Related papers: Modeling Information Flow with a Multi-Stage Queui…
Dynamic and evolving operational and economic environments present significant challenges for decision-making. We explore a simulation optimization problem characterized by non-stationary input distributions with regime-switching dynamics…
Modeling and simulating movement of vehicles in established transportation infrastructures, especially in large urban road networks is an important task. It helps with understanding and handling traffic problems, optimizing traffic…
A stochastic model for a mobile network is studied. Users enter the network, and then perform independent Markovian routes between nodes where they receive service according to the Processor-Sharing policy. Once their service requirement is…
Co-flows model a modern scheduling setting that is commonly found in a variety of applications in distributed and cloud computing. A stochastic co-flow task contains a set of parallel flows with randomly distributed sizes. Further, many…
This paper focuses on some simple models of limit order book dynamics which simulate market trading mechanisms. We start with a discrete time/space Markov process and then perform a re-scaling procedure leading to a deterministic dynamical…
The mechanisms of information transmission are investigated in a lattice of coupled continuous maps, by analyzing the propagation of both finite and infinitesimal disturbances. Two distinct regimes are detected: in the former case, both…
Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…
A new model for time series with a specific oscillation pattern is proposed. The model consists of a hidden phase process controlling the speed of polling and a nonparametric curve characterizing the pattern, leading together to a…
Turbulent pipe flows exhibit organizational states (OSs) that are labelled by discrete azimuthal wavenumber modes and are reminiscent of the traveling wave solutions of low Reynolds number regimes. The discretized time evolution of the OSs,…
This note introduces a piecewise-deterministic queueing (PDQ) model to study the stability of traffic queues in parallel-link transportation systems facing stochastic capacity fluctuations. The saturation rate (capacity) of the PDQ model…
In this paper, we proposed a stochastic model which describes two species of particles moving in counterflow. The model generalizes the theoretical framework describing the transport in random systems since particles can work as mobile…
We propose a new non-equilibrium model for spatial pattern formation on the basis of local information transfer. Unlike standard models of pattern formation it is not based on the Turing instability. Information is transmitted through the…
We consider a stationary Markov process that models certain queues with a bulk service of a fixed number $m$ of admitted customers. We find an integral expression of its transition probability function in terms of certain multi-orthogonal…
Periodic neural activity not locked to the stimulus or to motor responses is usually ignored. Here, we present new tools for modeling and quantifying the information transmission based on periodic neural activity that occurs with…
Living systems often function with regulatory interactions, but the question of how activity, stochasticity and regulations work together for achieving different goals still remains puzzling. We propose a stochastic model of an active…
Computers are nonlinear dynamical systems that exhibit complex and sometimes even chaotic behavior. The models used in the computer systems community, however, are linear. This paper is an exploration of that disconnect: when linear models…
Edge Computing enables low-latency processing for real-time applications but introduces challenges in power management due to the distributed nature of edge devices and their limited energy resources. This paper proposes a stochastic…
Filtration, flow in narrow channels and traffic flow are examples of processes subject to blocking when the channel conveying the particles becomes too crowded. If the blockage is temporary, which means that after a finite time the channel…
We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium…
We consider the problem of stochastic flow of multiple particles traveling on a closed loop, with a constraint that particles move without passing. We use a Markov chain description that reduces the problem to a generalized random walk on a…