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

Both 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 nondiffusive character of the processes (diffusion would imply a parabolic evolution of the probability densities), we nevertheless can use a central limit theorem which holds for large-time regimes. This enables analytical estimations of the time evolution of the moments of these processes. Particular emphasis is devoted to non-Markovian, dichotomous alternating renewal processes, which enter directly into the description of the applications presented.


Published in:
Applied Stochastic Models and Data Analysis, 9, 2, 139-152
Year:
1993
ISSN:
87550024 (ISSN)
Keywords:
Note:
Ecole Polytechnique Federale de, Lausanne, Lausanne, Switzerland
Export Date: 6 December 2012
Source: Scopus
CODEN: ASMAE
Language of Original Document: English
Correspondence Address: Hongler, M.-O.; Ecole Polytechnique Federale de, Lausanne, Lausanne, Switzerland
Other identifiers:
Scopus: 2-s2.0-0027612576
Laboratories:




 Record created 2013-01-07, last modified 2018-01-28


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