Non-Equilibrium Statistical Physics of Currents in Queuing Networks

We consider a stable open queuing network as a steady non-equilibrium system of interacting particles. The network is completely specified by its underlying graphical structure, type of interaction at each node, and the Markovian transition rates between nodes. For such systems, we ask the question...

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Main Authors: Chernyak, Vladimir Y., Chertkov, Michael, Goldberg, David A., Turitsyn, Konstantin
Other Authors: Massachusetts Institute of Technology. Department of Mechanical Engineering
Format: Article
Language:en_US
Published: Springer Netherlands 2012
Online Access:http://hdl.handle.net/1721.1/69099
https://orcid.org/0000-0002-7997-8962
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author Chernyak, Vladimir Y.
Chertkov, Michael
Goldberg, David A.
Turitsyn, Konstantin
author2 Massachusetts Institute of Technology. Department of Mechanical Engineering
author_facet Massachusetts Institute of Technology. Department of Mechanical Engineering
Chernyak, Vladimir Y.
Chertkov, Michael
Goldberg, David A.
Turitsyn, Konstantin
author_sort Chernyak, Vladimir Y.
collection MIT
description We consider a stable open queuing network as a steady non-equilibrium system of interacting particles. The network is completely specified by its underlying graphical structure, type of interaction at each node, and the Markovian transition rates between nodes. For such systems, we ask the question “What is the most likely way for large currents to accumulate over time in a network ?”, where time is large compared to the system correlation time scale. We identify two interesting regimes. In the first regime, in which the accumulation of currents over time exceeds the expected value by a small to moderate amount (moderate large deviation), we find that the large-deviation distribution of currents is universal (independent of the interaction details), and there is no long-time and averaged over time accumulation of particles (condensation) at any nodes. In the second regime, in which the accumulation of currents over time exceeds the expected value by a large amount (severe large deviation), we find that the large-deviation current distribution is sensitive to interaction details, and there is a long-time accumulation of particles (condensation) at some nodes. The transition between the two regimes can be described as a dynamical second order phase transition. We illustrate these ideas using the simple, yet non-trivial, example of a single node with feedback.
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spelling mit-1721.1/690992022-10-01T07:46:19Z Non-Equilibrium Statistical Physics of Currents in Queuing Networks Chernyak, Vladimir Y. Chertkov, Michael Goldberg, David A. Turitsyn, Konstantin Massachusetts Institute of Technology. Department of Mechanical Engineering Massachusetts Institute of Technology. Operations Research Center Turitsyn, Konstantin Goldberg, David A. Turitsyn, Konstantin We consider a stable open queuing network as a steady non-equilibrium system of interacting particles. The network is completely specified by its underlying graphical structure, type of interaction at each node, and the Markovian transition rates between nodes. For such systems, we ask the question “What is the most likely way for large currents to accumulate over time in a network ?”, where time is large compared to the system correlation time scale. We identify two interesting regimes. In the first regime, in which the accumulation of currents over time exceeds the expected value by a small to moderate amount (moderate large deviation), we find that the large-deviation distribution of currents is universal (independent of the interaction details), and there is no long-time and averaged over time accumulation of particles (condensation) at any nodes. In the second regime, in which the accumulation of currents over time exceeds the expected value by a large amount (severe large deviation), we find that the large-deviation current distribution is sensitive to interaction details, and there is a long-time accumulation of particles (condensation) at some nodes. The transition between the two regimes can be described as a dynamical second order phase transition. We illustrate these ideas using the simple, yet non-trivial, example of a single node with feedback. 2012-02-14T15:01:55Z 2012-02-14T15:01:55Z 2010-07 2010-01 Article http://purl.org/eprint/type/JournalArticle 0022-4715 1572-9613 http://hdl.handle.net/1721.1/69099 Chernyak, Vladimir Y. et al. “Non-Equilibrium Statistical Physics of Currents in Queuing Networks.” Journal of Statistical Physics 140.5 (2010): 819-845. https://orcid.org/0000-0002-7997-8962 en_US http://dx.doi.org/10.1007/s10955-010-0018-5 Journal of Statistical Physics Creative Commons Attribution-Noncommercial-Share Alike 3.0 http://creativecommons.org/licenses/by-nc-sa/3.0/ application/pdf Springer Netherlands Prof. Turitsyn via Angie Locknar
spellingShingle Chernyak, Vladimir Y.
Chertkov, Michael
Goldberg, David A.
Turitsyn, Konstantin
Non-Equilibrium Statistical Physics of Currents in Queuing Networks
title Non-Equilibrium Statistical Physics of Currents in Queuing Networks
title_full Non-Equilibrium Statistical Physics of Currents in Queuing Networks
title_fullStr Non-Equilibrium Statistical Physics of Currents in Queuing Networks
title_full_unstemmed Non-Equilibrium Statistical Physics of Currents in Queuing Networks
title_short Non-Equilibrium Statistical Physics of Currents in Queuing Networks
title_sort non equilibrium statistical physics of currents in queuing networks
url http://hdl.handle.net/1721.1/69099
https://orcid.org/0000-0002-7997-8962
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AT turitsynkonstantin nonequilibriumstatisticalphysicsofcurrentsinqueuingnetworks