In this study the maximum entropy formalism [JAYN 57] is suggested as an alternative theory for general queueing systems of computer performance analysis. The motivation is to overcome some of the problems arising in this field and to extend the scope of the results derived in the context of Markovian queueing theory. For the M/G/l model a unique maximum entropy solution., satisfying locALl balance is derived independent of any assumptions about the service time distribution. However, it is shown that this solution is identical to the steady state solution of the underlying Marko-v process when the service time distribution is of the generalised exponential (CE) type. (The GE-type distribution is a mixture of an exponential term and a unit impulse function at the origin). For the G/M/1 the maximum entropy solution is identical in form to that of the underlying Markov process, but a GE-type distribution still produces the maximum overall similar distributions. For the GIG11 model there are three main achievements: first, the spectral methods are extended to give exaft formulae for the average number of customers in the system for any G/G/l with rational Laplace transform. Previously, these results are obtainable only through simulation and approximation methods. (ii) secondly, a maximum entropy model is developed and used to obtain unique solutions for some types of the G/G/l. It is also discussed how these solutions can be related to the corresponding stochastic processes. (iii) the importance of the G/GE/l and the GE/GE/l for the analysis of general networks is discussed and some flow processes for these systems are characterised. For general queueing networks it is shown that the maximum entropy solution is a product of the maximum entropy solutions of the individual nodes. Accordingly, existing computational algorithms are extended to cover general networks with FCFS disciplines. Some implementations are suggested and a flow algorithm is derived. Finally, these results are iised to improve existing aggregation methods. In addition, the study includes a number of examples, comparisons, surveys, useful comments and conclusions.

In this dissertation we first derive a new unified upper solution bound for the continuous coupled algebraic Riccati equation, which arises from the optimal control of a Markovian jump linear system. In particular, we address the issue of rank deficiency with the control matrices. In the case of rank deficiency the existing matrix upper bounds are inapplicable. Moreover, our new result is not restricted to rank deficiency cases only. It now contains the existing results as special cases. Next, an iterative refinement is presented to improve our new unified matrix upper solution bounds. In particular, this iterative refinement determines a monotonically decreasing sequence of upper bounds for the solution of the continuous coupled algebraic Riccati equation. We formulate a new iterative algorithm by modifying this iterative refinement. We also prove that this new algorithm generates a monotonically decreasing sequence of matrix upper solution bounds that converges to the maximal solution of the continuous coupled algebraic Riccati equation. Furthermore, we prove the convergence of an accelerated Riccati iteration which computes a positive semidefinite solution of the continuous coupled algebraic Riccati equation. In particular, we establish sufficient conditions for the convergence of this algorithm. We also prove that for particular initial values this algorithm determines a monotonically increasing sequence of positive semidefinite matrices that converge to the minimal solution of the continuous coupled algebraic Riccati equation. Additionally, we show that for specific initial values this algorithm generates a monotonically decreasing sequence that converges to the maximal solution of the continuous coupled algebraic Riccati equation. In addition, we prove that this accelerated Riccati iteration converges faster than the Riccati iteration. Finally, we formulate a weighted modified accelerated Riccati iteration which is a more generalized Riccati type iteration. All of the existing Riccati iterations are now the special cases of this algorithm. Furthermore, we establish sufficient conditions for the convergence of this algorithm and we prove the monotonic convergence of the sequence generated by this algorithm. We also discuss how the weight and other quantities affect the rate of convergence of this algorithm. Illustrative numerical examples are also presented.

Trata da modelagem teórica de um experimento que simula in vitro a evolução da aptidão (fitness) de uma população de virus. / We consider a nonlinear partial differential equation of conservation type to describe the dy- namics of vesicular stomatitis virus observed in aliquots of fixed particle number taken from an evolving clone at periodic intervals of time [5]. The changes in time behavior of fitness function noticed in experimental data are related to a crossover exhibited by the solutions to this equation in the transient regime for pulse-like initial conditions. As a consequence, the average replication rate of the population is predicted to reach a plateau as a power t1/ 2

