Charting the landscape of stochastic gene expression models using queueing theory

Stochastic models of gene expression are typically formulated using the chemical master equation, which can be solved exactly or approximately using a repertoire of analytical methods. Here, we provide a tutorial review of an alternative approach based on queuing theory that has rarely been used in the literature of gene expression. We discuss the interpretation of six types of infinite server queues from the angle of stochastic single-cell biology and provide analytical expressions for the stationary and non-stationary distributions and/or moments of mRNA/protein numbers, and bounds on the Fano factor. This approach may enable the solution of complex models which have hitherto evaded analytical solution.Comment: 24 pages, 6 figure

Decomposition of discrete-time open tandem queues with Poisson arrivals and general service times

In der Grobplanungsphase vernetzter Logistik- und Produktionssysteme ist man häufig daran interessiert, mit geringem Berechnungsaufwand eine zufriedenstellende Approximation der Leistungskennzahlen des Systems zu bestimmen. Hierbei bietet die Modellierung mittels zeitdiskreter Methoden gegenüber der zeitkontinuierlichen Modellierung den Vorteil, dass die gesamte Wahrscheinlichkeitsverteilung der Leistungskenngrößen berechnet werden kann. Da Produktions- und Logistiksysteme in der Regel so konzipiert sind, dass sie die Leistung nicht im Durchschnitt, sondern mit einer bestimmten Wahrscheinlichkeit (z.B. 95%) zusichern, können zeitdiskrete Warteschlangenmodelle detailliertere Informationen über die Leistung des Systems (wie z.B. der Warte- oder Durchlaufzeit) liefern. Für die Analyse vernetzter zeitdiskreter Bediensysteme sind Dekompositionsmethoden häufig der einzig praktikable und recheneffiziente Ansatz, um stationäre Leistungsmaße in den einzelnen Bediensystemen zu berechnen. Hierbei wird das Netzwerk in die einzelnen Knoten zerlegt und diese getrennt voneinander analysiert. Der Ansatz basiert auf der Annahme, dass der Punktprozess des Abgangsstroms stromaufwärts liegender Stationen durch einen Erneuerungsprozess approximiert werden kann, und so eine unabhängige Analyse der Bediensysteme möglich ist. Die Annahme der Unabhängigkeit ermöglicht zwar eine effiziente Berechnung, führt jedoch zu teilweise starken Approximationsfehlern in den berechneten Leistungskenngrößen. Der Untersuchungsgegenstand dieser Arbeit sind offene zeitdiskrete Tandem-Netzwerke mit Poisson-verteilten Ankünften am stromaufwärts liegenden Bediensystem und generell verteilten Bedienzeiten. Das Netzwerk besteht folglich aus einem stromaufwärts liegenden M/G/1-Bediensystem und einem stromabwärts liegenden G/G/1-System. Diese Arbeit verfolgt drei Ziele, (1) die Defizite des Dekompositionsansatzes aufzuzeigen und dessen Approximationsgüte mittels statistischer Schätzmethoden zu bestimmen, (2) die Autokorrelation des Abgangsprozesses des M/G/1-Systems zu modellieren um die Ursache des Approximationsfehlers erklären zu können und (3) einen Dekompositionsansatz zu entwickeln, der die Abhängigkeit des Abgangsstroms berücksichtigt und so beliebig genaue Annäherungen der Leistungskenngrößen ermöglicht. Im ersten Teil der Arbeit wird die Approximationsgüte des Dekompositionsverfahrens am stromabwärts liegenden G/G/1-Bediensystem mit Hilfe von Linearer Regression (Punktschätzung) und Quantilsregression (Intervallschätzung) bestimmt. Beide Schätzverfahren werden jeweils auf die relativen Fehler des Erwartungswerts und des 95%-Quantils der Wartezeit im Vergleich zu den simulierten Ergebnissen berechnet. Als signifikante Einflussfaktoren auf die Approximationsgüte werden die Auslastung des Systems und die Variabilität des Ankunftsstroms identifiziert. Der zweite Teil der Arbeit fokussiert sich auf die Berechnung der Autokorrelation im Abgangsstroms des M/G/1-Bediensystems. Aufeinanderfolgende Zwischenabgangszeiten sind miteinander korreliert, da die Abgangszeit eines Kunden von dem Systemzustand abhängt, den der vorherige Kunde bei dessen Abgang zurückgelassen hat. Die Autokorrelation ist ursächlich für den Dekompositionsfehler, da die Ankunftszeiten am stromabwärts liegenden Bediensystem nicht unabhängig identisch verteilt sind. Im dritten Teil der Arbeit wird ein neuer Dekompositionsansatz vorgestellt, der die Abhängigkeit im Abgangsstroms des M/G/1-Systems mittels eines semi-Markov Prozesses modelliert. Um eine explosionsartige Zunahme des Zustandsraums zu verhindern, wird ein Verfahren eingeführt, das den Zustandsraum der eingebetteten Markov-Kette beschränkt. Numerischen Auswertungen zeigen, dass die mit stark limitierten Zustandsraum erzielten Ergebnisse eine bessere Approximation bieten als der bisherige Dekompositionsansatz. Mit zunehmender Größe des Zustandsraums konvergieren die Leistungskennzahlen beliebig genau

