A mathematical programming approach to optimal Markovian switching of Poisson arrival streams to queueing systems

Motivated by certain situations in manufacturing systems and communication networks, we look into the problem of maximizing the profit in a queueing system with linear reward and cost structure and having a choice of selecting the streams of Poisson arrivals according to an independent Markov chain. We view the system as a MMPP/GI/1 queue and seek to maximize the profits by optimally choosing the stationary probabilities of the modulating Markov chain. We consider two formulations of the optimization problem. The first one (which we call the PUT problem) seeks to maximize the profit per unit time whereas the second one considers the maximization of the profit per accepted customer (the PAC problem). In each of these formulations, we explore three separate problems. In the first one, the constraints come from bounding the utilization of an infinite capacity server; in the second one the constraints arise from bounding the mean queue length of the same queue; and in the third one the finite capacity of the buffer reflect as a set of constraints. In the problems bounding the utilization factor of the queue, the solutions are given by essentially linear programs, while the problems with mean queue length constraints are linear programs if the service is exponentially distributed. The problems modeling the finite capacity queue are non-convex programs for which global maxima can be found. There is a rich relationship between the solutions of the PUT and PAC problems. In particular, the PUT solutions always make the server work at a utilization factor that is no less than that of the PAC solutions.

On the optimality of exhaustive service policies in multiclass queueing systems with modulated arrivals and switchovers

Consider a single-server multiclass queueing system with K classes where the individual queues are fed by K-correlated interrupted Poisson streams generated in the states of a K-state stationary modulating Markov chain. The service times for all the classes are drawn independently from the same distribution. There is a setup time (and/or a setup cost) incurred whenever the server switches from one queue to another. It is required to minimize the sum of discounted inventory and setup costs over an infinite horizon. We provide sufficient conditions under which exhaustive service policies are optimal. We then present some simulation results for a two-class queueing system to show that exhaustive, threshold policies outperform non-exhaustive policies.

Optimal control of arrivals to queues with delayed queue length information

We consider discrete-time versions of two classical problems in the optimal control of admission to a queueing system: i) optimal routing of arrivals to two parallel queues and ii) optimal acceptance/rejection of arrivals to a single queue. We extend the formulation of these problems to permit a k step delay in the observation of the queue lengths by the controller. For geometric inter-arrival times and geometric service times the problems are formulated as controlled Markov chains with expected total discounted cost as the minimization objective. For problem i) we show that when k = 1, the optimal policy is to allocate an arrival to the queue with the smaller expected queue length (JSEQ: Join the Shortest Expected Queue). We also show that for this problem, for k greater than or equal to 2, JSEQ is not optimal. For problem ii) we show that when k = 1, the optimal policy is a threshold policy. There are, however, two thresholds m(0) greater than or equal to m(1) > 0, such that mo is used when the previous action was to reject, and mi is used when the previous action was to accept.

State Dependent Attempt Rate modeling of single cell IEEE 802.11 WLANs with homogeneous nodes and Poisson packet arrivals

We study a State Dependent Attempt Rate (SDAR) approximation to model M queues (one queue per node) served by the Carrier Sense Multiple Access with Collision Avoidance (CSMA/CA) protocol as standardized in the IEEE 802.11 Distributed Coordination Function (DCF). The approximation is that, when n of the M queues are non-empty, the (transmission) attempt probability of each of the n non-empty nodes is given by the long-term (transmission) attempt probability of n saturated nodes. With the arrival of packets into the M queues according to independent Poisson processes, the SDAR approximation reduces a single cell with non-saturated nodes to a Markovian coupled queueing system. We provide a sufficient condition under which the joint queue length Markov chain is positive recurrent. For the symmetric case of equal arrival rates and finite and equal buffers, we develop an iterative method which leads to accurate predictions for important performance measures such as collision probability, throughput and mean packet delay. We replace the MAC layer with the SDAR model of contention by modifying the NS-2 source code pertaining to the MAC layer, keeping all other layers unchanged. By this model-based simulation technique at the MAC layer, we achieve speed-ups (w.r.t. MAC layer operations) up to 5.4. Through extensive model-based simulations and numerical results, we show that the SDAR model is an accurate model for the DCF MAC protocol in single cells. (C) 2012 Elsevier B.V. All rights reserved.

Hybrid Simulation of Queuing-System Dynamics

This paper presents a simple hybrid computer technique to study the transient behaviour of queueing systems. This method is superior to stand-alone analog or digital solution because the hardware requirement is excessive for analog technique whereas computation time is appreciable in the latter case. By using a hybrid computer one can share the analog hardware thus requiring fewer integrators. The digital processor can store the values, play them back at required time instants and change the coefficients of differential equations. By speeding up the integration on the analog computer it is feasible to solve a large number of these equations very fast. Hybrid simulation is even superior to the analytic technique because in the latter case it is difficult to solve time-varying differential equations.

