Loss circuit switched communication network-performance analysis and dynamic routing

We investigate a loss circuit switched communication network with state-dependent dynamic routing strategy, wherein the state of the network at the time of call arrival determines whether or not the call is accepted and, if accepted, its route. We develop an approximate approach to the network performance analysis. The approach enhances the Fixed Point Model by treating multiple solutions of the Fixed Point Equations. Assuming that the multiple solutions correspond to the long-living network modes, we develop the aggregated Markov chain that describes the network transitions among these modes. We also propose and discuss a new state-dependent dynamic routing strategy which we call Least-Expected-Blocking strategy (LEB). LEB accepts an incoming call only if this results in a decrease in the expected blocking probability and it chooses a route that yields the maximum decrease. The new strategy outperforms the previously known strategies by the criterion of network steady blocking probability.     

Controllability of switched DAEs: The single switch case

We study controllability of switched DAEs and formulate a definition of controllability in the behavioral sense. In order to characterize controllability for switched DAEs we first present new characterizations of controllability of non-switched DAEs based on the Wong-sequences. Afterwards a first result concerning the single-switch case is presented. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Adaptive event-triggered dynamic distributed control of switched positive systems with switching faults

This paper designs the dynamic output-feedback controller of switched positive systems subject to switching faults using an improved adaptive event-triggering mechanism. An adaptive event-triggering condition is addressed in the form of 1-norm by virtue of the measurable outputs of distributed sensors and the corresponding error. An error-based closed-loop control system whose dynamic variable relies on a state observer is obtained. A multiple copositive Lyapunov function is constructed to deal with the positivity and stability of the systems. The matrix decomposition and linear programming approaches are used to design and compute the controller and observer gains. An improved average dwell time scheme is proposed to handle the switching faults. The contributions of this paper lie in that: (i) An adaptive event-triggering mechanism is established for switched positive systems, (ii) A framework on the fault of switching signal is constructed, and (iii) A dynamic distributed controller is proposed for the considered systems. Finally, two illustrative examples are given to verify the effectiveness of the obtained results.     

Performance analysis of distributed solution approaches in simulation-based optimization

Applying computationally expensive simulations in design or process optimization results in long-running solution processes even when using a state-of-the-art distributed algorithm and hardware. Within these simulation-based optimization problems the optimizer has to treat the simulation systems as black-boxes. The distributed solution of this kind of optimization problem demands efficient utilization of resources (i.e. processors) and evaluation of the solution quality. Analyzing the parallel performance is therefore an important task in the development of adequate distributed approaches taking into account the numerical algorithm, its implementation, and the used hardware architecture. In this paper, simulation-based optimization problems are characterized and a distributed solution algorithm is presented. Different performance analysis techniques (e.g. scalability analysis, computational complexity) are discussed and a new approach integrating parallel performance and solution quality is developed. This approach combines a priori and a posteriori techniques and can be applied in early stages of the solution process. The feasibility of the approach is demonstrated by applying it to three different classes of simulation-based optimization problems from groundwater management.     

Separable routing: A scheme for state-dependent routing of circuit switched telephone traffic

Separable routing is the first of a number of routing schemes for circuit switched telephone traffic invented at Bellcore. These routing schemes are state dependent, in the sense that, for each call attempt, a routing decision is made on the basis of the state of the network (defined in terms of the numbers of busy and idle trunks in the various trunk groups at the moment of the call attempt). In this paper, we describe separable routing and its mathematical background. Simulation results we have presented elsewhere show that the family of state-dependent routing schemes, of which separable routing is a member, is very attractive in terms of blocking rate, built-in network management features, and behavior in the presence of traffic forecast error.     

A universal building block for the approximate analysis of a shared buffer ATM switch architecture

A universal analytic approximation is proposed for the performance analysis of a general queueing model of a shared buffer ATM switch architecture with bursty arrivals. The forms of the joint, aggregate and marginal state probabilities are characterised via entropy maximisation. As an application, a continuous-time maximum entropy (ME) solution is implemented at equilibrium by assuming that the arrival process to each port of the ATM switch is modelled by a Compound Poisson Process (CPP) with geometrically distributed batches. Consequently, efficientz-transform-type recursive expressions of low computational cost are derived. Validation tests against simulation show that the ME approximation is credible with a very good error-level. Moreover, performance bounds for the mean queue length and cell-loss probability at each output port are experimentally defined over those generated by Interrupted Poisson Processes (IPPs) having the same first two interarrival-time moments.This work is sponsored by the Science and Engineering Research Council (SERC), UK, under grants GR/F 29271 and GR/H 18609.     

