On the Analysis of the Virtual Waiting Time in Open Queueing Networks

The model of an open queueing network in heavy traffic has been developed. These models are mathematical models of computer networks in heavy traffic. A limit theorem has been presented for the virtual waiting time of a customer in heavy traffic in open queueing networks. Finally, we present an application of the theorem—a reliability model from computer network practice.     

Measure-valued solutions to nonlocal transport equations on networks

Aiming to describe traffic flow on road networks with long-range driver interactions, we study a nonlinear transport equation defined on an oriented network where the velocity field depends not only on the state variable but also on the distribution of the population. We prove existence, uniqueness and continuous dependence results of the solution intended in a suitable measure-theoretic sense. We also provide a representation formula in terms of the push-forward of the initial and boundary data along the network and discuss an explicit example of nonlocal velocity field fitting our framework.     

A traffic shaping model for optimizing network operations

The management of technology in multi-service computer networks, such as university networks, has become a challenge with the explosive growth of entertainment oriented peer-to-peer (P2P) traffic. Traffic shaping is one of the tools used to manage bandwidth to improve system performance by allocating bandwidth between P2P and non-peer-to-peer (NP2P) traffic. We present a model for traffic shaping and bandwidth management that considers the trade-offs from allocating different amounts of bandwidths for different application categories and use data from a university network. The current policy allocates varying bandwidths over the day to P2P and NP2P traffic to reflect the importance of not letting entertainment based traffic choke the network during the day time at the expense of the more important traffic, such as Web traffic. We highlight the difficulties in obtaining data in the form required for analysis, and the need to estimate demand for allocations not covered by current policy. We present a goal programming model for this estimation task. We also model the traffic shaping problem as a Markov decision process and develop an algorithm for determining the optimal bandwidth allocation to maximize the utility of all users. Finally we use a numerical example to illustrate our approach.     

The catwalk task: Reflections and synthesis: Part 1

In this article I recount my experiences with a series of encounters with the catwalk task and reflect on the professional growth that these opportunities afforded. First, I reflect on my own mathematical work on the catwalk task, including my efforts to fit various algebraic models to the data. Second, I reflect on my experiences working with a group of high school students on the catwalk task and my interpretations of their mathematical thinking. Finally, I reflect on the entire experience with the catwalk problem, as a mathematics learner, as a teacher, and as a professional.     

Performance & packet traffic dynamics of Packet Switching Network model

Dynamics of packet traffic in data communication networks can be complex and often not well understood. Understanding of these complex dynamics is important for their control, prediction purposes and for the data networks design. The engineering community has described wired data networks architectures and studied them by means of a layered, hierarchical abstraction called ISO OSI (International Standard Organization Open System Interconnect) Reference Model. The Network Layer of the ISO OSI Reference Model is responsible for routing packets across the network from their sources to their destinations and for control of congestion in data networks. Using an abstraction of the Network Layer that we developed, we investigate packet traffic dynamics in our data network models of data communication networks of packet switching type, in particular near the phase transition point from free flow to congestion. We explore how these dynamics and network performance indicators are affected by network connection topology and routing algorithms. We consider static and adaptive routing algorithms. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Design of survivable IP-over-optical networks

In the past years, telecommunications networks have seen an important evolution with the advances in optical technologies and the explosive growth of the Internet. Several optical systems allow a very large transport capacity, and data traffic has dramatically increased. Telecommunications networks are now moving towards a model of high-speed routers interconnected by intelligent optical core networks. Moreover, there is a general consensus that the control plan of the optical networks should utilize IP-based protocols for dynamic provisioning and restoration of lightpaths. The interaction of the IP routers with the optical core networks permits to achieve end-to-end connections, and the lightpaths of the optical networks define the topology of the IP network. This new infrastructure has to be sufficiently survivable, so that network services can be restored in the event of a catastrophic failure. In this paper we consider a multilayer survivable network design problem that may be of practical interest for IP-over-optical neworks. We give an integer programming formulation for this problem and discuss the associated polytope. We describe some valid inequalities and study when these are facet defining. We discuss separation algorithms for these inequalities and introduce some reduction operations. We develop a Branch-and-Cut algorithm based on these results and present extensive computational results.     

Motivating the concept of eigenvectors via cryptography

New methods of teaching linear algebra in the undergraduatecurriculum have attracted much interest lately. Most of thiswork is focused on evaluating and discussing the integrationof special computer software into the Linear Algebra curriculum.In this article, I discuss my approach on introducing the conceptof eigenvectors and eigenvalues, which I have used for the last3 years in my Linear Algebra course. I offer some examples onhow I have attracted the interest of our students via Hill ciphering,a method of cryptography. After emphasizing the effect of alinear transformation in a vector space and the importance ofeigenvectors, I show how students’ motivation and understandingtowards one of the abstract concepts in Linear Algebra; eigenvaluesand eigenvectors have grown positively.     