A queuing approach for inventory planning with batch ordering in multi-echelon supply chains

This paper presents stylized models for conducting performance analysis of the manufacturing supply chain network (SCN) in a stochastic setting for batch ordering. We use queueing models to capture the behavior of SCN. The analysis is clubbed with an inventory optimization model, which can be used for designing inventory policies . In the first case, we model one manufacturer with one warehouse, which supplies to various retailers. We determine the optimal inventory level at the warehouse that minimizes total expected cost of carrying inventory, back order cost associated with serving orders in the backlog queue, and ordering cost. In the second model we impose service level constraint in terms of fill rate (probability an order is filled from stock at warehouse), assuming that customers do not balk from the system. We present several numerical examples to illustrate the model and to illustrate its various features. In the third case, we extend the model to a three-echelon inventory model which explicitly considers the logistics process.

A.c. conductivity studies on the silver molybdo-arsenate glassy system

A new quaternary fast-ion conducting silver molybdo-arsenate [Agl-Ag2O-(MoO3 + As2O5)] (SMA) glassy system has been prepared using the melt-quenching technique for various dopant salt (Agl) concentrations by fixing the formers (MoO3 + As2O5) composition and the modifier (Ag2O) to formers (M/F) ratio. The prepared compounds were characterized by X-ray diffraction. The impedance measurements were made on different Agl compositions of the SMA glasses as a function of frequency (6.5 Hz-65 kHz) and temperature (303-343 K), using the Solatron frequency-response analyser(model 1250). The bulk conductivity and the appropriate physical model (equivalent circuit) of the SMA glass were obtained from the impedance analysis. The a.c. conductivity was calculated for different Agl compositions of SMA glasses at various temperatures and the obtained a.c. conductivity results were analysed using Jonscher's Universal Law. The conduction mechanism for the highest conducting SMA glassy compound has been explained using the diffusion path model.

Use of a coupled transcriptional system for consistent overexpression and purification of UDG-Ugi complex and Ugi from Escherichia coli

We have designed a novel coupled transcriptional construct wherein Escherichia coil uracil DNA glycosylase (UDC:) and Bacillus subtilis phage PBS-2 encoded uracil DNA glycosylase inhibitor protein (Ugi) genes were cloned in tandem, downstream of an inducible promoter (P-trc). Use of this bicistronic operon has allowed purification of large amounts of UDG-Ugi complex formed in vivo. The system has also been exploited for purification of large amounts of Ugi. While establishing the expression system, one of the constructs showed detectable suppression of UAG termination codon and resulted in accumulation of a minor population of a putative readthrough polypeptide cor responding to UDG. We discuss the likely occurrence of such a phenomenon in overproduction of other recombinant proteins. Finally, the usefulness of the operon construct in convenient mutational analysis to study the mechanism of UDG-Ugi interaction is also discussed.

Ferrocene in conjugation with a Fischer carbene: Synthesis, NLO, and electrochemical behavior of a novel organometallic push-pull system

Using an iterative sequence of Wittig olefination, reduction, oxidation, and condensation of an active methylene group to carbonyl, it was possible to prepare a series of organometallic push-pull molecules [(CO)(5)M=C(OCH3)(-CH=CH-)(n)(C5H4)Fe(C5H5), M = W, Cr, n = 1-4] in which ferrocene is the donor element and a Fisher carbene moeity is the acceptor group. The molecular first hyperpolarizability beta was determined by hyper-Rayleigh scattering experiments. The beta values ranged from 110 x 10(-30) to 2420 x 10(-30) esu in acetonitrile, and they are among the highest reported for organometallic molecules so far. Electrochemical measurements are consistent with the push-pull nature of these compounds.

Phase Equilibria in the System $Al_{2}O_{3}-CaO-CoO$ and Gibbs Energy of Formation of $Ca_{3}CoAl_{4}O_{10}$