Esse trabalho contempla o estudo sobre o estimador de mínimos quadrados obtido para sistemas lineares discretos sujeitos a ruídos aditivos e a ruídos multiplicativos em seus parâmetros. Supõe-se, adicionalmente, que os parâmetros do sistema estão sujeitos a saltos Markovianos, e que a cadeia de Markov não é conhecida. A solução do problema, sob essas hipóteses, é uma inovação apresentada nesse trabalho. Sob as mesmas hipóteses, o caso estacionário também foi contemplado, e o trabalho apresenta uma demonstração para a convergência da matriz de covariância dos erros do estimador a um valor estacionário, supondo-se estabilidade do sistema e ergodicidade da cadeia de Markov associada. Mostra-se, também, que existe uma única solução positiva semi-definida para a equação de Riccati estacionária e, ainda mais, que tal solução é o limite da matriz de covariância dos erros. A partir da introdução de uma hipótese adicional - de que os parâmetros do sistema estão sujeitos a incertezas na forma de politopos convexos - constrói-se um filtro linear dinâmico em que as iterações possuem estabilidade na média quadrática e que minimiza o limitante superior para o valor esperado do erro quadrático. Uma formulação do tipo LMI (Linear Matrix Inequalities) é proposta para a solução do problema. / This thesis deals with the linear filtering problem for discrete-time Markov jump linear systems with both additive and multiplicative noises. It is assumed that the values of the Markov chain are not available. This is the first time that a solution to the problem with these parameters is presented. By using some usual geometric arguments it is obtained a Kalman type filter conveniently implementable in a recurrence form. The stationary case is also studied and a proof for the convergence of the associated Lyapunov and Riccati like equations is presented. By adding an additional hypotesis - that the parameters of the systems are subject to convex polytopic uncertainties - it was designed a dynamic linear filter such that the closed loop system is mean square stable and minimizes an upper bound for the stationary expected value of the square error. A Linear Matrix Inequalities (LMI) formulation is proposed to solve the problem.

Nesta tese consideramos uma nova classe de sistemas markovianos de partículas com infinitas componentes interagentes. O sistema representa a evolução temporal dos potenciais de membrana de um conjunto infinito de neurônios interagentes. Provamos a existência e unicidade do processo construindo um pseudo-algoritmo de simulação perfeita e mostrando que este algoritmo roda em um número finito de passos quase certamente. Estudamos também o comportamento do sistema quando consideramos apenas um conjunto finito de neurônios. Neste caso, construímos um procedimento de simulação perfeita para o acoplamento entre o processo limitado a um conjunto finito de neurônios e o processo que considera todos os neurônios do sistema. Como consequência encontramos um limitante superior para a probabilidade de discrepância entre os processos. / We consider a new class of interacting particle systems with a countable number of interacting components. The system represents the time evolution of the membrane potentials of an infinite set of interacting neurons. We prove the existence and uniqueness of the process, by the construction of a perfect simulation procedure. We show that this algorithm is successful, that is, we show that the number of steps of the algorithm is finite almost surely. We also study the behaviour of the system when we consider only a finite number of neurons. In this case, we construct a perfect simulation procedure for the coupling of the process with a finite number of neurons and the process with a infinite number of neurons. As a consequence we obtain an upper bound for the error we make when sampling from a finite set of neurons instead of the infinite set of neurons.

All real-world populations are composed of a finite number of individuals. Due to the intrinsically random nature of interactions between individuals, the dynamics of finite-sized populations are stochastic processes. Additionally, for many types of interaction not all effects occur instantaneously. Instead there are delays before effects are felt. The centrepiece of this thesis is a method of analytically studying stochastic population dynamics with delay reactions. Dynamics with delay reactions are non-Markovian, meaning many of the widely used techniques to study stochastic processes break down. It is not always possible to formulate the master equation, which is a common starting point for analysis of stochastic effects in population dynamics. We follow an alternative method, and derive an exact functional integral approach which is capable of capturing the effects of both stochasticity and delay in the same modelling framework. Our work builds on previous techniques developed in statistical physics, in particular the Martin-Siggia-Rose-Janssen-de Dominicis functional integral. The functional integral approach does not rely on an particular constraints on the population dynamics, for example the choice of delay distribution. Functional integrals can not in general be solved exactly. We show how the functional integral can be used to derive the deterministic, chemical Langevin, and linear-noise approximations for stochastic dynamics with delay. In the later chapters we extend Gillespie’s approximate method of studying stochastic dynamics with delay reactions, which can be used to derive the chemical Langevin equation, by-pass the functional integral. We also derive an extension to the functional integral approach so that it also covers systems with interruptible delay reactions. To demonstrate the applicability of our results we consider various models of population dynamics, arising from ecology, epidemiology, developmental biology, and chemistry. Our analytical calculations are found to provide excellent agreement with exact numerical simulations.