Stability analysis of switched impulsive systems with time delays

In this paper, a new stability analysis of switched impulsive systems with time delays whose subsystem is not necessarily stable is presented. A sufficient condition on uniformly asymptotical stability for nonlinear switched impulsive systems is obtained. Using the result obtained and the minimum (maximum) holding time, an easily verifiable condition on uniformly asymptotical stability for linear switched impulsive systems with time delays is derived. The control synthesis is also discussed. Finally, two examples with simulation results are given to validate the results.     

Stability analysis of impulsive switched systems with time delays

In this paper, exponential stability criteria of impulsive switched systems with variable delays are introduced. Based on some impulsive delay differential inequalities, some general criteria for the exponential stability are obtained. Finally, an example is given to illustrate the effectiveness of the theory.     

On volatility smile and an investment strategy with out-of-the-money calls

A motivating question in this paper is whether a sensible investment strategy may systematically contain long positions in out-of-the-money European calls with a short expiry. Here we consider a very simple trading strategy for calls. The main points of this paper are the following. First, the presented trading strategy appears very lucrative in the Black–Scholes–Merton (BSM) framework. In fact, to such an extent that the BSM model turns out to be, in a sense, incompatible with the CAPM. Second, if one wishes to adapt these models together, then the adjustment of the consistent pricing rule (i.e. modifying state price densities) inevitably leads to some form of volatility smile, which is the main point of the paper. Moreover, these observations arise from purely structural considerations and only one hypothetical equity or equity index with many European options on it (such as S&P500) is required.     

Diffusion approximation of systems with repeated calls and an unreliable server

We consider single-server queueing systems with repeated calls and an unreliable server, which may fail both when free and when busy. A central limit theorem and a diffusion approximation theorem are obtained for the queue as a time-dependent process in the case of a low rate of repeated calls.Kiev University. Translated from Vychislitel'naya i Prikladnaya Matematika, No. 74, pp. 78–80, 1992;     

Performance analysis of virtual circuit connections for bursty data sources in ATM networks

ATM is a packet-like transmission mode that has been proposed for BISDN. It is characterized by an asynchronous slotted transmission mechanism that provides a high bandwidth, low delay connection-oriented transport service to the end user. In this paper, we provide an analytical approach for determining the performance of a virtual circuit connection for data transmission in a high-speed ATM network with finite buffers at the network nodes. The analysis assumes that the network operates using thebest effort delivery strategy and that the end-to-end virtual circuit is responsible for guaranteeing the integrity of the connection. Since the normal Markovian assumptions do not apply, a concise exact solution is impossible to obtain. This provides motivation for developing approximate techniques such as those found in Whitt's QNA paper that allow us to use general distributions for the traffic streams and service times. However, even these techniques assume infinite buffer capacities and hence cannot model buffer overflow. We have therefore developed a hybrid model that allows us to incorporate finite buffers at the nodes. This enables us to study the effect on the performance of both link errors and buffer overflow in conjunction with an end-to-end packet loss recovery scheme.This work was supported in part by a grant from AT&T and in part by NSF under Grant No. 8914447.Work done while at the University of Pennsylvania, Philadelphia, PA 19104, USA     

Performance evaluation of a distributed application

Analysing the performance of an application performed on a distributed system is discussed in this paper. An analogy between a distributed system and a production process is portrayed, particularly for an application running on several computers. Consequently, theories of management of production processes are employed to help analyse and manage distributed systems, specifically, the Theory of Constraints (TOC). Using TOC combined with the cost/utilization model, which was initially developed to evaluate the utilization of a single processor and is extended here to handle a distributed system, it is demonstrated how the performance of a distributed system can be examined. The methodology presented here is based on a simple graphic display aimed to allow managers of information systems to locate constrained resources, to optimize the distribution of the computer application, and to examine and pinpoint improper imbalances and fluctuations in the system workload. The model develops into a management decision support tool that may be applied in areas such as buffer policy, assessment of protective capacity, investment in computer resources, and identification of areas for improvement.     

Stability analysis for uncertain nonlinear switched systems with infinite-time domain

Fuzzy Optimization and Decision Making - In this paper, an uncertain nonlinear switched system is a nonlinear switched system disturbed by subjective uncertainties, which can be illustrated by...     

