9,369 research outputs found
Mean field and propagation of chaos in multi-class heterogeneous loss models
We consider a system consisting of parallel servers, where jobs with different resource requirements arrive and are assigned to the servers for processing. Each server has a finite resource capacity and therefore can serve only a finite number of jobs at a time. We assume that different servers have different resource capacities. A job is accepted for processing only if the resource requested by the job is available at the server to which it is assigned. Otherwise, the job is discarded or blocked. We consider randomized schemes to assign jobs to servers with the aim of reducing the average blocking probability of jobs in the system. In particular, we consider a scheme that assigns an incoming job to the server having maximum available vacancy or unused resource among randomly sampled servers. We consider the system in the limit where both the number of servers and the arrival rates of jobs are scaled by a large factor. This gives rise to a mean field analysis. We show that in the limiting system the servers behave independently—a property termed as propagation of chaos. Stationary tail probabilities of server occupancies are obtained from the stationary solution of the mean field which is shown to be unique and globally attractive. We further characterize the rate of decay of the stationary tail probabilities. Numerical results suggest that the proposed scheme significantly reduces the average blocking probability of jobs as compared to static schemes that probabilistically route jobs to servers independently of their states
Mean field and propagation of chaos in multi-class heterogeneous loss models
We consider a system consisting of parallel servers, where jobs with different resource requirements arrive and are assigned to the servers for processing. Each server has a finite resource capacity and therefore can serve only a finite number of jobs at a time. We assume that different servers have different resource capacities. A job is accepted for processing only if the resource requested by the job is available at the server to which it is assigned. Otherwise, the job is discarded or blocked. We consider randomized schemes to assign jobs to servers with the aim of reducing the average blocking probability of jobs in the system. In particular, we consider a scheme that assigns an incoming job to the server having maximum available vacancy or unused resource among randomly sampled servers. We consider the system in the limit where both the number of servers and the arrival rates of jobs are scaled by a large factor. This gives rise to a mean field analysis. We show that in the limiting system the servers behave independently—a property termed as propagation of chaos. Stationary tail probabilities of server occupancies are obtained from the stationary solution of the mean field which is shown to be unique and globally attractive. We further characterize the rate of decay of the stationary tail probabilities. Numerical results suggest that the proposed scheme significantly reduces the average blocking probability of jobs as compared to static schemes that probabilistically route jobs to servers independently of their states
Uncertainty damping in kinetic traffic models by driver-assist controls
In this paper, we propose a kinetic model of traffic flow with uncertain
binary interactions, which explains the scattering of the fundamental diagram
in terms of the macroscopic variability of aggregate quantities, such as the
mean speed and the flux of the vehicles, produced by the microscopic
uncertainty. Moreover, we design control strategies at the level of the
microscopic interactions among the vehicles, by which we prove that it is
possible to dampen the propagation of such an uncertainty across the scales.
Our analytical and numerical results suggest that the aggregate traffic flow
may be made more ordered, hence predictable, by implementing such control
protocols in driver-assist vehicles. Remarkably, they also provide a precise
relationship between a measure of the macroscopic damping of the uncertainty
and the penetration rate of the driver-assist technology in the traffic stream
Nonlinear Markov Processes in Big Networks
Big networks express various large-scale networks in many practical areas
such as computer networks, internet of things, cloud computation, manufacturing
systems, transportation networks, and healthcare systems. This paper analyzes
such big networks, and applies the mean-field theory and the nonlinear Markov
processes to set up a broad class of nonlinear continuous-time block-structured
Markov processes, which can be applied to deal with many practical stochastic
systems. Firstly, a nonlinear Markov process is derived from a large number of
interacting big networks with symmetric interactions, each of which is
described as a continuous-time block-structured Markov process. Secondly, some
effective algorithms are given for computing the fixed points of the nonlinear
Markov process by means of the UL-type RG-factorization. Finally, the Birkhoff
center, the Lyapunov functions and the relative entropy are used to analyze
stability or metastability of the big network, and several interesting open
problems are proposed with detailed interpretation. We believe that the results
given in this paper can be useful and effective in the study of big networks.Comment: 28 pages in Special Matrices; 201
Perspectives on Multi-Level Dynamics
As Physics did in previous centuries, there is currently a common dream of
extracting generic laws of nature in economics, sociology, neuroscience, by
focalising the description of phenomena to a minimal set of variables and
parameters, linked together by causal equations of evolution whose structure
may reveal hidden principles. This requires a huge reduction of dimensionality
(number of degrees of freedom) and a change in the level of description. Beyond
the mere necessity of developing accurate techniques affording this reduction,
there is the question of the correspondence between the initial system and the
reduced one. In this paper, we offer a perspective towards a common framework
for discussing and understanding multi-level systems exhibiting structures at
various spatial and temporal levels. We propose a common foundation and
illustrate it with examples from different fields. We also point out the
difficulties in constructing such a general setting and its limitations
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