Numerical Methods of Multifractal Analysis in Information Communication Systems and Networks

In this chapter, the main principles of the theory of fractals and multifractals are stated. A singularity spectrum is introduced for the random telecommunication traffic, concepts of fractal dimensions and scaling functions, and methods used in their determination by means of Wavelet Transform Modulus Maxima (WTMM) are proposed. Algorithm development methods for estimating multifractal spectrum are presented. A method based on multifractal data analysis at network layer level by means of WTMM is proposed for the detection of traffic anomalies in computer and telecommunication networks. The chapter also introduces WTMM as the informative indicator to exploit the distinction of fractal dimen- sions on various parts of a given dataset. A novel approach based on the use of multifractal spectrum parameters is proposed for estimating queuing performance for the generalized multifractal traffic on the input of a buffering device. It is shown that the multifractal character of traffic has significant impact on queuing performance characteristics

Numerical Analysis

Acknowledgements: This article will appear in the forthcoming Princeton Companion to Mathematics, edited by Timothy Gowers with June Barrow-Green, to be published by Princeton University Press.\ud \ud In preparing this essay I have benefitted from the advice of many colleagues who corrected a number of errors of fact and emphasis. I have not always followed their advice, however, preferring as one friend put it, to "put my head above the parapet". So I must take full responsibility for errors and omissions here.\ud \ud With thanks to: Aurelio Arranz, Alexander Barnett, Carl de Boor, David Bindel, Jean-Marc Blanc, Mike Bochev, Folkmar Bornemann, Richard Brent, Martin Campbell-Kelly, Sam Clark, Tim Davis, Iain Duff, Stan Eisenstat, Don Estep, Janice Giudice, Gene Golub, Nick Gould, Tim Gowers, Anne Greenbaum, Leslie Greengard, Martin Gutknecht, Raphael Hauser, Des Higham, Nick Higham, Ilse Ipsen, Arieh Iserles, David Kincaid, Louis Komzsik, David Knezevic, Dirk Laurie, Randy LeVeque, Bill Morton, John C Nash, Michael Overton, Yoshio Oyanagi, Beresford Parlett, Linda Petzold, Bill Phillips, Mike Powell, Alex Prideaux, Siegfried Rump, Thomas Schmelzer, Thomas Sonar, Hans Stetter, Gil Strang, Endre Süli, Defeng Sun, Mike Sussman, Daniel Szyld, Garry Tee, Dmitry Vasilyev, Andy Wathen, Margaret Wright and Steve Wright

Parallel Factorizations in Numerical Analysis

In this paper we review the parallel solution of sparse linear systems, usually deriving by the discretization of ODE-IVPs or ODE-BVPs. The approach is based on the concept of parallel factorization of a (block) tridiagonal matrix. This allows to obtain efficient parallel extensions of many known matrix factorizations, and to derive, as a by-product, a unifying approach to the parallel solution of ODEs.Comment: 15 pages, 5 figure

Numerical Analysis of Parallel Replica Dynamics

Parallel replica dynamics is a method for accelerating the computation of processes characterized by a sequence of infrequent events. In this work, the processes are governed by the overdamped Langevin equation. Such processes spend much of their time about the minima of the underlying potential, occasionally transitioning into different basins of attraction. The essential idea of parallel replica dynamics is that the exit time distribution from a given well for a single process can be approximated by the minimum of the exit time distributions of $N$ independent identical processes, each run for only 1/N-th the amount of time. While promising, this leads to a series of numerical analysis questions about the accuracy of the exit distributions. Building upon the recent work in Le Bris et al., we prove a unified error estimate on the exit distributions of the algorithm against an unaccelerated process. Furthermore, we study a dephasing mechanism, and prove that it will successfully complete.Comment: 37 pages, 4 figures, revised and new estimates from the previous versio

Numerical Analysis of Black Hole Evaporation

Black hole formation/evaporation in two-dimensional dilaton gravity can be described, in the limit where the number $N$ of matter fields becomes large, by a set of second-order partial differential equations. In this paper we solve these equations numerically. It is shown that, contrary to some previous suggestions, black holes evaporate completely a finite time after formation. A boundary condition is required to evolve the system beyond the naked singularity at the evaporation endpoint. It is argued that this may be naturally chosen so as to restore the system to the vacuum. The analysis also applies to the low-energy scattering of $S$-wave fermions by four-dimensional extremal, magnetic, dilatonic black holes.Comment: 10 pages, 9 figures in separate uuencoded fil

Numerical aeroacoustic analysis of propeller designs

As propeller-driven aircraft are the best choice for short/middle-haul flights but their acoustic emissions may require improvements to comply with future noise certification standards, this work aims to numerically evaluate the acoustics of different modern propeller designs. Overall sound pressure level and noise spectra of various blade geometries and hub configurations are compared on a surface representing the exterior fuselage of a typical large turboprop aircraft. Interior cabin noise is also evaluated using the transfer function of a Fokker 50 aircraft. A blade design operating at lower RPM and with the span-wise loading moved inboard is shown to be significantly quieter without severe performance penalties. The employed Computational Fluid Dynamics (CFD) method is able to reproduce the tonal content of all blades and its dependence on hub and blade design features