Global stability analysis and permanence for an HIV-1 dynamics model with distributed delays

This paper mainly investigates the global asymptotic stabilities of two HIV dynamics models with two distributed intracellular delays incorporating Beddington-DeAngelis functional response infection rate. An eclipse stage of infected cells (i.e. latently infected cells), not yet producing virus, is included in our models. For the first model, it is proven that if the basic reproduction number $R_0$ is less than unity, then the infection-free equilibrium is globally asymptotically stable, and if $R_0 $ is greater than unity, then the infected equilibrium is globally asymptotically stable. We also obtain that the disease is always present when $R_0 $ is greater than unity by using a permanence theorem for infinite dimensional systems. What is more, a n-stage-structured HIV model with two distributed intracellular delays, which is the extensions to the first model, is developed and analyzed. We also prove the global asymptotical stabilities of two equilibria by constructing suitable Lyapunov functionals.     

Local dynamics of an equation with distributed delay

We study the properties of the local dynamics of a differential equation with a distributed delay. We consider two forms of distribution functions, exponential and linear. We indicate parameters for which critical cases take place. It is shown that critical cases have an infinite dimension, and special equations describing the dynamics of the original problem (analogs of normal forms) are constructed in each critical case. The results on the correspondence of solutions of quasinormal forms and the original equation are represented.     

Stability analysis of a class of nonlinear positive switched systems with delays

This paper addresses the stability problem of delayed nonlinear positive switched systems whose subsystems are all positive. Both discrete-time systems and continuous-time systems are studied. In our analysis, the delays in systems can be unbounded. Two conditions are established to test the local asymptotic stability of the considered systems. The method to compute the domains of attraction is also proposed provided that the system is locally asymptotically stable. When reduced to general nonlinear positive systems, that is, the considered switched system consists of only one mode, an interesting conclusion follows that the proposed nonlinear positive system is locally asymptotically stable for all admissible delays and nonnegative nonlinearities which satisfy an extra condition at the origin, if and only if the system represented by the linear part is asymptotically stable for all admissible delays. Finally, a numerical example is presented to illustrate the obtained results.     

Stability analysis of switched ARX models and application to learning with guarantees

The main subject of this work is the stability analysis of Switched Auto-Regressive models with eXogenous inputs (SARX), which constitute a reference class for switched and hybrid system identification. The work introduces novel conditions for the arbitrary switching stability of multiple-input multiple-output SARX models which exploit the peculiar structure of their state-space realization. The analysis relies on the properties of block companion matrices, and partly leverages results from the theory of non-negative matrices, without nevertheless asking for an input–output positive behavior of the model. The novel stability conditions have a simple formulation in terms of linear co-positive common Lyapunov functions, and come at a remarkably low computational cost, being solvable by Linear Programming. The low computational burden is particularly attractive in an identification context, as it allows to efficiently constrain learning procedures in order to obtain SARX models with stability guarantees. The latter is itself a contribution of the work, as it fills a gap in the literature on the estimation of SARX models. The results are validated on a particular learning technique based on Regression Trees – a well known machine learning algorithm – which has shown remarkable accuracy in experimental environments.     

Cost-benefit analysis of one-server n-unit adaptive system with slow switch

This paper considers a shared parallel system consisting of n-units supported by single service facility to carry out both installation and repair of a unit. Initially, all the n units share the total load equally and when one or more units fail, they go for repair while the other surviving units share the entire load equally till the failed units are ready for operation after installation. The installation time (switchover time) of a repaired unit is assumed to be non-negligible and random. The system will be down when all the units are non-operative , Assuming that the failure rates are different when the units function under varying loads, the system characteristics, namely, (1) the expected up-time of the system during (0, t], (2) the expected repair time of the units which failed due to varying failure rates during (0, t] and (3) the expected time spent by the units in the installation state during the period (0, t], are obtained by identifying the system at suitable regeneration epochs. The repair time and the switchover time of the units are arbitrarily distributed. The failure rate of unit is assumed to be constant. It depends on the number of surviving units at any instant. The cost-benefit analysis is also carried out using these system characteristics     

Stochastic analysis of a n-unit repairable system with slow switch

This paper deals with the costn–benefit analysis of a cold standby system composed of n identical repairable units, subject to slow switch. Two models of system functioning are studied in this paper. In model 1, the repair time of a unit is assumed to follow exponential distribution and the other time distributions as arbitrary, while in model 2, the repair time of a unit is assumed to be arbitrarily distributed and the other time distributions follow exponential law. For both the models, the system characteristics, namely

(i) the expected upn–time of the system during the period (O,t]

(ii) the expected busyn–period of the repair facility during the period (0,t] and

(iii) the expected time the units spend in the switchover/installation state during the period (O,t]

are studied by identifying the system a t suitable regeneration epochs. The cost-benefit analysis is carried out using these characteristics