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1.
The so-called “Israeli queue” (Boxma et al. in Stoch Model 24(4):604–625, 2008; Perel and Yechiali in Probab Eng Inf Sci, 2013; Perel and Yechiali in Stoch Model 29(3):353–379, 2013) is a multi-queue polling-type system with a single server. Service is given in batches, where the batch sizes are unlimited and the service time of a batch does not depend on its size. After completing service, the next queue to be visited by the server is the one with the most senior customer. In this paper, we study the Israeli queue with retrials, where the system is comprised of a “main” queue and an orbit queue. The main queue consists of at most \(M\) groups, where a new arrival enters the main queue either by joining one of the existing groups, or by creating a new group. If an arrival cannot join one of the groups in the main queue, he goes to a retrial (orbit) queue. The orbit queue dispatches orbiting customers back to the main queue at a constant rate. We analyze the system via both probability generating functions and matrix geometric methods, and calculate analytically various performance measures and present numerical results.  相似文献   

2.
The multi-server queue with non-homogeneous Poisson arrivals and customer abandonment is a fundamental dynamic rate queueing model for large scale service systems such as call centers and hospitals. Scaling the arrival rates and number of servers arises naturally when a manager updates a staffing schedule in response to a forecast of increased customer demand. Mathematically, this type of scaling ultimately gives us the fluid and diffusion limits as found in Mandelbaum et al., Queueing Syst 30:149–201 (1998) for Markovian service networks. The asymptotics used here reduce to the Halfin and Whitt, Oper Res 29:567–588 (1981) scaling for multi-server queues. The diffusion limit suggests a Gaussian approximation to the stochastic behavior of this queueing process. The mean and variance are easily computed from a two-dimensional dynamical system for the fluid and diffusion limiting processes. Recent work by Ko and Gautam, INFORMS J Comput, to appear (2012) found that a modified version of these differential equations yield better Gaussian estimates of the original queueing system distribution. In this paper, we introduce a new three-dimensional dynamical system that is based on estimating the mean, variance, and third cumulant moment. This improves on the previous approaches by fitting the distribution from a quadratic function of a Gaussian random variable.  相似文献   

3.
Randomized load balancing greatly improves the sharing of resources while being simple to implement. In one such model, jobs arrive according to a rate-??N Poisson process, with ??<1, in a system of N rate-1 exponential server queues. In Vvedenskaya et al. (Probl. Inf. Transm. 32:15?C29, 1996), it was shown that when each arriving job is assigned to the shortest of D, D??2, randomly chosen queues, the equilibrium queue sizes decay doubly exponentially in the limit as N????. This is a substantial improvement over the case D=1, where queue sizes decay exponentially. The reasoning in Vvedenskaya et al. (Probl. Inf. Transm. 32:15?C29, 1996) does not easily generalize to jobs with nonexponential service time distributions. A?modularized program for treating randomized load balancing problems with general service time distributions was introduced in Bramson et al. (Proc. ACM SIGMETRICS, pp.?275?C286, 2010). The program relies on an ansatz that asserts that, for a randomized load balancing scheme in equilibrium, any fixed number of queues become independent of one another as N????. This allows computation of queue size distributions and other performance measures of interest. In this article, we demonstrate the ansatz in several settings. We consider the least loaded balancing problem, where an arriving job is assigned to the queue with the smallest workload. We also consider the more difficult problem, where an arriving job is assigned to the queue with the fewest jobs, and demonstrate the ansatz when the service discipline is FIFO and the service time distribution has a decreasing hazard rate. Last, we show the ansatz always holds for a sufficiently small arrival rate, as long as the service distribution has 2 moments.  相似文献   

