Stability of scheduled message communication over degraded broadcast channels

We develop a multi-class discrete-time processor-sharing queueing model for scheduled message communication over a discrete memoryless degraded broadcast channel. The framework we consider here models both the random message arrivals and the subsequent reliable communication by suitably combining techniques from queueing theory and information theory. Requests for message transmissions are assumed to arrive according to i.i.d. arrival processes. Then, (i) we derive an outer bound to the stability region of message arrival rate vectors achievable by the class of stationary scheduling policies, (ii) we show for any message arrival rate vector that satisfies the outer bound, that there exists a stationary "state-independent" policy that results in a stable system for the corresponding message arrival processes, and (iii) under an asymptotic regime, we show that the stability region of information arrival rate vectors is the information-theoretic capacity region of a degraded broadcast channel.

Some recent results on the stability of linear time varying systems

Some theorems derived recently by the authors on the stability of multidimensional linear time varying systems are reported in this paper. To begin with, criteria based on Liapunov�s direct method are stated. These are followed by conditions on the asymptotic behaviour and boundedness of solutions. Finally,L 2 andL ? stabilities of these systems are discussed. In conclusion, mention is made of some of the problems in aerospace engineering to which these theorems have been applied.

2-Dimensional Linear-Stability of Premixed Laminar Flames Under Zero-Gravity

This paper reports on the numerical study of the linear stability of laminar premixed flames under zero gravity. The study specifically addresses the dependence of stability on finite rate chemistry with low activation energy and variable thermodynamic and transport properties. The calculations show that activation energy and details of chemistry play a minor role in altering the linear neutral stability results from asymptotic analysis. Variable specific heat makes a marginal change to the stability. Variable transport properties on the other hand tend to substantially enhance the stability from critical wave number of about 0.5 to 0.20. Also, it appears that the effects of variable properties tend to nullify the effects of non-unity Lewis number. When the Lewis number of a single species is different from unity, as will happen in a hydrogen-air premixed flame, the stability results remain close to that of unity Lewis number.

Stability of the viscous flow of a fluid through a flexible tube

The stability of the Hagen-Poiseuille flow of a Newtonian fluid in a tube of radius R surrounded by an incompressible viscoelastic medium of radius R < r < HR is analysed in the high Reynolds number regime. The dimensionless numbers that affect the fluid flow are the Reynolds number Re = (rho VR/eta), the ratio of the viscosities of the wall and fluid eta(r) = (eta(s)/eta), the ratio of radii H and the dimensionless velocity Gamma = (rho V-2/G)(1/2). Here rho is the density of the fluid, G is the coefficient of elasticity of the wall and V is the maximum fluid velocity at the centre of the tube. In the high Reynolds number regime, an asymptotic expansion in the small parameter epsilon = (1/Re) is employed. In the leading approximation, the viscous effects are neglected and there is a balance between the inertial stresses in the fluid and the elastic stresses in the medium. There are multiple solutions for the leading-order growth rate s((0)), all of which are imaginary, indicating that the fluctuations are neutrally stable, since there is no viscous dissipation of energy or transfer of energy from the mean flow to the fluctuations due to the Reynolds stress. There is an O(epsilon(1/2)) correction to the growth rate, s((1)), due to the presence of a wall layer of thickness epsilon(1/2)R where the viscous stresses are O(epsilon(1/2)) smaller than the inertial stresses. An energy balance analysis indicates that the transfer of energy from the mean flow to the fluctuations due to the Reynolds stress in the wall layer is exactly cancelled by an opposite transfer of equal magnitude due to the deformation work done at the interface, and there is no net transfer from the mean flow to the fluctuations. Consequently, the fluctuations are stabilized by the viscous dissipation in the wall layer, and the real part of s(1) is negative. However, there are certain values of Gamma and wavenumber k where s((1)) = 0. At these points, the wall layer amplitude becomes zero because the tangential velocity boundary condition is identically satisfied by the inviscid flow solution. The real part of the O(epsilon) correction to the growth rate s((2)) turns out to be negative at these points, indicating a small stabilizing effect due to the dissipation in the bulk of the fluid and the wall material. It is found that the minimum value of s((2)) increases proportional to (H-1)(-2) for (H-1) much less than 1 (thickness of wall much less than the tube radius), and decreases proportional to H-4 for H much greater than 1. The damping rate for the inviscid modes is smaller than that for the viscous wall and centre modes in a rigid tube, which have been determined previously using a singular perturbation analysis. Therefore, these are the most unstable modes in the flow through a flexible tube

