Related papers: Two-dimensional fluid queues with temporary assist…
We investigate a two-dimensional network simulator that model the dynamics of two-phase immiscible bulk flow where film flow can be neglected. We present a method for simulating the detailed dynamical process where the two phases are…
The PS-model treated in this paper is motivated by freelance job websites where multiple freelancers compete for a single job. In the context of such websites, multistage service of a job means collection of applications from multiple…
Modern techniques for physical simulations rely on numerical schemes and mesh-refinement methods to address trade-offs between precision and complexity, but these handcrafted solutions are tedious and require high computational power.…
Motivated by applications such as urban traffic control and make-to-order systems, we study a fluid model of a single-server, on-off system that can accommodate multiple queues. The server visits each queue in order: when a queue is served,…
We study critical GI/G/1 queues under finite second moment assumptions. We show that the busy period distribution is regularly varying with index half. We also review previously known M/G/1/ and M/M/1 derivations, yielding exact asymptotics…
This paper considers a parallel system of queues fed by independent arrival streams, where the service rate of each queue depends on the number of customers in all of the queues. Necessary and sufficient conditions for the stability of the…
We consider the system of partial differential equations governing two-dimensional flows of a robust class of viscoelastic rate-type fluids with stress diffusion, involving a general objective derivative. The studied system generalizes the…
Fluid limit techniques have become a central tool to analyze queueing networks over the last decade, with applications to performance analysis, simulation and optimization. In this paper, some of these techniques are extended to a general…
We study the two dimensional (2D) stochastic Navier Stokes (SNS) equations in the inertial limit of weak forcing and dissipation. The stationary measure is concentrated close to steady solutions of the 2D Euler equation. For such inertial…
Dynamics induced by a change of boundary conditions reveals rate-dependent signatures associated with topological properties in one-dimensional Kitaev chain and SSH model. While the perturbation from a change of the boundary propagates into…
We present a Markovian market model driven by a hidden Brownian efficient price. In particular, we extend the queue-reactive model, making its dynamics dependent on the efficient price. Our study focuses on two sub-models: a signal-driven…
High dimensional space-time data pose known computational challenges when fitting spatio-temporal models. Such data show dependence across several dimensions of space as well as in time, and can easily involve hundreds of thousands of…
This paper develops fluid limits for nonstationary many-server loss systems with general service-time distributions. For the zero-buffer $M_t/G/n/n$ queuing model, we prove a functional strong law of large numbers for the fraction of busy…
The numerical modelling of convection dominated high density ratio two-phase flow poses several challenges, amongst which is resolving the relatively thin shear layer at the interface. To this end we propose a sharp discretisation of the…
A 2D Stochastic incompressible non-Newtonian fluids driven by fractional Bronwnian motion with Hurst parameter $H \in (1/2,1)$ is studied. The Wiener-type stochastic integrals are introduced for infinite-dimensional fractional Brownian…
In this work it is shown how the immersed boundary method of (Peskin2002) for modeling flexible structures immersed in a fluid can be extended to include thermal fluctuations. A stochastic numerical method is proposed which deals with…
This paper investigates the capacity of a channel in which information is conveyed by the timing of consecutive packets passing through a queue with independent and identically distributed service times. Such timing channels are commonly…
A streamwise-constant model is presented to investigate the basic mechanisms responsible for the change in mean flow occuring during pipe flow transition. Using a single forced momentum balance equation, we show that the shape of the…
We prove a many-server heavy-traffic fluid limit for an overloaded Markovian queueing system having two customer classes and two service pools, known in the call-center literature as the X model. The system uses the…
We utilize the externally forced linearized Navier-Stokes equations to study the receptivity of pre-transitional boundary layers to persistent sources of stochastic excitation. Stochastic forcing is used to model the effect of free-stream…