Sensitivity of Markov chains for wireless protocols

Network communication protocols such as the IEEE 802.11 wireless protocol are currently best modelled as Markov chains. In these situations we have some protocol parameters $\alpha$, and a transition matrix $P(\alpha)$ from which we can compute the steady state (equilibrium) distribution $z(\alpha)$ and hence final desired quantities $q(\alpha)$, which might be for example the throughput of the protocol. Typically the chain will have thousands of states, and a particular example of interest is the Bianchi chain defined later. Generally we want to optimise $q$, perhaps subject to some constraints that also depend on the Markov chain. To do this efficiently we need the gradient of $q$ with respect to $\alpha$, and therefore need the gradient of $z$ and other properties of the chain with respect to $\alpha$. The matrix formulas available for this involve the so-called fundamental matrix, but are there approximate gradients available which are faster and still sufficiently accurate? In some cases BT would like to do the whole calculation in computer algebra, and get a series expansion of the equilibrium $z$ with respect to a parameter in $P$. In addition to the steady state $z$, the same questions arise for the mixing time and the mean hitting times. Two qualitative features that were brought to the Study Group’s attention were: * the transition matrix $P$ is large, but sparse. * the systems of linear equations to be solved are generally singular and need some additional normalisation condition, such as is provided by using the fundamental matrix. We also note a third highly important property regarding applications of numerical linear algebra: * the transition matrix $P$ is asymmetric. A realistic dimension for the matrix $P$ in the Bianchi model described below is 8064×8064, but on average there are only a few nonzero entries per column. Merely storing such a large matrix in dense form would require nearly 0.5GBytes using 64-bit floating point numbers, and computing its LU factorisation takes around 80 seconds on a modern microprocessor. It is thus highly desirable to employ specialised algorithms for sparse matrices. These algorithms are generally divided between those only applicable to symmetric matrices, the most prominent being the conjugate-gradient (CG) algorithm for solving linear equations, and those applicable to general matrices. A similar division is present in the literature on numerical eigenvalue problems

An Investigation into the Physics of Blowing Polysilicon Fuses

The semi-conductor fuses in this research are fabricated on a submicron process. A voltage potential is applied across the fuse, in order to achieve a blow. This current peaks with a short pulse in the order of tens of milliamps which has a long decrease to zero current flow, resulting in a blown fuse. A fuse blows due to the pinching together of electrically insulating material which initially surrounds the conducting pathway. The pinch cuts across the conductor, and so halts the current flow. In small-geometry fuses a cavity also forms during the blowing process. The company wishes to understand the fuse blow process mathematically in order to develop a model that can accurately simulate the blowing of the fuses. This report records the thermal, electrical, solid and fluid mechanics of the blowing process that was discussed at the Study Group, with remarks on possible future research for modelling the process

Moment-based formulation of Navier–Maxwell slip boundary conditions for lattice Boltzmann simulations of rarefied flows in microchannels

We present an implementation of first-order Navier–Maxwell slip boundary conditions for simulating near-continuum rarefied flows in microchannels with the lattice Boltzmann method. Rather than imposing boundary conditions directly on the particle velocity distribution functions, following the existing discrete analogs of the specular and diffuse reflection conditions from continuous kinetic theory, we use a moment-based method to impose the Navier–Maxwell slip boundary conditions that relate the velocity and the strain rate at the boundary. We use these conditions to solve for the unknown distribution functions that propagate into the\ud domain across the boundary. We achieve second-order accuracy by reformulating these conditions for the second set of distribution functions that arise in the derivation of the lattice Boltzmann method by an integration along characteristics. The results are in excellent agreement with asymptotic solutions of the compressible Navier-Stokes equations for microchannel flows in the slip regime. Our moment formalism is also valuable for analysing the existing boundary conditions, and explains the origin of numerical slip in the bounce-back and other common boundary conditions that impose explicit conditions on the higher moments instead of on the local tangential velocity

A random projection method for sharp phase boundaries in lattice Boltzmann simulations

Existing lattice Boltzmann models that have been designed to recover a macroscopic description of immiscible liquids are only able to make predictions that are quantitatively correct when the interface that exists between the fluids is smeared over several nodal points. Attempts to minimise the thickness of this interface generally leads to a phenomenon known as lattice pinning, the precise cause of which is not well understood. This spurious behaviour is remarkably similar to that associated with the numerical simulation of hyperbolic partial differential equations coupled with a stiff source term. Inspired by the seminal work in this field, we derive a lattice Boltzmann implementation of a model equation used to investigate such peculiarities. This implementation is extended to different spacial discretisations in one and two dimensions. We shown that the inclusion of a quasi-random threshold dramatically delays the onset of pinning and facetting

Optimal tariff period determination

We separated the problem into two simpler problems. The first problem is to choose the seasonal tariff periods, and the second problem is to choose the daily tariff periods. During the study group, we mainly considered the first problem, which is simpler because there are just two seasonal tariff periods, peak and off-peak. In the second problem, we can have a maximum of four daily tariff periods

A locally adaptive time-stepping algorithm for\ud petroleum reservoir simulations

An algorithm for locally adapting the step-size for large scale finite volume simulations of multi-phase flow in petroleum reservoirs is suggested which allows for an “all-in-one” implicit calculation of behaviour over a very large time scale. Some numerical results for simple two-phase flow in one space dimension illustrate the promise of the algorithm, which has also been applied to very simple 3D cases. A description of the algorithm is presented here along with early results. Further development of the technique is hoped to facilitate useful scaling properties