Large shear rate behavior for the Hébraud-Lequeux model

The Hébraud-Lequeux model is a model describing the flow of soft glassy material in a simple shear flow configuration.It is given by a kinetic/Fokker-Planck-type equation whose coefficients depend on the shear rate of the experiment.In this paper we want to study what happens to the stationary solutions of this model when the shear rate is asymptotically large.In order to do that,we expand the solution of the equation using singular perturbation tools.In the end,we rigorously prove the estimate of Hébraud and Lequeux that the material asymptotically behaves as a Newtonian fluid.     

Modelling and analysis of Markovian continuous flow systems with a finite buffer

In this study, a Markovian fluid flow system with two stages separated by a finite buffer is considered. Fluid flow models have been analyzed extensively to evaluate the performance of production, computer, and telecommunication systems. Recently, we developed a methodology to analyze general Markovian continuous flow systems with a finite buffer. The flexibility of this methodology allows us to analyze a wide range of systems by specifying the transition rates and the flow rates associated with each state of each stage. In this study, in order to demonstrate the applicability of our methodology, we model and analyze a range of models studied in the literature. The examples we analyze as special cases of our general model include systems with phase-type failure and repair-time distributions, systems with machines that have multiple up and down states, and systems with multiple unreliable machines in series or parallel in each stage. For each case, the Markovian model is developed, the transition and flow rates are determined, and representative numerical results are obtained by using our methodology.     

Time‐periodic solution to the compressible nematic liquid crystal flows in periodic domain

In this paper, we consider the time‐periodic solution to a simplified version of Ericksen‐Leslie equations modeling the compressible hydrodynamic flow of nematic liquid crystals with a time‐periodic external force in a periodic domain in . By using an approach of parabolic regularization and combining with the topology degree theory, we establish the existence of the time‐periodic solution to the model under some smallness and symmetry assumptions on the external force. Then, we give the uniqueness of the periodic solution of this model.     

Staff optimization for time-dependent acute patient flow

The emergency department is a key element of acute patient flow, but due to high demand and an alternating rate of arriving patients, the department is often challenged by insufficient capacity. Proper allocation of resources to match demand is, therefore, a vital task for many emergency departments.Constrained by targets on patient waiting time, we consider the problem of minimizing the total amount of staff-resources allocated to an emergency department. We test a matheuristic approach to this problem, accounting for both patient flow and staff scheduling restrictions. Using a continuous-time Markov chain, patient flow is modeled as a time-dependent queueing network where inhomogeneous behavior is evaluated using the uniformization method. Based on this modeling approach, we recursively evaluate and allocate staff to the system using integer linear programming until the waiting time targets are respected in all queues of the network. By comparing to discrete-event simulations of the associated system, we show that this approach is adequate for both modeling and optimizing the patient flow. In addition, we demonstrate robustness to the service time distribution and the associated system with multiple classes of patients.     

Discrete storage processes and their Poisson flow and fluid flow approximations

Consider discrete storage processes that are modulated by environmental processes. Environmental processes cause interruptions in the input and/or output processes of the discrete storage processes. Due to the difficulties encountered in the exact analysis of such discrete storage systems, often Poisson flow and/or fluid flow models with the same modulating environmental processes are proposed as approximations for these systems. The analysis of Poisson flow and fluid flow models is much easier than that of the discrete storage processes. In this paper we give sufficient conditions under which the content of the discrete storage processes can be bounded by the Poisson flow and the fluid flow models. For example, we show that Poisson flow models and the fluid flow models developed by Kosten (and by Anick, Mitra and Sondhi) can be used to bound the performance of infinite (finite) source packetized voice/data communication systems. We also show that a Poisson flow model and the fluid flow model developed by Mitra can be used to bound the buffer content of a two stage automatic transfer line. The potential use of the bounding techniques presented in this paper, of course, transcends well beyond these examples.Supported in part by NSF grant DMS-9308149.     

Starting solutions for a viscoelastic fluid with fractional Burgers’ model in an annular pipe

In this work, we have discussed some simple flows of a viscoelastic fluid with fractional Burgers’ model in an annular pipe. The fractional calculus approach is introduced in the constitutive relationship of a Burgers’ fluid model. Exact analytical solutions are obtained by using Laplace and Weber transforms for two types of flows, namely: Poiseuille flow and Axial Couette flow.     

Significance of plaque morphology in modifying flow characteristics in a diseased coronary artery: Numerical simulation using plaque measurements from intravascular ultrasound imaging

