Existence of locally momentum conserving solutions to a model for heat-conducting flow

We prove the global-in-time existence of weak solutions to a model for a one-dimensional, viscous, compressible, heat-conducting fluid initially occupying a general open subset of an interval of finite length. The fluid equations are applied only on the support of the density, and this support is tracked in time. Accommodation must be made for infinitely many collisions of fluid packets occurring on a possibly dense set of times. Our approach avoids certain nonphysical behavior known to occur in solutions constructed as limits of solutions with artificial mass.     

Fluid models of many-server queues with abandonment

We study many-server queues with abandonment in which customers have general service and patience time distributions. The dynamics of the system are modeled using measure-valued processes, to keep track of the residual service and patience times of each customer. Deterministic fluid models are established to provide a first-order approximation for this model. The fluid model solution, which is proved to uniquely exist, serves as the fluid limit of the many-server queue, as the number of servers becomes large. Based on the fluid model solution, first-order approximations for various performance quantities are proposed.     

Passage Times in Fluid Models with Application to Risk Processes

An efficient quadratically convergent algorithm has been derived earlier by Ahn and Ramaswami for computing the busy period distribution of the canonical fluid flow model. In this paper, we derive formulae for a variety of passage time distributions in the canonical fluid flow model in terms of its busy period distribution and that of its reflection about the time axis. These include several passage time distributions with taboo not only of the fluid level 0 but also of a set [a, ∞) of levels. These are fundamental to the analysis of a large set of complex applied probability models, and their use is illustrated in the context of a general insurance risk model with Markovian arrival of claims and phase type distributed claim sizes, a context in which we have also introduced some new ideas that make the analysis very transparent.      

Asymptotic stability of the human respiratory system with multiple state‐dependent delays

We extend the Grodins model of human cardiovascular‐respiratory system with multiple blood transport time delays into a model with four threshold type state‐dependent delays, in order to investigate the asymptotic stability of carbon dioxide concentrations in the lung, brain, cerebrospinal fluid, and tissue compartments. We show that the extended model can be transformed into a model with four discrete time delays and obtain sufficient conditions for local and global asymptotic stabilities of the extended model by constructing Lyapunov functionals. Numerical simulations are presented to illustrate the general results.     

Stability analysis of N-model systems under a static priority rule

We consider the stability of N-model systems that consist of two customer classes and two server pools. Servers in one of the pools can serve both classes, but those in the other pool can serve only one of the classes. The standard fluid models in general are not sufficient to establish the stability region of these systems under static priority policies. Therefore, we use a novel and a general approach to augment the fluid model equations based on induced Markov chains. Using this new approach, we establish the stability region of these systems under a static priority rule with thresholds when the service and interarrival times have phase-type distributions. We show that, in certain cases, the stability region depends on the distributions of the service and interarrival times (beyond their mean), on the number of servers in the system, and on the threshold value. We also show that it is possible to expand the stability region in these systems by increasing the variability of the service times (without changing their mean) while keeping the other parameters fixed. The extension of our results to parallel server systems and general service time distributions is also discussed.     

Convergence to equilibrium states for fluid models of many-server queues with abandonment

Fluid models, in particular their equilibrium states, have become an important tool for the study of many-server queues with general service and patience time distributions. However, it remains an open question whether the solution to a fluid model converges to the equilibrium state and under what condition. We show in this paper that the convergence holds under some conditions. Our method builds on the framework of measure-valued processes, which keeps track of the remaining patience and service times.     

Control and recovery from rare congestion events in a large multi-server system

We develop deterministic fluid approximations to describe the recovery from rare congestion events in a large multi-server system in which customer holding times have a general distribution. There are two cases, depending on whether or not we exploit the age distribution (the distribution of elapsed holding times of customers in service). If we do not exploit the age distribution, then the rare congestion event is a large number of customers present. If we do exploit the age distribution, then the rare event is an unusual age distribution, possibly accompanied by a large number of customers present. As an approximation, we represent the large multi-server system as an M/G/∞ model. We prove that, under regularity conditions, the fluid approximations are asymptotically correct as the arrival rate increases. The fluid approximations show the impact upon the recovery time of the holding-time distribution beyond its mean. The recovery time may or not be affected by the holding-time distribution having a long tail, depending on the precise definition of recovery. The fluid approximations can be used to analyze various overload control schemes, such as reducing the arrival rate or interrupting services in progress. We also establish large deviations principles to show that the two kinds of rare events have the same exponentially small order. We give numerical examples showing the effect of the holding-time distribution and the age distribution, focusing especially on the consequences of long-tail distributions. This revised version was published online in June 2006 with corrections to the Cover Date.     

