We perform stability analysis of an accretion disc around a stellar mass black hole. The cooling of the accretion flow due to bremsstrahlung and synchrotron radiation processes are considered. The solutions with shock are perturbed at the shock location and the radial dependence of perturbation is obtained by solving the equations numerically using fourth-order Runge-Kutta method. The perturbat...

In this paper, a semi-analytical solution for magneto-thermo-elastic problem in an axisymmetric functionally graded (FG) hollow rotating disk with constant thickness placed in uniform magnetic and thermal fields with heat convection from disk’s surfaces is presented. Solution for stresses and perturbation of magnetic field vector in a thin FG rotating disk is determined using infinitesimal theo...

We describe the use of Stochastic Flow Models (SFMs) for control and optimization (rather than performance analysis) of computer networks. After reviewing earlier work applying Infinitesimal Perturbation Analysis (IPA) to SFMs without feedback or with additive feedback, we consider systems operating with a multiplicative feedback control mechanism. Using IPA, we derive gradient estimators for l...

1 Dept. of Electrical and Computer Engineering, University of Cyprus, Nicosia, Cyprus, [email protected] 2 Dept. of Manufacturing Engineering and Center for Information and Systems Engineering, Boston University, Brookline, MA 02446, [email protected] 3 Dept. of Manufacturing Engineering and Center for Information and Systems Engineering, Boston University, Brookline, MA 02446, [email protected] 4 School ...

In this paper we study Make-To-Stock manufacturing systems and seek on-line algorithms for determining optimal or near optimal buffer capacities (hedging points) that balance inventory against stockout costs. Using a Stochastic Fluid Model (SFM), we derive sample derivatives (sensitivities) which, under very weak structural assumptions on the defining demand and service processes, are shown to ...

Let  be an n-dimensional Riemannian manifold, and  be its tangent bundle with the lift metric. Then every infinitesimal fiber-preserving conformal transformation  induces an infinitesimal homothetic transformation on .  Furthermore,  the correspondence   gives a homomorphism of the Lie algebra of infinitesimal fiber-preserving conformal transformations on  onto the Lie algebra of infinitesimal ...

In this paper we study Make-To-Stock manufacturing systems and generalize the results obtained in Panayiotou et al. (2002). Specifically, we use the same modeling framework to derive sample derivatives of the objective function of interest with respect to buffer capacities (hedging points). In the earlier work, the input processes (machine processing and demand) were assumed piecewise constant....

Central limit theorems are obtained for the \perturbation analysis Robbins-Monro single run" (PARMSR) optimization algorithm, with updates either after every L customers or after every busy period, in the context of the optimization of a GI=GI=1 queue. The PARMSR algorithm is a stochastic approximation (SA) method for the optimization of innnite-horizon models. It is shown that the convergence ...

Discrete-event systems to which the technique of infinitesimal perturbation analysis (IPA) is applicable are natural candidates for optimization via a Robbins-Monro type stochastic approximation algorithm. We establish a simple framework for single-run optimization of systems with regenerative structure. The main idea is to convert the original problem into one in which unbiased estimators can ...

In chaotic dynamical systems, an infinitesimal perturbation is exponentially amplified at a time-rate given by the inverse of the maximum Lyapunov exponent λ. In fully developed turbulence, λ grows as a power of the Reynolds number. This result could seem in contrast with phenomenological arguments