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

Compositional Performance Modelling with the TIPPtool

Stochastic process algebras have been proposed as compositional specification formalisms for performance models. In this paper, we describe a tool which aims at realising all beneficial aspects of compositional performance modelling, the TIPPtool. It incorporates methods for compositional specification as well as solution, based on state-of-the-art techniques, and wrapped in a user-friendly graphical front end. Apart from highlighting the general benefits of the tool, we also discuss some lessons learned during development and application of the TIPPtool. A non-trivial model of a real life communication system serves as a case study to illustrate benefits and limitations

Scaling limits via excursion theory: Interplay between Crump-Mode-Jagers branching processes and processor-sharing queues

We study the convergence of the $M/G/1$ processor-sharing, queue length process in the heavy traffic regime, in the finite variance case. To do so, we combine results pertaining to L\'{e}vy processes, branching processes and queuing theory. These results yield the convergence of long excursions of the queue length processes, toward excursions obtained from those of some reflected Brownian motion with drift, after taking the image of their local time process by the Lamperti transformation. We also show, via excursion theoretic arguments, that this entails the convergence of the entire processes to some (other) reflected Brownian motion with drift. Along the way, we prove various invariance principles for homogeneous, binary Crump-Mode-Jagers processes. In the last section we discuss potential implications of the state space collapse property, well known in the queuing literature, to branching processes.Comment: Published in at http://dx.doi.org/10.1214/12-AAP904 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Multi-objective reinforcement learning for responsive grids

The original publication is available at www.springerlink.comInternational audienceGrids organize resource sharing, a fundamental requirement of large scientific collaborations. Seamless integration of grids into everyday use requires responsiveness, which can be provided by elastic Clouds, in the Infrastructure as a Service (IaaS) paradigm. This paper proposes a model-free resource provisioning strategy supporting both requirements. Provisioning is modeled as a continuous action-state space, multi-objective reinforcement learning (RL) problem, under realistic hypotheses; simple utility functions capture the high level goals of users, administrators, and shareholders. The model-free approach falls under the general program of autonomic computing, where the incremental learning of the value function associated with the RL model provides the so-called feedback loop. The RL model includes an approximation of the value function through an Echo State Network. Experimental validation on a real data-set from the EGEE grid shows that introducing a moderate level of elasticity is critical to ensure a high level of user satisfaction

Nonlinear Diffusion Through Large Complex Networks Containing Regular Subgraphs

Transport through generalized trees is considered. Trees contain the simple nodes and supernodes, either well-structured regular subgraphs or those with many triangles. We observe a superdiffusion for the highly connected nodes while it is Brownian for the rest of the nodes. Transport within a supernode is affected by the finite size effects vanishing as $N\to\infty.$ For the even dimensions of space, $d=2,4,6,...$, the finite size effects break down the perturbation theory at small scales and can be regularized by using the heat-kernel expansion.Comment: 21 pages, 2 figures include

Spontaneous Resonances and the Coherent States of the Queuing Networks

We present an example of a highly connected closed network of servers, where the time correlations do not go to zero in the infinite volume limit. This phenomenon is similar to the continuous symmetry breaking at low temperatures in statistical mechanics. The role of the inverse temperature is played by the average load.Comment: 3 figures added, small correction