Performance analysis of the random early detection algorithm

In this article we consider a finite queue with its arrivals controlled by the random early detection algorithm. This is one of the most prominent congestion avoidance schemes in the Internet routers. The aggregate arrival stream from the population of transmission control protocol sources is locally considered stationary renewal or Markov modulated Poisson process with general packet length distribution. We study the exact dynamics of this queue and provide the stability and the rates of convergence to the stationary distribution and obtain the packet loss probability and the waiting time distribution. Then we extend these results to a two traffic class case with each arrival stream renewal. However, computing the performance indices for this system becomes computationally prohibitive. Thus, in the latter half of the article, we approximate the dynamics of the average queue length process asymptotically via an ordinary differential equation. We estimate the error term via a diffusion approximation. We use these results to obtain approximate transient and stationary performance of the system. Finally, we provide some computational examples to show the accuracy of these approximations.

Quadratic Lyapunov functions for linear systems Journal

The paper deals with the existence of a quadratic Lyapunov function V = x′P(t)x for an exponentially stable linear system with varying coefficients described by the vector differential equation S0305004100044777_inline1 The derivative dV/dt is allowed to be strictly semi-(F) and the locus dV/dt = 0 does not contain any arc of the system trajectory. It is then shown that the coefficient matrix A(t) of the exponentially stable sy

Analysis of an LMS linear equalizer for fading channels in decision directed mode

We consider a time varying wireless fading channel, equalized by an LMS linear equalizer in decision directed mode (DD-LMS-LE). We study how well this equalizer tracks the optimal Wiener equalizer. Initially we study a fixed channel.For a fixed channel, we obtain the existence of DD attractors near the Wiener filter at high SNRs using an ODE (Ordinary Differential Equation) approximating the DD-LMS-LE. We also show, via examples, that the DD attractors may not be close to the Wiener filters at low SNRs. Next we study a time varying fading channel modeled by an Auto-regressive (AR) process of order 2. The DD-LMS equalizer and the AR process are jointly approximated by the solution of a system of ODEs. We show via examples that the LMS equalizer ODE show tracks the ODE corresponding to the instantaneous Wiener filter when the SNR is high. This may not happen at low SNRs.

The Mathematical modeling of inhomogeneites in ventricular tissue

Cardiac arrhythmias such as ventricular tachycardia (VT) or ventricular fibrillation (VF) are the leading cause of death in the industrialised world. There is a growing consensus that these arrhythmias arise because of the formation of spiral waves of electrical activation in cardiac tissue; unbroken spiral waves are associated with VT and broken ones with VF. Several experimental studies have been carried out to determine the effects of inhomogeneities in cardiac tissue on such arrhythmias. We give a brief overview of such experiments, and then an introduction to partial-differential-equation models for ventricular tissue. We show how different types of inhomogeneities can be included in such models, and then discuss various numerical studies, including our own, of the effects of these inhomogeneities on spiral-wave dynamics. The most remarkable qualitative conclusion of our studies is that the spiral-wave dynamics in such systems depends very sensitively on the positions of these inhomogeneities.

Active Vibration Suppression of One-dimensional Nonlinear Structures Using Optimal Dynamic Inversion

A flexible robot arm can be modeled as an Euler-Bernoulli beam which are infinite degrees of freedom (DOF) system. Proper control is needed to track the desired motion of a robotic arm. The infinite number of DOF of beams are reduced to finite number for controller implementation, which brings in error (due to their distributed nature). Therefore, to represent reality better distributed parameter systems (DPS) should be controlled using the systems partial differential equation (PDE) directly. In this paper, we propose to use a recently developed optimal dynamic inversion technique to design a controller to suppress nonlinear vibration of a beam. The method used in this paper determines control forces directly from the PDE model of the system. The formulation has better practical significance, because it leads to a closed form solution of the controller (hence avoids computational issues).

Transfer matrix modeling of hyperbolic and parabolic ducts with incompressible mean flow

A general differential equation for the propagation of sound in a variable area duct or nozzle carrying incompressible mean flow (of low Mach number) is derived and solved for hyperbolic and parabolic shapes. Expressions for the state variables of acoustic pressure and acoustic mass velocity of the shapes are derived. Self‐consistent expressions for the four‐pole parameters are developed. The conical, exponential, catenoidal, sine, and cosine ducts are shown to be special cases of hyperbolic ducts. Finally, it is shown that if the mean flow in computing the transmission loss of the mufflers involving hyperbolic and parabolic shapes was not neglected, little practical benefit would be derived.

