Axisymmetric boundary layers on non-uniformly heated horizontal surfaces

Similarity solutions for the velocity and temperature induced by axisymmetrically heated horizontal surfaces with a power law temperature distribution are derived and investigated. Two physical situations, a stationary and a radially moving temperature distribution are considered; both above and below the surface. Apart from a perturbation solution for small temperature differences for the latter, the equations have to be numerically integrated. The results include the non-existence of a solution below the surface for particularly large heat inputs. A major difference from previous work on cartesian geometries is that there must be a non-zero heat flux between the surface and fluid, which is related to the total heat flux through the fluid.     

Distributional Form of Little's Law for FIFO Queues with Multiple Markovian Arrival Streams and Its Application to Queues with Vacations

This paper considers stationary queues with multiple arrival streams governed by an irreducible Markov chain. In a very general setting, we first show an invariance relationship between the time-average joint queue length distribution and the customer-average joint queue length distribution at departures. Based on this invariance relationship, we provide a distributional form of Little's law for FIFO queues with simple arrivals (i.e., the superposed arrival process has the orderliness property). Note that this law relates the time-average joint queue length distribution with the stationary sojourn time distributions of customers from respective arrival streams. As an application of the law, we consider two variants of FIFO queues with vacations, where the service time distribution of customers from each arrival stream is assumed to be general and service time distributions of customers may be different for different arrival streams. For each queue, the stationary waiting time distribution of customers from each arrival stream is first examined, and then applying the Little's law, we obtain an equation which the probability generating function of the joint queue length distribution satisfies. Further, based on this equation, we provide a way to construct a numerically feasible recursion to compute the joint queue length distribution.     

Palm calculus for a process with a stationary random measure and its applications to fluid queues

We consider a process associated with a stationary random measure, which may have infinitely many jumps in a finite interval. Such a process is a generalization of a process with a stationary embedded point process, and is applicable to fluid queues. Here, fluid queue means that customers are modeled as a continuous flow. Such models naturally arise in the study of high speed digital communication networks. We first derive the rate conservation law (RCL) for them, and then introduce a process indexed by the level of the accumulated input. This indexed process can be viewed as a continuous version of a customer characteristic of an ordinary queue, e.g., of the sojourn time. It is shown that the indexed process is stationary under a certain kind of Palm probability measure, called detailed Palm. By using this result, we consider the sojourn time processes in fluid queues. We derive the continuous version of Little's formula in our framework. We give a distributional relationship between the buffer content and the sojourn time in a fluid queue with a constant release rate.     

基于PH服务的工作休假排队的流体模型

研究了带有单重工作休假的M/PH/1排队系统驱动的流体模型.首先,通过拟生灭过程和矩阵几何解法分别得到无穷小生成元和驱动过程的稳态队长分布.其次,建立并分析流体模型,根据平衡方程给出流体模型的稳态联合分布函数满足的矩阵微分方程组,利用Laplace变换（LT）和Laplace-Stieltjes变换（LST）的方法,推导出平稳缓冲器（库）容量的空库概率表达式和稳态条件下的缓冲器（库）容量的均值表达式.最后,给出模型在移动自组织网络（Ad Hoc）中的应用,并通过数值例子讨论系统参数对系统性能指标的影响.     

Stationary Analysis of a Fluid Queue Driven by Some Countable State Space Markov Chain

Motivated by queueing systems playing a key role in the performance evaluation of telecommunication networks, we analyze in this paper the stationary behavior of a fluid queue, when the instantaneous input rate is driven by a continuous-time Markov chain with finite or infinite state space. In the case of an infinite state space and for particular classes of Markov chains with a countable state space, such as quasi birth and death processes or Markov chains of the G/M/1 type, we develop an algorithm to compute the stationary probability distribution function of the buffer level in the fluid queue. This algorithm relies on simple recurrence relations satisfied by key characteristics of an auxiliary queueing system with normalized input rates.      

Fluid models for many-server Markovian queues in a changing environment

Motivated by service systems with time-varying customer arrivals, we consider a fluid model as a macroscopic approximation for many-server Markovian queues alternating between underloaded and overloaded intervals. Our main result is a refinement of the piecewise stationary approximation (PSA) for the stationary distribution of the fluid model. The form of the refined approximation suggests simple metrics for assessing the accuracy of PSA for underloaded and overloaded intervals respectively.     

Investigation of Boundary-Value Problem for Stationary System of Equations of Viscous Non-Isothermal Fluid

In the Stokes approximation at small Reynolds and Peclet numbers, we obtain a solution to the boundary-value problem of flow around of particles of spherical shape for stationary system of equations of a viscous non-isothermal fluid comprising a linearized by speed Navier–Stokes equation system and the equation of heat transfer given an exponential-power law of dependence of viscosity of fluid on temperature.     

Ergodic theorems for queuing systems with dependent inter-arrival times

We study a G/GI/1 single-server queuing model with i.i.d. service times that are independent of a stationary process of inter-arrival times. We show that the distribution of the waiting time converges to a stationary law as time tends to infinity provided that inter-arrival times satisfy a Gärtner-Ellis type condition. A convergence rate is given and a law of large numbers established. These results provide tools for the statistical analysis of such systems, transcending the standard case with independent inter-arrival times.     

