Uniformisation techniques for stochastic simulation of chemical reaction networks

This work considers the method of uniformisation for continuous-time Markov chains in the context of chemical reaction networks. Previous work in the literature has shown that uniformisation can be beneficial in the context of time-inhomogeneous models, such as chemical reaction networks incorporating extrinsic noise. This paper lays focus on the understanding of uniformisation from the viewpoint of sample paths of chemical reaction networks. In particular, an efficient pathwise stochastic simulation algorithm for time-homogeneous models is presented which is complexity-wise equal to Gillespie's direct method. This new approach therefore enlarges the class of problems for which the uniformisation approach forms a computationally attractive choice. Furthermore, as a new application of the uniformisation method, we provide a novel variance reduction method for (raw) moment estimators of chemical reaction networks based upon the combination of stratification and uniformisation

K shortest paths in stochastic time-dependent networks

A substantial amount of research has been devoted to the shortest path problem in networks where travel times are stochastic or (deterministic and) time-dependent. More recently, a growing interest has been attracted by networks that are both stochastic and time-dependent. In these networks, the best route choice is not necessarily a path, but rather a time-adaptive strategy that assigns successors to nodes as a function of time. In some particular cases, the shortest origin-destination path must nevertheless be chosen a priori, since time-adaptive choices are not allowed. Unfortunately, finding the a priori shortest path is NP-hard, while the best time-adaptive strategy can be found in polynomial time. In this paper, we propose a solution method for the a priori shortest path problem, and we show that it can be easily adapted to the ranking of the first K shortest paths. Moreover, we present a computational comparison of time-adaptive and a priori route choices, pointing out the effect of travel time and cost distributions. The reported results show that, under realistic distributions, our solution methods are effectiveShortest paths; K shortest paths; stochastic time-dependent networks; routing; directed hypergraphs

Timely Data Delivery in a Realistic Bus Network

Abstract—WiFi-enabled buses and stops may form the backbone of a metropolitan delay tolerant network, that exploits nearby communications, temporary storage at stops, and predictable bus mobility to deliver non-real time information. This paper studies the problem of how to route data from its source to its destination in order to maximize the delivery probability by a given deadline. We assume to know the bus schedule, but we take into account that randomness, due to road traffic conditions or passengers boarding and alighting, affects bus mobility. We propose a simple stochastic model for bus arrivals at stops, supported by a study of real-life traces collected in a large urban network. A succinct graph representation of this model allows us to devise an optimal (under our model) single-copy routing algorithm and then extend it to cases where several copies of the same data are permitted. Through an extensive simulation study, we compare the optimal routing algorithm with three other approaches: minimizing the expected traversal time over our graph, minimizing the number of hops a packet can travel, and a recently-proposed heuristic based on bus frequencies. Our optimal algorithm outperforms all of them, but most of the times it essentially reduces to minimizing the expected traversal time. For values of deadlines close to the expected delivery time, the multi-copy extension requires only 10 copies to reach almost the performance of the costly flooding approach. I

User equilibrium traffic network assignment with stochastic travel times and late arrival penalty

The classical Wardrop user equilibrium (UE) assignment model assumes traveller choices are based on fixed, known travel times, yet these times are known to be rather variable between trips, both within and between days; typically, then, only mean travel times are represented. Classical stochastic user equilibrium (SUE) methods allow the mean travel times to be differentially perceived across the population, yet in a conventional application neither the UE or SUE approach recognises the travel times to be inherently variable. That is to say, there is no recognition that drivers risk arriving late at their destinations, and that this risk may vary across different paths of the network and according to the arrival time flexibility of the traveller. Recent work on incorporating risky elements into the choice process is seen either to neglect the link to the arrival constraints of the traveller, or to apply only to restricted problems with parallel alternatives and inflexible travel time distributions. In the paper, an alternative approach is described based on the ‘schedule delay’ paradigm, penalising late arrival under fixed departure times. The approach allows flexible travel time densities, which can be fitted to actual surveillance data, to be incorporated. A generalised formulation of UE is proposed, termed a Late Arrival Penalised UE (LAPUE). Conditions for the existence and uniqueness of LAPUE solutions are considered, as well as methods for their computation. Two specific travel time models are then considered, one based on multivariate Normal arc travel times, and an extended model to represent arc incidents, based on mixture distributions of multivariate Normals. Several illustrative examples are used to examine the sensitivity of LAPUE solutions to various input parameters, and in particular its comparison with UE predictions. Finally, paths for further research are discussed, including the extension of the model to include elements such as distributed arrival time constraints and penalties