Inference for vast dimensional elliptical distributions

We propose a quantile–based method to estimate the parameters of an elliptical distribution, and a battery of tests for model adequacy. The method is suitable for vast dimensions as the estimators for location and dispersion have closed–form expressions, while estimation of the tail index boils down to univariate optimizations. The tests for model adequacy are for the null hypothesis of correct specification of one or several level contours. A Monte Carlo study to three distributions (Gaussian, Student–t and elliptical stable) for dimensions 20, 200 and 2000 reveals the goodness of the method, both in terms of computational time and finite samples. An empirical application to financial data illustrates the method.     

Tail asymptotic results for elliptical distributions

Let (X,Y) be a bivariate elliptical random vector with associated random radius in the Gumbel max-domain of attraction. In this paper we obtain a second order asymptotic expansion of the joint survival probability and the conditional probability , for x,y large.     

Sequences of elliptical distributions and mixtures of normal distributions

Two conditions are shown under which elliptical distributions are scale mixtures of normal distributions with respect to probability distributions. The issue of finding the mixing distribution function is also considered. As a unified theoretical framework, it is also shown that any scale mixture of normal distributions is always a term of a sequence of elliptical distributions, increasing in dimension, and that all the terms of this sequence are also scale mixtures of normal distributions sharing the same mixing distribution function. Some examples are shown as applications of these concepts, showing the way of finding the mixing distribution function.     

An image system and surface singularity solutions for potential flow past an elliptical cylinder

The Milne-Thomson circle theorem is extended to give a simplegeneral expression for the image system in an elliptical cylinderintroduced into an otherwise specified unbounded potential flowwhich contains no singularities in the region to be occupiedby the ellipse. This image system is used to obtain an expressionfor the corresponding source-sink surface singularity distributionon the ellipse, thus providing new benchmark test cases forsource-sink solutions as obtained numerically by a panel method.Several typical examples are given to illustrate the generaltheoretical approach.     

The skew elliptical distributions and their quadratic forms

In this paper, a family of the skew elliptical distributions is defined and investigated. Some basic properties, such as stochastic representation, marginal and conditional distributions, distribution under linear transformations, moments and moment generating function are derived. The joint distribution of several quadratic forms is obtained. An example is given to show that the distributions of some statistics as the functions of the quadratic forms can be derived for various applications.     

Numerical studies of time-independent and time-dependent scattering by several elliptical cylinders

A numerical solution to the problem of time-dependent scattering by an array of elliptical cylinders with parallel axes is presented. The solution is an exact one, based on the separation-of-variables technique in the elliptical coordinate system, the addition theorem for Mathieu functions, and numerical integration. Time-independent solutions are described by a system of linear equations of infinite order which are truncated for numerical computations. Time-dependent solutions are obtained by numerical integration involving a large number of these solutions. First results of a software package generating these solutions are presented: wave propagation around three impenetrable elliptical scatterers. As far as we know, this method described has never been used for time-dependent multiple scattering.     

On Mardia's and Song's measures of kurtosis in elliptical distributions

The main objective of this paper is the calculation and the comparative study of two general measures of multivariate kurtosis, namely Mardia's measure β_2,p and Song's measure S(f). In this context, general formulas for the said measures are derived for the broad family of the elliptically contoured symmetric distributions and also for specific members of this family, like the multivariate t-distribution, the multivariate Pearson type II, the multivariate Pearson type VII, the multivariate symmetric Kotz type distribution and the uniform distribution in the unit sphere. Analytic expressions for computing Shannon and Rényi entropies are obtained under the elliptic family. The behaviour of Mardia's and Song's measures, their similarities and differences, possible interpretations and uses in practice are investigated by comparing them in specific members of the elliptic family of multivariate distributions. An empirical estimator of Song's measure is moreover proposed and its asymptotic distribution is investigated under the elliptic family of multivariate distributions.     

Falkner-Skan equation for flow past a stretching surface with suction or blowing: Analytical solutions

The simultaneous effects of suction and injection on tangential movement of a nonlinear power-law stretching surface governed by laminar boundary layer flow of a viscous and incompressible fluid beneath a non-uniform free with stream pressure gradient is considered. The self-similar flow is governed by Falkner-Skan equation, with transpiration parameter γ, wall slip velocity λ and stretching sheet (or pressure gradient) parameter β. The exact solution for β = −1 and three closed form asymptotic solutions for β large, large suction γ, and λ → 1 have also been presented. Dual solutions are found for β = −1 for each value of the transpiration parameter, including the non-permeable surface, for each prescribed value of the wall slip velocity λ. The large β asymptotic solution also dual with respect to wall slip velocity λ, but do not depend on suction and blowing. The critical values of γ, β and λ are obtained and their significance on the skin friction and velocity profiles is discussed. An approximate solution by integral method for a trial velocity profile is presented and results are compared with the exact solutions.     

