Sample path large deviations for multiclass feedforward queueing networks in critical loading

We consider multiclass feedforward queueing networks with first in first out and priority service disciplines at the nodes, and class dependent deterministic routing between nodes. The random behavior of the network is constructed from cumulative arrival and service time processes which are assumed to satisfy an appropriate sample path large deviation principle. We establish logarithmic asymptotics of large deviations for waiting time, idle time, queue length, departure and sojourn-time processes in critical loading. This transfers similar results from Puhalskii about single class queueing networks with feedback to multiclass feedforward queueing networks, and complements diffusion approximation results from Peterson. An example with renewal inter arrival and service time processes yields the rate function of a reflected Brownian motion. The model directly captures stationary situations.Comment: Published at http://dx.doi.org/10.1214/105051606000000439 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Differential continuum damage mechanics models for creep and fatigue of unidirectional metal matrix composites

Three multiaxial isothermal continuum damage mechanics models for creep, fatigue, and creep/fatigue interaction of a unidirectional metal matrix composite volume element are presented, only one of which will be discussed in depth. Each model is phenomenological and stress based, with varying degrees of complexity to accurately predict the initiation and propagation of intergranular and transgranular defects over a wide range of loading conditions. The development of these models is founded on the definition of an initially transversely isotropic fatigue limit surface, static fracture surface, normalized stress amplitude function and isochronous creep damage failure surface, from which both fatigue and creep damage evolutionary laws can be obtained. The anisotropy of each model is defined through physically meaningful invariants reflecting the local stress and material orientation. All three transversely isotropic models have been shown, when taken to their isotropic limit, to directly simplify to previously developed and validated creep and fatigue continuum damage theories. Results of a nondimensional parametric study illustrate (1) the flexibility of the present formulation when attempting to characterize a large class of composite materials, and (2) its ability to predict anticipated qualitative trends in the fatigue behavior of unidirectional metal matrix composites. Additionally, the potential for the inclusion of various micromechanical effects (e.g., fiber/matrix bond strength, fiber volume fraction, etc.), into the phenomenological anisotropic parameters is noted, as well as a detailed discussion regarding the necessary exploratory and characterization experiments needed to utilize the featured damage theories

A differential CDM model for fatigue of unidirectional metal matrix composites

A multiaxial, isothermal, continuum damage mechanics (CDM) model for fatigue of a unidirectional metal matrix composite volume element is presented. The model is phenomenological, stress based, and assumes a single scalar internal damage variable, the evolution of which is anisotropic. The development of the fatigue damage model, (i.e., evolutionary law) is based on the definition of an initially transversely isotropic fatigue limit surface, a static fracture surface, and a normalized stress amplitude function. The anisotropy of these surfaces and function, and therefore the model, is defined through physically meaningful invariants reflecting the local stress and material orientation. This transversely isotropic model is shown, when taken to it's isotropic limit, to directly simplify to a previously developed and validated isotropic fatigue continuum damage model. Results of a nondimensional parametric study illustrate (1) the flexibility of the present formulation in attempting to characterize a class of composite materials, and (2) the capability of the formulation in predicting anticipated qualitative trends in the fatigue behavior of unidirectional metal matrix composites. Also, specific material parameters representing an initial characterization of the composite system SiC/Ti 15-3 and the matrix material (Ti 15-3) are reported

Decomposing the queue length distribution of processor-sharing models into queue lengths of permanent customer queues

We obtain a decomposition result for the steady state queue length distribution in egalitarian processor-sharing (PS) models. In particular, for an egalitarian PS queue with $K$ customer classes, we show that the marginal queue length distribution for class $k$ factorizes over the number of other customer types. The factorizing coefficients equal the queue length probabilities of a PS queue for type $k$ in isolation, in which the customers of the other types reside \textit{ permanently} in the system. Similarly, the (conditional) mean sojourn time for class $k$ can be obtained by conditioning on the number of permanent customers of the other types. The decomposition result implies linear relations between the marginal queue length probabilities, which also hold for other PS models such as the egalitarian processor-sharing models with state-dependent system capacity that only depends on the total number of customers in the system. Based on the exact decomposition result for egalitarian PS queues, we propose a similar decomposition for discriminatory processor-sharing (DPS) models, and numerically show that the approximation is accurate for moderate differences in service weights. \u