An extended similarity theory applied to heated flows in complex geometries

In the traditional similarity theory the influence of temperature- and pressure-dependent fluid properties on the flow field and heat transfer is not described by the basic dimensionless parameters, i.e. Prandtl, Reynolds, Rayleigh, . . . number. We present an extended similarity theory that not only takes into account the variable material properties but also can handle small variations in other parameters of the physical model like small changes in the (reference) Prandtl number. The method has general applicability that is suitable for a wide variety of fluid dynamic and heat transfer situations in which variable properties with a strong dependence on temperature and pressure play a significant role. It is especially useful in predicting the behaviour of a certain fluid based on the results for a different one. As an example the Nu?elt number of a lid driven heated cavity is determined with fluid properties being temperature dependent.     

Fluid dynamics models and their applications in transportation and pricing

Fluid dynamics models provide a powerful deterministic technique to approximate stochasticity in a variety of application areas. In this paper, we study two classes of fluid models, investigate their relationship as well as some of their applications. This analysis allows us to provide analytical models of travel times as they arise in dynamically evolving environments, such as transportation networks as well as supply chains. In particular, using the laws of hydrodynamic theory, we first propose and examine a general second-order fluid model. We consider a first-order approximation of this model and show how it is helpful in analyzing the dynamic traffic equilibrium problem. Furthermore, we present an alternate class of fluid models that are traditionally used in the context of dynamic traffic assignment. By interpreting travel times as price/inventory–sojourn-time relationships, we are also able to connect this approach with a tractable fluid model in the context of dynamic pricing and inventory management.     

Distribution sensitivity in a highway flow model

We examine a model of traffic flow on a highway segment, where traffic can be impaired by random incidents (usually, collisions). Using analytical and numerical methods, we show the degree of sensitivity that the model exhibits to the distributions of service times (in the queueing model) and incident clearance times. Its sensitivity to the distribution of time until an incident is much less pronounced. Our analytical methods include an M/G_t/∞ analysis (G_t denotes a service process whose distribution changes with time) and a fluid approximation for an M/M/c queue with general distributions for the incident clearance times. Our numerical methods include M/PH₂/c/K models with many servers and with phase‐type distributions for the time until an incident occurs or is cleared. We also investigate different time scalings for the rate of incident occurrence and clearance. Copyright © 2009 John Wiley & Sons, Ltd.     

An M/M/1 Driven Fluid Queue – Continued Fraction Approach

This paper presents complete solutions of the stationary distributions of buffer occupancy and buffer content of a fluid queue driven by an M/M/1 queue. We assume a general boundary condition when compared to the model discussed in Virtamo and Norros [Queueing Systems 16 (1994) 373–386] and Adan and Resing [Queueing Systems 22 (1996) 171–174]. We achieve the required solutions by transforming the underlying system of differential equations using Laplace transforms to a system of difference equations leading to a continued fraction. This continued fraction helps us to find complete solutions. We also obtain the buffer content distribution for this fluid model using the method of Sericola and Tuffin [Queueing Systems 31 (1999) 253–264].     

Leray–Hopf solutions to a viscoelastoplastic fluid model with nonsmooth stress–strain relation

We consider a fluid model including viscoelastic and viscoplastic effects. The state is given by the fluid velocity and an internal stress tensor that is transported along the flow with the Zaremba–Jaumann derivative. Moreover, the stress tensor obeys a nonlinear and nonsmooth dissipation law as well as stress diffusion. We prove the existence of global-in-time weak solutions satisfying an energy inequality under general Dirichlet conditions for the velocity field and Neumann conditions for the stress tensor.     

On integrability of a heavy rigid body sinking in an ideal fluid

We consider a rigid body possessing 3 mutually perpendicular planes of symmetry, sinking in an ideal fluid. We prove that the general solution to the equations of motion branches in the complex time plane, and that the equations consequently are not algebraically integrable. We show that there are solutions with an infinitely-sheeted Riemannian surface.     

