Browsing by Subject "Numerical algorithms"
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Item Open Access Analytical performance modeling of elastic optical links with aligned spectrum allocation(Elsevier BV North-Holland, 2015) Vaezi, K.; Akar, N.Abstract Elastic optical networking has recently been proposed for use in optical transport networks to cope with increasingly heterogeneous and dynamic demand patterns. In this paper, we study the blocking performance of a multi-class elastic optical link for which a demand needs to be allocated a contiguous subset of the entire spectrum. This problem is different than the well-known blocking problem in multi-class multi-server loss systems due to the contiguous allocation constraint. We first propose a non-work-conserving aligned spectrum allocation policy which is shown to outperform the conventional first fit-based work-conserving allocation policy without alignment. Subsequently, for blocking performance of an aligned elastic optical link with up to three different traffic classes, we propose a novel and systematic order reduction procedure for MMPPs (Markov Modulated Poisson Process) and use this procedure as the numerical engine to approximately obtain the blocking probabilities. The proposed numerical algorithm is validated under various system and traffic parameters and is shown to be effectively usable as an instrument to dimension elastic optical links.Item Open Access Local pinning of networks of multi-agent systems with transmission and pinning delays(Institute of Electrical and Electronics Engineers, 2016) Lu, W.; Atay, F. M.We study the stability of networks of multi-agent systems with local pinning strategies and two types of time delays, namely the transmission delay in the network and the pinning delay of the controllers. Sufficient conditions for stability are derived under specific scenarios by computing or estimating the dominant eigenvalue of the characteristic equation. In addition, controlling the network by pinning a single node is studied. Moreover, perturbation methods are employed to derive conditions in the limit of small and large pinning strengths. Numerical algorithms are proposed to verify stability, and simulation examples are presented to confirm the efficiency of analytic results. � 2015 IEEE.Item Open Access A novel technique for a linear system of equations applied to channel equalization(IEEE, 2009) Pilancı, Mert; Arıkan, Orhan; Oǧuz, B.; Pınar, Mustafa Ç.In many inverse problems of signal processing the problem reduces to a linear system of equations. Accurate and robust estimation of the solution with errors in both measurement vector and coefficient matrix is a challenging task. In this paper a novel formulation is proposed which takes into account the structure (e.g. Toeplitz, Hankel) and uncertainties of the system. A numerical algorithm is provided to obtain the solution. The proposed technique and other methods are compared in a channel equalization example which is a fundamental necessity in communication.Item Open Access A numerical method for stability windows and unstable root-locus calculation for linear fractional time-delay systems(Elsevier, 2012-08-14) Fioravanti, A.R.; Bonnet, C.; Özbay, Hitay; Niculescu, S. I.This paper aims to provide a numerical algorithm able to locate all unstable poles, and therefore the characterization of the stability as a function of the delay, for a class of linear fractional-order neutral systems with multiple commensurate delays. We start by giving the asymptotic position of the chains of poles and the conditions for their stability for a small delay. When these conditions are met, the root continuity argument and some simple substitutions allow us to determine the locations where some roots cross the imaginary axis, providing therefore the complete characterization of the stability windows. The same method can be extended to provide the position of all unstable poles as a function of the delay.Item Open Access Sequential sensor installation for wiener disorder detection(Institute for Operations Research and the Management Sciences (I N F O R M S), 2016) Dayanik, S.; Sezer, S. O.We consider a centralized multisensor online quickest disorder detection problem where the observation from each sensor is a Wiener process gaining a constant drift at a common unobservable disorder time. The objective is to detect the disorder time as quickly as possible with small probability of false alarms. Unlike the earlier work on multisensor change detection problems, we assume that the observer can apply a sequential sensor installation policy. At any time before a disorder alarm is raised, the observer can install new sensors to collect additional signals. The sensors are statistically identical, and there is a fixed installation cost per sensor. We propose a Bayesian formulation of the problem. We identify an optimal policy consisting of a sequential sensor installation strategy and an alarm time, which minimize a linear Bayes risk of detection delay, false alarm, and new sensor installations. We also provide a numerical algorithm and illustrate it on examples. Our numerical examples show that significant reduction in the Bayes risk can be attained compared to the case where we apply a static sensor policy only. In some examples, the optimal sequential sensor installation policy starts with 30% less number of sensors than the optimal static sensor installation policy and the total percentage savings reach to 12%.Item Open Access Stability windows and unstable root-loci for linear fractional time-delay systems(Elsevier, 2011) Fioravanti, A.R.; Bonnet, C.; Özbay, Hitay; Niculescu, S.-I.The main point of this paper is on the formulation of a numerical algorithm to find the location of all unstable poles, and therefore the characterization of the stability as a function of the delay, for a class of linear fractional-order neutral systems with multiple commensurate delays. We start by the asymptotic position of the chains of poles and conditions for their stability, for a small delay. When these conditions are met, we continue by means of the root continuity argument, and using a simple substitution, we can find all the locations where roots cross the imaginary axis. We can extend the method to provide the location of all unstable poles as a function of the delay. Before concluding, some examples are presented. © 2011 IFAC.Item Open Access Wiener disorder problem with observations at fixed discrete time epochs(Institute for Operations Research and the Management Sciences (I N F O R M S), 2010) Dayanik, S.Suppose that a Wiener process gains a known drift rate at some unobservable disorder time with some zero-modified exponential distribution. The process is observed only at known fixed discrete time epochs, which may not always be spaced in equal distances. The problem is to detect the disorder time as quickly as possible by means of an alarm that depends only on the observations of Wiener process at those discrete time epochs. We show that Bayes optimal alarm times, which minimize expected total cost of frequent false alarms and detection delay time, always exist. Optimal alarms may in general sound between observation times and when the space-time process of the odds that disorder happened in the past hits a set with a nontrivial boundary. The optimal stopping boundary is piecewise-continuous and explodes as time approaches from left to each observation time. On each observation interval, if the boundary is not strictly increasing everywhere, then it irst decreases and then increases. It is strictly monotone wherever it does not vanish. Its decreasing portion always coincides with some explicit function. We develop numerical algorithms to calculate nearly optimal detection algorithms and their Bayes risks, and we illustrate their use on numerical examples. The solution of Wiener disorder problem with discretely spaced observation times will help reduce risks and costs associated with disease outbreak and production quality control, where the observations are often collected and/or inspected periodically.Item Open Access The workload-dependent MAP/PH/1 queue with infinite/finite workload capacity(Elsevier, 2013) Yazici, M. A.; Akar, N.We propose a numerical algorithm for finding the steady-state queue occupancy distribution for a workload-dependent MAP/PH/1 queue in which the arrival process and the service rate depend continuously on the instantaneous workload in the system. Both infinite and finite queue capacity scenarios are considered, including partial rejection and complete rejection policies for the latter. Using discretization, this system is approximately described by a multi-regime Markov fluid queue for which numerical algorithms are available. The computational complexity of the proposed method is linear in the number of regimes used for discretization. We provide numerical examples to validate the proposed approach.