{C}^0$ penalty methods for the fully nonlinear Monge-Ampère equation

In this paper, we develop and analyze C(0) penalty methods for the fully nonlinear Monge-Ampere equation det(D(2)u) = f in two dimensions. The key idea in designing our methods is to build discretizations such that the resulting discrete linearizations are symmetric, stable, and consistent with the continuous linearization. We are then able to show the well-posedness of the penalty method as well as quasi-optimal error estimates using the Banach fixed-point theorem as our main tool. Numerical experiments are presented which support the theoretical results.

Performance analysis of a fluid queue with random service rate in discrete time

We consider a fluid queue in discrete time with random service rate. Such a queue has been used in several recent studies on wireless networks where the packets can be arbitrarily fragmented. We provide conditions on finiteness of moments of stationary delay, its Laplace-Stieltjes transform and various approximations under heavy traffic. Results are extended to the case where the wireless link can transmit in only a few slots during a frame.

Stochastic Algorithms for Discrete Parameter Simulation Optimization

We present two efficient discrete parameter simulation optimization (DPSO) algorithms for the long-run average cost objective. One of these algorithms uses the smoothed functional approximation (SFA) procedure, while the other is based on simultaneous perturbation stochastic approximation (SPSA). The use of SFA for DPSO had not been proposed previously in the literature. Further, both algorithms adopt an interesting technique of random projections that we present here for the first time. We give a proof of convergence of our algorithms. Next, we present detailed numerical experiments on a problem of admission control with dependent service times. We consider two different settings involving parameter sets that have moderate and large sizes, respectively. On the first setting, we also show performance comparisons with the well-studied optimal computing budget allocation (OCBA) algorithm and also the equal allocation algorithm. Note to Practitioners-Even though SPSA and SFA have been devised in the literature for continuous optimization problems, our results indicate that they can be powerful techniques even when they are adapted to discrete optimization settings. OCBA is widely recognized as one of the most powerful methods for discrete optimization when the parameter sets are of small or moderate size. On a setting involving a parameter set of size 100, we observe that when the computing budget is small, both SPSA and OCBA show similar performance and are better in comparison to SFA, however, as the computing budget is increased, SPSA and SFA show better performance than OCBA. Both our algorithms also show good performance when the parameter set has a size of 10(8). SFA is seen to show the best overall performance. Unlike most other DPSO algorithms in the literature, an advantage with our algorithms is that they are easily implementable regardless of the size of the parameter sets and show good performance in both scenarios.

Multigrid algorithms for symmetric discontinuous Galerkin methods on graded meshes

We study a class of symmetric discontinuous Galerkin methods on graded meshes. Optimal order error estimates are derived in both the energy norm and the L 2 norm, and we establish the uniform convergence of V-cycle, F-cycle and W-cycle multigrid algorithms for the resulting discrete problems. Numerical results that confirm the theoretical results are also presented.

Discrete control algorithms for a tubular ammonia reactor

The specific objective of this paper is to develop direct digital control strategies for an ammonia reactor using quadratic regulator theory and compare the performance of the resultant control system with that under conventional PID regulators. The controller design studies are based on a ninth order state-space model obtained from the exact nonlinear distributed model using linearization and lumping approximations. The evaluation of these controllers with reference to their disturbance rejection capabilities and transient response characteristics, is carried out using hybrid computer simulation.

Power and Discrete Rate Adaptation for Energy Harvesting Wireless Nodes

Energy Harvesting (EH) nodes, which harvest energy from the environment in order to communicate over a wireless link, promise perpetual operation of a wireless network with battery-powered nodes. In this paper, we address the throughput optimization problem for a rate-adaptive EH node that chooses its rate from a set of discrete rates and adjusts its power depending on its channel gain and battery state. First, we show that the optimal throughput of an EH node is upper bounded by the throughput achievable by a node that is subject only to an average power constraint. We then propose a simple transmission scheme for an EH node that achieves an average throughput close to the upper bound. The scheme's parameters can be made to account for energy overheads such as battery non-idealities and the energy required for sensing and processing. The effect of these overheads on the average throughput is also analytically characterized.

Class of linear time-varying discrete systems

A class of linear time-varying discrete systems is considered, and closed-form solutions are obtained in different cases. Some comments on stability are also included.

Discrete Wiener¿Lee transforms

The use of Wiener–Lee transforms to construct one of the frequency characteristics, magnitude or phase of a network function, when the other characteristic is given graphically, is indicated. This application is useful in finding a realisable network function whose magnitude or phase curve is given. A discrete version of the transform is presented, so that a digital computer can be employed for the computation.

Modeling stochastic hybrid systems

Stochastic hybrid systems arise in numerous applications of systems with multiple models; e.g., air traffc management, flexible manufacturing systems, fault tolerant control systems etc. In a typical hybrid system, the state space is hybrid in the sense that some components take values in a Euclidean space, while some other components are discrete. In this paper we propose two stochastic hybrid models, both of which permit diffusion and hybrid jump. Such models are essential for studying air traffic management in a stochastic framework.

New Insights into Optimal Discrete Rate Adaptation for Average Power Constrained Single and Multi-Node Systems

The throughput-optimal discrete-rate adaptation policy, when nodes are subject to constraints on the average power and bit error rate, is governed by a power control parameter, for which a closed-form characterization has remained an open problem. The parameter is essential in determining the rate adaptation thresholds and the transmit rate and power at any time, and ensuring adherence to the power constraint. We derive novel insightful bounds and approximations that characterize the power control parameter and the throughput in closed-form. The results are comprehensive as they apply to the general class of Nakagami-m (m >= 1) fading channels, which includes Rayleigh fading, uncoded and coded modulation, and single and multi-node systems with selection. The results are appealing as they are provably tight in the asymptotic large average power regime, and are designed and verified to be accurate even for smaller average powers.

Percolation and connectivity in AB random geometric graphs

Given two independent Poisson point processes Phi((1)), Phi((2)) in R-d, the AB Poisson Boolean model is the graph with the points of Phi((1)) as vertices and with edges between any pair of points for which the intersection of balls of radius 2r centered at these points contains at least one point of Phi((2)). This is a generalization of the AB percolation model on discrete lattices. We show the existence of percolation for all d >= 2 and derive bounds fora critical intensity. We also provide a characterization for this critical intensity when d = 2. To study the connectivity problem, we consider independent Poisson point processes of intensities n and tau n in the unit cube. The AB random geometric graph is defined as above but with balls of radius r. We derive a weak law result for the largest nearest-neighbor distance and almost-sure asymptotic bounds for the connectivity threshold.