Time-continuous production networks with random breakdowns

  • Our main objective is the modelling and simulation of complex production networks originally introduced in [15, 16] with random breakdowns of individual processors. Similar to [10], the breakdowns of processors are exponentially distributed. The resulting network model consists of coupled system of partial and ordinary differential equations with Markovian switching and its solution is a stochastic process. We show our model to fit into the framework of piecewise deterministic processes, which allows for a deterministic interpretation of dynamics between a multivariate two-state process. We develop an efficient algorithm with an emphasis on accurately tracing stochastic events. Numerical results are presented for three exemplary networks, including a comparison with the long-chain model proposed in [10].

    Citation: Simone Göttlich, Stephan Martin, Thorsten Sickenberger. Time-continuous production networks with random breakdowns[J]. Networks and Heterogeneous Media, 2011, 6(4): 695-714. doi: 10.3934/nhm.2011.6.695

    Related Papers:

    [1] Christophe Chalons . Theoretical and numerical aspects of the interfacial coupling: The scalar Riemann problem and an application to multiphase flows. Networks and Heterogeneous Media, 2010, 5(3): 507-524. doi: 10.3934/nhm.2010.5.507
    [2] Paola Goatin, Chiara Daini, Maria Laura Delle Monache, Antonella Ferrara . Interacting moving bottlenecks in traffic flow. Networks and Heterogeneous Media, 2023, 18(2): 930-945. doi: 10.3934/nhm.2023040
    [3] Mauro Garavello, Roberto Natalini, Benedetto Piccoli, Andrea Terracina . Conservation laws with discontinuous flux. Networks and Heterogeneous Media, 2007, 2(1): 159-179. doi: 10.3934/nhm.2007.2.159
    [4] Raimund Bürger, Christophe Chalons, Rafael Ordoñez, Luis Miguel Villada . A multiclass Lighthill-Whitham-Richards traffic model with a discontinuous velocity function. Networks and Heterogeneous Media, 2021, 16(2): 187-219. doi: 10.3934/nhm.2021004
    [5] Clément Cancès . On the effects of discontinuous capillarities for immiscible two-phase flows in porous media made of several rock-types. Networks and Heterogeneous Media, 2010, 5(3): 635-647. doi: 10.3934/nhm.2010.5.635
    [6] Michael Herty, Niklas Kolbe, Siegfried Müller . Central schemes for networked scalar conservation laws. Networks and Heterogeneous Media, 2023, 18(1): 310-340. doi: 10.3934/nhm.2023012
    [7] Adriano Festa, Simone Göttlich, Marion Pfirsching . A model for a network of conveyor belts with discontinuous speed and capacity. Networks and Heterogeneous Media, 2019, 14(2): 389-410. doi: 10.3934/nhm.2019016
    [8] Alexander Kurganov, Anthony Polizzi . Non-oscillatory central schemes for traffic flow models with Arrhenius look-ahead dynamics. Networks and Heterogeneous Media, 2009, 4(3): 431-451. doi: 10.3934/nhm.2009.4.431
    [9] Raimund Bürger, Stefan Diehl, M. Carmen Martí, Yolanda Vásquez . A difference scheme for a triangular system of conservation laws with discontinuous flux modeling three-phase flows. Networks and Heterogeneous Media, 2023, 18(1): 140-190. doi: 10.3934/nhm.2023006
    [10] Raimund Bürger, Stefan Diehl, María Carmen Martí . A conservation law with multiply discontinuous flux modelling a flotation column. Networks and Heterogeneous Media, 2018, 13(2): 339-371. doi: 10.3934/nhm.2018015
  • Our main objective is the modelling and simulation of complex production networks originally introduced in [15, 16] with random breakdowns of individual processors. Similar to [10], the breakdowns of processors are exponentially distributed. The resulting network model consists of coupled system of partial and ordinary differential equations with Markovian switching and its solution is a stochastic process. We show our model to fit into the framework of piecewise deterministic processes, which allows for a deterministic interpretation of dynamics between a multivariate two-state process. We develop an efficient algorithm with an emphasis on accurately tracing stochastic events. Numerical results are presented for three exemplary networks, including a comparison with the long-chain model proposed in [10].


