Self-Evaluation Applied Mathematics 2003-2008 University of Twente

This report contains the self-study for the research assessment of the Department of Applied Mathematics (AM) of the Faculty of Electrical Engineering, Mathematics and Computer Science (EEMCS) at the University of Twente (UT). The report provides the information for the Research Assessment Committee for Applied Mathematics, dealing with mathematical sciences at the three universities of technology in the Netherlands. It describes the state of affairs pertaining to the period 1 January 2003 to 31 December 2008

Integration of Clouds to Industrial Communication Networks

Cloud computing, owing to its ubiquitousness, scalability and on-demand ac- cess, has transformed into many traditional sectors, such as telecommunication and manufacturing production. As the Fifth Generation Wireless Specifica- tions (5G) emerges, the demand on ubiquitous and re-configurable computing resources for handling tremendous traffic from omnipresent mobile devices has been put forward. And therein lies the adaption of cloud-native model in service delivery of telecommunication networks. However, it takes phased approaches to successfully transform the traditional Telco infrastructure to a softwarized model, especially for Radio Access Networks (RANs), which, as of now, mostly relies on purpose-built Digital Signal Processors (DSPs) for computing and processing tasks.On the other hand, Industry 4.0 is leading the digital transformation in manufacturing sectors, wherein the industrial networks is evolving towards wireless connectivity and the automation process managements are shifting to clouds. However, such integration may introduce unwanted disturbances to critical industrial automation processes. This leads to challenges to guaran- tee the performance of critical applications under the integration of different systems.In the work presented in this thesis, we mainly explore the feasibility of inte- grating wireless communication, industrial networks and cloud computing. We have mainly investigated the delay-inhibited challenges and the performance impacts of using cloud-native models for critical applications. We design a solution, targeting at diminishing the performance degradation caused by the integration of cloud computing

Managing Capacity by Drift Control

We model the problem of managing capacity in a build-to-order environment as a Brownian drift control problem and seek a policy that minimizes the long-term average cost. We assume the controller can, at some cost, shift the processing rate among a finite set of alternatives by, for example, adding or removing staff, increasing or reducing the number of shifts or opening or closing production lines. The controller incurs a cost for capacity per unit time and a delay cost that reflects the opportunity cost of revenue waiting to be recognized or the customer service impacts of delaying delivery of orders. Furthermore he incurs a cost per unit to reject orders or idle resources as necessary to keep the workload of waiting orders within a prescribed range. We introduce a practical restriction on this problem, called the $Ss$-restricted Brownian control problem, and show how to model it via a structured linear program. We demonstrate that an optimal solution to the $Ss$-restricted problem can be found among a special class of policies called deterministic non-overlapping control band policies. These results exploit apparently new relationships between complementary dual solutions and relative value functions that allow us to obtain a lower bound on the average cost of any non-anticipating policy for the problem even without the $Ss$ restriction. Under mild assumptions on the cost parameters, we show that our linear programming approach is asymptotically optimal for the unrestricted Brownian control problem in the sense that by appropriately selecting the $Ss$-restricted problem, we can ensure its solution is within an arbitrary finite tolerance of a lower bound on the average cost of any non-anticipating policy for the unrestricted Brownian control problem

Scheduling a Make-To-Stock Queue: Index Policies and Hedging Points

A single machine produces several different classes of items in a make-to-stock mode. We consider the problem of scheduling the machine to regulate finished goods inventory, minimizing holding and backorder or holding and lost sales costs. Demands are Poisson, service times are exponentially distributed, and there are no delays or costs associated with switching products. A scheduling policy dictates whether the machine is idle or busy, and specifies the job class to serve in the latter case. Since the optimal solution can only be numerically computed for problems with several products, our goal is to develop effective policies that are computationally tractable for a large number of products. We develop index policies to decide which class to serve, including Whittle's "restless bandit" index, which possesses a certain asymptotic optimality. Several idleness policies, which are characterized by hedging points, are derived, and the best policy is obtained from a heavy traffic diffusion approximation. Nine sample problems are considered in a numerical study, and the average suboptimality of the best policy is less than 3%

Why Money Trickles Up - Wealth & Income Distributions

This paper combines ideas from classical economics and modern finance with the general Lotka-Volterra models of Levy & Solomon to provide straightforward explanations of wealth and income distributions. Using a simple and realistic economic formulation, the distributions of both wealth and income are fully explained. Both the power tail and the log-normal like body are fully captured. It is of note that the full distribution, including the power law tail, is created via the use of absolutely identical agents. It is further demonstrated that a simple scheme of compulsory saving could eliminate poverty at little cost to the taxpayer.Comment: 45 pages of text, 36 figure

