Stability of degenerate diffusions with state-dependent switching

This paper deals with the ergodic properties of hybrid systems modelled by diffusion processes with state-dependent switching. We investigate the sufficient conditions expressed in terms of the parameters of the underlying process which would ensure the existence of a unique invariant probability and stability in distribution of the flow. It turns out that the conditions would depend on certain averaging mechanisms over the states of the discrete component of the hybrid system. (C) 1999 Academic Press.

State Dependent Attempt Rate Modeling of Single Cell IEEE 802.11 WLANs with Homogeneous Nodes and Poisson Arrivals

Analytical models of IEEE 802.11-based WLANs are invariably based on approximations, such as the well-known mean-field approximations proposed by Bianchi for saturated nodes. In this paper, we provide a new approach for modeling the situation when the nodes are not saturated. We study a State Dependent Attempt Rate (SDAR) approximation to model M queues (one queue per node) served by the CSMA/CA protocol as standardized in the IEEE 802.11 DCF. The approximation is that, when n of the M queues are non-empty, the attempt probability of the n non-empty nodes is given by the long-term attempt probability of n saturated nodes as provided by Bianchi's model. This yields a coupled queue system. When packets arrive to the M queues according to independent Poisson processes, we provide an exact model for the coupled queue system with SDAR service. The main contribution of this paper is to provide an analysis of the coupled queue process by studying a lower dimensional process and by introducing a certain conditional independence approximation. We show that the numerical results obtained from our finite buffer analysis are in excellent agreement with the corresponding results obtained from ns-2 simulations. We replace the CSMA/CA protocol as implemented in the ns-2 simulator with the SDAR service model to show that the SDAR approximation provides an accurate model for the CSMA/CA protocol. We also report the simulation speed-ups thus obtained by our model-based simulation.

Synchronization of globally coupled two-state stochastic oscillators with a state-dependent refractory period

We present a model of identical coupled two-state stochastic units, each of which in isolation is governed by a fixed refractory period. The nonlinear coupling between units directly affects the refractory period, which now depends on the global state of the system and can therefore itself become time dependent. At weak coupling the array settles into a quiescent stationary state. Increasing coupling strength leads to a saddle node bifurcation, beyond which the quiescent state coexists with a stable limit cycle of nonlinear coherent oscillations. We explicitly determine the critical coupling constant for this transition.

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.

Tradeoff of average service cost and average delay for the state dependent M/M/1 queue

The optimal tradeoff between average service cost rate and average delay, is addressed for a M/M/1 queueing model with queue-length dependent service rates, chosen from a finite set. We provide an asymptotic characterization of the minimum average delay, when the average service cost rate is a small positive quantity V more than the minimum average service cost rate required for stability. We show that depending on the value of the arrival rate, the assumed service cost rate function, and the possible values of the service rates, the minimum average delay either a) increases only to a finite value, b) increases without bound as log(1/V), or c) increases without bound as 1/V, when V down arrow 0. We apply the analysis to a flow-level resource allocation model for a wireless downlink. We also investigate the asymptotic tradeoff for a sequence of policies which are obtained from an approximate fluid model for the M/M/1 queue.

Nonlinear Differential Games-Based Impact-Angle-Constrained Guidance Law

The problem of intercepting a maneuvering target at a prespecified impact angle is posed in nonlinear zero-sum differential games framework. A feedback form solution is proposed by extending state-dependent Riccati equation method to nonlinear zero-sum differential games. An analytic solution is obtained for the state-dependent Riccati equation corresponding to the impact-angle-constrained guidance problem. The impact-angle-constrained guidance law is derived using the states line-of-sight rate and projected terminal impact angle error. Local asymptotic stability conditions for the closed-loop system corresponding to these states are studied. Time-to-go estimation is not explicitly required to derive and implement the proposed guidance law. Performance of the proposed guidance law is validated using two-dimensional simulation of the relative nonlinear kinematics as well as a thrust-driven realistic interceptor model.