Poiseuille flow through n-dimensional hypercircular and hyperelliptic cylinders

Results are given for unidirectional Poiseuille flows through hypercircular and hyperellipticn-dimensional cylinders. These agree with the known solutions forn=2 and 3, corresponding, respectively, to flow between two flat parallel plates and through a circular or elliptic cylinder.

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Zusammenfassung Für geradlinige Poiseuille-Strömung durchn-dimensionale Zylinder mit hyper-kreisförmigen und hyper-elliptischen Querschnitten werden Resultate angegeben. Diese stimmen mit den bekannten Lösungenn=2 undn=3 überein, d. h. mit der Strömung zwischen zwei parallelen Platten und in Zylindern mit kreisförmigen und elliptischen Querschnitten.

     

Analytical solution of magnetohydrodynamic stagnation-point flow of a power-law fluid towards a stretching surface

A new kind of analytic technique, namely the homotopy analysis method (HAM), is employed to give an explicit analytical solution of the steady two-dimensional stagnation-point flow of an electrically conducting power-law fluid over a stretching surface when the surface is stretched in its own plane with a velocity proportional to the distance from the stagnation-point. A uniform transverse magnetic field is applied normal to the surface. An explicit analytical solution is given by recursive formulae for the first-order power-law (Newtonian) fluid when the ratio of free stream velocity and stretching velocity is not equal to unity. For second and real order power-law fluids, an analytical approach is proposed for magnetic field parameter in a quite large range. All of our analytical results agree well with numerical results. The results obtained by HAM suggest that the solution of the problem under consideration converges.     

Some comments on zonal polynomials and their expected values with respect to elliptical distributions

In this paper, we give alternative proofs of some results in [15] (Li R.,1997) about the expected value of zonal polynomials.     

The limiting vortex in the similarity solution for a swirling flow

It is known that the similarity solution for a viscous swirling flow over a stationary disk does not exist if the driving vortex far away from the disk is a potential vortex, while the solution exists for a rigid body vortex. Previously, the breakdown has been determined to occur if the azimuthal velocity of the driving vortex decreases faster than a certain power of the radial distance from the axis of symmetry. The decay parameter at which the similarity solution ceases to exist is computed here by a more direct method, and the reason for the breakdown becomes apparent. The analysis confirms (and slightly improves) the known value of the parameter. The case where the fluid, now assumed to be conducting, is subject to an axial magnetic field and the asymptotic behavior of the solution far away from the axis are also briefly discussed.     

Rheological and flow modelling of viscoelastic fluids between eccentric cylinders

Viscoelastic fluid flows within eccentric rotating cylinders are simulated using a finite element based commercial software POLYFLOW, and an approach based on the stream-tube method (STM) and domain decomposition.     

Distributions of the compound and scale mixture of vector and spherical matrix variate elliptical distributions

Several matrix variate hypergeometric type distributions are derived. The compound distributions of left-spherical matrix variate elliptical distributions and inverted hypergeometric type distributions with matrix arguments are then proposed. The scale mixture of left-spherical matrix variate elliptical distributions and univariate inverted hypergeometric type distributions is also derived as a particular case of the compound distribution approach.     

Analytical solutions of the boundary layer flow of power-law fluid over a power-law stretching surface

This article discusses analytical solutions for a nonlinear problem arising in the boundary layer flow of power-law fluid over a power-law stretching surface. Using perturbation method analytical solution is presented for linear stretching surface. This solution covers large range of shear thinning and shear thickening fluids and matches excellently with the numerical solution. Furthermore, some new exact solutions are found for particular combination of m (power-law stretching index) and n (power-law fluid index). This leads to generalize the case of linear stretching to nonlinear stretching surface. The effects of fluid index n on the boundary layer thickness and the skin friction for nonlinear stretching surface is analyzed and discussed. It is observed that the boundary layer thickness and the skin friction coefficient increase as non-linear parameter n decreases. This study gives a new dimension to obtain analytical solutions asymptotically for highly nonlinear problems which to the best of our knowledge has not been examined so far.     