4.
We establish a connection between optimal transport theory (see Villani in Topics in optimal transportation. Graduate studies in mathematics, vol. 58, AMS, Providence, 2003, for instance) and classical convection theory for geophysical flows (Pedlosky, in Geophysical fluid dynamics, Springer, New York, 1979). Our starting point is the model designed few years ago by Angenent, Haker, and Tannenbaum (SIAM J. Math. Anal. 35:61–97, 2003) to solve some optimal transport problems. This model can be seen as a generalization of the Darcy–Boussinesq equations, which is a degenerate version of the Navier–Stokes–Boussinesq (NSB) equations. In a unified framework, we relate different variants of the NSB equations (in particular what we call the generalized hydrostatic-Boussinesq equations) to various models involving optimal transport (and the related Monge–Ampère equation, Brenier in Commun. Pure Appl. Math. 64:375–417, 1991; Caffarelli in Commun. Pure Appl. Math. 45:1141–1151, 1992). This includes the 2D semi-geostrophic equations (Hoskins in Annual review of fluid mechanics, vol. 14, pp. 131–151, Palo Alto, 1982; Cullen et al. in SIAM J. Appl. Math. 51:20–31, 1991, Arch. Ration. Mech. Anal. 185:341–363, 2007; Benamou and Brenier in SIAM J. Appl. Math. 58:1450–1461, 1998; Loeper in SIAM J. Math. Anal. 38:795–823, 2006) and some fully nonlinear versions of the so-called high-field limit of the Vlasov–Poisson system (Nieto et al. in Arch. Ration. Mech. Anal. 158:29–59, 2001) and of the Keller–Segel for Chemotaxis (Keller and Segel in J. Theor. Biol. 30:225–234, 1971; Jäger and Luckhaus in Trans. Am. Math. Soc. 329:819–824, 1992; Chalub et al. in Mon. Math. 142:123–141, 2004). Mathematically speaking, we establish some existence theorems for local smooth, global smooth or global weak solutions of the different models. We also justify that the inertia terms can be rigorously neglected under appropriate scaling assumptions in the generalized Navier–Stokes–Boussinesq equations. Finally, we show how a “stringy” generalization of the AHT model can be related to the magnetic relaxation model studied by Arnold and Moffatt to obtain stationary solutions of the Euler equations with prescribed topology (see Arnold and Khesin in Topological methods in hydrodynamics. Applied mathematical sciences, vol. 125, Springer, Berlin, 1998; Moffatt in J. Fluid Mech. 159:359–378, 1985, Topological aspects of the dynamics of fluids and plasmas. NATO adv. sci. inst. ser. E, appl. sci., vol. 218, Kluwer, Dordrecht, 1992; Schonbek in Theory of the Navier–Stokes equations, Ser. adv. math. appl. sci., vol. 47, pp. 179–184, World Sci., Singapore, 1998; Vladimirov et al. in J. Fluid Mech. 390:127–150, 1999; Nishiyama in Bull. Inst. Math. Acad. Sin. (N.S.) 2:139–154, 2007).  相似文献   

5.
The paper deals with the workload and busy period for the $M/GI/1$ M / G I / 1 system with impatience under FCFS discipline. The customers may become impatient during their waiting for service with generally distributed maximal waiting times and also during their service with generally distributed maximal service times depending on the time waited for service. This general impatience mechanism was originally introduced by Kovalenko (1961) and considered by Daley (1965), too. It covers the special cases of impatience on waiting times as well as impatience on sojourn times, for which Boxma et al. (2010, 2011) gave new results and outlined special cases recently. Our unified approach bases on the vector process of workload and busy time. Explicit representations for the LSTs of workload and busy period are given in case of phase-type distributed impatience.  相似文献   

6.
Diffusive relaxation systems provide a general framework to approximate nonlinear diffusion problems, also in the degenerate case (Aregba-Driollet et al. in Math. Comput. 73(245):63–94, 2004; Boscarino et al. in Implicit-explicit Runge-Kutta schemes for hyperbolic systems and kinetic equations in the diffusion limit, 2011; Cavalli et al. in SIAM J. Sci. Comput. 34:A137–A160, 2012; SIAM J. Numer. Anal. 45(5):2098–2119, 2007; Naldi and Pareschi in SIAM J. Numer. Anal. 37:1246–1270, 2000; Naldi et al. in Surveys Math. Indust. 10(4):315–343, 2002). Their discretization is usually obtained by explicit schemes in time coupled with a suitable method in space, which inherits the standard stability parabolic constraint. In this paper we combine the effectiveness of the relaxation systems with the computational efficiency and robustness of the implicit approximations, avoiding the need to resolve nonlinear problems and avoiding stability constraints on time step. In particular we consider an implicit scheme for the whole relaxation system except for the nonlinear source term, which is treated though a suitable linearization technique. We give some theoretical stability results in a particular case of linearization and we provide insight on the general case. Several numerical simulations confirm the theoretical results and give evidence of the stability and convergence also in the case of nonlinear degenerate diffusion.  相似文献   