Comparative studies of transient and steady state analysis for a typical 765kV/400kV EHV transmission system in Indian power system

This paper describes an approach for the analysis and design of 765kV/400kV EHV transmission system which is a typical expansion in Indian power grid system, based on the analysis of steady state and transient over voltages. The approach for transmission system design is iterative in nature. The first step involves exhaustive power flow analysis, based on constraints such as right of way, power to be transmitted, power transfer capabilities of lines, existing interconnecting transformer capabilities etc. Acceptable bus voltage profiles and satisfactory equipment loadings during all foreseeable operating conditions for normal and contingency operation are the guiding criteria. Critical operating strategies are also evolved in this initial design phase. With the steady state over voltages obtained, comprehensive dynamic and transient studies are to be carried out including switching over voltages studies. This paper presents steady state and switching transient studies for alternative two typical configurations of 765kV/400 kV systems and the results are compared. Transient studies are carried out to obtain the peak values of 765 kV transmission systems and are compared with the alternative configurations of existing 400 kV systems.

Composition tunable memory and threshold switching in Al20As xTe80− x semiconducting glasses

I-V studies indicate a composition dependent switching behavior (Memory or Threshold) in bulk Al20AsxTe80−x glasses, which is determined by the coordination and composition of aluminum. Investigations on temperature and thickness dependence of switching and structural studies on switched samples suggest thermal and electronic mechanisms of switching for the memory and threshold samples, respectively. The present results also show that these samples have a wider composition range of threshold behavior with lower threshold voltages compared to other threshold samples.

pH Induced switching in hydrogel coated fiber bragg grating sensor

In this paper we report a novel hydrogel functionalized optical Fiber Bragg Grating (FBG) sensor based on chemo-mechanical-optical sensing, and demonstrate its specific application in pH activated process monitoring. The sensing mechanism is based on the stress due to ion diffusion and polymer phase transition which produce strain in the FBG. This results in shift in the Bragg wavelength which is detected by an interrogator system. A simple dip coating method to coat a thin layer of hydrogel on the FBG has been established. The gel consists of sodium alginate and calcium chloride. Gel formation is observed in real-time by continuously monitoring the Bragg wavelength shift. We have demonstrated pH sensing in the range of pH of 2 to 10. Another interesting phenomenon is observed by swelling and deswelling of FBG functionalized with hydrogel by a sequence of alternate dipping between acidic and base solutions. It is observed that the Bragg wavelength undergoes reversible and repeatable pH dependent switching.

Intercepting maneuvering target with specified impact angle by modified SDRE technique

A guidance law derived by modifying state dependent Riccati equation technique, to enable the imposition of a predetermined terminal intercept angle to a maneuvering target, is presented in this paper. The interceptor is assumed to have no knowledge about the type of maneuver the target is executing. The problem is cast in a non-cooperative game theoretic form. The guidance law obtained is dependent on the LOS angular rotational rate and on the impact angle error. Theoretical conditions which guarantee existence of solutions under this method have been derived. It is shown that imposing the impact angle constraint calls for an increase in the gains of the guidance law considerably, subsequently requiring a higher maneuverability advantage of the interceptor. The performance of the proposed guidance law is studied using a non-linear two dimensional simulation of the relative kinematics, assuming first order dynamics for the interceptor and target.

An optimal weighted-average congestion based pricing scheme for enhanced QoS

Pricing is an effective tool to control congestion and achieve quality of service (QoS) provisioning for multiple differentiated levels of service. In this paper, we consider the problem of pricing for congestion control in the case of a network of nodes under a single service class and multiple queues, and present a multi-layered pricing scheme. We propose an algorithm for finding the optimal state dependent price levels for individual queues, at each node. The pricing policy used depends on a weighted average queue length at each node. This helps in reducing frequent price variations and is in the spirit of the random early detection (RED) mechanism used in TCP/IP networks. We observe in our numerical results a considerable improvement in performance using our scheme over that of a recently proposed related scheme in terms of both throughput and delay performance. In particular, our approach exhibits a throughput improvement in the range of 34 to 69 percent in all cases studied (over all routes) over the above scheme.