The paper deals with numerical investigation of the effect of plaque morphology on the flow characteristics in a diseased coronary artery using realistic plaque morphology. The morphological information of the lumen and the plaque is obtained from intravascular ultrasound imaging measurements of 42 patients performed at Cleveland Clinic Foundation, Ohio. For this data, study of Bhaganagar et al. (2010) [1] has revealed the stenosis for 42 patients can be categorized into four types – type I (peak-valley), type II (ascending), type III (descending), and type IV (diffuse). The aim of the present study is to isolate the effect of shape of the stenosis on the flow characteristics for a given degree of the stenosis. In this study, we conduct fluid dynamic simulations for the four stenosis types (type I–IV) and analyze the differences in the flow characteristics between these types. Finely refined tetrahedral mesh for the 3-D solid model of the artery with plaques has been generated. The 3-D steady flow simulations were performed using the turbulence (k–ε) model in a finite volume based computational fluid dynamics solver. The axial velocity, the radial velocity, turbulence kinetic energy and wall shear stress profiles of the plaque have been analyzed. From the axial and radial velocity profiles results the differences in the velocity patterns are significantly visible at proximal as well as distal to the throat, region of maximum stenosis. Turbulent kinetic energy and wall shear stress profiles have revealed significant differences in the vicinity of the plaque. Additional unsteady flow simulations have been performed to validate the hypothesis of the significance of plaque morphology in flow alterations in diseased coronary artery. The results revealed the importance of accounting for plaque morphology in addition to plaque height to accurately characterize the turbulent flow in a diseased coronary artery.     

Existence results for a degenerated nonlinear elliptic partial differential equation

The aim of this paper is to establish the existence of weak solutions to a steady state two-dimensional irrotational compressible flow around a thin profile. This flow is described by the small disturbance equations. If the speed of sound exceeds the fluid one, the governing equations remain elliptic. But when the fluid speed is beyond the sound one, the flow becomes locally hyperbolic and shock waves arise. For a modified elliptic model, using convexity arguments, we prove the existence of a solution which is the solution to the first model when the flow remains subsonic.     

Fractional calculus modelling for unsteady unidirectional flow of incompressible fluids with time-dependent viscosity

In this note we analyze a model for a unidirectional unsteady flow of a viscous incompressible fluid with time dependent viscosity. A possible way to take into account such behaviour is to introduce a memory formalism, including thus the time dependent viscosity by using an integro-differential term and therefore generalizing the classical equation of a Newtonian viscous fluid. A possible useful choice, in this framework, is to use a rheology based on stress/strain relation generalized by fractional calculus modelling. This is a model that can be used in applied problems, taking into account a power law time variability of the viscosity coefficient. We find analytic solutions of initial value problems in an unbounded and bounded domain. Furthermore, we discuss the explicit solution in a meaningful particular case.     

Impact of heterogeneously distributed solid particles in the transition zone between porous and free flow domain

We present a direct numerical simulation approach for the simulation of shallow water flow using the particle based meshfree Smoothed Particle Hydrodynamics (SPH) method. Simulations of single phase flow are done to characterize the occurring flow parameters on both macro-scale and pore-scale. More precisely, we examine initiation of motion and sediment transport as appearing at the interface between a free flow and porous flow domain under parallel flow conditions. Therefore we evaluate three theoretical models presenting analytical solutions for this coupled problem. Moreover, we discuss the influence of heterogeneities at the interface on forces on single grains by implementing and testing various microstructures into our numerical model. (© 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

The existence and stability of conic shock waves

We study the existence of the nonsymmetrical conic shock wave produced by a supersonic flow past a distorted conic projectile. For the weak conic shock wave, we establish the existence and its linear stability using the mathematical model of an isentropic irrotational flow.     

A characterization of equilibrium strategies in continuous-time mean–variance problems for insurers

In this work, we study the equilibrium reinsurance/new business and investment strategy for mean–variance insurers with constant risk aversion. The insurers are allowed to purchase proportional reinsurance, acquire new business and invest in a financial market, where the surplus of the insurers is assumed to follow a jump–diffusion model and the financial market consists of one riskless asset and a multiple risky assets whose price processes are driven by Poisson random measures and independent Brownian motions. By using a version of the stochastic maximum principle approach, we characterize the open loop equilibrium strategies via a stochastic system which consists of a flow of forward–backward stochastic differential equations (FBSDEs in short) and an equilibrium condition. Then by decoupling the flow of FSBDEs, an explicit representation of an equilibrium solution is derived as well as its corresponding objective function value.     

Specification and verification of safety properties along a crossing region in a railway network control

Modeling the controller of the railway network, having resource sharing based on mutual exclusion constraints, is an important problem. This paper firstly addresses the specification of safety properties for the model of a complex railway crossing. The operations, i.e., occupied, free and block, are formalized to describe the safety properties along railway crossing. Second, to develop the control model of the crossing system we construct the subnet representing the train flow along the tracks in the crossing region and the set of monitors or supervisors are also modeled as subnets. Arc-constant colored Petri net (ac-CPN) is used to construct the train flow subnet while the monitors are modeled using the place/transition-net. Arc-constant colored Petri net enforces the specification of not to shift the train from a track to another one. Bottom-up approach is adopted to model the control for railway crossing as a synchronous synthesis of the subnets is applied to build the final model. Finally, to verify the safety properties in the developed controller, the coverability tree method is used for the analysis of the final model.     

A two-regime traffic flow model and the consistency of its parameters

An attempt is made to demonstrate the traffic behaviour and phenomena under normal morning peak period conditions, and to examine the suitability of a two-regime traffic flow model for these conditions. This paper has three main parts. First, the consistency of flow and concentration patterns of a 9-mile freeway section is examined and provides a basis for distinguishing between the free-flow and the congested-flow regimes. This distinction clearly indicates the data points obtained from traffic flow situations, which, in time-sequence, approach maximum flow conditions, congested conditions, and through a recovery process backwards to free-flow conditions.

