We consider the simulation of transient performance measures of high reliable fault-tolerant computer systems. The most widely used mathematical tools to model the behavior of these systems are Markov processes. Here, we deal basically with the simulation of the mean time to failure (MTTF) and the reliability, R(t), of the system at time t. Some variance reduction techniques are used to reduce the simulation time. We will combine two of these techniques: Importance Sampling and Conditioning...

In model search procedures for multidimensional contingency tables many different measures are used for decision for the goodness of model search, for instance $\alpha$, AIC or $R^2$. Simulation studies should give us an insight into the behaviour of the measures with respect to the data, the sample size, the number of degrees of freedom and the probability given distribution. To this end different log-linear models for 3-dimensional contingency tables were given and then 1,000 contingency tables were simulated...

We present an extension of the QR method to simultaneously compute the joint eigenvalues of a finite family of commuting matrices. The problem is motivated by the task of finding solutions of a polynomial system. Several examples are included.

We study the asymptotic behavior of a semi-discrete numerical approximation for a pair of heat equations $u_t=\Delta u$, $v_t=\Delta v$ in $\Omega \times (0,T)$; fully coupled by the boundary conditions $\frac{\partial u}{\partial \eta }=u^{p_{11}}{v}^{p_{12}}$, $\frac{\partial v}{\partial \eta }=u^{p_{21}}{v}^{p_{22}}$ on $\partial \Omega \times (0,T)$, where $\Omega$ is a bounded smooth domain in ${ℝ}^d$. We focus in the existence or not of non-simultaneous blow-up for a semi-discrete approximation $(U,V)$. We prove that if $U$ blows up in finite time then $V$ can fail to blow up if and only if $p_{11}\>1$ and $p_{21}\<2(p_{11}-1)$, which is the same condition as the one for non-simultaneous blow-up in the continuous problem. Moreover,...

We study the asymptotic behavior of a semi-discrete numerical approximation for a pair of heat equations ut = Δu, vt = Δv in Ω x (0,T); fully coupled by the boundary conditions $\frac{\partial u}{\partial \eta }=u^{p_{11}}{v}^{p_{12}}$, $\frac{\partial v}{\partial \eta }=u^{p_{21}}{v}^{p_{22}}$ on ∂Ω x (0,T), where Ω is a bounded smooth domain in ${ℝ}^d$. We focus in the existence or not of non-simultaneous blow-up for a semi-discrete approximation (U,V). We prove that if U blows up in finite time then V can fail to blow up if and only if p11 > 1 and p21 < 2(p11 - 1) , which is the same condition as...

In this paper we study a controllability problem for a simplified one dimensional model for the motion of a rigid body in a viscous fluid. The control variable is the velocity of the fluid at one end. One of the novelties brought in with respect to the existing literature consists in the fact that we use a single scalar control. Moreover, we introduce a new methodology, which can be used for other nonlinear parabolic systems, independently of the techniques previously used for the linearized problem....

Markov chain usage models were successfully used to model systems and software. The most prominent approaches are the so-called failure state models Whittaker and Thomason (1994) and the arc-based Bayesian models Sayre and Poore (2000). In this paper we propose arc-based semi-Markov usage models to test systems. We extend previous studies that rely on the Markov chain assumption to the more general semi-Markovian setting. Among the obtained results we give a closed form representation of the first...

We investigate the structure of travelling waves for a model of a fungal disease propagating over a vineyard. This model is based on a set of ODEs of the SIR-type coupled with two reaction-diffusion equations describing the dispersal of the spores produced by the fungus inside and over the vineyard. An estimate of the biological parameters in the model suggests to use a singular perturbation analysis. It allows us to compute the speed and the profile of the travelling waves. The analytical results...

A current procedure that takes into account the Dirichlet boundary condition with non-smooth data is to change it into a Robin type condition by introducing a penalization term; a major effect of this procedure is an easy implementation of the boundary condition. In this work, we deal with an optimal control problem where the control variable is the Dirichlet data. We describe the Robin penalization, and we bound the gap between the penalized and the non-penalized boundary controls for the small...

A current procedure that takes into account the Dirichlet boundary condition with non-smooth data is to change it into a Robin type condition by introducing a penalization term; a major effect of this procedure is an easy implementation of the boundary condition. In this work, we deal with an optimal control problem where the control variable is the Dirichlet data. We describe the Robin penalization, and we bound the gap between the penalized and the non-penalized boundary controls for the small...