• Title/Summary/Keyword: time-dependent solution

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ON THE PROBABILITY OF RUIN IN A CONTINUOUS RISK MODEL WITH DELAYED CLAIMS

  • Zou, Wei;Xie, Jie-Hua
    • Journal of the Korean Mathematical Society
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    • v.50 no.1
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    • pp.111-125
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    • 2013
  • In this paper, we consider a continuous time risk model involving two types of dependent claims, namely main claims and by-claims. The by-claim is induced by the main claim and the occurrence of by-claim may be delayed depending on associated main claim amount. Using Rouch$\acute{e}$'s theorem, we first derive the closed-form solution for the Laplace transform of the survival probability in the dependent risk model from an integro-differential equations system. Then, using the Laplace transform, we derive a defective renewal equation satisfied by the survival probability. For the exponential claim sizes, we present the explicit formula for the survival probability. We also illustrate the influence of the model parameters in the dependent risk model on the survival probability by numerical examples.

FLOW SHOP SCHEDULING JOBS WITH POSITION-DEPENDENT PROCESSING TIMES

  • WANG JI-BO
    • Journal of applied mathematics & informatics
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    • v.18 no.1_2
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    • pp.383-391
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    • 2005
  • The paper is devoted to some flow shop scheduling problems, where job processing times are defined by functions dependent on their positions in the schedule. An example is constructed to show that the classical Johnson's rule is not the optimal solution for two different models of the two-machine flow shop scheduling to minimize makespan. In order to solve the makespan minimization problem in the two-machine flow shop scheduling, we suggest Johnson's rule as a heuristic algorithm, for which the worst-case bound is calculated. We find polynomial time solutions to some special cases of the considered problems for the following optimization criteria: the weighted sum of completion times and maximum lateness. Some furthermore extensions of the problems are also shown.

Changes in Hardness and Damping Capacity of Aged Mg-5%Sn Alloy (시효한 Mg-5%Sn 합금의 경도와 진동감쇠능 변화)

  • Jun, Joong-Hwan
    • Journal of the Korean Society for Heat Treatment
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    • v.35 no.5
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    • pp.255-261
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    • 2022
  • In this work, the strain-amplitude independent and strain-amplitude dependent damping capacities of Mg-5%Sn alloy have been investigated as a function of its age-hardening response. The hardness increased with an increase in aging time, reached a peak value after 48 h, and then it gradually decreased. The damping capacities of the Mg-5%Sn alloy exhibited a decreasing tendency in the order of solution-treated, under-aged, peakaged, and over-aged states in the strain-amplitude dependent region, whereas they increased continuously with aging time in the strain-amplitude independent region. The microstructural examination during aging revealed that the lower concentration of Sn solutes in the α-(Mg) matrix and the lower density of the Mg2Sn precipitate particles may well be the crucial factors for better damping values in the strain-amplitude independent and strain-amplitude dependent regions, respectively.

The Numerical Solution of Time-Optimal Control Problems by Davidenoko's Method (Davidenko법에 의한 시간최적 제어문제의 수치해석해)

  • Yoon, Joong-sun
    • Journal of the Korean Society for Precision Engineering
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    • v.12 no.5
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    • pp.57-68
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    • 1995
  • A general procedure for the numerical solution of coupled, nonlinear, differential two-point boundary-value problems, solutions of which are crucial to the controller design, has been developed and demonstrated. A fixed-end-points, free-terminal-time, optimal-control problem, which is derived from Pontryagin's Maximum Principle, is solved by an extension of Davidenko's method, a differential form of Newton's method, for algebraic root finding. By a discretization process like finite differences, the differential equations are converted to a nonlinear algebraic system. Davidenko's method reconverts this into a pseudo-time-dependent set of implicitly coupled ODEs suitable for solution by modern, high-performance solvers. Another important advantage of Davidenko's method related to the time-optimal problem is that the terminal time can be computed by treating this unkown as an additional variable and sup- plying the Hamiltonian at the terminal time as an additional equation. Davidenko's method uas used to produce optimal trajectories of a single-degree-of-freedom problem. This numerical method provides switching times for open-loop control, minimized terminal time and optimal input torque sequences. This numerical technique could easily be adapted to the multi-point boundary-value problems.

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Delamination of non-linear viscoelastic beams under bending in the plane of layers

  • Victor I. Rizov
    • Coupled systems mechanics
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    • v.12 no.4
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    • pp.297-313
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    • 2023
  • This paper deals with delamination analysis of non-linear viscoelastic multilayered beam subjected to bending in the plane of the layers. For this purpose, first, a non-linear viscoelastic model is presented. In order to take into account the non-linear viscoelastic behaviour, a non-linear spring and a non-linear dashpot are assembled in series with a linear spring connected in parallel to a linear dashpot. The behaviours of the non-linear spring and dashpot are described by applying non-linear stress-strain and stress-rate of strain relationships, respectively. The constitutive law of the model is derived. Due to the non-linear spring and dashpot, the constitutive law is non-linear. This law is used for describing the time-dependent mechanical behaviour of the beam under consideration. The material properties involved in the constitutive law vary along the beam length due to the continuous material inhomogeneity of the layers. Solution of the strain energy release rate for the delamination is obtained by analyzing the balance of the energy with considering of the non-linear viscoelastic behaviour. The strain energy release rate is found also by using the complementary strain energy for verification. A parametric study is carried-out by using the solution obtained. The solutions derived and the results obtained help to understand the time-dependent delamination of non-linear viscoelastic beams under loading in the plane of layers.