Processor interconnection networks from Cayley graphs

Cayley graphs of groups are presently being considered by the computer science community as models of architectures for large scale parallel processor computers. In the first section of this paper we discuss Cayley graphs and show how they may be used as a tool for the design and analysis of network architectures for these types of computers.

Observing that routing on a Cayley graph is equivalent to a certain factoring problem in the associated group, we have been able to use a known powerful factoring technique in computational group theory to produce a fast efficient routing algorithm on the associated Cayley graph. In the second section of this paper we present this work. This research can be regarded as a first attempt to find general purpose routing algorithms for interconnection networks.

Believing that average diameter of a network for a large scale MIMD machine is the predominant factor in determining network performance, we designed Cayley graphs to be used in a special study performed at the Supercomputing Research Center (SRC). The importance of the average diameter in determining network performance was supported by the fact that the graphs found by us had the smallest average diameter and outperformed all other graphs evaluated in the study. In fact, before being driven into saturation, one of our graphs sustained 9.4% more network traffic than the next best candidate, a butterfly architecture, and 74.3% better than the bench mark 2-d mesh. The last section of our paper is devoted to this work.

This paper is divided into three sections. In the first section we discuss Cayley graphs and show how they may be used as a tool for the design and analysis of network architectures for parallel computers. In the second section we present our research on the routing problem. This research can be regarded as a first attempt to find general purpose routing algorithms for interconnection networks. In the last section we present some evidence that average diameter of a network for a large scale MIMD machine is the predominant factor in determining network performance.     

On the law of the iterated logarithm in open queueing networks

An open queueing network model in heavy traffic is developed. Such models are mathematical models of computer networks in heavy traffic. Laws of the iterated logarithm for the virtual waiting time of the customer in open queueing networks and homogeneous computer networks are proved.     

R: A Language for Data Analysis and Graphics

Abstract

In this article we discuss our experience designing and implementing a statistical computing language. In developing this new language, we sought to combine what we felt were useful features from two existing computer languages. We feel that the new language provides advantages in the areas of portability, computational efficiency, memory management, and scoping.     

An application of interactive analysis and computer graphics in stochastic modeling

This paper will describe the application of an interactive queueing network analyzer and an interactive graphics system to the analysis of a multiple processor computer system. The application of these tools greatly increased the productivity of the modelers and resulted in insights which would have otherwise been difficult, if not impossible, to obtain. With this experience as background, we discuss how the increasing availability of computing resources, especially high resolution interactive computer graphics and sophisticated modeling packages, is likely to have a profound influence on the applied stochastic modeler.     

默认模式网络与任务正网络之间相互拮抗的神经动力学分析

任务正激活与任务负激活的工作机制是认知功能实现的基本要素.这一拮抗关系的失衡或者受损可能会引发一系列严重的退行性神经疾病，然而到目前为止，尚不清楚这种拮抗现象的神经机制.该文基于默认模式网络与任务正网络在突触层面上相互抑制的假设，并结合多种刺激条件下的工作记忆模型，进行了计算机数值模拟.研究结果表明: 1) 任务正网络与任务负网络之间在神经活动上呈现出拮抗关系； 2) 伴随着工作记忆刺激方向数目的增加，任务负网络神经活动的衰减程度会随之增大； 3) 当工作记忆相关的脑区其神经活动增加时，任务负网络的神经活动减少； 4) 并且随着工作记忆任务难度的增加，任务负网络的神经活动会迅速衰减.这些计算结果都与神经科学实验数据是匹配的.由于任务负激活是默认模式网络的主要特征，因此默认模式网络与任务正网络在突触层面上的相互抑制是这两种不同性质网络之间形成拮抗关系的根本原因.     

DESIGNING FISHERY MODELS: A PERSONAL ADVENTURE

ABSTRACT. This paper describes my experiences designing fishery models, starting from a mathematical background in the differential equations of theoretical physics. Three examples from my early research, cited by Quinn in the lead article for this issue, illustrate a historical approach to model design. Although such analytical results provide useful tools for thought, they sometimes gloss over important assumptions and limitations. I describe the series of questions that led me from simple models to a more complete statistical framework, involving state space models and Bayes statistics. Modern fishery models often grow into complex structures that depend on numerous arbitrary choices about underlying deterministic processes, process error, and measurement error. Given this inherent ambiguity and uncertainty, I discuss scientific limits to quantitative fishery models and future prospects for devising robust management algorithms.     