KInNeSS: A Modular Framework for Computational Neuroscience

Making use of very detailed neurophysiological, anatomical, and behavioral data to build biological-realistic computational models of animal behavior is often a difficult task. Until recently, many software packages have tried to resolve this mismatched granularity with different approaches. This paper presents KInNeSS, the KDE Integrated NeuroSimulation Software environment, as an alternative solution to bridge the gap between data and model behavior. This open source neural simulation software package provides an expandable framework incorporating features such as ease of use, scalabiltiy, an XML based schema, and multiple levels of granularity within a modern object oriented programming design. KInNeSS is best suited to simulate networks of hundreds to thousands of branched multu-compartmental neurons with biophysical properties such as membrane potential, voltage-gated and ligand-gated channels, the presence of gap junctions of ionic diffusion, neuromodulation channel gating, the mechanism for habituative or depressive synapses, axonal delays, and synaptic plasticity. KInNeSS outputs include compartment membrane voltage, spikes, local-field potentials, and current source densities, as well as visualization of the behavior of a simulated agent. An explanation of the modeling philosophy and plug-in development is also presented. Further developement of KInNeSS is ongoing with the ultimate goal of creating a modular framework that will help researchers across different disciplines to effecitively collaborate using a modern neural simulation platform.Center for Excellence for Learning Education, Science, and Technology (SBE-0354378); Air Force Office of Scientific Research (F49620-01-1-0397); Office of Naval Research (N00014-01-1-0624

Closed queueing networks under congestion: non-bottleneck independence and bottleneck convergence

We analyze the behavior of closed product-form queueing networks when the number of customers grows to infinity and remains proportionate on each route (or class). First, we focus on the stationary behavior and prove the conjecture that the stationary distribution at non-bottleneck queues converges weakly to the stationary distribution of an ergodic, open product-form queueing network. This open network is obtained by replacing bottleneck queues with per-route Poissonian sources whose rates are determined by the solution of a strictly concave optimization problem. Then, we focus on the transient behavior of the network and use fluid limits to prove that the amount of fluid, or customers, on each route eventually concentrates on the bottleneck queues only, and that the long-term proportions of fluid in each route and in each queue solve the dual of the concave optimization problem that determines the throughputs of the previous open network.Comment: 22 page

Maximum Likelihood Estimation of Closed Queueing Network Demands from Queue Length Data

Resource demand estimation is essential for the application of analyical models, such as queueing networks, to real-world systems. In this paper, we investigate maximum likelihood (ML) estimators for service demands in closed queueing networks with load-independent and load-dependent service times. Stemming from a characterization of necessary conditions for ML estimation, we propose new estimators that infer demands from queue-length measurements, which are inexpensive metrics to collect in real systems. One advantage of focusing on queue-length data compared to response times or utilizations is that confidence intervals can be rigorously derived from the equilibrium distribution of the queueing network model. Our estimators and their confidence intervals are validated against simulation and real system measurements for a multi-tier application

Bayesian inference for queueing networks and modeling of internet services

Modern Internet services, such as those at Google, Yahoo!, and Amazon, handle billions of requests per day on clusters of thousands of computers. Because these services operate under strict performance requirements, a statistical understanding of their performance is of great practical interest. Such services are modeled by networks of queues, where each queue models one of the computers in the system. A key challenge is that the data are incomplete, because recording detailed information about every request to a heavily used system can require unacceptable overhead. In this paper we develop a Bayesian perspective on queueing models in which the arrival and departure times that are not observed are treated as latent variables. Underlying this viewpoint is the observation that a queueing model defines a deterministic transformation between the data and a set of independent variables called the service times. With this viewpoint in hand, we sample from the posterior distribution over missing data and model parameters using Markov chain Monte Carlo. We evaluate our framework on data from a benchmark Web application. We also present a simple technique for selection among nested queueing models. We are unaware of any previous work that considers inference in networks of queues in the presence of missing data.Comment: Published in at http://dx.doi.org/10.1214/10-AOAS392 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

SMCTC : sequential Monte Carlo in C++

Sequential Monte Carlo methods are a very general class of Monte Carlo methods for sampling from sequences of distributions. Simple examples of these algorithms are used very widely in the tracking and signal processing literature. Recent developments illustrate that these techniques have much more general applicability, and can be applied very effectively to statistical inference problems. Unfortunately, these methods are often perceived as being computationally expensive and difficult to implement. This article seeks to address both of these problems. A C++ template class library for the efficient and convenient implementation of very general Sequential Monte Carlo algorithms is presented. Two example applications are provided: a simple particle filter for illustrative purposes and a state-of-the-art algorithm for rare event estimation