Study of non-local wave properties of nanotubes with surface effects

In macroscopic and even microscopic structural elements, surface effects can be neglected and classical theories are sufficient. As the structural size decreases towards the nanoscale regime, the surface-to-bulk energy ratio increases and surface effects must be taken into account. In the present work, the terahertz wave dispersion characteristics of a nanotube are studied with consideration of the surface effects as well as the non-local small scale effects. Non-local elasticity theory is used to derive the general governing differential equation based on equilibrium approach to include those scale effects. Scale and surface property dependent wave characteristic equations are obtained via spectral analysis. For the present study the material properties of an anodic alumina nanotube with crystallographic of < 111 > direction are considered. The present analysis shows that the effect of surface properties (surface integrated residual stress and surface integrated modulus) on the flexural wave characteristics of anodic nanotubes are more significant. It has been found that the flexural wavenumbers with surface effects are high as compared to that without surface effects. It has also been shown that, with consideration of surface effects the flexural wavenumbers are under compressive nature. The effect of the small scale and the size of the nanotube on wave dispersion properties are also captured in the present work. (C) 2012 Elsevier B.V. All rights reserved.

Stabilization of stochastic approximation by step size adaptation

A scheme for stabilizing stochastic approximation iterates by adaptively scaling the step sizes is proposed and analyzed. This scheme leads to the same limiting differential equation as the original scheme and therefore has the same limiting behavior, while avoiding the difficulties associated with projection schemes. The proof technique requires only that the limiting o.d.e. descend a certain Lyapunov function outside an arbitrarily large bounded set. (C) 2012 Elsevier B.V. All rights reserved.

Practical fully three-dimensional reconstruction algorithms for diffuse optical tomography

We have developed an efficient fully three-dimensional (3D) reconstruction algorithm for diffuse optical tomography (DOT). The 3D DOT, a severely ill-posed problem, is tackled through a pseudodynamic (PD) approach wherein an ordinary differential equation representing the evolution of the solution on pseudotime is integrated that bypasses an explicit inversion of the associated, ill-conditioned system matrix. One of the most computationally expensive parts of the iterative DOT algorithm, the reevaluation of the Jacobian in each of the iterations, is avoided by using the adjoint-Broyden update formula to provide low rank updates to the Jacobian. In addition, wherever feasible, we have also made the algorithm efficient by integrating along the quadratic path provided by the perturbation equation containing the Hessian. These algorithms are then proven by reconstruction, using simulated and experimental data and verifying the PD results with those from the popular Gauss-Newton scheme. The major findings of this work are as follows: (i) the PD reconstructions are comparatively artifact free, providing superior absorption coefficient maps in terms of quantitative accuracy and contrast recovery; (ii) the scaling of computation time with the dimension of the measurement set is much less steep with the Jacobian update formula in place than without it; and (iii) an increase in the data dimension, even though it renders the reconstruction problem less ill conditioned and thus provides relatively artifact-free reconstructions, does not necessarily provide better contrast property recovery. For the latter, one should also take care to uniformly distribute the measurement points, avoiding regions close to the source so that the relative strength of the derivatives for measurements away from the source does not become insignificant. (c) 2012 Optical Society of America

Dynamics of rotating composite beams: A comparative study between CNT reinforced polymer composite beams and laminated composite beams using spectral finite elements

This paper presents a spectral finite element formulation for uniform and tapered rotating CNT embedded polymer composite beams. The exact solution to the governing differential equation of a rotating Euler-Bernoulli beam with maximum centrifugal force is used as an interpolating function for the spectral element formulation. Free vibration and wave propagation analysis is carried out using the formulated spectral element. The present study shows the substantial effect of volume fraction and L/D ratio of CNTs in a beam on the natural frequency, impulse response and wave propagation characteristics of the rotating beam. It is found that the CNTs embedded in the matrix can make the rotating beam non-dispersive in nature at higher rotation speeds. Embedded CNTs can significantly alter the dynamics of polymer-nanocomposite beams. The results are also compared with those obtained for carbon fiber reinforced laminated composite rotating beams. It is observed that CNT reinforced rotating beams are superior in performance compared to laminated composite rotating beams. © 2012 Elsevier Ltd. All rights reserved.