Stability of non-parabolic flow in a flexible tube

Flows with velocity profiles very different from the parabolic velocity profile can occur in the entrance region of a tube as well as in tubes with converging/diverging cross-sections. In this paper, asymptotic and numerical studies are undertaken to analyse the temporal stability of such 'non-parabolic' flows in a flexible tube in the limit of high Reynolds numbers. Two specific cases are considered: (i) developing flow in a flexible tube; (ii) flow in a slightly converging flexible tube. Though the mean velocity profile contains both axial and radial components, the flow is assumed to be locally parallel in the stability analysis. The fluid is Newtonian and incompressible, while the flexible wall is modelled as a viscoelastic solid. A high Reynolds number asymptotic analysis shows that the non-parabolic velocity profiles can become unstable in the inviscid limit. This inviscid instability is qualitatively different from that observed in previous studies on the stability of parabolic flow in a flexible tube, and from the instability of developing flow in a rigid tube. The results of the asymptotic analysis are extended numerically to the moderate Reynolds number regime. The numerical results reveal that the developing flow could be unstable at much lower Reynolds numbers than the parabolic flow, and hence this instability can be important in destabilizing the fluid flow through flexible tubes at moderate and high Reynolds number. For flow in a slightly converging tube, even small deviations from the parabolic profile are found to be sufficient for the present instability mechanism to be operative. The dominant non-parallel effects are incorporated using an asymptotic analysis, and this indicates that non-parallel effects do not significantly affect the neutral stability curves. The viscosity of the wall medium is found to have a stabilizing effect on this instability.

Stability of the flow of a fluid through a flexible tube at high Reynolds number

The stability of the Hagen-Poiseuille flow of a Newtonian fluid in a tube of radius R surrounded by an incompressible viscoelastic medium of radius R < r < HR is analysed in the high Reynolds number regime. The dimensionless numbers that affect the fluid flow are the Reynolds number Re = (ρVR / η), the ratio of the viscosities of the wall and fluid ηr = (ηs/η), the ratio of radii H and the dimensionless velocity Γ = (ρV2/G)1/2. Here ρ is the density of the fluid, G is the coefficient of elasticity of the wall and Vis the maximum fluid velocity at the centre of the tube. In the high Reynolds number regime, an asymptotic expansion in the small parameter ε = (1/Re) is employed. In the leading approximation, the viscous effects are neglected and there is a balance between the inertial stresses in the fluid and the elastic stresses in the medium. There are multiple solutions for the leading-order growth rate do), all of which are imaginary, indicating that the fluctuations are neutrally stable, since there is no viscous dissipation of energy or transfer of energy from the mean flow to the fluctruations due to the Reynolds strees. There is an O(ε1/2) correction to the growth rate, s(1), due to the presence of a wall layer of thickness ε1/2R where the viscous stresses are O(ε1/2) smaller than the inertial stresses. An energy balance analysis indicates that the transfer of energy from the mean flow to the fluctuations due to the Reynolds stress in the wall layer is exactly cancelled by an opposite transfer of equal magnitude due to the deformation work done at the interface, and there is no net transfer from the mean flow to the fluctuations. Consequently, the fluctuations are stabilized by the viscous dissipation in the wall layer, and the real part of s(1) is negative. However, there are certain values of Γ and wavenumber k where s(l) = 0. At these points, the wail layer amplitude becomes zero because the tangential velocity boundary condition is identically satisfied by the inviscid flow solution. The real part of the O(ε) correction to the growth rate s(2) turns out to be negative at these points, indicating a small stabilizing effect due to the dissipation in the bulk of the fluid and the wall material. It is found that the minimum value of s(2) increases [is proportional to] (H − 1)−2 for (H − 1) [double less-than sign] 1 (thickness of wall much less than the tube radius), and decreases [is proportional to] (H−4 for H [dbl greater-than sign] 1. The damping rate for the inviscid modes is smaller than that for the viscous wall and centre modes in a rigid tube, which have been determined previously using a singular perturbation analysis. Therefore, these are the most unstable modes in the flow through a flexible tube.

