities with Jupiter is emphasized. The analytical dependence of the diffusion rate upon the orbital elements of nearly-parabolic comets is found. The results of calculations of the diffusion rate taking into account perturbations from the outer planets are presented. A numerical study of cometary dynamics using mappings is carried out. A distribution like the Oort cloud is a typical stage of the evolution of comets in nearly-parabolic orbits under planetary perturbations. A change of the partial density of meteor streams is studied. For the case of librations the dispersion speed of meteor streams under the action of planetary perturbations is substantially less than that for the case of typical chaos. A similarity between the observed structure of the meteor streams and resonant properties of the motion is discussed.
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    Celestial mechanics and dynamical astronomy 70 (1998), S. 23-39 
    ISSN: 1572-9478
    Keywords: resonant orbit ; transversal intersection ; resonant jump ; diffusion ; instability
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract The importance of the stability characteristics of the planar elliptic restricted three-body problem is that they offer insight about the general dynamical mechanisms causing instability in celestial mechanics. To analyze these concerns, elliptic–elliptic and hyperbolic–elliptic resonance orbits (periodic solutions with lower period) are numerically discovered by use of Newton's differential correction method. We find indications of stability for the elliptic–elliptic resonance orbits because slightly perturbed orbits define a corresponding two-dimensional invariant manifold on the Poincaré surface-section. For the resonance orbit of the hyperbolic–elliptic type, we show numerically that its stable and unstable manifolds intersect transversally in phase-space to induce instability. Then, we find indications that there are orbits which jump from one resonance zone to the next before escaping to infinity. This phenomenon is related to the so-called Arnold diffusion.
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  • 83
    ISSN: 1349-9432
    Keywords: photolithography ; simulation ; topography scattering ; numerical absorbing boundary condition ; finite-element method
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract A method for simulating latent image formation in a photoresist illuminated by an arbitrary imaging system is presented. A variational formulation for light scattering, which does not depend on a specific configuration of the imaging system, is derived and solved using the finite-element method. The perfectly matched layer absorbing boundary condition is applied to take wave propagation in the infinite region surrounding the photoresist into account. The validity of the method is examined by comparing the results with those made by the vertical propagation model and the previous two-dimensional models.
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    Optical review 7 (2000), S. 383-388 
    ISSN: 1349-9432
    Keywords: near-axis scattered light ; optical computed tomography ; time-resolved measurement ; scattering ; diffusion ; random media ; visibility ; photon migration ; computed tomography ; biomedical optics
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract To find a basic principle of optical computed tomography (optical CT), a fundamental study was conducted on the use of scattered light in diffuse random media. We call the scattered light that propagates along the optical axis of the incident light beam near-axis scattered light (NASL). The use of NASL for the imaging through a diffuse medium was proposed and its basic characteristics were analyzed. The existence and measurability of NASL were confirmed in the simulation and measurement. To detect NASL efficiently, a technique called the scattering angle differential technique was developed. In CT imaging with a model phantom, the feasibility and effectiveness of the proposed technique were verified. We found that this technique alone was not sufficient to obtain the cross sectional image of an animal body, therefore a technique called the contact technique was devised to overcome the problems of reflection and refraction at the air-tissue interface. Finally, a prototype system was developed which integrated all the proposed techniques. With this system, we could obtain the CT images of a living mouse, in which the blood-rich organs such as liver and kidneys were clearly recognizable.
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    Computational complexity 5 (1995), S. 155-166 
    ISSN: 1420-8954
    Keywords: Complexity classes ; nondeterministic logspace ; optimization ; iterated multiplication ; 68Q15 ; 68Q25
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract We show that computing iterated multiplication of word matrices over {0,1}*, using the operations maximum and concatenation, is complete for the class optL of logspace optimization functions. The same problem for word matrices over {1}* is complete for the class FNL of nondeterministic logspace functions. Improving previously obtained results, we furthermore place the class optL in AC1, and characterize FNL by restricted logspace optimization functions.