Study of terahertz wave propagation properties in nanoplates with surface and small-scale effects

In macroscopic and even microscopic structural elements, surface effects can be neglected and classical theories are sufficient. As the structural size decreases towards the nanoscale regime, the surface-to-bulk energy ratio increases and surface effects must be taken into account. In the present work, the terahertz wave dispersion characteristics of a nanoplate are studied with consideration of the surface effects as well as the nonlocal small-scale effects. Nonlocal elasticity theory of plate is used to derive the general differential equation based on equilibrium approach to include those scale effects. Scale and surface property dependent wave characteristic equations are obtained via spectral analysis. For the present study the material properties of an anodic alumina with crystallographic of < 111 > direction are considered. The present analysis shows that the effect of surface properties on the flexural waves of nanoplates is more significant. It can be found that the flexural wavenumbers with surface effects are high as compared to that without surface effects. The scale effects show that the wavenumbers of the flexural wave become highly non-linear and tend to infinite at certain frequency. After that frequency the wave will not propagate and the corresponding wave velocities tend to zero at that frequency (escape frequency). The effects of surface stresses on the wave propagation properties of nanoplate are also captured in the present work. (C) 2012 Elsevier Ltd. All rights reserved.

Analogy Between Rotating Euler-Bernoulli and Timoshenko Beams and Stiff Strings

The governing differential equation of a rotating beam becomes the stiff-string equation if we assume uniform tension. We find the tension in the stiff string which yields the same frequency as a rotating cantilever beam with a prescribed rotating speed and identical uniform mass and stiffness. This tension varies for different modes and are found by solving a transcendental equation using bisection method. We also find the location along the rotating beam where equivalent constant tension for the stiff string acts for a given mode. Both Euler-Bernoulli and Timoshenko beams are considered for numerical results. The results provide physical insight into relation between rotating beams and stiff string which are useful for creating basis functions for approximate methods in vibration analysis of rotating beams.

Asymptotics of the invariant measure in mean field models with jumps

We consider the asymptotics of the invariant measure for the process of spatial distribution of N coupled Markov chains in the limit of a large number of chains. Each chain reflects the stochastic evolution of one particle. The chains are coupled through the dependence of transition rates on the spatial distribution of particles in the various states. Our model is a caricature for medium access interactions in wireless local area networks. Our model is also applicable in the study of spread of epidemics in a network. The limiting process satisfies a deterministic ordinary differential equation called the McKean-Vlasov equation. When this differential equation has a unique globally asymptotically stable equilibrium, the spatial distribution converges weakly to this equilibrium. Using a control-theoretic approach, we examine the question of a large deviation from this equilibrium.

A Finite Element Method Based Approach for Evaluating the Sensitivity of Faraday-Type Electromagnetic Flow Meter for Liquid Sodium Flow

Faraday-type electromagnetic flow meters are employed for measuring the flow rate of liquid sodium in fast breeder reactors. The calibration of such flow meters, owing to the required elaborative arrangements is rather difficult. On the other hand, theoretical approach requires solution of two coupled electromagnetic partial differential equation with profile of the flow and applied magnetic field as the inputs. This is also quite involved due to the 3D nature of the problem. Alternatively, Galerkin finite element method based numerical solution is suggested in the literature as an attractive option for the required calibration. Based on the same, a computer code in Matlab platform has been developed in this work with both 20 and 27 node brick elements. The boundary conditions are correctly defined and several intermediate validation exercises are carried out. Finally it is shown that the sensitivities predicted by the code for flow meters of four different dimensions agrees well with the results given by analytical expression, thereby providing strong validation. Sensitivity for higher flow rates, for which analytical approach does not exist, is shown to decrease with increase in flow velocity.

Stiff string approximations in Rayleigh-Ritz method for rotating beams

The governing differential equation of the rotating beam reduces to that of a stiff string when the centrifugal force is assumed as constant. The solution of the static homogeneous part of this equation is enhanced with a polynomial term and used in the Rayleighs method. Numerical experiments show better agreement with converged finite element solutions compared to polynomials. Using this as an estimate for the first mode shape, higher mode shape approximations are obtained using Gram-Schmidt orthogonalization. Estimates for the first five natural frequencies of uniform and tapered beams are obtained accurately using a very low order Rayleigh-Ritz approximation.