Asymptotic Bounds on the Power-Delay Tradeoff for Fading Point-to-Point Links From Geometric Bounds on the Stationary Distribution of the Queue Length

The optimal power-delay tradeoff is studied for a time-slotted independently and identically distributed fading point-to-point link, with perfect channel state information at both transmitter and receiver, and with random packet arrivals to the transmitter queue. It is assumed that the transmitter can control the number of packets served by controlling the transmit power in the slot. The optimal tradeoff between average power and average delay is analyzed for stationary and monotone transmitter policies. For such policies, an asymptotic lower bound on the minimum average delay of the packets is obtained, when average transmitter power approaches the minimum average power required for transmitter queue stability. The asymptotic lower bound on the minimum average delay is obtained from geometric upper bounds on the stationary distribution of the queue length. This approach, which uses geometric upper bounds, also leads to an intuitive explanation of the asymptotic behavior of average delay. The asymptotic lower bounds, along with previously known asymptotic upper bounds, are used to identify three new cases where the order of the asymptotic behavior differs from that obtained from a previously considered approximate model, in which the transmit power is a strictly convex function of real valued service batch size for every fade state.

Wave propagation in a 2D nonlinear structural acoustic waveguide using asymptotic expansions of wavenumbers

Nonlinear acoustic wave propagation in an infinite rectangular waveguide is investigated. The upper boundary of this waveguide is a nonlinear elastic plate, whereas the lower boundary is rigid. The fluid is assumed to be inviscid with zero mean flow. The focus is restricted to non-planar modes having finite amplitudes. The approximate solution to the acoustic velocity potential of an amplitude modulated pulse is found using the method of multiple scales (MMS) involving both space and time. The calculations are presented up to the third order of the small parameter. It is found that at some frequencies the amplitude modulation is governed by the Nonlinear Schrodinger equation (NLSE). The first objective here is to study the nonlinear term in the NLSE. The sign of the nonlinear term in the NLSE plays a role in determining the stability of the amplitude modulation. Secondly, at other frequencies, the primary pulse interacts with its higher harmonics, as do two or more primary pulses with their resultant higher harmonics. This happens when the phase speeds of the waves match and the objective is to identify the frequencies of such interactions. For both the objectives, asymptotic coupled wavenumber expansions for the linear dispersion relation are required for an intermediate fluid loading. The novelty of this work lies in obtaining the asymptotic expansions and using them for predicting the sign change of the nonlinear term at various frequencies. It is found that when the coupled wavenumbers approach the uncoupled pressure-release wavenumbers, the amplitude modulation is stable. On the other hand, near the rigid-duct wavenumbers, the amplitude modulation is unstable. Also, as a further contribution, these wavenumber expansions are used to identify the frequencies of the higher harmonic interactions. And lastly, the solution for the amplitude modulation derived through the MMS is validated using these asymptotic expansions. (C) 2015 Elsevier Ltd. All rights reserved.

Uniform stability of a particle approximation of the optimal filter derivative

Sequential Monte Carlo methods, also known as particle methods, are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. In many applications it may be necessary to compute the sensitivity, or derivative, of the optimal filter with respect to the static parameters of the state-space model; for instance, in order to obtain maximum likelihood model parameters of interest, or to compute the optimal controller in an optimal control problem. In Poyiadjis et al. [2011] an original particle algorithm to compute the filter derivative was proposed and it was shown using numerical examples that the particle estimate was numerically stable in the sense that it did not deteriorate over time. In this paper we substantiate this claim with a detailed theoretical study. Lp bounds and a central limit theorem for this particle approximation of the filter derivative are presented. It is further shown that under mixing conditions these Lp bounds and the asymptotic variance characterized by the central limit theorem are uniformly bounded with respect to the time index. We demon- strate the performance predicted by theory with several numerical examples. We also use the particle approximation of the filter derivative to perform online maximum likelihood parameter estimation for a stochastic volatility model.