abstract: Recent advances in manufacturing system, such as advanced embedded sensing, big data analytics and IoT and robotics, are promising a paradigm shift in the manufacturing industry towards smart manufacturing systems. Typically, real-time data is available in many industries, such as automotive, semiconductor, and food production, which can reflect the machine conditions and production system’s operation performance. However, a major research gap still exists in terms of how to utilize these real-time data information to evaluate and predict production system performance and to further facilitate timely decision making and production control on the factory floor. To tackle these challenges, this dissertation takes on an integrated analytical approach by hybridizing data analytics, stochastic modeling and decision making under uncertainty methodology to solve practical manufacturing problems. Specifically, in this research, the machine degradation process is considered. It has been shown that machines working at different operating states may break down in different probabilistic manners. In addition, machines working in worse operating stage are more likely to fail, thus causing more frequent down period and reducing the system throughput. However, there is still a lack of analytical methods to quantify the potential impact of machine condition degradation on the overall system performance to facilitate operation decision making on the factory floor. To address these issues, this dissertation considers a serial production line with finite buffers and multiple machines following Markovian degradation process. An integrated model based on the aggregation method is built to quantify the overall system performance and its interactions with machine condition process. Moreover, system properties are investigated to analyze the influence of system parameters on system performance. In addition, three types of bottlenecks are defined and their corresponding indicators are derived to provide guidelines on improving system performance. These methods provide quantitative tools for modeling, analyzing, and improving manufacturing systems with the coupling between machine condition degradation and productivity given the real-time signals. / Dissertation/Thesis / Doctoral Dissertation Industrial Engineering 2020

京都大学 / 新制・課程博士 / 博士(理学) / 甲第23450号 / 理博第4744号 / 新制||理||1680(附属図書館) / 京都大学大学院理学研究科物理学・宇宙物理学専攻 / (主査)教授 早川 尚男, 教授 佐々 真一, 教授 川上 則雄 / 学位規則第4条第1項該当 / Doctor of Science / Kyoto University / DFAM

Les réseaux ferroviaires sont sujets à des dégradations de leur voie qui impactent directement le service offert aux voyageurs. Des politiques de maintenance sont donc déployées pour en limiter les effets sur la qualité et la disponibilité du réseau. Ce mémoire propose une modélisation générique de ces politiques reposant sur la fiabilité, et ce à partir du seul formalisme des réseaux bayésiens (RB). La fiabilité du système est caractérisée par un RB dynamique particulier tenant compte des temps de séjour dans chacun de ses états (hypothèse semi-markovienne). Les outils de diagnostics et les actions et les actions de maintenance sont également modélisés, autorisant la description fine de stratégies complexes. La prise en compte de l'utilité de chaque attribut du modèle (disponibilité/sécurité/coût) permet l'évaluation des politiques de maintenance innovantes en particulier prévisionnelles. La méthodologie est appliquée au cas précis du réseau RER de la RATP relativement au problème du rail cassé. / Rail networks are prone to degradations of their railtrack that directly impact the commercial service. Therefore, maintenance policies are implemented in order to limit the loss of network quality and avaibility. This thesis proposes a generic modelling for these policies based on the reliability, using Bayesian Network (BN) formalism. The system reliability is captured by dedicated dynamic BN, allowing to take in account the sojorn-time in each system state (semi-markovian assumptiun). The diagnostic tools and the maintenance actions are also represented to accurately describe complex strategies. The consideration of the utility associated to each model ,attribute (availabiblity/security/cost) enables to evaluate innovative predictive maintenance policies. This methodology is applied to the RATP RER network to deal with the rail break prevention problem.

To address the shortcomings in existing Markov model implementations in handling large amount of metagenomic data with comparable or better accuracy in classification, we developed a new algorithm based on pseudo-count supplemented standard Markov model (SMM), which leverages the power of higher order models to more robustly classify reads at different taxonomic levels. Assessment on simulated metagenomic datasets demonstrated that overall SMM was more accurate in classifying reads to their respective taxa at all ranks compared to the interpolated methods. Higher order SMMs (9th order or greater) also outperformed BLAST alignments in assigning taxonomic labels to metagenomic reads at different taxonomic ranks (genus and higher) on tests that masked the read originating species (genome models) in the database. Similar results were obtained by masking at other taxonomic ranks in order to simulate the plausible scenarios of non-representation of the source of a read at different taxonomic levels in the genome database. The performance gap became more pronounced with higher taxonomic levels. To eliminate contaminations in datasets and to further improve our alignment-free approach, we developed a new framework based on a genome segmentation and clustering algorithm. This framework allowed removal of adapter sequences and contaminant DNA, as well as generation of clusters of similar segments, which were then used to sample representative read fragments to constitute training datasets. The parameters of a logistic regression model were learnt from these training datasets using a Bayesian optimization procedure. This allowed us to establish thresholds for classifying metagenomic reads by SMM. This led to the development of a Python-based frontend that combines our SMM algorithm with the logistic regression optimization, named POSMM (Python Optimized Standard Markov Model). POSMM provides a much-needed alternative to metagenome profiling programs. Our algorithm that builds the genome models on the fly, and thus obviates the need to build a database, complements alignment-based classification and can thus be used in concert with alignment-based classifiers to raise the bar in metagenome profiling.