    [1] D. Armbruster, P. Degond and C. Ringhofer, A model for the dynamics of large queuing networks and supply chains, SIAM J. Appl. Math., 66 (2006), 896-920. doi: 10.1137/040604625
    [2] M. K. Banda, M. Herty and A. Klar, Gas flow in pipeline networks, Networks and Heterogenous Media, 1 (2006), 41-56. doi: 10.3934/nhm.2006.1.41
    [3] M. K. Banda, M. Herty and A. Klar, Coupling conditions for gas networks governed by the isothermal Euler equations, Networks and Heterogenous Media, 1 (2006), 295-314. doi: 10.3934/nhm.2006.1.295
    [4] S. Battiston, D. Delli Gatti, M. Gallegati, B. Greenwald and J. E. Stiglitz, Credit chains and bankruptcy propagation in production networks, J. Economic Dynamics and Control, 31 (2007), 2061-2084. doi: 10.1016/j.jedc.2007.01.004
    [5] G. Bretti, C. D'Apice, R. Manzo and B. Piccoli, A continuum-discrete model for supply chains dynamics, Networks and Heterogeneous Media, 2 (2007), 661-694. doi: 10.3934/nhm.2007.2.661
    [6] G. Coclite, M. Garavello and B. Piccoli, Traffic flow on road networks, SIAM J. Mathematical Analysis, 36 (2005), 1862-1886. doi: 10.1137/S0036141004402683
    [7] C. D'Apice and R. Manzo, A fluid-dynamic model for supply chain, Networks and Heterogeneous Media, 1 (2006), 379-398. doi: 10.3934/nhm.2006.1.379
    [8] M. H. A. Davis, Piecewise-deterministic Markov processes: A general class of non-diffusion stochastic models. With discussion, J. Royal Statistical Society Ser. B, 46 (1984), 353-388.
    [9] M. H. A. Davis, "Markov Models and Optimisation," Monograph on Statistics and Applied Probability, 49, Chapmand & Hall, London, 1993.
    [10] P. Degond and C. Ringhofer, Stochastic dynamics of long supply chains with random breakdowns, SIAM J. Appl. Math., 68 (2007), 59-79. doi: 10.1137/060674302
    [11] A. Fügenschuh, M. Herty and A. Martin, Combinatorial and continuous models for the optimization of traffic flows on networks, SIAM J. Optimization, 16 (2006), 1155-1176.
    [12] C. W. Gardiner, "Handbook of Stochastic Methods for Physics, Chemistry and the Natural Sciences,'' 3rd edition, Springer Series in Synergetics, 13, Springer-Verlag, Berlin, 2004.
    [13] D. T. Gillespie, A general method for numerically simulating the stochastic time evolution of coupled chemical reactions, J. Computational Phys., 22 (1976), 403-434. doi: 10.1016/0021-9991(76)90041-3
    [14] D. T. Gillespie, Approximate accelerated stochastic simulation of chemically reacting systems, J. Chem. Phys., 115 (2001), 1716-1733. doi: 10.1063/1.1378322
    [15] S. Göttlich, M. Herty and A. Klar, Network models for supply chains, Comm. Math. Sci., 3 (2005), 545-559.
    [16] S. Göttlich, M. Herty and A. Klar, Modelling and optimization of supply chains on complex networks, Comm. Math. Sci., 4 (2006), 315-330.
    [17] S. Göttlich, M. Herty and C. Ringhofer, Optimization of order policies in supply networks, European J. of Operational Research, 202 (2010), 456-465. doi: 10.1016/j.ejor.2009.05.028
    [18] M. Gugat, M. Herty, A. Klar and G. Leugering, Optimal control for traffic flow networks, J. Optimization Theory and Application, 126 (2005), 589-616. doi: 10.1007/s10957-005-5499-z
    [19] D. Helbing, "Verkehrsdynamik,'' Springer Verlag, New York, Berlin, Heidelberg, 1997. doi: 10.1007/978-3-642-59063-4