Analytical models for capacity estimation of IEEE 802.11 WLANs using DCF for internet applications

We provide analytical models for capacity evaluation of an infrastructure IEEE 802.11 based network carrying TCP controlled file downloads or full-duplex packet telephone calls. In each case the analytical models utilize the attempt probabilities from a well known fixed-point based saturation analysis. For TCP controlled file downloads, following Bruno et al. (In Networking '04, LNCS 2042, pp. 626-637), we model the number of wireless stations (STAs) with ACKs as a Markov renewal process embedded at packet success instants. In our work, analysis of the evolution between the embedded instants is done by using saturation analysis to provide state dependent attempt probabilities. We show that in spite of its simplicity, our model works well, by comparing various simulated quantities, such as collision probability, with values predicted from our model. Next we consider N constant bit rate VoIP calls terminating at N STAs. We model the number of STAs that have an up-link voice packet as a Markov renewal process embedded at so called channel slot boundaries. Analysis of the evolution over a channel slot is done using saturation analysis as before. We find that again the AP is the bottleneck, and the system can support (in the sense of a bound on the probability of delay exceeding a given value) a number of calls less than that at which the arrival rate into the AP exceeds the average service rate applied to the AP. Finally, we extend the analytical model for VoIP calls to determine the call capacity of an 802.11b WLAN in a situation where VoIP calls originate from two different types of coders. We consider N-1 calls originating from Type 1 codecs and N-2 calls originating from Type 2 codecs. For G711 and G729 voice coders, we show that the analytical model again provides accurate results in comparison with simulations.

Stochastic models of IEEE 802.11e wireless net works with multimedia applications

We provide a survey of some of our recent results ([9], [13], [4], [6], [7]) on the analytical performance modeling of IEEE 802.11 wireless local area networks (WLANs). We first present extensions of the decoupling approach of Bianchi ([1]) to the saturation analysis of IEEE 802.11e networks with multiple traffic classes. We have found that even when analysing WLANs with unsaturated nodes the following state dependent service model works well: when a certain set of nodes is nonempty, their channel attempt behaviour is obtained from the corresponding fixed point analysis of the saturated system. We will present our experiences in using this approximation to model multimedia traffic over an IEEE 802.11e network using the enhanced DCF channel access (EDCA) mechanism. We have found that we can model TCP controlled file transfers, VoIP packet telephony, and streaming video in the IEEE802.11e setting by this simple approximation.

An analytical model for the capacity estimation of combined VoIP and TCP file transfers over EDCA in an IEEE 802.11e WLAN

In this paper we develop and numerically explore the modeling heuristic of using saturation attempt probabilities as state dependent attempt probabilities in an IEEE 802.11e infrastructure network carrying packet telephone calls and TCP controlled file downloads, using Enhanced Distributed Channel Access (EDCA). We build upon the fixed point analysis and performance insights in [1]. When there are a certain number of nodes of each class contending for the channel (i.e., have nonempty queues), then their attempt probabilities are taken to be those obtained from saturation analysis for that number of nodes. Then we model the system queue dynamics at the network nodes. With the proposed heuristic, the system evolution at channel slot boundaries becomes a Markov renewal process, and regenerative analysis yields the desired performance measures.The results obtained from this approach match well with ns2 simulations. We find that, with the default IEEE 802.11e EDCA parameters for AC 1 and AC 3, the voice call capacity decreases if even one file download is initiated by some station. Subsequently, reducing the voice calls increases the file download capacity almost linearly (by 1/3 Mbps per voice call for the 11 Mbps PHY).

Stochastic Approximation Algorithms for Constrained Optimization via Simulation

We develop four algorithms for simulation-based optimization under multiple inequality constraints. Both the cost and the constraint functions are considered to be long-run averages of certain state-dependent single-stage functions. We pose the problem in the simulation optimization framework by using the Lagrange multiplier method. Two of our algorithms estimate only the gradient of the Lagrangian, while the other two estimate both the gradient and the Hessian of it. In the process, we also develop various new estimators for the gradient and Hessian. All our algorithms use two simulations each. Two of these algorithms are based on the smoothed functional (SF) technique, while the other two are based on the simultaneous perturbation stochastic approximation (SPSA) method. We prove the convergence of our algorithms and show numerical experiments on a setting involving an open Jackson network. The Newton-based SF algorithm is seen to show the best overall performance.