Super-Exponential Solution in Markovian Supermarket Models: Framework and Challenge

Marcel F. Neuts opened a key door in numerical computation of stochastic models by means of phase-type (PH) distributions and Markovian arrival processes (MAPs). To celebrate his 75th birthday, this paper reports a more general framework of Markovian supermarket models, including a system of differential equations for the fraction measure and a system of nonlinear equations for the fixed point. To understand this framework heuristically, this paper gives a detailed analysis for three important supermarket examples: M/G/1 type, GI/M/1 type and multiple choices, explains how to derive the system of differential equations by means of density-dependent jump Markov processes, and shows that the fixed point may be simply super-exponential through solving the system of nonlinear equations. Note that supermarket models are a class of complicated queueing systems and their analysis can not apply popular queueing theory, it is necessary in the study of supermarket models to summarize such a more general framework which enables us to focus on important research issues. On this line, this paper develops matrix-analytical methods of Markovian supermarket models. We hope this will be able to open a new avenue in performance evaluation of supermarket models by means of matrix-analytical methods.Comment: Randomized load balancing, supermarket model, matrix-analytic method, super-exponential solution, density-dependent jump Markov process, Batch Markovian Arrival Process (BMAP), phase-type (PH) distribution, fixed poin

Shenfun -- automating the spectral Galerkin method

With the shenfun Python module (github.com/spectralDNS/shenfun) an effort is made towards automating the implementation of the spectral Galerkin method for simple tensor product domains, consisting of (currently) one non-periodic and any number of periodic directions. The user interface to shenfun is intentionally made very similar to FEniCS (fenicsproject.org). Partial Differential Equations are represented through weak variational forms and solved using efficient direct solvers where available. MPI decomposition is achieved through the {mpi4py-fft} module (bitbucket.org/mpi4py/mpi4py-fft), and all developed solver may, with no additional effort, be run on supercomputers using thousands of processors. Complete solvers are shown for the linear Poisson and biharmonic problems, as well as the nonlinear and time-dependent Ginzburg-Landau equation.Comment: Presented at MekIT'17, the 9th National Conference on Computational Mechanic

Fast finite difference solvers for singular solutions of the elliptic Monge-Amp\`ere equation

The elliptic Monge-Ampere equation is a fully nonlinear Partial Differential Equation which originated in geometric surface theory, and has been applied in dynamic meteorology, elasticity, geometric optics, image processing and image registration. Solutions can be singular, in which case standard numerical approaches fail. In this article we build a finite difference solver for the Monge-Ampere equation, which converges even for singular solutions. Regularity results are used to select a priori between a stable, provably convergent monotone discretization and an accurate finite difference discretization in different regions of the computational domain. This allows singular solutions to be computed using a stable method, and regular solutions to be computed more accurately. The resulting nonlinear equations are then solved by Newton's method. Computational results in two and three dimensions validate the claims of accuracy and solution speed. A computational example is presented which demonstrates the necessity of the use of the monotone scheme near singularities.Comment: 23 pages, 4 figures, 4 tables; added arxiv links to references, added coment

High-frequency averaging in semi-classical Hartree-type equations

We investigate the asymptotic behavior of solutions to semi-classical Schroedinger equations with nonlinearities of Hartree type. For a weakly nonlinear scaling, we show the validity of an asymptotic superposition principle for slowly modulated highly oscillatory pulses. The result is based on a high-frequency averaging effect due to the nonlocal nature of the Hartree potential, which inhibits the creation of new resonant waves. In the proof we make use of the framework of Wiener algebras.Comment: 13 pages; Version 2: Added Remark 2.

Continuum Mechanics and Thermodynamics in the Hamilton and the Godunov-type Formulations

Continuum mechanics with dislocations, with the Cattaneo type heat conduction, with mass transfer, and with electromagnetic fields is put into the Hamiltonian form and into the form of the Godunov type system of the first order, symmetric hyperbolic partial differential equations (SHTC equations). The compatibility with thermodynamics of the time reversible part of the governing equations is mathematically expressed in the former formulation as degeneracy of the Hamiltonian structure and in the latter formulation as the existence of a companion conservation law. In both formulations the time irreversible part represents gradient dynamics. The Godunov type formulation brings the mathematical rigor (the well-posedness of the Cauchy initial value problem) and the possibility to discretize while keeping the physical content of the governing equations (the Godunov finite volume discretization)