An efficient hybrid model and dynamic performance analysis for multihop wireless networks

Multihop wireless networks can be subjected to nonstationary phenomena due to a dynamic network topology and time varying traffic. However, the simulation techniques used to study multihop wireless networks focus on the steady-state performance even though transient or nonstationary periods will often occur. Moreover, the majority of the simulators suffer from poor scalability. In this paper, we develop an efficient performance modeling technique for analyzing the time varying queueing behavior of multihop wireless networks. The one-hop packet transmission (service) time is assumed to be deterministic, which could be achieved by contention-free transmission, or approximated in sparse or lightly loaded multihop wireless networks. Our model is a hybrid of time varying adjacency matrix and fluid flow based differential equations, which represent dynamic topology changes and nonstationary network queues, respectively. Numerical experiments show that the hybrid fluid based model can provide reasonably accurate results much more efficiently than standard simulators. Also an example application of the modeling technique is given showing the nonstationary network performance as a function of node mobility, traffic load and wireless link quality. © 2013 IEEE

A time dependent performance model for multihop wireless networks with CBR traffic

In this paper, we develop a performance modeling technique for analyzing the time varying network layer queueing behavior of multihop wireless networks with constant bit rate traffic. Our approach is a hybrid of fluid flow queueing modeling and a time varying connectivity matrix. Network queues are modeled using fluid-flow based differential equation models which are solved using numerical methods, while node mobility is modeled using deterministic or stochastic modeling of adjacency matrix elements. Numerical and simulation experiments show that the new approach can provide reasonably accurate results with significant improvements in the computation time compared to standard simulation tools. © 2010 IEEE

Analysis of Petri Net Models through Stochastic Differential Equations

It is well known, mainly because of the work of Kurtz, that density dependent Markov chains can be approximated by sets of ordinary differential equations (ODEs) when their indexing parameter grows very large. This approximation cannot capture the stochastic nature of the process and, consequently, it can provide an erroneous view of the behavior of the Markov chain if the indexing parameter is not sufficiently high. Important phenomena that cannot be revealed include non-negligible variance and bi-modal population distributions. A less-known approximation proposed by Kurtz applies stochastic differential equations (SDEs) and provides information about the stochastic nature of the process. In this paper we apply and extend this diffusion approximation to study stochastic Petri nets. We identify a class of nets whose underlying stochastic process is a density dependent Markov chain whose indexing parameter is a multiplicative constant which identifies the population level expressed by the initial marking and we provide means to automatically construct the associated set of SDEs. Since the diffusion approximation of Kurtz considers the process only up to the time when it first exits an open interval, we extend the approximation by a machinery that mimics the behavior of the Markov chain at the boundary and allows thus to apply the approach to a wider set of problems. The resulting process is of the jump-diffusion type. We illustrate by examples that the jump-diffusion approximation which extends to bounded domains can be much more informative than that based on ODEs as it can provide accurate quantity distributions even when they are multi-modal and even for relatively small population levels. Moreover, we show that the method is faster than simulating the original Markov chain

Hybrid Behaviour of Markov Population Models

We investigate the behaviour of population models written in Stochastic Concurrent Constraint Programming (sCCP), a stochastic extension of Concurrent Constraint Programming. In particular, we focus on models from which we can define a semantics of sCCP both in terms of Continuous Time Markov Chains (CTMC) and in terms of Stochastic Hybrid Systems, in which some populations are approximated continuously, while others are kept discrete. We will prove the correctness of the hybrid semantics from the point of view of the limiting behaviour of a sequence of models for increasing population size. More specifically, we prove that, under suitable regularity conditions, the sequence of CTMC constructed from sCCP programs for increasing population size converges to the hybrid system constructed by means of the hybrid semantics. We investigate in particular what happens for sCCP models in which some transitions are guarded by boolean predicates or in the presence of instantaneous transitions

Spatial Fluid Limits for Stochastic Mobile Networks

We consider Markov models of large-scale networks where nodes are characterized by their local behavior and by a mobility model over a two-dimensional lattice. By assuming random walk, we prove convergence to a system of partial differential equations (PDEs) whose size depends neither on the lattice size nor on the population of nodes. This provides a macroscopic view of the model which approximates discrete stochastic movements with continuous deterministic diffusions. We illustrate the practical applicability of this result by modeling a network of mobile nodes with on/off behavior performing file transfers with connectivity to 802.11 access points. By means of an empirical validation against discrete-event simulation we show high quality of the PDE approximation even for low populations and coarse lattices. In addition, we confirm the computational advantage in using the PDE limit over a traditional ordinary differential equation limit where the lattice is modeled discretely, yielding speed-ups of up to two orders of magnitude

Approximate IPA: Trading Unbiasedness for Simplicity

When Perturbation Analysis (PA) yields unbiased sensitivity estimators for expected-value performance functions in discrete event dynamic systems, it can be used for performance optimization of those functions. However, when PA is known to be unbiased, the complexity of its estimators often does not scale with the system's size. The purpose of this paper is to suggest an alternative approach to optimization which balances precision with computing efforts by trading off complicated, unbiased PA estimators for simple, biased approximate estimators. Furthermore, we provide guidelines for developing such estimators, that are largely based on the Stochastic Flow Modeling framework. We suggest that if the relative error (or bias) is not too large, then optimization algorithms such as stochastic approximation converge to a (local) minimum just like in the case where no approximation is used. We apply this approach to an example of balancing loss with buffer-cost in a finite-buffer queue, and prove a crucial upper bound on the relative error. This paper presents the initial study of the proposed approach, and we believe that if the idea gains traction then it may lead to a significant expansion of the scope of PA in optimization of discrete event systems.Comment: 8 pages, 8 figure

Towards the Holy Grail: combining system dynamics and discrete-event simulation in healthcare

The idea of combining discrete-event simulation and system dynamics has been a topic of debate in theoperations research community for over a decade. Many authors have considered the potential benefits ofsuch an approach from a methodological or practical standpoint. However, despite numerous examples ofmodels with both discrete and continuous parameters in the computer science and engineering literature,nobody in the OR field has yet succeeded in developing a genuinely hybrid approach which truly integratesthe philosophical approach and technical merits of both DES and SD in a single model. In this paperwe consider some of the reasons for this and describe two practical healthcare examples of combinedDES/SD models, which nevertheless fall short of the “holy grail” which has been so widely discussed inthe literature over the past decade