Distributive Network Utility Maximization (NUM) over Time-Varying Fading Channels

Distributed network utility maximization (NUM) has received an increasing intensity of interest over the past few years. Distributed solutions (e.g., the primal-dual gradient method) have been intensively investigated under fading channels. As such distributed solutions involve iterative updating and explicit message passing, it is unrealistic to assume that the wireless channel remains unchanged during the iterations. Unfortunately, the behavior of those distributed solutions under time-varying channels is in general unknown. In this paper, we shall investigate the convergence behavior and tracking errors of the iterative primal-dual scaled gradient algorithm (PDSGA) with dynamic scaling matrices (DSC) for solving distributive NUM problems under time-varying fading channels. We shall also study a specific application example, namely the multi-commodity flow control and multi-carrier power allocation problem in multi-hop ad hoc networks. Our analysis shows that the PDSGA converges to a limit region rather than a single point under the finite state Markov chain (FSMC) fading channels. We also show that the order of growth of the tracking errors is given by O(T/N), where T and N are the update interval and the average sojourn time of the FSMC, respectively. Based on this analysis, we derive a low complexity distributive adaptation algorithm for determining the adaptive scaling matrices, which can be implemented distributively at each transmitter. The numerical results show the superior performance of the proposed dynamic scaling matrix algorithm over several baseline schemes, such as the regular primal-dual gradient algorithm

Level Set Methods for Stochastic Discontinuity Detection in Nonlinear Problems

Stochastic physical problems governed by nonlinear conservation laws are challenging due to solution discontinuities in stochastic and physical space. In this paper, we present a level set method to track discontinuities in stochastic space by solving a Hamilton-Jacobi equation. By introducing a speed function that vanishes at discontinuities, the iso-zero of the level set problem coincide with the discontinuities of the conservation law. The level set problem is solved on a sequence of successively finer grids in stochastic space. The method is adaptive in the sense that costly evaluations of the conservation law of interest are only performed in the vicinity of the discontinuities during the refinement stage. In regions of stochastic space where the solution is smooth, a surrogate method replaces expensive evaluations of the conservation law. The proposed method is tested in conjunction with different sets of localized orthogonal basis functions on simplex elements, as well as frames based on piecewise polynomials conforming to the level set function. The performance of the proposed method is compared to existing adaptive multi-element generalized polynomial chaos methods