A logarithmic efficient estimator of the probability of ruin with recuperation for spectrally negative Lévy risk processes

This article provides an importance sampling algorithm for computing the probability of ruin with recuperation of a spectrally negative Lévy risk process with light-tailed downwards jumps. Ruin with recuperation corresponds to the following double passage event: for some t∈(0,∞)t∈(0,∞), the risk process starting at level x∈[0,∞)x∈[0,∞) falls below the null level during the period [0,t][0,t] and returns above the null level at the end of the period tt. The proposed Monte Carlo estimator is logarithmic efficient, as t,x→∞t,x→∞, when y=t/xy=t/x is constant and below a certain bound.

A class of exact Navier-Stokes solutions for homogeneous flat-plate boundary layers and their linear stability

We introduce a new boundary layer formalism on the basis of which a class of exact solutions to the Navier–Stokes equations is derived. These solutions describe laminar boundary layer flows past a flat plate under the assumption of one homogeneous direction, such as the classical swept Hiemenz boundary layer (SHBL), the asymptotic suction boundary layer (ASBL) and the oblique impingement boundary layer. The linear stability of these new solutions is investigated, uncovering new results for the SHBL and the ASBL. Previously, each of these flows had been described with its own formalism and coordinate system, such that the solutions could not be transformed into each other. Using a new compound formalism, we are able to show that the ASBL is the physical limit of the SHBL with wall suction when the chordwise velocity component vanishes while the homogeneous sweep velocity is maintained. A corresponding non-dimensionalization is proposed, which allows conversion of the new Reynolds number definition to the classical ones. Linear stability analysis for the new class of solutions reveals a compound neutral surface which contains the classical neutral curves of the SHBL and the ASBL. It is shown that the linearly most unstable Görtler–Hämmerlin modes of the SHBL smoothly transform into Tollmien–Schlichting modes as the chordwise velocity vanishes. These results are useful for transition prediction of the attachment-line instability, especially concerning the use of suction to stabilize boundary layers of swept-wing aircraft.

Stabilization of subcritical bypass transition in the leading-edge boundary layer by suction

This work investigates the subcritical spatial transition in the swept Hiemenz boundary layer by means of direct numerical simulations (DNS). A pair of steady co-rotating vortices located at the attachment line is enforced as a primary disturbance leading to streaks which are stable. A small secondary, time-dependent disturbance interacts with these streaks such that instability and breakdown to turbulence may occur. The instability only occurs for a certain band of secondary disturbance frequencies. Positive secondary instability growth rates could be observed for Reynolds numbers as low as , whereas the linear critical Reynolds number is. Uniform wall suction is shown to stabilise this transition mechanism, analogously to results from linear stability theory. The effects of suction on the formation of primary streaks and on the secondary growth rate are decoupled. For streaks of different suction whose amplitude is held constant by adjusting the Reynolds number, the suction is shown to increase the growth rate of the secondary instability. The stabilising influence of wall suction consists in decreasing the streak amplitude only. Depending on the Reynolds number and the suction strength, breakdown may either occur locally and may be convected along the far-field streamlines, or occur globally and cover broad regions in the downstream direction.

Laminar and turbulent nozzle-jet flows and their acoustic near-field

We investigate numerically the effects of nozzle-exit flow conditions on the jet-flow development and the near-field sound at a diameter-based Reynolds number of Re D = 18 100 and Mach number Ma = 0.9. Our computational setup features the inclusion of a cylindrical nozzle which allows to establish a physical nozzle-exit flow and therefore well-defined initial jet-flow conditions. Within the nozzle, the flow is modeled by a potential flow core and a laminar, transitional, or developing turbulent boundary layer. The goal is to document and to compare the effects of the different jet inflows on the jet flow development and the sound radiation. For laminar and transitional boundary layers, transition to turbulence in the jet shear layer is governed by the development of Kelvin-Helmholtz instabilities. With the turbulent nozzle boundary layer, the jet flow development is characterized by a rapid changeover to a turbulent free shear layer within about one nozzle diameter. Sound pressure levels are strongly enhanced for laminar and transitional exit conditions compared to the turbulent case. However, a frequency and frequency-wavenumber analysis of the near-field pressure indicates that the dominant sound radiation characteristics remain largely unaffected. By applying a recently developed scaling procedure, we obtain a close match of the scaled near-field sound spectra for all nozzle-exit turbulence levels and also a reasonable agreement with experimental far-field data.

A Parallel Solver for the Time-Periodic Navier–Stokes Equations

We investigate parallel algorithms for the solution of the Navier–Stokes equations in space-time. For periodic solutions, the discretized problem can be written as a large non-linear system of equations. This system of equations is solved by a Newton iteration. The Newton correction is computed using a preconditioned GMRES solver. The parallel performance of the algorithm is illustrated.

Fluid-structure interaction of an elastic pipe immersed inside a coaxial rigid pipe: a model for the Tullio phenomenon

An axisymmetric, elastic pipe is filled with an incompressible fluid and is immersed in a second, coaxial rigid pipe which contains the same fluid. A pressure pulse in the outer fluid annulus deforms the elastic pipe which invokes a fluid motion in the fluid core. It is the aim of this study to investigate streaming phenomena in the core which may originate from such a fluid-structure interaction. This work presents a numerical solver for such a configuration. It was developed in the OpenFOAM software environment and is based on the Arbitrary Lagrangian Eulerian (ALE) approach for moving meshes. The solver features a monolithic integration of the one-dimensional, coupled system between the elastic structure and the outer fluid annulus into a dynamic boundary condition for the moving surface of the fluid core. Results indicate that our configuration may serve as a mechanical model of the Tullio Phenomenon (sound-induced vertigo).

