A fast cross-entropy method for estimating buffer overflows in queuing networks

In this paper, we propose a fast adaptive importance sampling method for the efficient simulation of buffer overflow probabilities in queueing networks. The method comprises three stages. First, we estimate the minimum cross-entropy tilting parameter for a small buffer level; next, we use this as a starting value for the estimation of the optimal tilting parameter for the actual (large) buffer level. Finally, the tilting parameter just found is used to estimate the overflow probability of interest. We study various properties of the method in more detail for the M/M/1 queue and conjecture that similar properties also hold for quite general queueing networks. Numerical results support this conjecture and demonstrate the high efficiency of the proposed algorithm.

Estimating buffer overflows in three stages using cross-entropy

In this paper we propose a fast adaptive Importance Sampling method for the efficient simulation of buffer overflow probabilities in queueing networks. The method comprises three stages. First we estimate the minimum Cross-Entropy tilting parameter for a small buffer level; next, we use this as a starting value for the estimation of the optimal tilting parameter for the actual (large) buffer level; finally, the tilting parameter just found is used to estimate the overflow probability of interest. We recognize three distinct properties of the method which together explain why the method works well; we conjecture that they hold for quite general queueing networks. Numerical results support this conjecture and demonstrate the high efficiency of the proposed algorithm.

Effects of temperature-dependent viscosity variation on entropy generation, heat and fluid flow through a porous-saturated duct of rectangular cross-section

Effect of temperature-dependent viscosity on fully developed forced convection in a duct of rectangular cross-section occupied by a fluid-saturated porous medium is investigated analytically. The Darcy flow model is applied and the viscosity-temperature relation is assumed to be an inverse-linear one. The case of uniform heat flux on the walls, i.e. the H boundary condition in the terminology of Kays and Crawford, is treated. For the case of a fluid whose viscosity decreases with temperature, it is found that the effect of the variation is to increase the Nusselt number for heated walls. Having found the velocity and the temperature distribution, the second law of thermodynamics is invoked to find the local and average entropy generation rate. Expressions for the entropy generation rate, the Bejan number, the heat transfer irreversibility, and the fluid flow irreversibility are presented in terms of the Brinkman number, the Péclet number, the viscosity variation number, the dimensionless wall heat flux, and the aspect ratio (width to height ratio). These expressions let a parametric study of the problem based on which it is observed that the entropy generated due to flow in a duct of square cross-section is more than those of rectangular counterparts while increasing the aspect ratio decreases the entropy generation rate similar to what previously reported for the clear flow case.

Heat transfer and entropy generation optimization of forced convection in a porous-saturated duct of rectangular cross-section

We investigate analytically the first and the second law characteristics of fully developed forced convection inside a porous-saturated duct of rectangular cross-section. The Darcy-Brinkman flow model is employed. Three different types of thermal boundary conditions are examined. Expressions for the Nusselt number, the Bejan number, and the dimensionless entropy generation rate are presented in terms of the system parameters. The conclusions of this analytical study will make it possible to compare, evaluate, and optimize alternative rectangular duct design options in terms of heat transfer, pressure drop, and entropy generation. (c) 2006 Elsevier Ltd. All rights reserved.

Entropy generation for forced convection in a porous saturated circular tube with uniform wall temperature

A numerical study is reported to investigate both the First and the Second Law of Thermodynamics for thermally developing forced convection in a circular tube filled by a saturated porous medium, with uniform wall temperature, and with the effects of viscous dissipation included. A theoretical analysis is also presented to study the problem for the asymptotic region applying the perturbation solution of the Brinkman momentum equation reported by Hooman and Kani [1]. Expressions are reported for the temperature profile, the Nusselt number, the Bejan number, and the dimensionless entropy generation rate in the asymptotic region. Numerical results are found to be in good agreement with theoretical counterparts.

Analysis of heat transfer and entropy generation for a thermally developing Brinkman–Brinkman forced convection problem in a rectangular duct with isoflux walls

Heat transfer and entropy generation analysis of the thermally developing forced convection in a porous-saturated duct of rectangular cross-section, with walls maintained at a constant and uniform heat flux, is investigated based on the Brinkman flow model. The classical Galerkin method is used to obtain the fully developed velocity distribution. To solve the thermal energy equation, with the effects of viscous dissipation being included, the Extended Weighted Residuals Method (EWRM) is applied. The local (three dimensional) temperature field is solved by utilizing the Green’s function solution based on the EWRM where symbolic algebra is being used for convenience in presentation. Following the computation of the temperature field, expressions are presented for the local Nusselt number and the bulk temperature as a function of the dimensionless longitudinal coordinate, the aspect ratio, the Darcy number, the viscosity ratio, and the Brinkman number. With the velocity and temperature field being determined, the Second Law (of Thermodynamics) aspect of the problem is also investigated. Approximate closed form solutions are also presented for two limiting cases of MDa values. It is observed that decreasing the aspect ratio and MDa values increases the entropy generation rate.

Minimum-order stable recursive filter design via the genetic algorithm approach

In this paper, the minimum-order stable recursive filter design problem is proposed and investigated. This problem is playing an important role in pipeline implementation sin signal processing. Here, the existence of a high-order stable recursive filter is proved theoretically, in which the upper bound for the highest order of stable filters is given. Then the minimum-order stable linear predictor is obtained via solving an optimization problem. In this paper, the popular genetic algorithm approach is adopted since it is a heuristic probabilistic optimization technique and has been widely used in engineering designs. Finally, an illustrative example is sued to show the effectiveness of the proposed algorithm.

Hydraulic Performances of Minimum Energy Loss Culverts in Australia

Culverts are among the most common hydraulic structures. Modern designs do not differ from ancient structures and are often characterised by significant afflux at design flows. A significant advance was the development of the Minimum Energy Loss (MEL) culverts in the late 1950s. The design technique allows a drastic reduction in upstream flooding associated with lower costs. The development and operational performances of this type of structure is presented. The successful operation of MEL culverts for more than 40 years is documented with first-hand records during and after floods. The experiences demonstrate the design soundness while highlighting the importance of the hydraulic expertise of the design engineers.

Operative treatment of ankle fractures: A minimum ten-year follow-up

The long-term outcome of 25 patients with bimalleolar fractures of the ankle was assessed ten to fourteen years following their fractures using the Phillips scoring system. All patients had undergone open reduction and anatomical internal fixation (as described in their operative notes in the medical records). 52 % of patients had a good or excellent overall outcome while 24% had a poor overall outcome. This study has the longest follow-up period (10 to 14 years) to date on the outcomes of internal fixation of bimalleolar ankle fractures and demonstrates a higher percentage of poorer outcomes than has been previously described. This trend appears to be predictable as other studies with shorter term follow-up have already established a trend of increasing radiological evidence of post-traumatic arthritis with successively longer-term outcome reports.

Utility and entropy

In this paper we study an astonishing similarity between the utility representation problem in economics and the entropy representation problem in thermodynamics.