    [20] D. Helbing, S. Lämmer and T. Seidel, Physics, stability and dynamics of supply chains, Physical Review E, 70 (2004), 066116-066120. doi: 10.1103/PhysRevE.70.066116
    [21] M. Herty and A. Klar, Modeling, simulation and optimization of traffic flow networks, SIAM J. Scientific Computing, 25 (2003), 1066-1087. doi: 10.1137/S106482750241459X
    [22] M. Herty, A. Klar and B. Piccoli, Existence of solutions for supply chain models based on partial differential equations, SIAM J. Mathematical Analysis, 39 (2007), 160-173. doi: 10.1137/060659478
    [23] T. Kazangey and D. D. Sworder, Effective federal policies for regulating residential housing, Proc. Summer Computer Simulation Conf., (1971), 1120-1128.
    [24] F. P. Kelly, S. Zachary and I. Ziedins, eds., "Stochastic Networks: Theory and Apllications," Oxford University Press, 2002.
    [25] C. Kirchner, M. Herty, S. Göttlich and A. Klar, Optimal control for continuous supply network models, Networks and Heterogenous Media, 1 (2006), 675-688. doi: 10.3934/nhm.2006.1.675
    [26] G. Leugering and E. Schmidt, On the modelling and stabilization of flows in networks of open channels, SIAM J. Control and Optimization, 41 (2002), 164-180.
    [27] X. Mao and C. Yuan, "Stochastic Differential Equations with Markovian Switching,'' Imperial College Press, London, 2006.
    [28] M. Mariton, "Jump Linear Systems in Automatic Control,'' Marcel Dekker, 1990.
    [29] A. Martin, M. Möller and S. Moritz, Mixed integer models for the stationary case of gas network optimization, Math. Programming, 105 (2006), 563-582. doi: 10.1007/s10107-005-0665-5
    [30] M. Steinbach, On PDE solution in transient optimization of gas networks, J. Comput. Appl. Math., 203 (2007), 345-361. doi: 10.1016/j.cam.2006.04.018
    [31] G. Steinebach, S. Rademacher, P. Rentrop and M. Schulz, Mechanisms of coupling in river flow simulation systems, J. Comput. Appl. Math., 168 (2004), 459-470. doi: 10.1016/j.cam.2003.12.008
    [32] D. D. Sworder and V. G. Robinson, Feedback regulators for jump parameter systems with state and control depend transistion rates, IEEE Trans. Automat. Control, AC-18 (1973), 355-360. doi: 10.1109/TAC.1973.1100343
    [33] DOE Contract, LIDS, MIT, Rep., ET-76-C-01-2295.
    [34] G. G. Yin and Q. Zhang, "Discrete-Time Markov Chains. Two-Time-Scale Methods and Applications,'' Applications of Mathematics (New York), 55, Stochastic Modelling and Applied Probability, Springer-Verlag, New York, 2005.
  • This article has been cited by:

    1. MOUHAMADOU SAMSIDY GOUDIABY, GUNILLA KREISS, A RIEMANN PROBLEM AT A JUNCTION OF OPEN CANALS, 2013, 10, 0219-8916, 431, 10.1142/S021989161350015X
    2. Jean-Marc Herard, 2012, The Coupling of Multi-phase Flow Models, 978-1-60086-933-4, 10.2514/6.2012-3357
    3. Benjamin Boutin, Frédéric Coquel, Philippe G. LeFloch, Coupling techniques for nonlinear hyperbolic equations. Ⅱ. resonant interfaces with internal structure, 2021, 16, 1556-181X, 283, 10.3934/nhm.2021007
  • Reader Comments
  • © 2011 the Author(s), licensee AIMS Press. This is an open access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0)
通讯作者: 陈斌, bchen63@163.com
  • 1. 

    沈阳化工大学材料科学与工程学院 沈阳 110142

  1. 本站搜索
  2. 百度学术搜索
  3. 万方数据库搜索
  4. CNKI搜索

Metrics

Article views(4398) PDF downloads(226) Cited by(9)

Article outline

/

DownLoad:  Full-Size Img  PowerPoint
Return
Return

Catalog