Variance estimation in ranked set sampling using a concomitant variable

We propose a nonparametric variance estimator when ranked set sampling (RSS) and judgment post stratification (JPS) are applied by measuring a concomitant variable. Our proposed estimator is obtained by conditioning on observed concomitant values and using nonparametric kernel regression.

Toxicity of aged gasoline exhaust particles to normal and diseased airway epithelia

Particulate matter (PM) pollution is a leading cause of premature death, particularly in those with pre-existing lung disease. A causative link between particle properties and adverse health effects remains unestablished mainly due to complex and variable physico-chemical PM parameters. Controlled laboratory experiments are required. Generating atmospherically realistic Aerosols and performing cell-exposure studies at relevant particle-doses are challenging. Here we examine gasoline-exhaust particle toxicity from a Euro-5 passenger car in a uniquely realistic exposure scenario, combining a smog chamber simulating atmospheric ageing, an aerosol enrichment System varying particle number concentration independent of particle chemistry, and an aerosol Deposition chamber physiologically delivering particles on air-liquid interface (ALI) cultures reproducing normal and susceptible health status. Gasoline-exhaust is an important PM source with largely unknown health effects. We investigated acute responses of fully-differentiated normal, distressed (antibiotics treated) normal, and cystic fibrosis human bronchial epithelia (HBE), and a proliferating, single-cell type bronchial epithelial cell-line (BEAS-2B). We show that a single, short-term exposure to realistic doses of atmospherically-aged gasoline-exhaust particles impairs epithelial key-defence mechanisms, rendering it more vulnerable to subsequent hazards. We establish dose-response curves at realistic particle-concentration levels. Significant differences between cell models suggest the use of fully differentiated HBE is most appropriate in future toxicity studies.

Fully Adaptive Newton--Galerkin Methods for Semilinear Elliptic Partial Differential Equations

In this paper we develop an adaptive procedure for the numerical solution of general, semilinear elliptic problems with possible singular perturbations. Our approach combines both prediction-type adaptive Newton methods and a linear adaptive finite element discretization (based on a robust a posteriori error analysis), thereby leading to a fully adaptive Newton–Galerkin scheme. Numerical experiments underline the robustness and reliability of the proposed approach for various examples

Demo -- Closer to Cloud-RAN: RAN as a Service

Commoditization and virtualization of wireless networks are changing the economics of mobile networks to help network providers (e.g., MNO, MVNO) move from proprietary and bespoke hardware and software platforms toward an open, cost-effective, and flexible cellular ecosystem. In addition, rich and innovative local services can be efficiently created through cloudification by leveraging the existing infrastructure. In this work, we present RANaaS, which is a cloudified radio access network delivered as a service. RANaaS provides the service life-cycle of an ondemand, elastic, and pay as you go 3GPP RAN instantiated on top of the cloud infrastructure. We demonstrate an example of realtime cloudified LTE network deployment using the OpenAirInterface LTE implementation and OpenStack running on commodity hardware as well as the flexibility and performance of the platform developed.

Network Store: Exploring Slicing in Future 5G Networks

In this paper, we present a revolutionary vision of 5G networks, in which SDN programs wireless network functions, and where Mobile Network Operators (MNO), Enterprises, and Over-The-Top (OTT) third parties are provided with NFV-ready Network Store. The proposed Network Store serves as a digital distribution platform of programmable Virtualized Network Functions (VNFs) that enable 5G application use-cases. Currently existing application stores, such as Apple's App Store for iOS applications, Google's Play Store for Android, or Ubuntu's Software Center, deliver applications to user specific software platforms. Our vision is to provide a digital marketplace, gathering 5G enabling Network Applications and Network Functions, written to run on top of commodity cloud infrastructures, connected to remote radio heads (RRH). The 5G Network Store will be the same to the cloud as the application store is currently to a software platform.

Persistent Caching in Information-Centric Networks

Information-centric networking (ICN) is a new communication paradigm that aims at increasing security and efficiency of content delivery in communication networks. In recent years, many research efforts in ICN have focused on caching strategies to reduce traffic and increase overall performance by decreasing download times. Since caches need to operate at line speed, they have only a limited size and content can only be stored for a short time. However, if content needs to be available for a longer time, e.g., for delay-tolerant networking or to provide high content availability similar to content delivery networks (CDNs), persistent caching is required. We base our work on the Content-Centric Networking (CCN) architecture and investigate persistent caching by extending the current repository implementation in CCNx. We show by extensive evaluations in a YouTube and webserver traffic scenario that repositories can be efficiently used to increase content availability by significantly increasing cache hit rates.

Optimal Confidence Bands for Shape-Restricted Curves

Let Y be a stochastic process on [0,1] satisfying dY(t)=n 1/2 f(t)dt+dW(t) , where n≥1 is a given scale parameter (`sample size'), W is standard Brownian motion and f is an unknown function. Utilizing suitable multiscale tests, we construct confidence bands for f with guaranteed given coverage probability, assuming that f is isotonic or convex. These confidence bands are computationally feasible and shown to be asymptotically sharp optimal in an appropriate sense.

Bounding Standard Gaussian Tail Probabilities

We review various inequalities for Mills' ratio (1 - Φ)= Ø, where Ø and Φ denote the standard Gaussian density and distribution function, respectively. Elementary considerations involving finite continued fractions lead to a general approximation scheme which implies and refines several known bounds.