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    The VLDB journal 2 (1993), S. 1-37 
    ISSN: 0949-877X
    Keywords: Buffer management ; query optimization ; simulated annealing ; join methods ; queueing model ; simulation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract In a multi-query environment, the marginal utilities of allocating additional buffer to the various queries can be vastly different. The conventional approach examines each query in isolation to determine the optimal access plan and the corresponding locality set. This can lead to performance that is far from optimal. As each query can have different access plans with dissimilar locality sets and sensitivities to memory requirement, we employ the concepts of memory consumption and return on consumption (ROC) as the basis for memory allocations. Memory consumption of a query is its space-time product, while ROC is a measure of the effectiveness of response-time reduction through additional memory consumption. A global optimization strategy using simulated annealing is developed, which minimizes the average response over all queries under the constraint that the total memory consumption rate has to be less than the buffer size. It selects the optimal join method and memory allocation for all query types simultaneously. By analyzing the way the optimal strategy makes memory allocations, a heuristic threshold strategy is then proposed. The threshold strategy is based on the concept of ROC. As the memory consumption rate by all queries is limited by the buffer size, the strategy tries to allocate the memory so as to make sure that a certain level of ROC is achieved. A simulation model is developed to demonstrate that the heuristic strategy yields performance that is very close to the optimal strategy and is far superior to the conventional allocation strategy.
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    Adsorption 6 (2000), S. 287-291 
    ISSN: 1572-8757
    Keywords: diffusion ; shrinking core ; rectangular isotherm
    Source: Springer Online Journal Archives 1860-2000
    Topics: Chemistry and Pharmacology , Physics , Process Engineering, Biotechnology, Nutrition Technology
    Notes: Abstract The transient uptake response of an adsorbent particle, subjected to a step change in surface concentration, is considered. It is shown that, when the isotherm is highly favorable, the theoretical curves derived for a Langmuirian system reduce asymptotically to the much simpler form for a rectangular isotherm. The simple rectangular model provides a useful approximation even when the form of the actual isotherm is quite far from the rectangular limit.
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  • 88
    ISSN: 1572-8757
    Keywords: wool ; water vapour ; adsorption ; diffusion ; column dynamics
    Source: Springer Online Journal Archives 1860-2000
    Topics: Chemistry and Pharmacology , Physics , Process Engineering, Biotechnology, Nutrition Technology
    Notes: Abstract Adsorption of water vapour on wool provides not only textile comfort, but also convenience in transportation due to increase in its bulk density. The adsorption and desorption isotherms of water vapour for wool were determined by both volumetric technique using a Coulter Omnisorp 100CX instrument and gravimetric method employing a Cahn 2000 electronic microbalance. Adsorption isotherm fitting to B.E.T. model and hysteresis on desorption was observed. The average effective diffusion coefficient of water in wool was found to be 8.4 × 10-14 m2s-1 at 25°C from gravimetric data. The effects of packing height and air velocity on the breakthrough curves were also investigated in the wool packed columns. For pseudo first order model, k values changing between 0.33 × 10-6 − 69 × 10-6 s-1 was obtained for 2.2–6.4 cm s-1 air velocity and 0.05–0.20 m packing height ranges.
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    Adsorption 5 (1999), S. 135-143 
    ISSN: 1572-8757
    Keywords: diffusion ; kinetics measurements ; frequency response ; NaX zeolite ; silicalite
    Source: Springer Online Journal Archives 1860-2000
    Topics: Chemistry and Pharmacology , Physics , Process Engineering, Biotechnology, Nutrition Technology
    Notes: Abstract A Frequency Response Method based on the infrared measurement of the sample temperature has been developed for adsorption kinetics measurements. It consists in modulating the experimental chamber volume at constant frequency. The complex ratio of the temperature response over the pressure response is independent of time but is a function of the frequency depending on all the kinetics parameters of the system. This method is accurate and allows to measure very fast kinetics. Its major drawback is that a spurious signal is observed at high pressure in absence of adsorption. The results obtained with silicalite-propane and NaX-carbon dioxide are compared with results obtained from other techniques (NMR, permeation, etc.).
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    Adsorption 6 (2000), S. 5-13 
    ISSN: 1572-8757
    Keywords: multicomponent adsorption ; diffusion ; Maxwell-Stefan model ; linear driving force approximation ; Langmuir isotherm
    Source: Springer Online Journal Archives 1860-2000
    Topics: Chemistry and Pharmacology , Physics , Process Engineering, Biotechnology, Nutrition Technology
    Notes: Abstract An approximate rate equation based on a film-model representation of diffusional mass transfer is developed to describe the kinetics of multicomponent adsorption. The model describes mass transfer as a pseudo-steady state diffusion process through a flat film of thickness equal to one fifth of the particle radius. Starting with an irreversible thermodynamics description of multicomponent diffusion, the flux relationships are integrated across the film yielding analytical expressions for the rate of mass transfer in a multicomponent adsorption system, when adsorption equilibria are described by the extended Langmuir isotherm. The new approximate rate equation can be conveniently used in the numerical simulation of adsorption systems with concentration-dependent micropore or surface diffusivity, and describes the effects of diffusional flux coupling. Results of accuracy comparable with that obtained when using the classical linear-driving-force approximation for systems with constant diffusivities are obtained with this new rate equation for both batch and fixed-bed adsorption calculations. A generalization of the approach based on the Gibbs adsorption isotherm describes mass transfer rates in terms of the spreading-pressure gradient and provides an extension to other multicomponent isotherm forms.