Genetic Algorithm with an Effective Dispatching Method for Unrelated Parallel Machine Scheduling with Sequence Dependent and Machine Dependent Setup Times (작업순서와 기계 의존적인 작업준비시간을 고려한 이종병렬기계의 일정계획을 위한 효과적인 작업할당 방법을 이용한 유전알고리즘)

  • Joo, Cheol-Min;Kim, Byung-Soo
    • IE interfaces
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    • v.25 no.3
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    • pp.357-364
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    • 2012
  • This paper considers a unrelated parallel machine scheduling problem with ready times, due times and sequence and machine-dependent setup times. The objective of this problem is to determine the allocation of jobs and the scheduling of machines to minimize the total tardy time. A mathematical model for optimal solution is derived. An in-depth analysis of the model shows that it is very complicated and difficult to obtain optimal solutions as the problem size becomes large. Therefore, a genetic algorithm using an effective dispatching method is proposed. The performance of the proposed genetic algorithm is evaluated using several randomly generated examples.

ANALOG COMPUTING FOR A NEW NUCLEAR REACTOR DYNAMIC MODEL BASED ON A TIME-DEPENDENT SECOND ORDER FORM OF THE NEUTRON TRANSPORT EQUATION

  • Pirouzmand, Ahmad;Hadad, Kamal;Suh, Kune Y.
    • Nuclear Engineering and Technology
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    • v.43 no.3
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    • pp.243-256
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    • 2011
  • This paper considers the concept of analog computing based on a cellular neural network (CNN) paradigm to simulate nuclear reactor dynamics using a time-dependent second order form of the neutron transport equation. Instead of solving nuclear reactor dynamic equations numerically, which is time-consuming and suffers from such weaknesses as vulnerability to transient phenomena, accumulation of round-off errors and floating-point overflows, use is made of a new method based on a cellular neural network. The state-of-the-art shows the CNN as being an alternative solution to the conventional numerical computation method. Indeed CNN is an analog computing paradigm that performs ultra-fast calculations and provides accurate results. In this study use is made of the CNN model to simulate the space-time response of scalar flux distribution in steady state and transient conditions. The CNN model also is used to simulate step perturbation in the core. The accuracy and capability of the CNN model are examined in 2D Cartesian geometry for two fixed source problems, a mini-BWR assembly, and a TWIGL Seed/Blanket problem. We also use the CNN model concurrently for a typical small PWR assembly to simulate the effect of temperature feedback, poisons, and control rods on the scalar flux distribution.

Time-dependent analysis of reinforced concrete structures using the layered finite element method

  • Bradford, M.A.;Gilbert, R.I.;Sun, S.C.H.
    • Structural Engineering and Mechanics
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    • v.8 no.6
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    • pp.561-578
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    • 1999
  • The response of a reinforced concrete structure to loading is both immediate and time-dependent. Under a sustained load, the deflections caused by creep and shrinkage may be several times their instantaneous values. The paper describes a general finite element procedure, based on the so-called layered model, to analyse reinforced concrete members, and shows in particular how the simple Step by Step Method may be incorporated into this procedure. By invoking the Modified Newton Raphson Method as a solution procedure, the accuracy of the finite element method is verified against independent test results, and then applied to a variety of problems in order to demonstrate its efficacy. The method forms a general method for analysing highly indeterminate concrete structures in the time domain.

Theory of Diffusion-Influenced Bimolecular Reactions in Solution : Effects of a Stochastic Gating Mode

  • Kim Joohyun;Lee Sangyoub
    • Bulletin of the Korean Chemical Society
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    • v.13 no.4
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    • pp.398-404
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    • 1992
  • We have investigated the kinetics of diffusion-influenced bimolecular reactions in which one reactant has an internal mode, called the gating mode, that activates or deactivates its reactivity intermittently. The rate law and an expression for the time-dependent rate coefficient have been obtained from the general formalism based on the hierarchy of kinetic equations involving reactant distribution functions. The analytic expression obtained for the steady-state reaction rate constant coincides with the one obtained by Szabo et al., who derived the expression by employing the conventional concentration-gradient approach. For the time-dependent reaction rate coefficient, we obtained for the first time an exact analytic expression in the Laplace domain which was then inverted numerically to give the time-domain results.

A GN-based modified model for size-dependent coupled thermoelasticity analysis in nano scale, considering nonlocality in heat conduction and elasticity: An analytical solution for a nano beam with energy dissipation

  • Hosseini, Seyed Mahmoud
    • Structural Engineering and Mechanics
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    • v.73 no.3
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    • pp.287-302
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    • 2020
  • This investigation deals with a size-dependent coupled thermoelasticity analysis based on Green-Naghdi (GN) theory in nano scale using a new modified nonlocal model of heat conduction, which is based on the GN theory and nonlocal Eringen theory of elasticity. In the analysis based on the proposed model, the nonlocality is taken into account in both heat conduction and elasticity. The governing equations including the equations of motion and the energy balance equation are derived using the proposed model in a nano beam resonator. An analytical solution is proposed for the problem using the Laplace transform technique and Talbot technique for inversion to time domain. It is assumed that the nano beam is subjected to sinusoidal thermal shock loading, which is applied on the one of beam ends. The transient behaviors of fields' quantities such as lateral deflection and temperature are studied in detail. Also, the effects of small scale parameter on the dynamic behaviors of lateral deflection and temperature are obtained and assessed for the problem. The proposed GN-based model, analytical solution and data are verified and also compared with reported data obtained from GN coupled thermoelasticity analysis without considering the nonlocality in heat conduction in a nano beam.