Invariant states and rates of Convergence for a critical fluid model of a processor sharing queue

This paper contains an asymptotic analysis of a fluid model for a heavily loaded processor sharing queue. Specifically, we consider the behavior of solutions of critical fluid models as time approaches \infty. The main theorems of the paper provide sufficient conditions for a fluid model solution to converge to an invariant state and, under slightly more restrictive assumptions, provide a rate of convergence. These results are used in a related work by Gromoll for establishing a heavy traffic diffusion approximation for a processor sharing queue

Constraints on Area Variables in Regge Calculus

We describe a general method of obtaining the constraints between area variables in one approach to area Regge calculus, and illustrate it with a simple example. The simplicial complex is the simplest tessellation of the 4-sphere. The number of independent constraints on the variations of the triangle areas is shown to equal the difference between the numbers of triangles and edges, and a general method of choosing independent constraints is described. The constraints chosen by using our method are shown to imply the Regge equations of motion in our example.Comment: Typographical errors correcte

HJB equations for certain singularly controlled diffusions

Given a closed, bounded convex set $\mathcal{W}\subset{\mathbb {R}}^d$ with nonempty interior, we consider a control problem in which the state process $W$ and the control process $U$ satisfy $$W_t= w_0+\int_0^t\vartheta(W_s) ds+\int_0^t\sigma(W_s) dZ_s+GU_t\in \mathcal{W},\qquad t\ge0,$$ where $Z$ is a standard, multi-dimensional Brownian motion, $\vartheta,\sigma\in C^{0,1}(\mathcal{W})$, $G$ is a fixed matrix, and $w_0\in\mathcal{W}$. The process $U$ is locally of bounded variation and has increments in a given closed convex cone $\mathcal{U}\subset{\mathbb{R}}^p$. Given $g\in C(\mathcal{W})$, $\kappa\in{\mathbb{R}}^p$, and $\alpha>0$, consider the objective that is to minimize the cost $$J(w_0,U)\doteq\mathbb{E}\biggl[\int_0^{\infty}e^{-\alpha s}g(W_s) ds+\int_{[0,\infty)}e^{-\alpha s} d(\kappa\cdot U_s)\biggr]$$ over the admissible controls $U$. Both $g$ and $\kappa\cdot u$ ($u\in\mathcal{U}$) may take positive and negative values. This paper studies the corresponding dynamic programming equation (DPE), a second-order degenerate elliptic partial differential equation of HJB-type with a state constraint boundary condition. Under the controllability condition $G\mathcal{U}={\mathbb{R}}^d$ and the finiteness of $\mathcal{H}(q)=\sup_{u\in\mathcal{U}_1}\{-Gu\cdot q-\kappa\cdot u\}$, $q\in {\mathbb{R}}^d$, where $\mathcal{U}_1=\{u\in\mathcal{U}:|Gu|=1\}$, we show that the cost, that involves an improper integral, is well defined. We establish the following: (i) the value function for the control problem satisfies the DPE (in the viscosity sense), and (ii) the condition $\inf_{q\in{\mathbb{R}}^d}\mathcal{H}(q)<0$ is necessary and sufficient for uniqueness of solutions to the DPE. The existence and uniqueness of solutions are shown to be connected to an intuitive ``no arbitrage'' condition. Our results apply to Brownian control problems that represent formal diffusion approximations to control problems associated with stochastic processing networks.Comment: Published in at http://dx.doi.org/10.1214/07-AAP443 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Anisotropic simplicial minisuperspace model

The computation of the simplicial minisuperspace wavefunction in the case of anisotropic universes with a scalar matter field predicts the existence of a large classical Lorentzian universe like our own at late timesComment: 19 pages, Latex, 6 figure

Simplicial minisuperspace models in the presence of a massive scalar field with arbitrary scalar coupling

We extend previous simplicial minisuperspace models to account for arbitrary scalar coupling \eta R\phi^2.Comment: 24 pages and 9 figures. Accepted for publication by Classical and Quantum Gravit

Lens Spaces and Handlebodies in 3D Quantum Gravity

We calculate partition functions for lens spaces L_{p,q} up to p=8 and for genus 1 and 2 handlebodies H_1, H_2 in the Turaev-Viro framework. These can be interpreted as transition amplitudes in 3D quantum gravity. In the case of lens spaces L_{p,q} these are vacuum-to-vacuum amplitudes \O -> \O, whereas for the 1- and 2-handlebodies H_1, H_2 they represent genuinely topological transition amplitudes \O -> T^2 and \O -> T^2 # T^2, respectively.Comment: 14 pages, LaTeX, 5 figures, uses eps

Fluid limits for networks with bandwidth sharing and general document size distributions

We consider a stochastic model of Internet congestion control, introduced by Massouli\'{e} and Roberts [Telecommunication Systems 15 (2000) 185--201], that represents the randomly varying number of flows in a network where bandwidth is shared among document transfers. In contrast to an earlier work by Kelly and Williams [Ann. Appl. Probab. 14 (2004) 1055--1083], the present paper allows interarrival times and document sizes to be generally distributed, rather than exponentially distributed. Furthermore, we allow a fairly general class of bandwidth sharing policies that includes the weighted $\alpha$-fair policies of Mo and Walrand [IEEE/ACM Transactions on Networking 8 (2000) 556--567], as well as certain other utility based scheduling policies. To describe the evolution of the system, measure valued processes are used to keep track of the residual document sizes of all flows through the network. We propose a fluid model (or formal functional law of large numbers approximation) associated with the stochastic flow level model. Under mild conditions, we show that the appropriately rescaled measure valued processes corresponding to a sequence of such models (with fixed network structure) are tight, and that any weak limit point of the sequence is almost surely a fluid model solution. For the special case of weighted $\alpha$-fair policies, we also characterize the invariant states of the fluid model.Comment: Published in at http://dx.doi.org/10.1214/08-AAP541 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Mutant glycyl-tRNA synthetase (Gars) ameliorates SOD1G93A motor neuron degeneration phenotype but has little affect on Loa dynein heavy chain mutant mice

Background: In humans, mutations in the enzyme glycyl-tRNA synthetase (GARS) cause motor and sensory axon loss in the peripheral nervous system, and clinical phenotypes ranging from Charcot-Marie-Tooth neuropathy to a severe infantile form of spinal muscular atrophy. GARS is ubiquitously expressed and may have functions in addition to its canonical role in protein synthesis through catalyzing the addition of glycine to cognate tRNAs. Methodology/Principal findings: We have recently described a new mouse model with a point mutation in the Gars gene resulting in a cysteine to arginine change at residue 201. Heterozygous Gars^{C201R/+} mice have locomotor and sensory deficits. In an investigation of genetic mutations that lead to death of motor and sensory neurons, we have crossed the Gars^{C201R/+} mice to two other mutants: the TgSOD1^{G93A} model of human amyotrophic lateral sclerosis and the Legs at odd angles mouse (Dync1h1^{Loa}) which has a defect in the heavy chain of the dynein complex. We found the Dync1h1^{Loa/+}; Gars^{C201R/+} double heterozygous mice are more impaired than either parent, and this is may be an additive effect of both mutations. Surprisingly, the Gars^{C201R} mutation significantly delayed disease onset in the SOD1^{G93A}; Gars^{C201R/+} double heterozygous mutant mice and increased lifespan by 29% on the genetic background investigated. Conclusions/Significance: These findings raise intriguing possibilities for the study of pathogenetic mechanisms in all three mouse mutant strains