带有缓冲器串行生产线的Harris链结构分析

本文以随机过程中的一类特殊的Ｍａｒｋｏｖ链（Ｈａｒｒｉｓ常返Ｍａｒｋｏｖ链）为工具，研究离散事件动态系统（ＤＥＤＳ）中的典型情况之一：带有缓冲器的串行生产线．求得了各缓冲器中产品数的联合稳态分布，产品在各台机器上受阻时间的联合稳态分布，以及受阻时间的强大数定律和产品在各台机器加工完时刻的极限行为．     

The FENE viscoelastic model and thin film flows

This Note has as objective to determine, in a rigorous way, a simplified expression of the constitutive law for a visco-elastic fluid of FENE type in thin domains. The proof uses the FENE model behavior for long times and the existence of a stationary solution for this behavioral law. Some possible applications of this study are then briefly described in the domains of lubrication, blood flow, microfluidic, boundary layers, …. To cite this article: L. Chupin, C. R. Acad. Sci. Paris, Ser. I 347 (2009).     

Homogenization of a stationary navier-stokes flow in porous medium with thin film

The article studies the homogenization of a stationary Navier-Stokes fluid in porous medium with thin film under Dirichlet boundary condition.At the end of the article,＂Darcy＇s law＂is rigorously derived from this model as the parameter ε tends to zero,which is independent of the coordinates towards the thickness.     

Analysis of stationary filtration problems with a multivalued law in the presence of several point sources

We suggest a generalized statement of stationary filtration problems for an incompressible fluid obeying a multivalued filtration law with limit gradient in an arbitrary bounded nonone-dimensional domain in the presence of several point sources modeled by delta functions. The function determining the filtration law is assumed to grow linearly at infinity. The problems are stated in the form of an integral variational inequality of the second kind. We prove existence theorems and study the properties of solutions. To solve the problem, we suggest an iteration method whose each step essentially amounts to solving the Dirichlet problem for the Poisson equation.     

Fluid approximations for a processor-sharing queue

In this paper a fluid approximation, also known as a functional strong law of large numbers (FSLLN) for a GI/G/1 queue under a processor-sharing service discipline is established and its properties are analysed. The fluid limit depends on the arrival rate, the service time distribution of the initial customers, and the service time distribution of the arriving customers. This is in contrast to the known result for the GI/G/1 queue under a FIFO service discipline, where the fluid limit is piecewise linear and depends on the service time distribution only through its mean. The piecewise linear form of the limit can be recovered by an equilibrium type choice of the initial service distribution. This revised version was published online in June 2006 with corrections to the Cover Date.     

Stationary and multi-self-similar random fields with stochastic volatility

This paper introduces stationary and multi-self-similar random fields which account for stochastic volatility and have type G marginal law. The stationary random fields are constructed using volatility modulated mixed moving average (MA) fields and their probabilistic properties are discussed. Also, two methods for parameterizing the weight functions in the MA representation are presented: one method is based on Fourier techniques and aims at reproducing a given correlation structure, the other method is based on ideas from stochastic partial differential equations. Moreover, using a generalized Lamperti transform we construct volatility modulated multi-self-similar random fields which have type G distribution.     

Simple analysis of a fluid queue driven by an M/M/1 queue

In this note we consider the fluid queue driven by anM/M/1 queue as analysed by Virtamo and Norros [Queueing Systems 16 (1994) 373–386]. We show that the stationary buffer content in this model can be easily analysed by looking at embedded time points. This approach gives the stationary buffer content distribution in terms of the modified Bessel function of the first kind of order one. By using a suitable integral representation for this Bessel function we show that our results coincide with the ones of Virtamo and Norros.     

Queueing and Fluid Analysis of Partial Message Discarding Policy

We consider a stream of packets that arrive at a queue with a finite buffer. A group of consecutive packets constitutes a frame. We assume that when an arriving packet finds the queue full, not only is the packet lost but also the future packets that belong to the same frame will be rejected. The first part of the paper deals with a detailed packet level queueing model; we obtain exact expressions for the stationary queue length distribution and the goodput ratio (i.e. the fraction of arriving frames that experience no losses). The second part deals with a fluid model and the fluid analysis leads to simple closed form expressions for the stationary workload process and the fluid goodput ratio.     

非牛顿流体偏心环空螺旋流的解析解

石油和化工中许多问题需要求解非牛顿流体偏心环空螺旋流。本文全面地研究了幂律流体和宾汉流体在偏心环空中层流螺旋流的流动规律与流动状态的判别。在理论上,根据流体力学原理,运用数学方法,在作者同心环空螺旋流的理论基础上,通过对偏心环空螺旋流流场的无限细分法,给出了该流场的视粘度分布、速度分布、流量和压降方程,进而建立了判别流态的稳定性参数。     

非平稳NA随机变量满足迭对数律及大数定律的充分条件

本文应用Shao所提供的极大值矩不等式及概率不等式,给出了不具有平稳分布的NA随机变量列满足迭对数律和大数定律的充分条件.     

A Finite Buffer Fluid Queue Driven by a Markovian Queue

We consider a finite buffer fluid queue receiving its input from the output of a Markovian queue with finite or infinite waiting room. The input flow into the fluid queue is thus characterized by a Markov modulated input rate process and we derive, for a wide class of such input processes, a procedure for the computation of the stationary buffer content of the fluid queue and the stationary overflow probability. This approach leads to a numerically stable algorithm for which the precision of the result can be specified in advance.     

(In)Finite Extent of Stationary Perfect Fluids in Newtonian Theory

For stationary, barotropic fluids in Newtonian gravity we give simple criteria on the equation of state and the “law of motion” which guarantee finite or infinite extent of the fluid region (providing a priori estimates for the corresponding stationary Newton–Euler system). Under more restrictive conditions, we can also exclude the presence of “hollow” configurations. Our main result, which does not assume axial symmetry, uses the virial theorem as the key ingredient and generalises a known result in the static case. In the axially symmetric case stronger results are obtained and examples are discussed.