Optimisation of stochastic networks with blocking: a functional-form approach

This paper introduces a class of stochastic networks with blocking, motivated by applications arising in cellular network planning, mobile cloud computing, and spare parts supply chains. Blocking results in lost revenue due to customers or jobs being permanently removed from the system. We are interested in striking a balance between mitigating blocking by increasing service capacity, and maintaining low costs for service capacity. This problem is further complicated by the stochastic nature of the system. Owing to the complexity of the system there are no analytical results available that formulate and solve the relevant optimization problem in closed form. Traditional simulation-based methods may work well for small instances, but the associated computational costs are prohibitive for networks of realistic size. We propose a hybrid functional-form based approach for finding the optimal resource allocation, combining the speed of an analytical approach with the accuracy of simulation-based optimisation. The key insight is to replace the computationally expensive gradient estimation in simulation optimisation with a closed-form analytical approximation that is calibrated using a single simulation run. We develop two implementations of this approach and conduct extensive computational experiments on complex examples to show that it is capable of substantially improving system performance. We also provide evidence that our approach has substantially lower computational costs compared to stochastic approximation

Resource Provisioning for Web Applications under Time-varying Traffic

Cloud computing has gained considerable popularity in recent years. In this paradigm, an organization, referred to as a subscriber, acquires resources from an infrastructure provider to deploy its applications and pays for these resources on a pay-as-you-go basis. Typically, an infrastructure provider charges a subscriber based on resource level and duration of usage. From the subscriber's perspective, it is desirable to acquire enough capacity to provide an acceptable quality of service while minimizing the cost. A key indicator of quality of service is response time. In this thesis, we use performance models based on queueing theory to determine the required capacity to meet a performance target given by Pr[response time ≤ x] ≥ β. We first consider the case where resources are obtained from an infrastructure provider for a time period of one hour. This is compatible with the pricing policy of major infrastructure providers where instance usage is charged on an hourly basis. Over such a time period, web application traffic exhibits time-varying behavior. A conventional traffic model such as Poisson process does not capture this characteristic. The Markov-modulated Poisson process (MMPP), on the other hand, is capable of modeling such behavior. In our investigation of MMPP as a traffic model, an available workload generator is extended to produce a synthetic trace of job arrivals with a controlled level of time-variation, and an MMPP is fitted to the synthetic trace. The effectiveness of MMPP is evaluated by comparing the performance results through simulation, using as input the synthetic trace and job arrivals generated by the fitted MMPP. Queueing models with MMPP arrival process are then developed to determine the required capacity to meet a performance target over a one-hour time interval. Specifically, results on response time distribution are used in an optimization to obtain estimates of the required capacity. Two models are of interest to our investigation: a single-server model and a two-stage tandem queue. For both models, it is assumed that service time is represented by a phase-type (PH) distribution and queueing discipline is FCFS. The single-server model is therefore the MMPP/PH/1 (FCFS) model. Analytic results for time-dependent response time distribution of this model are first obtained. Computation of numerical results, however, is very costly. Through numerical examples, it is found that steady-state results are a good approximation for a time interval of one hour; the computation requirement is also significantly lower. Steady-state results are then used to determine the required capacity. The effectiveness of this model in terms of predicting the required capacity to meet the performance target is evaluated using an experimental system based on the TPC-W benchmark. Results on the impact of MMPP parameters on the required capacity are also presented. The second model is a two-stage tandem queue. The accuracy of the required capacity obtained via steady-state analysis is also evaluated using the TPC-W benchmark. We next consider the case where the infrastructure provider uses a time unit (TU) of less than one hour for charging of resource usage. We focus on scenarios where TU is comparable to the average sojourn time in an MMPP state. A one-hour operation interval is divided into a number of service intervals, each having the length one TU. At the beginning of each service interval, an estimate of the arrival rate is used as input to the M/PH/1 (FCFS) model to determine the required capacity to meet the performance target over the upcoming service interval; three heuristic algorithms are developed to estimate the arrival rate. The merit of this strategy, in terms of meeting the performance target over the operation interval and savings in capacity when compared to that determined by the single-server model, is investigated using the TPC-W benchmark

