A new class of performance results for a fractional Brownian traffic model

Recent Bellcore studies have shown that high-speed data traffic exhibits long-range dependence, characterized byH>0.5, whereH is the Hurst parameter of the traffic. In the wake of those studies, there has been much interest in developing tractable analytical models for traffic with long-range dependence, for use in performance evaluation and traffic engineering. Norros has used a traffic model known as Fractional Brownian Motion (FBM) to derive several analytical results on the behavior of a queue subject to such an arrival process. In this paper, we derive a new class of results, also based on the FBM model, which reveal rather curious and unexpected crossover properties of the Hurst parameter of the traffic, as regards its effect on the behavior of queues. These results, together with those of Norros, serve to enhance our understanding of the significance of the Hurst parameterH for traffic engineering. In particular, Krishnan and Meempat have used the crossover property derived here to explain, in part, a gap that existed between the results of two sets of Bellcore studies, one casting doubt on the usefulness of Markovian traffic models and methods whenH>0.5, and the other furnishing an example of successful traffic engineering with Markovian methods for traffic known to haveH>0.5. The results derived here can be used to obtainconservative estimates of the multiplexing gains achieved when independent traffic sources with the same Hurst parameterH are multiplexed for combined transmission. In turn, such estimates yield guidelines for the engineering of ATM links that are subject to traffic with long-range dependence.     

Percolation,fractals, and anomalous diffusion

Both the infinite cluster and its backbone are self-similar at the percolation threshold,p _c . This self-similarity also holds at concentrationsp nearp _c , for length scalesL which are smaller than the percolation connectedness length,. ForL<, the number of bonds on the infinite cluster scales asL ^D , where the fractal dimensionalityD is equal to(d-/v). Geometrical fractal models, which imitate the backbone and on which physical models are exactly solvable, are presented. Above six dimensions, one has D=4 and an additional scaling length must be included. The effects of the geometrical structure of the backbone on magnetic spin correlations and on diffusion at percolation are also discussed.     

Self-similarity and flow characteristics of vertical-axis wind turbine wakes: an LES study

Large eddy simulation (LES) is coupled with a turbine model to study the structure of the wake behind a vertical-axis wind turbine (VAWT). In the simulations, a tuning-free anisotropic minimum dissipation model is used to parameterise the subfilter stress tensor, while the turbine-induced forces are modelled with an actuator line technique. The LES framework is first validated in the simulation of the wake behind a model straight-bladed VAWT placed in the water channel and then used to study the wake structure downwind of a full-scale VAWT sited in the atmospheric boundary layer. In particular, the self-similarity of the wake is examined, and it is found that the wake velocity deficit can be well characterised by a two-dimensional multivariate Gaussian distribution. By assuming a self-similar Gaussian distribution of the velocity deficit, and applying mass and momentum conservation, an analytical model is developed and tested to predict the maximum velocity deficit downwind of the turbine. Also, a simple parameterisation of VAWTs for LES with very coarse grid resolutions is proposed, in which the turbine is modelled as a rectangular porous plate with the same thrust coefficient. The simulation results show that, after some downwind distance (x/D ≈ 6), both actuator line and rectangular porous plate models have similar predictions for the mean velocity deficit. These results are of particular importance in simulations of large wind farms where, due to the coarse spatial resolution, the flow around individual VAWTs is not resolved.     

Small and Large Scale Asymptotics of some Lévy Stochastic Integrals

We provide general conditions for normalized, time-scaled stochastic integrals of independently scattered, Lévy random measures to converge to a limit. These integrals appear in many applied problems, for example, in connection to models for Internet traffic, where both large scale and small scale asymptotics are considered. Our result is a handy tool for checking such convergence. Numerous examples are provided as illustration. Somewhat surprisingly, there are examples where rescaling towards large times scales yields a Gaussian limit and where rescaling towards small time scales yields an infinite variance stable limit, and there are examples where the opposite occurs: a Gaussian limit appears when one converges towards small time scales and an infinite variance stable limit occurs when one converges towards large time scales.      

理想气体一维非定常流的一种自相似运动的存在条件

流体力学自相似运动的外延判据不太完备,对微分方程组做无量纲化处理后,得到以空间相对坐标ξ和距离r为自变量的理想气体一维自相似运动微分方程的基本物理特征量解函数,它们具有Y(ξ,r)=y(ξ)r~(C)_Y的形式,即对于确定的ξ,特征量函数Y(ξ,r)具有空间标度不变性.这种标度不变性是理想气体一维不定常流自相似运动的存在条件.     

A Set-indexed Fractional Brownian Motion

We define and prove the existence of a fractional Brownian motion indexed by a collection of closed subsets of a measure space. This process is a generalization of the set-indexed Brownian motion, when the condition of independance is relaxed. Relations with the Lévy fractional Brownian motion and with the fractional Brownian sheet are studied. We prove stationarity of the increments and a property of self-similarity with respect to the action of solid motions. Moreover, we show that there no “really nice” set indexed fractional Brownian motion other than set-indexed Brownian motion. Finally, behavior of the set-indexed fractional Brownian motion along increasing paths is analysed.      

Positive Solutions of Quasilinear Elliptic Equations

This paper is concerned with existence theorems for positive solutions of the Dirichlet problem for quasilinear elliptic differential equation containing a gradient term. Using the shooting method and the a priori estimates for the first zero, we obtain sufficient conditions for the existence of classical positive solutions of the problem in the ball.__________Translated from Matematicheskie Zametki, vol. 78, no. 2, 2005, pp. 202–211.Original Russian Text Copyright © 2005 by E. I. Galakhov.     

Flow past a plate with an upstream-moving surface

The numerical solution of the problem of flow past a plate whose surface travels in the opposite direction to the stream is obtained under the assumption that the surface velocity is higher than the free-stream velocity. The limiting flow diagram as t → ∞ is predicted and justified.     

Cascade of Random Rotation and Scaling in a Shell Model Intermittent Turbulence

The time behaviors of intermittent turbulence in Gledzer-Ohkitani-Yamada model are investigated. Two kinds of orbits of each shell which is in the inertial range are discussed by portrait analysis in phase space. We find intermittent orbit parts wandering randomly and the directions of unstable quasi-periodic orbit parts of different shellsform rotational, reversal and locked cascade of period three with shell number. We calculate the critical scaling of intermittent turbulence and the extended self-similarity of the two parts of orbit and point out that nonlinear scaling in inertial-range is decided by intermittent orbit parts.     

A Lower Bound on Longitudinal Structure Function at Small x from a Self-Similarity Based Model of Proton

Self-similarity based model of proton structure function at small x was reported in the literature sometime back. The phenomenological validity of the model is in the kinematical region 6.2 × 10-7 ≤ x ≤ 10-2 and 0.045 ≤ Q2 ≤ 120 GeV2. We use momentum sum rule to pin down the corresponding self-similarity-based gluon distribution function valid in the same kinematical region. The model is then used to compute bound on the longitudinal structure function FL（X, Q2） for A1tarelli-Martinelli equation in QCD and is compared with the recent HERA data.