Browsing by Subject "Closed form solutions"
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Item Open Access Evaluation of nusselt number for a flow in a microtube with second-order model including thermal creep(ASME, 2012-07) Çetin, BarbarosIn this paper, Nusselt number for a flow in a microtube is determined analytically with a constant wall heat flux thermal boundary condition. The flow assumed to be incompressible, laminar, hydrodynamically and thermally fully-developed. The thermo-physical properties of the fluid are assumed to be constant. The effect of rarefaction, viscous dissipation, axial conduction, which are important at the microscale, are included in the analysis. For the implementation of the rarefaction effect, two different second-order slip models are used for the slip-flow and temperature-jump boundary conditions together with the thermal creep at the wall. Closed form solutions for the fully-developed temperature profile and Nusselt number are derived as a function of Knudsen number, Brinkman number and Peclet number. Copyright © 2012 by ASME.Item Open Access Hybrid TW-TOA/TDOA positioning algorithms for cooperative wireless networks(IEEE, 2011) Gholami, M.R.; Gezici, Sinan; Ström, E.G.; Rydström, M.The problem of positioning an unknown target is studied for a cooperative wireless sensor network using hybrid two-way time-of-arrival and time-difference-of-arrival measurements. A maximum likelihood estimator (MLE) can be employed to solve the problem. Due to the non-linear nature of the cost function in the MLE, a numerical method, e.g., an iterative search algorithm with a good initial point, should be taken to accurately estimate the target. To avoid drawbacks in a numerical method, we instead linearize the measurements and obtain a new two-step estimator that has a closed-form solution in each step. Simulation results confirm that the proposed linear estimator can attain Cramer-Rao lower bound for sufficiently high SNR. © 2011 IEEE.Item Open Access Sur l’allocation dynamique de portefeuille robuste contre l’incertitude des rendements moyens(Taylor & Francis, 2014) Pınar, M. Ç.In an economy with a negative exponential utility investor facing a set of risky assets with normally distributed returns over multiple periods, we consider the problem of making an ambiguityrobust dynamic portfolio choice when the expected return information is uncertain. We pose the problem in the Adjustable Robust Optimization framework under ellipsoidal representation of the expected return uncertainty, and provide a closed-form solution in the form of a simple, dynamic, partially myopic portfolio policy. The result provides a guideline in the form of an upper bound for the choice of the parameter controlling the aversion to ambiguity.