Performance and reliability modelling of computing systems using spectral expansion

PhD ThesisThis thesis is concerned with the analytical modelling of computing and other discrete event systems, for steady state performance and dependability. That is carried out using a novel solution technique, known as the spectral expansion method. The type of problems considered, and the systems analysed, are represented by certain two-dimensional Markov-processes on finite or semi-infinite lattice strips. A sub set of these Markov processes are the Quasi-Birth-and-Death processes. These models are important because they have wide ranging applications in the design and analysis of modern communications, advanced computing systems, flexible manufacturing systems and in dependability modelling. Though the matrixgeometric method is the presently most popular method, in this area, it suffers from certain drawbacks, as illustrated in one of the chapters. Spectral expansion clearly rises above those limitations. This also, is shown with the aid of examples. The contributions of this thesis can be divided into two categories. They are, • The theoretical foundation of the spectral expansion method is laid. Stability analysis of these Markov processes is carried out. Efficient numerical solution algorithms are developed. A comparative study is performed to show that the spectral expansion algorithm has an edge over the matrix-geometric method, in computational efficiency, accuracy and ease of use. • The method is applied to several non-trivial and complicated modelling problems, occuring in computer and communication systems. Performance measures are evaluated and optimisation issues are addressed

A Robust Queueing Network Analyzer Based on Indices of Dispersion

In post-industrial economies, modern service systems are dramatically changing the daily lives of many people. Such systems are often complicated by uncertainty: service providers usually cannot predict when a customer will arrive and how long the service will be. Fortunately, useful guidance can often be provided by exploiting stochastic models such as queueing networks. In iterating the design of service systems, decision makers usually favor analytical analysis of the models over simulation methods, due to the prohibitive computation time required to obtain optimal solutions for service operation problems involving multidimensional stochastic networks. However, queueing networks that can be solved analytically require strong assumptions that are rarely satisfied, whereas realistic models that exhibit complicated dependence structure are prohibitively hard to analyze exactly. In this thesis, we continue the effort to develop useful analytical performance approximations for the single-class open queueing network with Markovian routing, unlimited waiting space and the first-come first-served service discipline. We focus on open queueing networks where the external arrival processes are not Poisson and the service times are not exponential. We develop a new non-parametric robust queueing algorithm for the performance approximation in single-server queues. With robust optimization techniques, the underlying stochastic processes are replaced by samples from suitably defined uncertainty sets and the worst-case scenario is analyzed. We show that this worst-case characterization of the performance measure is asymptotically exact for approximating the mean steady-state workload in G/G/1 models in both the light-traffic and heavy-traffic limits, under mild regularity conditions. In our non-parametric Robust Queueing formulation, we focus on the customer flows, defined as the continuous-time processes counting customers in or out of the network, or flowing from one queue to another. Each flow is partially characterized by a continuous function that measures the change of stochastic variability over time. This function is called the index of dispersion for counts. The Robust Queueing algorithm converts the index of dispersion for counts into approximations of the performance measures. We show the advantage of using index of dispersion for counts in queueing approximation by a renewal process characterization theorem and the ordering of the mean steady-state workload in GI/M/1 models. To develop generalized algorithm for open queueing networks, we first establish the heavy-traffic limit theorem for the stationary departure flows from a GI/GI/1 model. We show that the index of dispersion for counts function of the stationary departure flow can be approximately characterized as the convex combination of the arrival index of dispersion for counts and service index of dispersion for counts with a time-dependent weight function, revealing the non-trivial impact of the traffic intensity on the departure processes. This heavy-traffic limit theorem is further generalized into a joint heavy-traffic limit for the stationary customer flows in generalized Jackson networks, where the external arrival are characterized by independent renewal processes and the service times are independent and identically distributed random variables, independent of the external arrival processes. We show how these limiting theorems can be exploited to establish a set of linear equations, whose solution serves as approximations of the index of dispersion for counts of the flows in an open queueing network. We prove that this set of equations is asymptotically exact in approximating the index of dispersion for counts of the stationary flows. With the index of dispersion for counts available, the network is decomposed into single-server queues and the Robust Queueing algorithm can be applied to obtain performance approximation. This algorithm is referred to as the Robust Queueing Network Analyzer. We perform extensive simulation study to validate the effectiveness of our algorithm. We show that our algorithm can be applied not only to models with non-exponential distirbutions but also to models with more complex arrival processes than renewal processes, including those with Markovian arrival processes