On integrability of a heavy rigid body sinking in an ideal fluid

We consider a rigid body possessing 3 mutually perpendicular planes of symmetry, sinking in an ideal fluid. We prove that the general solution to the equations of motion branches in the complex time plane, and that the equations consequently are not algebraically integrable. We show that there are solutions with an infinitely-sheeted Riemannian surface.     

Large time existence of small viscous surface waves without surface tension

The motion of a three-dimensional viscous, imcompressible fluid is governed by the Navier-Stokes equations. We study the case where the fluid is in an ocean of infinite extent and finite depth with a free surface on top. This gives rise to a nonlinear free boundary problem. The given data are the initial velocity field and the initial free surface. In general, given smooth data, the solution will develop singularities in finite time; however, the effect of viscosity and surface tension tends to prevent the ingulitrities. It was previously known that when both are present, small, appropriately smooth solutions do not develop singularities; that is, smooth solutions exist globally in time. In this paper, we show that viscosity alone will prevent the formation of singularitics, even without surface tension; i.e., small smooth data which satisfy certain natural compatibility conditions, smooth solutions exist for all time. Uniqueness of the solution for any finite time interval is also proved.     

On a variational inequality on elasto-hydrodynamic lubrication

We consider the problem of a deformable surface moving over a flat plane. The surfaces are separated by a small gap filled by a lubricant fluid. The mathematical model consists of the Reynolds variational inequality with nonlocal coefficients given by an integral operator which depends on the fluid pressure. The nonlocal operator represents the deformation of the lubricated surfaces. The problem considers the vertical displacement of the elastic surface from its reference configuration. The goal of the paper is to obtain the range of these admissible displacements. We present general results for nonlocal coefficients with applications to particular problems in elasto-hydrodynamic lubrication.     

Analysis of a Class of Frictional Contact Problems for the Bingham Fluid

We consider a mathematical model which describes the stationary flow of a Bingham fluid with friction. The frictional contact is modeled by a general velocity dependent dissipation functional. We derive a weak formulation of the model which consists in a variational inequality for the velocity field. We establish the existence and uniqueness of the weak solution as well as its continuous dependence with respect to the contact condition. Finally, we describe a number of concrete friction conditions which may be set in this general framework and for which our results apply.     

A revision of machine scheduling problems with a general learning effect

In this paper, we show that the main results in a recent paper by Zhang and Yan [X. Zhang and G. Yan, Machine scheduling problems with a general learning effect, Mathematical and Computer Modelling 51 (2010) 84–90] are incorrect as an important reason is missing, that is, the processing time of a job is variable according to a general learning effect. Here we point out these wrong results by a counter-example. In addition, we give a revised model with a general learning effect. We show that some single machine scheduling problems are still polynomially solvable under the revised model. We also show that some special cases of the flowshop scheduling problems can be solved in polynomial time under the revised model.     

A MAP-modulated fluid flow model with multiple vacations

We consider a MAP-modulated fluid flow queueing model with multiple vacations. As soon as the fluid level reaches zero, the server leaves for repeated vacations of random length V until the server finds any fluid in the system. During the vacation period, fluid arrives from outside according to the MAP (Markovian Arrival Process) and the fluid level increases vertically at the arrival instance. We first derive the vector Laplace–Stieltjes transform (LST) of the fluid level at an arbitrary point of time in steady-state and show that the vector LST is decomposed into two parts, one of which the vector LST of the fluid level at an arbitrary point of time during the idle period. Then we present a recursive moments formula and numerical examples.     

Near optimal control of queueing networks over a finite time horizon

We propose a method for the control of multi-class queueing networks over a finite time horizon. We approximate the multi-class queueing network by a fluid network and formulate a fluid optimization problem which we solve as a separated continuous linear program. The optimal fluid solution partitions the time horizon to intervals in which constant fluid flow rates are maintained. We then use a policy by which the queueing network tracks the fluid solution. To that end we model the deviations between the queuing and the fluid network in each of the intervals by a multi-class queueing network with some infinite virtual queues. We then keep these deviations stable by an adaptation of a maximum pressure policy. We show that this method is asymptotically optimal when the number of items that is processed and the processing speed increase. We illustrate these results through a simple example of a three stage re-entrant line. Research supported in part by Israel Science Foundation Grant 249/02 and 454/05 and by European Network of Excellence Euro-NGI.