Stability of Skorokhod problem is undecidable

Skorokhod problem arises in studying Reflected Brownian Motion (RBM) on an non-negative orthant, specifically in the context of queueing networks in the heavy traffic regime. One of the key problems is identifying conditions for stability of a Skorokhod problem, defined as the property that trajectories are attracted to the origin. The stability conditions are known in dimension up to three, but not for general dimensions. In this paper we explain the fundamental difficulties encountered in trying to establish stability conditions for general dimensions. We prove that stability of Skorokhod problem is an undecidable property when the starting state is a part of the input. Namely, there does not exist an algorithm (a constructive procedure) for identifying stable Skorokhod problem in general dimensions

On deciding stability of multiclass queueing networks under buffer priority scheduling policies

One of the basic properties of a queueing network is stability. Roughly speaking, it is the property that the total number of jobs in the network remains bounded as a function of time. One of the key questions related to the stability issue is how to determine the exact conditions under which a given queueing network operating under a given scheduling policy remains stable. While there was much initial progress in addressing this question, most of the results obtained were partial at best and so the complete characterization of stable queueing networks is still lacking. In this paper, we resolve this open problem, albeit in a somewhat unexpected way. We show that characterizing stable queueing networks is an algorithmically undecidable problem for the case of nonpreemptive static buffer priority scheduling policies and deterministic interarrival and service times. Thus, no constructive characterization of stable queueing networks operating under this class of policies is possible. The result is established for queueing networks with finite and infinite buffer sizes and possibly zero service times, although we conjecture that it also holds in the case of models with only infinite buffers and nonzero service times. Our approach extends an earlier related work [Math. Oper. Res. 27 (2002) 272--293] and uses the so-called counter machine device as a reduction tool.Comment: Published in at http://dx.doi.org/10.1214/09-AAP597 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Strong spatial mixing of list coloring of graphs

The property of spatial mixing and strong spatial mixing in spin systems has been of interest because of its implications on uniqueness of Gibbs measures on infinite graphs and efficient approximation of counting problems that are otherwise known to be #P hard. In the context of coloring, strong spatial mixing has been established for Kelly trees in (Ge and Stefankovic, arXiv:1102.2886v3 (2011)) when q ≥ α[superscript *] Δ + 1 where q the number of colors, Δ is the degree and α[superscript *] is the unique solution to xe[superscript -1/x] = 1. It has also been established in (Goldberg et al., SICOMP 35 (2005) 486–517) for bounded degree lattice graphs whenever q ≥ α[superscript *] Δ - β for some constant β, where Δ is the maximum vertex degree of the graph. We establish strong spatial mixing for a more general problem, namely list coloring, for arbitrary bounded degree triangle-free graphs. Our results hold for any α > α[superscript *] whenever the size of the list of each vertex v is at least αΔ(v) + β where Δ(v) is the degree of vertex v and β is a constant that only depends on α. The result is obtained by proving the decay of correlations of marginal probabilities associated with graph nodes measured using a suitably chosen error function

Optimization of Enzymatic Logic Gates and Networks for Noise Reduction and Stability

Biochemical computing attempts to process information with biomolecules and biological objects. In this work we review our results on analysis and optimization of single biochemical logic gates based on enzymatic reactions, and a network of three gates, for reduction of the "analog" noise buildup. For a single gate, optimization is achieved by analyzing the enzymatic reactions within a framework of kinetic equations. We demonstrate that using co-substrates with much smaller affinities than the primary substrate, a negligible increase in the noise output from the logic gate is obtained as compared to the input noise. A network of enzymatic gates is analyzed by varying selective inputs and fitting standardized few-parameters response functions assumed for each gate. This allows probing of the individual gate quality but primarily yields information on the relative contribution of the gates to noise amplification. The derived information is then used to modify experimental single gate and network systems to operate them in a regime of reduced analog noise amplification.Comment: 7 pages in PD

Algorithmic issues in queueing systems and combinatorial counting problems

Includes bibliographical references (leaves 111-118).Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, Operations Research Center, 2008.(cont.) However, these randomized algorithms can never provide proven upper or lower bounds on the number of objects they are counting, but can only give probabilistic estimates. We propose a set of deterministic algorithms for counting such objects for three classes of counting problems. They are interesting both because they give an alternative approach to solving these problems, and because unlike MCMC algorithms, they provide provable bounds on the number of objects. The algorithms we propose are for special cases of counting the number of matchings, colorings, or perfect matchings (permanent), of a graph.Multiclass queueing networks are used to model manufacturing, computer, supply chain, and other systems. Questions of performance and stability arise in these systems. There is a body of research on determining stability of a given queueing system, which contains algorithms for determining stability of queueing networks in some special cases, such as the case where there are only two stations. Yet previous attempts to find a general characterization of stability of queueing networks have not been successful.In the first part of the thesis, we contribute to the understanding of why such a general characterization could not be found. We prove that even under a relatively simple class of static buffer priority scheduling policies, stability of deterministic multiclass queueing network is, in general, an undecidable problem. Thus, there does not exist an algorithm for determining stability of queueing networks, even under those relatively simple assumptions. This explains why such an algorithm, despite significant efforts, has not been found to date. In the second part of the thesis, we address the problem of finding algorithms for approximately solving combinatorial graph counting problems. Counting problems are a wide and well studied class of algorithmic problems, that deal with counting certain objects, such as the number of independent sets, or matchings, or colorings, in a graph. The problems we address are known to be #P-hard, which implies that, unless P = #P, they can not be solved exactly in polynomial time. It is known that randomized approximation algorithms based on Monte Carlo Markov Chains (MCMC) solve these problems approximately, in polynomial time.by Dmitriy A. Katz-Rogozhnikov.Ph.D