M/M/∞\infty queues in semi-Markovian random environment

In this paper we investigate an M/M/$\infty$ queue whose parameters depend on an external random environment that we assume to be a semi-Markovian process with finite state space. For this model we show a recursive formula that allows to compute all the factorial moments for the number of customers in the system in steady state. The used technique is based on the calculation of the raw moments of the measure of a bidimensional random set. Finally the case when the random environment has only two states is deeper analyzed. We obtain an explicit formula to compute the above mentioned factorial moments when at least one of the two states has sojourn time exponentially distributed.Comment: 17 pages, 2 figure

Boundary-layer turbulence as a kangaroo process

A nonlocal mixing-length theory of turbulence transport by finite size eddies is developed by means of a novel evaluation of the Reynolds stress. The analysis involves the contruct of a sample path space and a stochastic closure hypothesis. The simplifying property of exhange (strong eddies) is satisfied by an analytical sampling rate model. A nonlinear scaling relation maps the path space onto the semi-infinite boundary layer. The underlying near-wall behavior of fluctuating velocities perfectly agrees with recent direct numerical simulations. The resulting integro-differential equation for the mixing of scalar densities represents fully developed boundary-layer turbulence as a nondiffusive (Kubo-Anderson or kangaroo) type of stochastic process. The model involves a scaling exponent (with → in the diffusion limit). For the (partly analytical) solution for the mean velocity profile, excellent agreement with the experimental data yields 0.58. © 1995 The American Physical Society

On a boundary integral solution of a lateral planar Cauchy problem in elastodynamics

A boundary integral based method for the stable reconstruction of missing boundary data is presented for the governing hyperbolic equation of elastodynamics in annular planar domains. Cauchy data in the form of the solution and traction is reconstructed on the inner boundary curve from the similar data given on the outer boundary. The ill-posed data reconstruction problem is reformulated as a sequence of boundary integral equations using the Laguerre transform with respect to time and employing a single-layer approach for the stationary problem. Singularities of the involved kernels in the integrals are analyzed and made explicit, and standard quadrature rules are used for discretization. Tikhonov regularization is employed for the stable solution of the obtained linear system. Numerical results are included showing that the outlined approach can be turned into a practical working method for finding the missing data