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

An optimal query assignment for wireless sensor networks

With the increased use of large-scale real-time embedded sensor networks, new control mechanisms are needed to avoid congestion and meet required Quality of Service (QoS) levels. In this paper, we propose a Markov Decision Problem (MDP) to prescribe an optimal query assignment strategy that achieves a trade-off between two QoS requirements: query response time and data validity. Query response time is the time that queries spend in the sensor network until they are solved. Data validity (freshness) indicates the time elapsed between data acquisition and query response and whether that time period exceeds a predefined tolerance. We assess the performance of the proposed model by means of a discrete event simulation. Compared with three other heuristics, derived from practical assignment strategies, the proposed policy performs better in terms of average assignment costs. Also in the case of real query traffic simulations, results show that the proposed policy achieves cost gains compared with the other heuristics considered. The results provide useful insight into deriving simple assignment strategies that can be easily used in practice

Separation of timescales in a two-layered network

We investigate a computer network consisting of two layers occurring in, for example, application servers. The first layer incorporates the arrival of jobs at a network of multi-server nodes, which we model as a many-server Jackson network. At the second layer, active servers at these nodes act now as customers who are served by a common CPU. Our main result shows a separation of time scales in heavy traffic: the main source of randomness occurs at the (aggregate) CPU layer; the interactions between different types of nodes at the other layer is shown to converge to a fixed point at a faster time scale; this also yields a state-space collapse property. Apart from these fundamental insights, we also obtain an explicit approximation for the joint law of the number of jobs in the system, which is provably accurate for heavily loaded systems and performs numerically well for moderately loaded systems. The obtained results for the model under consideration can be applied to thread-pool dimensioning in application servers, while the technique seems applicable to other layered systems too.Comment: 8 pages, 2 figures, 1 table, ITC 24 (2012

An Optimal Query Assignment for Wireless Sensor Networks

A trade-off between two QoS requirements of wireless sensor networks: query waiting time and validity (age) of the data feeding the queries, is investigated. We propose a Continuous Time Markov Decision Process with a drift that trades-off between the two QoS requirements by assigning incoming queries to the wireless sensor network or to the database. To compute an optimal assignment policy, we argue, by means of non-standard uniformization, a discrete time Markov decision process, stochastically equivalent to the initial continuous process. We determine an optimal query assignment policy for the discrete time process by means of dynamic programming. Next, we assess numerically the performance of the optimal policy and show that it outperforms in terms of average assignment costs three other heuristics, commonly used in practice. Lastly, the optimality of the our model is confirmed also in the case of real query traffic, where our proposed policy achieves significant cost savings compared to the heuristics.Comment: 27 pages, 20 figure

Heavy-traffic analysis of k-limited polling systems

In this paper we study a two-queue polling model with zero switch-over times and $k$-limited service (serve at most $k_i$ customers during one visit period to queue $i$, $i=1,2$) in each queue. The arrival processes at the two queues are Poisson, and the service times are exponentially distributed. By increasing the arrival intensities until one of the queues becomes critically loaded, we derive exact heavy-traffic limits for the joint queue-length distribution using a singular-perturbation technique. It turns out that the number of customers in the stable queue has the same distribution as the number of customers in a vacation system with Erlang-$k_2$ distributed vacations. The queue-length distribution of the critically loaded queue, after applying an appropriate scaling, is exponentially distributed. Finally, we show that the two queue-length processes are independent in heavy traffic

Innovation in the Wireless Ecosystem: A Customer-Centric Framework

The Federal Communications Commission’s Notice of Inquiry in GN 09-157 Fostering Innovation and Investment in the Wireless Communications Market is a significant event at an opportune moment. Wireless communications has already radically changed the way not only Americans but people the world over communicate with each other and access and share information, and there appears no end in sight to this fundamental shift in communication markets. Although the wireless communications phenomenon is global, the US has played and will continue to play a major role in the shaping of this market. At the start of a new US Administration and important changes in the FCC, it is most appropriate that this proceeding be launched.