The effect of workload dependence in systems: Experimental evaluation, analytic models, and policy development

This dissertation presents an analysis of performance effects of burstiness (formalized by the autocorrelation function) in multi-tiered systems via a 3-pronged approach, i.e., experimental measurements, analytic models, and policy development. This analysis considers (a) systems with finite buffers (e.g., systems with admission control that effectively operate as closed systems) and (b) systems with infinite buffers (i.e., systems that operate as open systems).;For multi-tiered systems with a finite buffer size, experimental measurements show that if autocorrelation exists in any of the tiers in a multi-tiered system, then autocorrelation propagates to all tiers of the system. The presence of autocorrelated flows in all tiers significantly degrades performance. Workload characterization in a real experimental environment driven by the TPC-W benchmark confirms the existence of autocorrelated flows, which originate from the autocorrelated service process of one of the tiers. A simple model is devised that captures the observed behavior. The model is in excellent agreement with experimental measurements and captures the propagation of autocorrelation in the multi-tiered system as well as the resulting performance trends.;For systems with an infinite buffer size, this study focuses on analytic models by proposing and comparing two families of approximations for the departure process of a BMAP/MAP/1 queue that admits batch correlated flows, and whose service time process may be autocorrelated. One approximation is based on the ETAQA methodology for the solution of M/G/1-type processes and the other arises from lumpability rules. Formal proofs are provided: both approximations preserve the marginal distribution of the inter-departure times and their initial correlation structures.;This dissertation also demonstrates how the knowledge of autocorrelation can be used to effectively improve system performance, D_EQAL, a new load balancing policy for clusters with dependent arrivals is proposed. D_EQAL separates jobs to servers according to their sizes as traditional load balancing policies do, but this separation is biased by the effort to reduce performance loss due to autocorrelation in the streams of jobs that are directed to each server. as a result of this, not all servers are equally utilized (i.e., the load in the system becomes unbalanced) but performance benefits of this load unbalancing are significant

Control-theoretic Analysis of Admission Control Mechanisms for Web Server Systems

Web sites are exposed to high rates of incoming requests. The servers may become overloaded during temporary traffic peaks when more requests arrive than the server is designed for. An admission control mechanism rejects some requests whenever the arriving traffic is too high and thereby maintains an acceptable load in the system. This paper presents how admission control mechanisms can be designed with a combination of queueing theory and control theory. In this paper we model an Apache web server as a GI/G/1-system and then design a PI-controller, commonly used in automatic control, for the server. The controller has been implemented as a module inside the Apache source code. Measurements from the laboratory setup show how robust the implemented controller is, and how it corresponds to the results from the theoretical analysis