An adaptive algorithm which minimizes the delay in a data communication network with centralized control under uncertainty is presented. The model considered in Segall [5] is adopted. Additionally it is assumed that each measurement (observation) of the entering traffic to the network, the...

The paper presents results of simulation studies carried out with several time discrete simulation algorithms for diffusion processes with regard to the mean square and the mean convergence criterion.

We describe a relatively inexpensive but rather effective version of pattern search technique to optimize multi-dimensional, implicitly specified, non-smooth functions (those with ridges, plateaus, discontinuities). It is based on the heuristic of repeating the best search direction found in...

The H-function distribution has been shown to be a powerful addition in the study of the algebra of non-negative random variables. However, most of this work has been restricted to the study of independent H-function variates. This paper introduces a bivariate probability distribution based on...

In this paper, transmission line theory is used to model the current waveform in a lightning flash to ground. By adjusting the resistance, inductance, capacitance, and the initial voltage distribution within the channel all within reasonable limits, we are able to construct waveforms with rise...

The response of offshore structures to random wave excitation is studied for general nonstationary stochastic excitation, constant, time-dependent, or stochastic coefficients, and nonlinear forces without linearization, or averaging methods and closure approximation, or numerical methods. The...

Generalized approximate inverse matrix techniques and sparse Gauss-Jordan elimination procedures based on the concept of sparse product form of the inverse are introduced for calculating explicitly approximate inverses of large sparse unsymmetric (n × n) matrices. Explicit first and second...

Two numerical methods are presented for the determination of invariant tori bifurcation points on a branch of periodic solutions of ordinary differential equations (lumped parameter systems). The methods are based on the shooting technique and the Newton method. The coefficients of...

We outline a method for solving numerically initial-value and boundary-value problems for ordinary differential equations whose coefficients and/or initial and boundary data are random quantities. The method consists of simulating on the computer several realizations of the stochastic processes...

By employing successive approximations, existence and uniqueness results for a system of nonlinear differential equations with random coefficients are obtained. As a consequence results concerning Nicoletti boundary value problem are investigated.