Lift maximization for a smooth contour placed in flow with a vortex

For a smooth contour placed in an inviscid incompressible potential flow with a vortex, a contour shape and a vortex location are determined for which the lift coefficient is maximal.     

两个非同心旋转圆柱间粘性流动的广义雷诺方程及其基本流

运用张量分析方法及修正双极坐标系,建立了轴承润滑流动所应满足的广义Reynolds方程.应用薄流层中的Navier-Stokes方程的渐近分析方法和张量分析工具,得到了两个非同心旋转圆柱之间粘性流动的基本流所应满足的方程.这个基本流可以表示为两个同心旋转圆柱之间的Taylor流加上一个扰动项,并且给出了数值计算例子.     

Natural convection boundary layer flow of fluid with temperature-dependent viscosity from a horizontal elliptical cylinder with constant surface heat flux

This study deals with the temperature-dependent viscosity effects on the natural convection boundary layer on a horizontal elliptical cylinder with constant surface heat flux. The mathematical problem is reduced to a pair of coupled partial differential equations for the temperature and the stream function, and the resulting nonlinear equations are solved numerically by cubic spline collocation method. Results for the heat transfer characteristics are presented as functions of eccentric angle for various values of viscosity variation parameters, Prandtl numbers and aspect ratios. Results show that an increase in the viscosity variation parameter tends to accelerate the fluid flow near the surface and increase the maximum velocity, thus decreasing the velocity boundary layer thickness. As the viscosity variation parameter is increased, the surface temperature tends to decrease, thus increasing the local Nusselt number. Moreover, the local Nusselt number of the elliptical cylinder increases as the Prandtl number of the fluid is increased.     

Analytical solution of unsteady three-dimensional MHD boundary layer flow and heat transfer due to impulsively stretched plane surface

The unsteady magnetohydrodynamic viscous flow and heat transfer of Newtonian fluids induced by an impulsively stretched plane surface in two lateral directions are studied by using an analytic technique, namely, the homotopy method. The analytic series solution presented here is highly accurate and uniformly valid for all time in the entire region. The effects of the stretching ratio and the magnetic field on the surface shear stresses and heat transfer are studied. The surface shear stresses in x- and y-directions and the surface heat transfer are enchanced by increasing stretching ratio for a fixed value of the magnetic parameter. For a fixed stretching ratio, the surface shear stresses increase with the magnetic parameter, but the heat transfer decreases. The Nusselt number takes longer time to reach the steady state than the skin friction coefficients. There is a smooth transition from the initial unsteady state to the steady state.     

Analytical solution for a steady flow of enclosed rotating disks

Low-Reynolds-number flow plays an important role in the centrifugal separation of fluid particles under microgravity conditions and also in micromechanics due to the miniaturization of fluid mechanical parts. In this situation, the governing equations may be simplified. Here an analytical solution is presented for the steady flow of an incompressible viscous fluid between two finite disks enclosed by a cylindrical container for small Reynolds number (Re 10). The general solution is valid for all choices of the aspect ratio () and different cases of disk to cylinder rotation rates (s). An expression for the torque acting on the disk is obtained. The tangential velocity distribution is calculated and presented graphically for different values of ands. Known results in the literature for a single rotating disk and similar problems follow as a particular case of the general solution presented.

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Zusammenfassung Zahlreiche hydrodynamische Vorgänge unter der Bedingung verminderter Schwerkraft aber auch Vorgänge in der Mikromechanik finden im Bereich kleiner Reynoldszahlen statt. In solchen Situationen können die Bewegungsgleichungen vereinfacht und eventuell analytische Lösungen gefunden werden. In dieser Arbeit wird die stationäre Strömung einer viskosen, inkompressiblen Flüssigkeit für kleine Reynolds- und unterschiedliche Aspektzahlen untersucht. Die Flüssigkeit ist zwischen zwei rotierenden Scheiben und einem zylindrischen Behälter eingeschlossen. Eine analytische Lösung für die Tangentialkomponente des Geschwindigkeitsvektors ist für den allgemeinen Fall, dass die Scheiben und der Behälter unterschiedliche Winkelgeschwindigkeiten besitzen können, dargestellt. Des weiteren wurde eine Beziehung für das Widerstandsmoment der rotierenden Scheibe angegeben. Der Verlauf der Tangentialgeschwindigkeiten für verschiedene Rotations- und Aspektverhältnisse wird graphisch dargestellt und diskutiert. Bereits angegebene Lösungen in der Literatur bezüglich dieser Geometrie können als Sonderfall der hier dargestellten Lösung entwickelt werden.