The floating-zone method with different growth ambiences has been used to selectively obtain hexagonal or orthorhombic DyMnO3 single crystals. The crystals were characterized by x-ray powder diffraction of ground specimens and a structure refinement as well as electron diffraction. We report magnetic susceptibility, magnetization and specific heat studies of this multiferroic compound in both the hexagonal and the orthorhombic structure. The hexagonal DyMnO3 shows magnetic ordering of Mn3+ (S = 2) spins on a triangular Mn lattice at T-N(Mn) = 57 K characterized by a cusp in the specific heat. This transition is not apparent in the magnetic susceptibility due to the frustration on the Mn triangular lattice and the dominating paramagnetic susceptibility of the Dy3+ (S = 9/2) spins. At T-N(Dy) = 3 K, a partial antiferromagnetic order of Dy moments has been observed. In comparison, the magnetic data for orthorhombic DyMnO3 display three transitions. The data broadly agree with results from earlier neutron diffraction experiments, which allows for the following assignment: a transition from an incommensurate antiferromagnetic ordering of Mn3+ spins at T-N(Mn) = 39 K, a lock-in transition at Tlock-in = 16 K and a second antiferromagnetic transition at T-N(Dy) = 5 K due to the ordering of Dy moments. Both the hexagonal and the orthorhombic crystals show magnetic anisotropy and complex magnetic properties due to 4f-4f and 4f-3d couplings.

Different phenomenological theories and their abilities to describe the interdiffusion process in a binary system during multiphase growth

There are essentially two different phenomenological models available to describe the interdiffusion process in binary systems in the olid state. The first of these, which is used more frequently, is based on the theory of flux partitioning. The second model, developed much more recently, uses the theory of dissociation and reaction. Although the theory of flux partitioning has been widely used, we found that this theory does not account for the mobility of both species and therefore is not suitable for use in most interdiffusion systems. We have first modified this theory to take into account the mobility of both species and then further extended it to develop relations or the integrated diffusion coefficient and the ratio of diffusivities of the species. The versatility of these two different models is examined in the Co-Si system with respect to different end-member compositions. From our analysis, we found that the applicability of the theory of flux partitioning is rather limited but the theory of dissociation and reaction can be used in any binary system.

Free energy landscape of a dense hard-sphere system

The topography of the free energy landscape in phase space of a dense hard-sphere system characterized by a discretized free energy functional of the Ramakishnan-Yussouff form is investigated numerically using a specially devised Monte Carlo procedure. We locate a considerable number of glassy local minima of the free energy and analyze the distributions of the free energy at a minimum and an appropriately defined phase-space "distance" between different minima. We find evidence for the existence of pairs of closely related glassy minima("two-level systems"). We also investigate the way the system makes transitions as it moves from the basin of attraction of a minimum to that of another one after a start under nonequilibrium conditions. This allows us to determine the effective height of free energy barriers that separate a glassy minimum from the others. The dependence of the height of free energy barriers on the density is investigated in detail. The general appearance of the free energy landscape resembles that of a putting green: relatively deep minima separated by a fairly flat structure. We discuss the connection of our results with the Vogel-Fulcher law and relate our observations to other work on the glass transition.

Solution of a System of Generalized Abel Integral Equations Using Fractional Calculus

A method is presented for obtaining useful closed form solution of a system of generalized Abel integral equations by using the ideas of fractional integral operators and their applications. This system appears in solving certain mixed boundary value problems arising in the classical theory of elasticity.

Fuzzy optimization model for water quality management of a river system - Closure

A fuzzy waste-load allocation model, FWLAM, is developed for water quality management of a river system using fuzzy multiple-objective optimization. An important feature of this model is its capability to incorporate the aspirations and conflicting objectives of the pollution control agency and dischargers. The vagueness associated with specifying the water quality criteria and fraction removal levels is modeled in a fuzzy framework. The goals related to the pollution control agency and dischargers are expressed as fuzzy sets. The membership functions of these fuzzy sets are considered to represent the variation of satisfaction levels of the pollution control agency and dischargers in attaining their respective goals. Two formulations—namely, the MAX-MIN and MAX-BIAS formulations—are proposed for FWLAM. The MAX-MIN formulation maximizes the minimum satisfaction level in the system. The MAX-BIAS formulation maximizes a bias measure, giving a solution that favors the dischargers. Maximization of the bias measure attempts to keep the satisfaction levels of the dischargers away from the minimum satisfaction level and that of the pollution control agency close to the minimum satisfaction level. Most of the conventional water quality management models use waste treatment cost curves that are uncertain and nonlinear. Unlike such models, FWLAM avoids the use of cost curves. Further, the model provides the flexibility for the pollution control agency and dischargers to specify their aspirations independently.

Fuzzy Logic-Based Approaches in Water Resource System Modelling

Recent research in modelling uncertainty in water resource systems has highlighted the use of fuzzy logic-based approaches. A number of research contributions exist in the literature that deal with uncertainty in water resource systems including fuzziness, subjectivity, imprecision and lack of adequate data. This chapter presents a broad overview of the fuzzy logic-based approaches adopted in addressing uncertainty in water resource systems modelling. Applications of fuzzy rule-based systems and fuzzy optimisation are then discussed. Perspectives on the scope for further research are presented.