In the second part, a car-following model for the two-regime approach is introduced. By using the analysis of driver performance as a sensitivity measurement, model parameters are defined and evaluated. An overall comparison between the proposed and known generalized car-following models emphasizes the advantages of the proposed model, particularly its simplicity and clarity at both the micro- and macroscopic levels, for the two-regime phenomenon.

In the third part, the steady-state formulation, derived from the proposed car-following model, is evaluated by using the time-sequence data points. The consistency of the two-regime model parameters is apparently well preserved regarding data sets of 3-year period (1972–1975) with respect to three independent variables: years, workdays and locations.     

Computing reachable sets for uncertain nonlinear hybrid systems using interval constraint-propagation techniques

We investigate solution techniques for numerical constraint-satisfaction problems and validated numerical set integration methods for computing reachable sets of nonlinear hybrid dynamical systems in the presence of uncertainty. To use interval simulation tools with higher-dimensional hybrid systems, while assuming large domains for either initial continuous state or model parameter vectors, we need to solve the problem of flow/sets intersection in an effective and reliable way. The main idea developed in this paper is first to derive an analytical expression for the boundaries of continuous flows, using interval Taylor methods and techniques for controlling the wrapping effect. Then, the event detection and localization problems underlying flow/sets intersection are expressed as numerical constraint-satisfaction problems, which are solved using global search methods based on branch-and-prune algorithms, interval analysis and consistency techniques. The method is illustrated with hybrid systems with uncertain nonlinear continuous dynamics and nonlinear invariants and guards.     

Analytical solution for the steady flow of the third grade fluid in a porous half space

In this study, we model the flow of a third grade fluid in a porous half space. Based on modified Darcy’s law, the flow over a suddenly moved flat plate is discussed analytically by using homotopy analysis method (HAM). The influence of various parameters of interest on the velocity profile is seen.     

Parallel multigrid method for finite element simulations of complex flow problems on locally refined meshes

We present a parallel multigrid solver on locally refined meshes for solving very complex three‐dimensional flow problems. Besides describing the parallel implementation in detail, we prove the smoothing property of the suggested iteration for a simple model problem. For demonstration of the efficiency and feasibility of the solver, we show a chemically reactive flow simulation for a Methane burner using detailed chemical reaction modeling. Further, we give the results of an ocean flow simulation. All described methods are implemented in the finite element toolbox Gascoigne. Copyright © 2010 John Wiley & Sons, Ltd.     

高速公路行车时间估计和最优路径

行车时间估计和最优路径选择是智能交通系统中的研究热点,特别是对于车辆导航系统更具有深远的意义.首先以传统的交通流理论为基础,采用间接模型和动力学模型进行行车时间估计,通过仿真实验比较了两模型的优劣,并使用实测数据分析得到的车流量信息对动力学模型进行改进.然后使用Dijkstra算法寻找出静态状态下的最优路径,再结合前面建立的时间估计模型,给出了适用于动态随机状态下的路径寻优算法,用于解决路段行车时间期望随出发时刻动态变化的问题.最后指出了交通实时信息对解决动态随机最优路线问题的重要性,并结合卡尔曼滤波算法对路段相关的情况作了进一步讨论.     

卖空限制下知情交易的测度及识别研究

经典的测量知情交易概率的模型默认交易者可以无限制的按照私有信息进行卖空交易,而目前我国股票市场存在卖空限制,直接将经典模型应用到我国股票市场时会使测量结果出现偏差。考虑到我国股票市场现状,本文在经典的知情交易概率模型中引入两个卖空限制参数,构建了本文的SC-TPIN模型。通过对融券标的中发生利空消息的股票样本进行实证分析,证实了本文构建的SC-TPIN模型估计出的结果与实际情况相符合。本文还以SC-TPIN模型估计出的SCTPIN值为参照,基于样本股票的低频数据构建了知情交易识别指标组,并使用数据挖掘中的支持向量机算法、KNN算法及Logit模型对黑白样本的知情交易高低情况进行识别比较,构建知情交易识别体系,发现使用支持向量机算法识别全样本的正确率达到了89%,识别效果较理想。     

Using mathematical programming heuristics in a multicriteria network flow context

In this paper, we propose a local search procedure to test the robustness of a specific ‘satisfying point’ neighbourhood. It consists of the following steps: (1) build an indifference area around the satisfying point in the criteria space by using thresholds (this takes into account the possible uncertainty, vagueness and/or inaccuracy of data); (2) find some points in the satisfying point neighbourhood and the corresponding solutions in the decision variables space; (3) test the quality of these solutions from the point of view of user preference. The indifference area is defined by adding constraints to the network model. This approach, which allows us to verify the adequacy of the model, has been applied to a set of multicriteria network flow problems. A heuristic method, based on Lagrangian duality and subgradient techniques, exploits the combinatorial structure of network flow problems in order to find certain feasible points.