Conference paper

Stochastic dispersive transport. An excursion from statistical physics to automated production line design

The sediment transport dynamics and the population level of a buffer in automated production line systems can be described by the same class of stochastic differential equations. The ubiquitous noise is generated by continuous time Markov chains. The probability densities which describe the dynamics are governed by high order hyperbolic systems of partial differential equations. While this hyperbolic nature clearly exhibits a non-diffusive character of the processes: (diffusion would imply a parabolic evolution of the probability densities), one nevertheless can use a central limit theorem which holds for the large times regimes. This enables analytical estimations of the time evolution of the moments of these processes. A particular emphasis is devoted to non-Markovian, dichotomous alternating renewal processes which enter directly into the description of the applications presented

    Keywords: Markov processes ; partial differential equations ; production control


    Inst. de Microtech., Ecole Polytech. Federale de Lausanne, Switzerland


    stochastic buffered flows

    stochastic dispersive transport

    buffer population level

    statistical physics

    automated production line design

    sediment transport dynamics

    stochastic differential equations

    continuous time Markov chains

    probability densities

    partial differential equations

    central limit theorem

    dichotomous alternating renewal processes


    • EPFL-CONF-182983

    Record created on 2013-01-07, modified on 2016-08-09


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