Stability of Switched Feedback Time-Varying Dynamic Systems Based on the Properties of the Gap Metric for Operators

The stabilization of dynamic switched control systems is focused on and based on an operator-based formulation. It is assumed that the controlled object and the controller are described by sequences of closed operator pairs (L, C) on a Hilbert space H of the input and output spaces and it is related to the existence of the inverse of the resulting input-output operator being admissible and bounded. The technical mechanism addressed to get the results is the appropriate use of the fact that closed operators being sufficiently close to bounded operators, in terms of the gap metric, are also bounded. That philosophy is followed for the operators describing the input-output relations in switched feedback control systems so as to guarantee the closed-loop stabilization.

On Bounded Strictly Positive Operators of Closed Range and Some Applications to Asymptotic Hyperstability of Dynamic Systems

The problem discussed is the stability of two input-output feedforward and feedback relations, under an integral-type constraint defining an admissible class of feedback controllers. Sufficiency-type conditions are given for the positive, bounded and of closed range feed-forward operator to be strictly positive and then boundedly invertible, with its existing inverse being also a strictly positive operator. The general formalism is first established and the linked to properties of some typical contractive and pseudocontractive mappings while some real-world applications and links of the above formalism to asymptotic hyperstability of dynamic systems are discussed later on.

Asymptotic Hyperstability of a Class of Linear Systems under Impulsive Controls Subject to an Integral Popovian Constraint

This paper is focused on the study of the important property of the asymptotic hyperstability of a class of continuous-time dynamic systems. The presence of a parallel connection of a strictly stable subsystem to an asymptotically hyperstable one in the feed-forward loop is allowed while it has also admitted the generation of a finite or infinite number of impulsive control actions which can be combined with a general form of nonimpulsive controls. The asymptotic hyperstability property is guaranteed under a set of sufficiency-type conditions for the impulsive controls.

Hyers-Ulam-Rassias Stability of Functional Differential Systems with Point and Distributed Delays

This paper investigates stability and asymptotic properties of the error with respect to its nominal version of a nonlinear time-varying perturbed functional differential system subject to point, finite-distributed, and Volterra-type distributed delays associated with linear dynamics together with a class of nonlinear delayed dynamics. The boundedness of the error and its asymptotic convergence to zero are investigated with the results being obtained based on the Hyers-Ulam-Rassias analysis.

Asymptotic periodicity of the Volterra equation with infinite delay

For some species, hereditary factors have great effects on their population evolution, which can be described by the well-known Volterra model. A model developed is investigated in this article, considering the seasonal variation of the environment, where the diffusive effect of the population is also considered. The main approaches employed here are the upper-lower solution method and the monotone iteration technique. The results show that whether the species dies out or not depends on the relations among the birth rate, the death rate, the competition rate, the diffusivity and the hereditary effects. The evolution of the population may show asymptotic periodicity, provided a certain condition is satisfied for the above factors. (c) 2006 Elsevier Ltd. All rights reserved.

Analysis of an asymptotic preserving scheme for linear kinetic equations in the diffusion limit

We present a mathematical analysis of the asymptotic preserving scheme proposed in [M. Lemou and L. Mieussens, SIAM J. Sci. Comput., 31 (2008), pp. 334-368] for linear transport equations in kinetic and diffusive regimes. We prove that the scheme is uniformly stable and accurate with respect to the mean free path of the particles. This property is satisfied under an explicitly given CFL condition. This condition tends to a parabolic CFL condition for small mean free paths and is close to a convection CFL condition for large mean free paths. Our analysis is based on very simple energy estimates. © 2010 Society for Industrial and Applied Mathematics.