Capacity Allocation for Clouds with Parallel Processing, Batch Arrivals, and Heterogeneous Service Requirements

Problem Definition: Allocating sufficient capacity to cloud services is a challenging task, especially when demand is time-varying, heterogeneous, contains batches, and requires multiple types of resources for processing. In this setting, providers decide whether to reserve portions of their capacity to individual job classes or to offer it in a flexible manner. Methodology/results: In collaboration with Huawei Cloud, a worldwide provider of cloud services, we propose a heuristic policy that allocates multiple types of resources to jobs and also satisfies their pre-specified service level agreements (SLAs). We model the system as a multi-class queueing network with parallel processing and multiple types of resources, where arrivals (i.e., virtual machines and containers) follow time-varying patterns and require at least one unit of each resource for processing. While virtual machines leave if they are not served immediately, containers can join a queue. We introduce a diffusion approximation of the offered load of such system and investigate its fidelity as compared to the observed data. Then, we develop a heuristic approach that leverages this approximation to determine capacity levels that satisfy probabilistic SLAs in the system with fully flexible servers. Managerial Implications: Using a data set of cloud computing requests over a representative 8-day period from Huawei Cloud, we show that our heuristic policy results in a 20% capacity reduction and better service quality as compared to a benchmark that reserves resources. In addition, we show that the system utilization induced by our policy is superior to the benchmark, i.e., it implies less idling of resources in most instances. Thus, our approach enables cloud operators to both reduce costs and achieve better performance

Proceedings of the Second International Mobile Satellite Conference (IMSC 1990)

Presented here are the proceedings of the Second International Mobile Satellite Conference (IMSC), held June 17-20, 1990 in Ottawa, Canada. Topics covered include future mobile satellite communications concepts, aeronautical applications, modulation and coding, propagation and experimental systems, mobile terminal equipment, network architecture and control, regulatory and policy considerations, vehicle antennas, and speech compression

Aeronautical Engineering: A continuing bibliography, supplement 120

This bibliography contains abstracts for 297 reports, articles, and other documents introduced into the NASA scientific and technical information system in February 1980

GUIDELINES FOR THE DESIGN OF ENHANCED, COST EFFECTIVE NETWORKS IN A MANUFACTURING ENVIRONMENT

Investigations into the transmission of real-time interactive speech over local area networks (LAN) in an industriai/commerciai environment to eventually obviate the need for a private automatic branch exchange and ultimately prepare the way for a single interactive integrated information system (PS) that provides work stations, which are networked via a LAN, with a fully interactive speech and graphics facility commensurate with the future requirements in computer integrated manufacturing (CIM). The reasons for conducting this programme of research were that existing LANs do not offer a real time interactive speech facility. Any verbal communication between workstation users on the LAN has to be carried out over a telephone network (PABX). This necessitates the provision of a second completely separate network with its associated costs. Initial investigations indicate that there is sufGcient capacity on existing LANs to support both data and real-time speech provided certain data packet delay criteria can be met. Earlier research work (in the late 1980s) has been conducted at Bell Labs and MIT. [Ref 25, 27 & 28], University of Strathclyde [Ref 24] and at BTRL [Ref 22 and 37]. In all of these cases the real time implementation issues were not fijlly addressed. In this thesis the research work reported provides the main criteria for the implementation of real-time interactive speech on both existing and newly installed networks. With such enhanced communication facilities, designers and engineers on the shop floor can be projected into their suppliers, providing a much greater integration between manufacturer and supplier which will be beneficial as Concurrent and Simultaneous Engineering Methodologies are further developed. As a result, various LANs have been evaluated as to their suitability for the transmission of real time interactive speech. As LANs, in general, can be separated into those with either deterministic or stochastic access mechanisms, investigations were carried out into the ability of both the: (i) Token Passing Bus LANs supporting the Manufacturing and Automation Protocol (MAP)—Deterministic and (u) Carrier Sense Multiple Access/Collision Detection (CSMA/CD) LANs supporting the Technical Office Protocol (TOP)— Stochastic to support real time interactive speech, as both are used extensively in commerce and manufacturing. The thesis that real time interactive speech can be transmitted over LANs employed in a computer integrated manufacturing environment has to be moderated following the tests carried out in this work, as follows:- The Token Passing LAN presents no serious problems under normal traffic conditions, however, the CSMA/CD LAN can only be used in relatively light traffic conditions i.e. below 30% of its designed maximum capacity, providing special arrangements are made to minimise the access, transmission and processing delays of speech packets. Given that a certain amount of delay is inevitable in packet switched systems (LANs), investigations have been carried out into techniques for reducing the subjective efifect of speech packet loss on real-time interactive systems due to the unacceptable delays caused by the conditions mentioned above