Long‐range dependence and performance in telecom networks

Telecommunications systems have recently undergone significant innovations. These call for suitable statistical models that can properly describe the behaviour of the input traffic in a network. Here we use fractional Brownian motion (FBM) to model cumulative traffic network, thus taking into account the possible presence of long‐range dependence in the data. A Bayesian approach is devised in such a way that we are able to: (a) estimate the Hurst parameter H of the FBM; (b) estimate the overflow probability which is a parameter measuring the quality of service of a network: (c) develop a test for comparing the null hypothesis of long‐range dependence in the data versus the alternative of short‐range dependence. In order to achieve these inferential results, we elaborate an MCMC sampling scheme whose output enables us to obtain an approximation of the quantities of interest. An application to three real datasets, corresponding to three different levels of traffic, is finally considered. Copyright © 2004 John Wiley & Sons, Ltd.     

Solving regression problem with complementary neural networks and an adjusted averaging technique

This research deals with complementary neural networks (CMTNN) for the regression problem. Complementary neural networks consist of a pair of neural networks called truth neural network and falsity neural network, which are trained to predict truth and falsity outputs, respectively. In this paper, a novel adjusted averaging technique is proposed in order to enhance the result obtained from the basic CMTNN. We test our proposed technique based on the classical benchmark problems including housing, concrete compressive strength, and computer hardware data sets from the UCI machine learning repository. We also realize our technique to the porosity prediction problem based on well log data set obtained from practical field data in the oil and gas industry. We found that our proposed technique provides better performance when compared to the traditional CMTNN, backpropagation neural network, and support vector regression with linear, polynomial, and radial basis function kernels.     

SOME OF MY FAVORITE SOLVED AND UNSOLVED PROBLEMS IN GRAPH THEORY

Abstract

During my long life I published many papers with related titles. To keep this paper short I will not give proofs and will restrict myself to problems in graph theory, but I will try to give references and make these as complete as possible.

I will start with Turk type problems in extremal graph theory.     

Fractional Brownian Heavy Traffic Approximations of Multiclass Feedforward Queueing Networks

We consider multiclass feedforward queueing networks under first in first out and priority service disciplines driven by long-range dependent arrival and service time processes. We show that in critical loading the normalized workload, queue length and sojourn time processes can converge to a multi-dimensional reflected fractional Brownian motion. This weak heavy traffic approximation is deduced from a deterministic pathwise approximation of the network behavior close to constant critical load in terms of the solution of a Skorokhod problem. Since we model the doubly infinite time interval, our results directly cover the stationary case.AMS subject classification: primary 90B15, secondary 60K25, 68M20     

Statistical,Physical, and Computational Aspects of Massive Data Analysis and Assimilation in Atmospheric Applications

Abstract

The goals and procedures of the most data-intensive operations in atmospheric sciences, including data assimilation and fusion, are introduced. We explore specific problems that result from the expansion in observing systems from conventional to satellite borne and the corresponding transition from small, medium, and large datasets to massive datasets. The satellite data, their volumes, heterogeneity, and structure are described in specific examples. We illustrate that the atmospheric data analysis and assimilation procedures and the satellite data pose unique problems that do not exist in other applications and are not easily addressed by existing methods and tools. Existing solutions are presented and their performance with massive datasets is critically evaluated. We conclude that since the problems are interdisciplinary, a comprehensive solution must be interdisciplinary as well. We note that components of such a solution already exist in statistics, atmospheric, and computational sciences, but that in isolation they often fail to scale up to the massive data challenge. The prospects of synthesizing an interdisciplinary solution which will scale up to the massive data challenge are thus promising.     

Some Spreading Properties of a Monotone Non-autonomous Parabolic Equation in a Periodic Cylinder

In our study of electrical networks we develop two themes: finding explicit formulas for special classes of functions defined on the vertices of a transient network, namely monopoles, dipoles, and harmonic functions. Secondly, our interest is focused on the properties of electrical networks supported on Bratteli diagrams. We show that the structure of Bratteli diagrams allows one to describe algorithmically harmonic functions as well as monopoles and dipoles. We also discuss some special classes of Bratteli diagrams (stationary, Pascal, trees), and we give conditions under which the harmonic functions defined on these diagrams have finite energy.

     

Maximizing Queueing Network Utility Subject to Stability: Greedy Primal-Dual Algorithm

We study a model of controlled queueing network, which operates and makes control decisions in discrete time. An underlying random network mode determines the set of available controls in each time slot. Each control decision “produces” a certain vector of “commodities”; it also has associated “traditional” queueing control effect, i.e., it determines traffic (customer) arrival rates, service rates at the nodes, and random routing of processed customers among the nodes. The problem is to find a dynamic control strategy which maximizes a concave utility function H(X), where X is the average value of commodity vector, subject to the constraint that network queues remain stable.We introduce a dynamic control algorithm, which we call Greedy Primal-Dual (GPD) algorithm, and prove its asymptotic optimality. We show that our network model and GPD algorithm accommodate a wide range of applications. As one example, we consider the problem of congestion control of networks where both traffic sources and network processing nodes may be randomly time-varying and interdependent. We also discuss a variety of resource allocation problems in wireless networks, which in particular involve average power consumption constraints and/or optimization, as well as traffic rate constraints.