7.
We prove the existence of solutions for the great lake equations. These equations are obtained from the three-dimensional Euler equations in a basin with a free upper surface and a spatially varying bottom topography by taking a low aspect ratio, i.e., low wave speed and small wave amplitude expansion. These equations are rewritten in an abstract form by considering generalized Euler equations as in Levermore et?al. (Indiana Univ Math J 45:479?C510, 1996). This paper is an extension of Levermore et?al. (Indiana Univ Math J 45:479?C510, 1996), where the varying bottom was assumed to be nondegenerate. Here, we discuss the degenerate case and obtain similar results as in Levermore et?al. (Indiana Univ Math J 45:479?C510, 1996).  相似文献   

8.
Burgers?? equations have been introduced to study different models of fluids (Bateman, 1915, Burgers, 1939, Hopf, 1950, Cole, 1951, Lighthill andWhitham, 1955, etc.). The difference-differential analogues of these equations have been proposed for Schumpeterian models of economic development (Iwai, 1984, Polterovich and Henkin, 1988, Belenky, 1990, Henkin and Polterovich, 1999, Tashlitskaya and Shananin, 2000, etc.). This paper gives a short survey of the results and conjectures on Burgers type equations, motivated both by fluid mechanics and by Schumpeterian dynamics. Proofs of some new results are given. This paper is an extension and an improvement of (Henkin, 2007, 2011).  相似文献   

9.
We consider multiclass Markovian polling systems with feedback and analyze their average performance measures. Scheduling in polling systems has many applications in computer and communication systems. We utilize the framework that has been effectively used to analyze various composite scheduling algorithms in many types of multiclass queues systematically in conjunction with the functional computation method (Hirayama in Naval Research Logistics 50:719?C741, 2003; Journal of the Operations Research Society of Japan 48:226?C255, 2005; Advances in queueing theory and network applications, pp. 119?C146, Springer, New?York, 2009a; Journal of Industrial and Management Optimization 6:541?C568, 2010). We define the conditional expected values of the performance measures such as the sojourn times as functions of the system state and find their expressions by solving some equations. Then from these expressions, we derive the average numbers of customers and the average sojourn times for all service stages of customers circulating the system. We consider their application to a packet scheduling problem where multiple categories of packets share a resource.  相似文献   

10.
A local as well as a semilocal convergence analysis for Newton–Jarratt–type iterative method for solving equations in a Banach space setting is studied here using information only at a point via a gamma-type condition (Argyros in Approximate Solution of Operator Equations with Applications, [2005]; Wang in Chin. Sci. Bull. 42(7):552–555, [1997]). This method has already been examined by us in (Argyros et al. in J. Comput. Appl. Math. 51:103–106, [1994]; Argyros in Comment. Mat. XXIII:97–108, [1994]), where the order of convergence four was established using however information on the domain of the operator. In this study we also establish the same order of convergence under weaker conditions. Moreover we show that all though we use weaker conditions the results obtained here can be used to solve equations in cases where the results in (Argyros et al. in J. Comput. Appl. Math. 51:103–106, [1994]; Argyros in Comment. Mat. XXIII:97–108, [1994]) cannot apply. Our method is inverse free, and therefore cheaper at the second step in contrast with the corresponding two–step Newton methods. Numerical Examples are also provided.  相似文献   

11.
We consider generalized Jackson networks with reneging in which the customer patience times follow a general distribution that unifies the patience time without scaling adopted by Ward and Glynn (Queueing Syst 50:371–400, 2005) and the patience time with hazard rate scaling and unbounded support adopted by Reed and Ward (Math Oper Res 33:606–644, 2008). The diffusion approximations for both the queue length process and the abandonment-count process are established under the conventional heavy traffic limit regime. In light of the recent work by Dai and He (Math Oper Res 35:347–362, 2010), the diffusion approximations are obtained by the following four steps: first, establishing the stochastic boundedness for the queue length process and the virtual waiting time process; second, obtaining the $C$ -tightness and fluid limits for the queue length process and the abandonment-count process; then third, building an asymptotic relationship between the abandonment-count process and the queue length process in terms of the customer patience time. Finally, the fourth step is to get the diffusion approximations by invoking the continuous mapping theorem.  相似文献   

12.
Harry G. Perros 《TOP》2014,22(2):449-453
The paper under discussion is a well-written exposition on the performance modeling of communication systems by discrete-time queueing systems, and their analysis. It basically consists of two parts: a review of the literature, focusing on the modelling of information streams and on scheduling disciplines (Sects. 2, 3), and a demonstration of some key methods for the analysis of discrete-time queueing systems, focusing on a particular two-class discrete-time queue with correlated arrivals and two priority classes (Sects. 4–6). In Sect. 1 of the present note, we make some introductory comments. In Sect. 2, realizing that the literature review in Bruneel et al. (TOP, 2014) is authoritative and extensive, we focus on a few adjacent topics which fall outside the scope of Bruneel et al. (TOP, 2014) but which in our view may also be of some interest. Finally, in Sect. 3, we discuss the analysis in Sects. 4–6 of Bruneel et al. (TOP, 2014).  相似文献   

13.
Semimartingale reflecting Brownian motions (SRBMs) are diffusion processes with state space the d-dimensional nonnegative orthant, in the interior of which the processes evolve according to a Brownian motion, and that reflect against the boundary in a specified manner. A standard problem is to determine under what conditions the process is positive recurrent. Necessary and sufficient conditions for positive recurrence are easy to formulate in d=2, but not in d??3. Fluid paths are solutions of deterministic equations that correspond to the random equations of the SRBM. A standard result of Dupuis and Williams (in Ann. Probab. 22:680?C702, 1994) states that when every fluid path associated with the SRBM is attracted to the origin, the SRBM is positive recurrent. Employing this result, El Kharroubi et al. (in Stoch. Stoch. Rep. 68:229?C253, 2000; Math. Methods Oper. Res. 56:243?C258, 2002) gave sufficient conditions involving fluid paths for positive recurrence of SRBM in d=3. Here, we discuss two recent results regarding necessary conditions for positive recurrence of SRBM in d??3. Bramson et al. (in Ann. Appl. Probab. 20:753?C783, 2010) showed that the conditions in El Kharroubi et al. (Math. Methods Oper. Res. 56:243?C258, 2002) are, in fact, necessary in d=3. On the other hand, Bramson (in Ann. Appl. Probab., to appear, 2011) provided a family of positive recurrent SRBMs, in d??6, with linear fluid paths that diverge to infinity. The latter result shows in particular that the converse of the Dupuis?CWilliams result does not hold.  相似文献   

14.
The paper is devoted to the problem of establishing right-convergence of sparse random graphs. This concerns the convergence of the logarithm of number of homomorphisms from graphs or hyper-graphs \(\mathbb{G }_N, N\ge 1\) to some target graph \(W\) . The theory of dense graph convergence, including random dense graphs, is now well understood (Borgs et al. in Ann Math 176:151–219, 2012; Borgs et al. in Adv Math 219:1801–1851, 2008; Chatterjee and Varadhan in Eur J Comb 32:1000–1017, 2011; Lovász and Szegedy in J Comb Theory Ser B 96:933–957, 2006), but its counterpart for sparse random graphs presents some fundamental difficulties. Phrased in the statistical physics terminology, the issue is the existence of the limits of appropriately normalized log-partition functions, also known as free energy limits, for the Gibbs distribution associated with \(W\) . In this paper we prove that the sequence of sparse Erdös-Rényi graphs is right-converging when the tensor product associated with the target graph \(W\) satisfies a certain convexity property. We treat the case of discrete and continuous target graphs \(W\) . The latter case allows us to prove a special case of Talagrand’s recent conjecture [more accurately stated as level III Research Problem 6.7.2 in his recent book (Talagrand in Mean Field Models for Spin Glasses: Volume I: Basic examples. Springer, Berlin, 2010)], concerning the existence of the limit of the measure of a set obtained from \(\mathbb{R }^N\) by intersecting it with linearly in \(N\) many subsets, generated according to some common probability law. Our proof is based on the interpolation technique, introduced first by Guerra and Toninelli (Commun Math Phys 230:71–79, 2002) and developed further in (Abbe and Montanari in On the concentration of the number of solutions of random satisfiability formulas, 2013; Bayati et al. in Ann Probab Conference version in Proceedings of 42nd Ann. Symposium on the Theory of Computing (STOC), 2010; Contucci et al. in Antiferromagnetic Potts model on the Erdös-Rényi random graph, 2011; Franz and Leone in J Stat Phys 111(3/4):535–564, 2003; Franz et al. in J Phys A Math Gen 36:10967–10985, 2003; Montanari in IEEE Trans Inf Theory 51(9):3221–3246, 2005; Panchenko and Talagrand in Probab Theory Relat Fields 130:312–336, 2004). Specifically, Bayati et al. (Ann Probab Conference version in Proceedings of 42nd Ann. Symposium on the Theory of Computing (STOC), 2010) establishes the right-convergence property for Erdös-Rényi graphs for some special cases of \(W\) . In this paper most of the results in Bayati et al. (Ann Probab Conference version in Proceedings of 42nd Ann. Symposium on the Theory of Computing (STOC), 2010) follow as a special case of our main theorem.  相似文献   

15.
In the recent paper (Mushko et al. in Ann. Oper. Res. 141:283??301, 2006) Mushko, Jacob, et al. considered an M/M/c type queueing system with retrials. Given that returning customers have access to any server they obtained a sufficient condition for the stability of the system. We suggest an alternative approach to the problem and get the necessary and sufficient condition for the stability in more general situation, when some servers are reserved for processing of primary requests and do not serve returning customers.  相似文献   

16.
Since its elaboration by Whitham almost 50 years ago, modulation theory has been known to be closely related to the stability of periodic traveling waves. However, it is only recently that this relationship has been elucidated and that fully nonlinear results have been obtained. These only concern dissipative systems though: reaction–diffusion systems were first considered by Doelman et al. (Mem Am Math Soc 199(934):viii+105, 2009), and viscous systems of conservation laws have been addressed by Johnson et al. (Invent Math, 2013). Here, only nondissipative models are considered, and a most basic question is investigated, namely, the expected link between the hyperbolicity of modulated equations and the spectral stability of periodic traveling waves to sideband perturbations. This is done first in an abstract Hamiltonian framework, which encompasses a number of dispersive models, in particular the well-known (generalized) Korteweg–de Vries equation and the less known Euler–Korteweg system, in both Eulerian coordinates and Lagrangian coordinates. The latter is itself an abstract framework for several models arising in water wave theory, superfluidity, and quantum hydrodynamics. As regards its application to compressible capillary fluids, attention is paid here to untangle the interplay between traveling waves/modulation equations in Eulerian coordinates and those in Lagrangian coordinates. In the most general setting, it is proved that the hyperbolicity of modulated equations is indeed necessary for the spectral stability of periodic traveling waves. This extends earlier results by Serre (Commun Partial Differ Equ 30(1–3):259–282, 2005), Oh and Zumbrun (Arch Ration Mech Anal 166(2):99–166, 2003), and Johnson et al. (Phys D 239(23–24):2057–2065, 2010). In addition, reduced necessary conditions are obtained in the small-amplitude limit. Then numerical investigations are carried out for the modulated equations of the Euler–Korteweg system with two types of “pressure” laws, namely, the quadratic law of shallow-water equations and the nonmonotone van der Waals pressure law. Both the evolutionarity and the hyperbolicity of the modulated equations are tested, and regions of modulational instability are thus exhibited.  相似文献   

17.
For a system of polynomial equations, whose coefficients depend on parameters, the Newton polyhedron of its discriminant is computed in terms of the Newton polyhedra of the coefficients. This leads to an explicit formula (involving Euler obstructions of toric varieties) in the unmixed case, suggests certain open questions in general, and generalizes a number of similar known results (Gelfand et al. in Discriminants, resultants, and multidimensional determinants. Birkhäuser, Boston, 1994; Sturmfels in J. Algebraic Comb. 32(2):207–236, 1994; McDonald in Discrete Comput. Geom. 27:501–529, 2002; Gonzalez-Perez in Can. J. Math. 52(2):348-368, 2000; Esterov and Khovanskii in Funct. Anal. Math. 2(1), 2008).  相似文献   

18.
An augmented Lagrangian approach for sparse principal component analysis   总被引:1,自引:0,他引:1  
Principal component analysis (PCA) is a widely used technique for data analysis and dimension reduction with numerous applications in science and engineering. However, the standard PCA suffers from the fact that the principal components (PCs) are usually linear combinations of all the original variables, and it is thus often difficult to interpret the PCs. To alleviate this drawback, various sparse PCA approaches were proposed in the literature (Cadima and Jolliffe in J Appl Stat 22:203–214, 1995; d’Aspremont et?al. in J Mach Learn Res 9:1269–1294, 2008; d’Aspremont et?al. SIAM Rev 49:434–448, 2007; Jolliffe in J Appl Stat 22:29–35, 1995; Journée et?al. in J Mach Learn Res 11:517–553, 2010; Jolliffe et?al. in J Comput Graph Stat 12:531–547, 2003; Moghaddam et?al. in Advances in neural information processing systems 18:915–922, MIT Press, Cambridge, 2006; Shen and Huang in J Multivar Anal 99(6):1015–1034, 2008; Zou et?al. in J Comput Graph Stat 15(2):265–286, 2006). Despite success in achieving sparsity, some important properties enjoyed by the standard PCA are lost in these methods such as uncorrelation of PCs and orthogonality of loading vectors. Also, the total explained variance that they attempt to maximize can be too optimistic. In this paper we propose a new formulation for sparse PCA, aiming at finding sparse and nearly uncorrelated PCs with orthogonal loading vectors while explaining as much of the total variance as possible. We also develop a novel augmented Lagrangian method for solving a class of nonsmooth constrained optimization problems, which is well suited for our formulation of sparse PCA. We show that it converges to a feasible point, and moreover under some regularity assumptions, it converges to a stationary point. Additionally, we propose two nonmonotone gradient methods for solving the augmented Lagrangian subproblems, and establish their global and local convergence. Finally, we compare our sparse PCA approach with several existing methods on synthetic (Zou et?al. in J Comput Graph Stat 15(2):265–286, 2006), Pitprops (Jeffers in Appl Stat 16:225–236, 1967), and gene expression data (Chin et?al in Cancer Cell 10:529C–541C, 2006), respectively. The computational results demonstrate that the sparse PCs produced by our approach substantially outperform those by other methods in terms of total explained variance, correlation of PCs, and orthogonality of loading vectors. Moreover, the experiments on random data show that our method is capable of solving large-scale problems within a reasonable amount of time.  相似文献   

19.
20.
Second-order elliptic operators with unbounded coefficients of the form ${Au := -{\rm div}(a\nabla u) + F . \nabla u + Vu}$ in ${L^{p}(\mathbb{R}^{N}) (N \in \mathbb{N}, 1 < p < \infty)}$ are considered, which are the same as in recent papers Metafune et?al. (Z Anal Anwendungen 24:497–521, 2005), Arendt et?al. (J Operator Theory 55:185–211, 2006; J Math Anal Appl 338: 505–517, 2008) and Metafune et?al. (Forum Math 22:583–601, 2010). A new criterion for the m-accretivity and m-sectoriality of A in ${L^{p}(\mathbb{R}^{N})}$ is presented via a certain identity that behaves like a sesquilinear form over L p ×?L p'. It partially improves the results in (Metafune et?al. in Z Anal Anwendungen 24:497–521, 2005) and (Metafune et?al. in Forum Math 22:583–601, 2010) with a different approach. The result naturally extends Kato’s criterion in (Kato in Math Stud 55:253–266, 1981) for the nonnegative selfadjointness to the case of p ≠?2. The simplicity is illustrated with the typical example ${Au = -u\hspace{1pt}'' + x^{3}u\hspace{1pt}' + c |x|^{\gamma}u}$ in ${L^p(\mathbb{R})}$ which is dealt with in (Arendt et?al. in J Operator Theory 55:185–211, 2006; Arendt et?al. in J Math Anal Appl 338: 505–517, 2008).  相似文献   

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