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    Computing 53 (1994), S. 13-31 
    ISSN: 1436-5057
    Keywords: Disk cache ; disk I/O ; I/O architecture ; parallel computers ; parallel I/O ; performance evaluation ; simulation ; transaction processing
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung Während sich die Rechenleistung heutiger Computersysteme beständig erhöht, entwickelt sich die Platten-Ein/Ausgabe zu einem Engpaß. Dies wird besonders in hochparallelen Maschinen deutlich, wo das Mißverhältnis zwischen Rechen- und Ein/Ausgabeleistung häufig besonders groß ist. Diese Situation kann—in Analogie zur Multiprozessortechnologie—durch Einführung paralleler Ein/Ausgabe-Systeme entschärft werden. Ausgehend von einer solchen verteilten Ein/Ausgabe-Architektur für Parallelrechner, schlagen wir die Benutzung von Plattencaches auf verschiedenen Architekturebenen vor. Diese Cachestrukturen haben wir durch Simulationen näher untersucht. Wir beschreiben zunächst den Ansatz zur Cachemodellierung und das Lastmodell der Ein/Ausgabe, das von Transaktionsverarbeitung und General-Purpose-Lasten abgeleitet ist. Dann diskutieren wir die Ergebnisse für den Fall von Caches, die sich auf jeweils einer einzigen Architekturebene befinden, und für solche auf mehreren Architekturebenen gleichzeitig. Es ergibt sich, daß große Caches auf den Ein/Ausgabeprozessoren in Verbindung mit kleineren auf den Verarbeitungselementen die optimale Struktur darstellen. Zusätzlich können Hardwarecaches auf Plattenebene zur weiteren Leistungssteigerung eingesetzt werden. Bezüglich der Schreiboperationen vom Cache auf die Platte ergibt sich ein verzögerter Schreibmodus (delayed write) als beste Strategie.
    Notes: Abstract I/O in computer systems is prone to become a bottleneck. This is a particular severe problem in highly parallel machines where some applications are fully I/O bound if only one or few conventional I/O paths exist. Similar to the use of multiprocessor technology for increasing processing performance, disk I/O performance can be substantially improved by employing parallel I/O schemes. Based on a distributed I/O architecture for parallel computers, we propose to use disk caches on several architectural levels, and confirm this by simulations of various structural options. In this paper, we describe the cache modelling approach and the I/O load model which has been derived from transaction-processing and general-purpose applications. Then we discuss the results for caches on single and multiple architecture levels. Large caches on I/O processors in combination with small caches on processing elements turn out to be the preferable structure. In addition, hardware caches can be employed at disk level for further performance improvement. For write operations, a delayed write strategy is shown to be superior to other modes.
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    OR spectrum 13 (1991), S. 159-166 
    ISSN: 1436-6304
    Keywords: Facility location for obnoxious facilities ; Gaussian model ; simulation ; Standortplanung für umweltbelastende Anlagen ; Gauß-Modell ; Simulation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung In dieser Arbeit werden zunächst die in neuerer Zeit entwickelten wind-diskreten Modelle und Verfahren zur Standortplanung für unerwünschte, umweltbelastende Anlagen analysiert und die Grenzen dieser Ansätze für die Lösung praktischer Problemstellungen aufgezeigt. Basierend auf diesen Erkenntnissen wird ein simulations-basiertes Verfahren für ein neues wind-stetiges Modell vorgestellt, das diese Schwachstellen überwindet. Abschließend wird das Basis-Standortmodell durch Einbeziehung der Emissionshöhe als Entscheidungsvariable erweitert.
    Notes: Summary The present paper regards the location of obnoxious facilities in the context of a realistic environment. Efforts have been made in the past towards this direction, without much success as fas as the modeling is concerned. The prevailing meteorological conditions of the area under consideration, that evidently play an important role in the dispersion of pollution, either were completely ignored or inadequately considered. In this work, the most recent wind-discrete models and solution methods are presented and analyzed and their limitations are identified. A new simulation-aided wind-continuous model is introduced capable of remedying the above limitations. Finally, a generalization is proposed and discussed, regarding the introduction of the stack height as a decision variable in the relative model.
