摘要:

A stochastic non-linear distributed parameter system of a parabolic typo is dealt with. The system is stochastic due to a distributed multiplicative gain. The gain is a distributed white (in time) Gaussian noise. The distributed parameter system is modelled by two different typos of stochastic partial differential equations. By using a stochastic Liapunov type functional, sufficient conditions for a weak stability of the system's sample functions, are derived. It is shown that these conditions depend heavily on the type of the stochastic partial differential equation which is selected in order to model the system. The conditions for stochastic stability, for the two different models, are compared. Also, for the sake of comparison, a deterministic version of the problem is dealt with.

ISSN:0020-7721    

DOI:10.1080/00207727508941818

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor

摘要:

An approximate non-linear filter is applied to systems described by coupled ordinary and partial differential equations with both volume and boundary disturbances and measurement errors. Measurements are assumed to be carried out at u discrete number of spatial positions in the distributed portion of the system. The filter is applicable to cases in which the data are available continuously in time and at discrete sampling instants. Both versions of the filter are applied to an ingot heating problem of some interest in steel-making. The numerical results show that the filter is rapidly convergent and quite robust.

ISSN:0020-7721    

DOI:10.1080/00207727508941819

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor

摘要:

The problem of state space representations for multiple-input, multiple-output linear time-invariant systems is considered. The known definitions of the first and second canonical forma for scalar systems are used to facilitate the derivation of explicit canonical expressions for multivariable systems.

ISSN:0020-7721    

DOI:10.1080/00207727508941820

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor

摘要:

An integrated model has been built in which the rate of arrival of machines requiring service and the required maintenance force depend on the maintenance policy, and the maintenance policy depends on the cost of the maintenance service which in turn is the result of the given maintenance force. Using Monte Carlo simulation, the optimal combination of the preventive maintenance policy for a group of identical machines, and of the size of the maintenance force to service the machines has boon simultaneously derived by searching for the minimal total cost. This optimal result has been compared with the traditional independent sub system results, in which the system dependency is neglected.

ISSN:0020-7721    

DOI:10.1080/00207727508941821

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor

摘要:

A best linear policy is derived for a production smoothing problem having a non-quadratic criterion. Explicit results are obtained for the ease of an uncorrected and an exponentially correlated sequence of demand. For the uncorrelated case it is shown that in the absence of fixed sot-up costs the optimal linear policy leads almost to the same costs as the exact non-linear policy ; i.e. one can use a linear theory and hence dynamic certainty equivalents.

ISSN:0020-7721    

DOI:10.1080/00207727508941822

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor

摘要:

Sufficient conditions for obtaining an equivalent linear model to classes of non-linear, bi-state, social interaction processes are derived. These parametric constraints, when satisfied, permit analytical determination of the dynamics of the non-linear process of social interaction.

ISSN:0020-7721    

DOI:10.1080/00207727508941823

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor

摘要:

In this paper the multiproduct inventory holding problem is considered. Joint constraints between product lines and constraints on individual products are allowed. Total costs of holding inventory and backlogging are minimized using recently developed methods of hierarchical control for such dynamic problems. It is shown that such methods lead to economical and efficient algorithms which can be used for a broad class of cost functions and delays in deliveries present little extra difficulty. An algorithm is described for complex costs and stochastic sales. Simulation studies are presented which validate this algorithm. Such hierarchical methods avoid the difficulties of solving two-point boundary problems required by the discrete maximum principle and can be considerably more economical of computer resources than general non-linear programming techniques. The hierarchical algorithms of Lasdon and Tamura are described in full.

ISSN:0020-7721    

DOI:10.1080/00207727508941824

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor

摘要:

An algorithm is described for solving block-tridiagonal systems of equations. If the block-dimension isq, thenqsystems, each the size of one block, are to be solved. For certain values ofq, the Fast Fourier Transform may be employed to speed the work. Other simplifications and extensions to singular problems are discussed.

ISSN:0020-7721    

DOI:10.1080/00207727508941825

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor