A novel mechanism for provisioning of high-level quality of service information in grid environments

Grids, like other heterogeneous systems, have reached the level of maturity where they are addressing the Quality of Service (QoS) provision aspect as a fundamental part of their architecture. However, due to the multi-layer nature of these environments, the QoS characteristics of the infrastructure are revealed to the service-consumer through a complex procedure, in which each layer maps its own QoS parameters to another. Most of these approaches are starting the delegation of QoS information from the service provider’s side, resulting in delivering low-level terms to the service consumer. In this paper, we define the architecture of a mechanism that is able to provide application-oriented and user-specific QoS information in the internal layers of the Grid middleware. This way, it enables the service consumer and especially the end-user to express his business perspectives through the service level agreement life cycle. We also demonstrate the operation of this mechanism and evaluate its performance using a specific Grid scenario.     

A smoothing method for solving portfolio optimization with CVaR and applications in allocation of generation asset

This paper focuses on the computation issue of portfolio optimization with scenario-based CVaR. According to the semismoothness of the studied models, a smoothing technology is considered, and a smoothing SQP algorithm then is presented. The global convergence of the algorithm is established. Numerical examples arising from the allocation of generation assets in power markets are done. The computation efficiency between the proposed method and the linear programming (LP) method is compared. Numerical results show that the performance of the new approach is very good. The remarkable characteristic of the new method is threefold. First, the dimension of smoothing models for portfolio optimization with scenario-based CVaR is low and is independent of the number of samples. Second, the smoothing models retain the convexity of original portfolio optimization problems. Third, the complicated smoothing model that maximizes the profit under the CVaR constraint can be reduced to an ordinary optimization model equivalently. All of these show the advantage of the new method to improve the computation efficiency for solving portfolio optimization problems with CVaR measure.     

A probabilistic quality of service constraint for a location model of switches in ATM communications networks

We formulate a model for the optimal location of switches in ATM communications networks. The networks are designed in such a way that, at their arrival to the switches, ATM cells find free space in a buffer of length b, with a probability α. The model avoids the impairment to the communication caused by both cell loss (because of shorter buffers) and cell-delay variations (because of longer buffers). It is also shown how to transform a non-linear, probabilistic, constraint into a linear form. Computational experience is provided for the model. This revised version was published online in June 2006 with corrections to the Cover Date.     

Tail asymptotics for service systems with transfers of customers in an alternating environment

This study examines service systems with transfers of customers in an alternating environment. We model the service system as a two-server two-parallel queue (primary and auxiliary queues), that has various applications especially in manufacturing and healthcare systems. We establish a sufficient stability condition, and based on the censoring technique, we provide sufficient conditions under which the stationary distribution possesses an exactly geometric tail along the direction of the queue length in the primary queue.     

实Clifford分析中,广义双正则函数向量的带位移带共轭的非线性边值问题

首先得到了广义正则函数向量的 Plemelj公式 ,然后利用积分方程的方法和 Arzela- Ascoli定理 ,讨论了实 Clifford分析中广义双正则函数向量的带位移带共轭的非线性边值问题解的存在性 .     

双正则函数向量的带Haseman位移带共轭值的线性及非线性边值问题

首先利用积分方程的方法和Arzela-Ascoli定理讨论了实Clifford分析中双正则函数向量的带Haseman位移带共轭值的非线性边值问题解的存在性及其积分表达式,其次利用压缩映射原理解决了其线性边值问题解的存在唯一性及其积分表达式.     

A cubic spline approximation and application of TAGE iterative method for the solution of two point boundary value problems with forcing function in integral form

In this article, we report an efficient high order numerical method based on cubic spline approximation and application of alternating group explicit method for the solution of two point non-linear boundary value problems, whose forcing functions are in integral form, on a non-uniform mesh. The proposed method is applicable when the internal grid points of solution interval are odd in number. The proposed cubic spline method is also applicable to integro-differential equations having singularities. Computational results are given to demonstrate the utility of the method.     

A comment on the papers: Controllability results for functional semilinear differential inclusions in Fréchet spaces [Nonlinear Anal. 61 (3) (2005) 405–423] and Controllability of impulsive neutral functional differential inclusions with infinite delay [Nonlinear Anal. 60 (8) (2005) 1533–1552]

In this note we make some observations relating two papers recently published in Nonlinear Analysis Theory, Methods & Applications.