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    Mathematical programming 61 (1993), S. 281-300 
    ISSN: 1436-4646
    Keywords: Variational inequalities ; descent methods ; optimization
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We present a framework for descent algorithms that solve the monotone variational inequality problem VIP v which consists in finding a solutionv *∈Ω v satisfyings(v *)T(v−v *)⩾0, for allv∈Ω v. This unified framework includes, as special cases, some well known iterative methods and equivalent optimization formulations. A descent method is developed for an equivalent general optimization formulation and a proof of its convergence is given. Based on this unified logarithmic framework, we show that a variant of the descent method where each subproblem is only solved approximately is globally convergent under certain conditions.
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    Computing 47 (1991), S. 29-42 
    ISSN: 1436-5057
    Keywords: 65K05 ; Interval Newton method ; interval arithmetic ; optimization
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung Die Arbeit entwickelt ein optimales Intervall-Newton-Verfahren für Systeme von nichtlinearen Gleichungen, wie sie im Zusammenhang mit nichtlinearen Optimierungsaufgaben auftreten. Die Modifikationen des Intervall-Newton-Verfahrens in dieser Arbeit stellen numerisch wirkungsvolle Verbesserungen des allgemeinen Intervall-Newton-Verfahrens dar. In der Arbeit wird aufgezeigt, daß die Berechnung einer optimalen Schrittweite im Intervall-Newton-Verfahren notwendig ist, damit man die Generierung einer feiner werdenden Einschließungsfolge garantieren kann. Dieses Vorgehen wird als optimales Newton-Verfahren bezeichnet und für den mehrdimensionalen Fall implementiert. Die Arbeit zeigt dann die Verwendung des optimalen Intervall-Newton-Verfahrens als “feasible direction”-Verfahren im Zusammenhang mit Nichtnegativitätsbedingungen. In der Implementierung wird auch eine Technik der Matrizenzerlegung verwendet, die den Rechenaufwand für die Inverse der Hesseschen Matrix im Intervall-Newton-Verfahren vermindert. Das Vorgehen wird an mehreren Beispielen demonstriert, u.a. an Optimierungsaufgaben mit Störungen der Problemkoeffizienten. Die numerischen Ergebnisse bestätigen die Leistungsfähigkeit unserer Ansätze.
    Notes: Abstract This paper presents the development of an optimal interval Newton method for systems of nonlinear equations. The context of solving such systems of equations is that of optimization of nonlinear mathematical programs. The modifications of the interval Newton method presented in this paper provide computationally effective enhancements to the general interval Newton method. The paper demonstrates the need to compute an optimal step length in the interval Newton method in order to guarantee the generation of a sequence of improving solutions. This method is referred to as the optimal Newton method and is implemented in multiple dimensions. Secondly, the paper demonstrates the use of the optimal interval Newton method as a feasible direction method to deal with non-negativity constraints. Also, included in this implementation is the use of a matrix decomposition technique to reduce the computational effort required to compute the Hessian inverse in the interval Newton method. The methods are demonstrated on several problems. Included in these problems are mathematical programs with perturbations in the problem coefficients. The numerical results clearly demonstrate the effectiveness and efficiency of these approaches.
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    Meccanica 29 (1994), S. 95-103 
    ISSN: 1572-9648
    Keywords: Synthesis ; optimization ; kinematics ; robotics
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics , Physics
    Description / Table of Contents: Sommario In questo lavoro si propone e viene discusso un metodo di ottimizzazione applicato alla sintesi di manipolatori, aventi una catena cinematica aperta con tre coppie rotoidali, la cui struttura soddisfi ai requisiti di ingombro minimo e spazio di lavoro assegnato tramite limitazioni prefissate. Per la risoluzione del problema à stata utilizzata una tecnica di programmazione quadratica sequenziale, la cui efficacia è dimostrata tramite esempi.
    Notes: Abstract An optimization method is proposed and discussed in order to synthesize a three-revolute open chain manipulator whose structure can have minimum size encumbrance and a workspace with prescribed constraints. The sequential quadratic programming optimization technique used has been successfully applied to the formulated problem as illustrated in some examples.
