DocumentCode :
2254031
Title :
Mean Field for Performance Models with Deterministically-Timed Transitions
Author :
Hayden, Richard A.
Author_Institution :
Dept. of Comput., Imperial Coll. London, London, UK
fYear :
2012
fDate :
17-20 Sept. 2012
Firstpage :
63
Lastpage :
73
Abstract :
We extend the mean-field (a.k.a. fluid-analysis) approach for massively-parallel continuous-time Markov chains (CTMCs) to models with both Markovian and deterministically-timed transitions. We introduce a new low-level formalism for specifying massively-parallel models with generally-timed transitions, the population generalised semi-Markov process (PGSMP). We then show how systems of coupled delay differential equations (DDEs) which approximate transient component counts may be mechanistically derived from such models. This is possible not only in the case of non-competing deterministic delays, but also where the deterministic transitions may race locally with simultaneously enabled Markovian ones. For a large class of PGSMP models, we are able to prove mean-field convergence formally and to construct a second-order limit process. In the steady state, we show that it is not always straightforward to apply the fixed point approach to approximate the stationary behaviour of a PGSMP. To address this, we provide a new algorithm for computing steady-state mean-field approximations for PGSMP models leveraging the theory of Markov regenerative processes. Throughout, our techniques are illustrated on a number of simple worked examples drawn from the areas of peer-to-peer networks and wireless sensor networks.
Keywords :
Markov processes; approximation theory; convergence of numerical methods; delays; differential equations; CTMC; DDE; Markov regenerative processes; Markovian-timed transitions; PGSMP models; delay differential equations; deterministically-timed transitions; fixed-point approach; fluid-analysis; generally-timed transitions; low-level formalism; massively-parallel continuous-time Markov chains; mean-field convergence; noncompeting deterministic delays; peer-to-peer networks; performance models; population generalised semiMarkov process; second-order limit process; stationary behaviour approximation; steady-state mean-field approximations; transient component count approximation; wireless sensor networks; Approximation methods; Clocks; Computational modeling; Delay; Mathematical model; Peer to peer computing; Sociology; delay differential equation; fluid analysis; generalised semi-Markov process; mean field;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Quantitative Evaluation of Systems (QEST), 2012 Ninth International Conference on
Conference_Location :
London
Print_ISBN :
978-1-4673-2346-8
Electronic_ISBN :
978-0-7695-4781-7
Type :
conf
DOI :
10.1109/QEST.2012.27
Filename :
6354634
Link To Document :
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