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    Meccanica 30 (1995), S. 105-124 
    ISSN: 1572-9648
    Keywords: Artificial ground motion ; probabilistic models ; random processes ; simulation ; earthquake engineering
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics , Physics
    Description / Table of Contents: Sommario Sono analizzati criticamente i modelli probabilistici del moto sismico. Tale rassegna comprende processi modulati uniformemente, oscillatori, modulati in ampiezza e fase, modelli ARMA, ed altri. Inoltre, viene presentato un modello gaussiano non-stazionario che risulta innovativo e di validità generale. Il modello consiste nella sovrapposizione di armoniche con ampiezze gaussiane correlate. Le frequenze delle armoniche e le caratteristiche probabilistiche delle ampiezze dipendono rispettivamente dalla durata e dalla correlazione del moto sismico di riferimento. Il modello può essere generalizzato per rappresentare il moto sismico in due o più siti. Sono anche presentati alcuni metodi per la generazione di campioni artificiali del moto sismico. Tali metodi sono inoltre applicati alla generazione di sismi artificiali e alla valutazione dell'efficienza dei vari modelli probabilistici.
    Notes: Abstract Probabilistic models of seismic ground acceleration are reviewed. The review includes uniformly modulated, oscillatory, amplitude and phase modulated, ARMA, and other processes. Moreover, a novel and general nonstationary Gaussian model is presented. The model consists of a superposition of harmonics with correlated Gaussian amplitudes. The harmonic frequencies and the amplitude probabilistic characteristics depend on the duration and the correlation of the target seismic ground motion, respectively. The model can be generalized to represent the seismic ground motion at two or more sites. Methods are also presented for generating realizations of the probabilistic models in the paper. The methods are applied to demonstrate the generation of artificial seismic ground motions and to evaluate the usefulness of various probabilistic models in earthquake engineering.
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    Journal of intelligent and robotic systems 4 (1991), S. 129-143 
    ISSN: 1573-0409
    Keywords: CAD/CAM ; off-line programming ; industrial vision ; pattern recognition ; simulation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics
    Notes: Abstract CAD/CAM tools are essential components of the computer-integrated factory. Up to now, they have been used for tasks such as the simulation and path programming of numerically controlled machine tools, and sometimes industrial robots. The CAD-vision interconnection described here enables us to program parts learning on the workstation, to download piece features in the vision system for inspection on the production line, to simulate the recognition process on a set of parts stored in the computer, and to update vision files after modifications in the CAD system database.
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    Journal of intelligent and robotic systems 7 (1993), S. 57-71 
    ISSN: 1573-0409
    Keywords: Assembly ; planning ; multi-robot systems ; optimization ; task allocation ; cooperation ; kitting ; heuristics ; cell design ; m-traveling salesmen problem
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics
    Notes: Abstract In previous research, we defined, classified, and solved the robotic assembly plan problem for a single assembly robot. In this paper, we formulate this problem for the case of multiple, cooperating assembly robots. The problem now includes the allocation of assembly tasks among multiple robots.
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    The journal of supercomputing 12 (1998), S. 57-68 
    ISSN: 1573-0484
    Keywords: load balancing ; ray tracing ; rendering ; graphics ; image processing ; diffusion
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract This paper examines the effectiveness of load balancing strategies for ray tracing on large parallel computer systems and cluster computers. Popular static load balancing strategies are shown to be inadequate for rendering complex images with contemporary ray tracing algorithms, and for rendering NTSC resolution images on 128 or more computers. Strategies based on image tiling are shown to be ineffective except on very small numbers of computers. A dynamic load balancing strategy, based on a diffusion model, is applied to a parallel Monte Carlo rendering system. The diffusive strategy is shown to remedy the defects of the static strategies. A hybrid strategy that combines static and dynamic approaches produces nearly optimal performance on a variety of images and computer systems. The theoretical results should be relevant to other rendering and image processing applications.
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    The journal of supercomputing 17 (2000), S. 299-310 
    ISSN: 1573-0484
    Keywords: parallel program analysis ; simulation ; performance analysis ; software reengineering
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract In this paper we present a novel approach, based on the integration of static program analysis and simulation techniques, for the performance prediction of message passing programs. PS, a simulator of PVM applications developed in the last years by our research group, is fed with traces collected by executing the parallel program to be analyzed in quasi-concurrent mode on a single workstation. Since this process is typically a non negligible part of the simulation complexity, we have devised a technique based on static analysis and code restructuring for significantly speeding up the trace generation. We show how, by statically analyzing and restructuring the program, it is possible to obtain a simplified code (shrinked code) to be run for collecting a reduced version of the traces.
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