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Article #59INRIA Sophia Antipolis TR list
From: Marie-Helene Comte
Date: Thu, 27 Aug 1992 13:14
Date: Thu, 27 Aug 1992 13:14
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29876 bytes
I N R I A
( National Institute for Research in
Computer Science and Automation)
Unite de recherche de
Sophia Antipolis
INRIA-SOPHIA ANTIPOLIS
Technical report
AUGUST 1992
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RT141 I.Jacobs and L.Rideau :
A Centaur tutorial
Une introduction au systeme Centaur
AUGUST 1992
In english language
This paper presents the Centaur system through a tutorial describing
the creation of an environment for a small language of mathematical
expressions called Exp. With Centaur, the user may interactively
generate programming language environments, including structured
editors, debuggers, interpreters, and other tools. In this tutorial,
all phases of language specification are covered: the design of the
abstract and concrete syntax of Exp in Metal and Sdf, the pretty
printing rules in Ppml, and the semantics of an Exp interpreter in
Typol. The tools generated by Centaur based on these specifications
are enhanced by a user interface built with Centaur graphic
primitives.
Dans ce papier, nous presentons le systeme Centaur qui est un outil
interactif de generation d'environnements de langages de
programmation, c'est a dire des editeurs structures, des interpretes,
et d'autres outils de mise au point. Nous decrivons la creation d'un
environnement pour un petit langage d'expressions mathematiques appele
Exp. Toutes les etapes de specification du langage sont parcourues: la
specification de la syntaxe abstraite et de la syntaxe concrete de
Expen Metal et en Sdf, les regles d'affichage en Ppml, et la
semantique d'un evaluateur d'expressions en Typol. De plus, les outils
generes sont integres dans une interface homme-machine construite a
partir des primitives graphiques de Centaur.
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RR1735 F. Campillo, F. Le Gland et Y. Kutoyants :
Asymptotics of the GLRT for the disorder problem
in diffusion processes
Comportement asymptotique du test du rapport de vraisemblance
generalise pour la detection de changement dans les diffusion
JULY 1992
In english language
We consider the problem of detecting a change in the drift
coefficient of a diffusion type process (disorder problem), using the
generalized likelihood ratio test (GLRT). Assuming that a change has
occured, the asymptotic behaviour (consistency, asymptotic probability
distribution) of the maximum likelihood estimate of the change time
has already been investigated in the small noise asymptotics. The
purpose of this paper is to study the asymptotics of the GLRT itself,
i.e. the asymptotic behaviour of both the probability of false alarm
and theprobability of miss detection. We prove that these
probabilities go to zero with exponential rate, provided a simple
detectability assumption is satisfied by the limiting deterministic
system.
We also investigate the robustness of the GLRT with respect to model
misspeci fication, which is a very important property for practical
implementation. Here, misspecification means that some wrong
expressions are used for either the drift coefficient (before change),
or the change coefficient. We obtain roughly the same behaviour for
the error probabilities, as in the correctly specified case, although
the detectability assumption will include the requirement that
thechange to be detected is larger in some sense than the
misspecification error.
Nous considerons le probleme de detecter un changement dans le
coefficient de derive d'un processus de diffusion, en utilisant le
test du rapport de vraisemblance generalise (GLRT). Sous l'hypothese
qu'un changement a eu lieu, le comportement asymptotique (consistance,
distribution asymptotique) de l'estimateur du maximum de vraisemblance
pour l'instant de changement, a deja ete etudie dans l'asymptotique
petit bruit. Le but de cet article est d'etudier le comportement
asymptotique du GLRT, c'est-a-dire le comportement des probabilites de
fausse alarme et de non-detection. Nous montrons que ces probabilites
convergent vers zero avec une vitesse exponentielle, pourvu qu'une
hypothese de detectabilite soit verifiee par le systeme deterministe
limite.
Nous nous interessons aussi a la robustesse du GLRT vis-a-vis de
possibles erreurs de modelisation, qui est une propriete tres
importante pour l'implementation pratique du test. Les erreurs de
modelisation peuvent porter aussi bien sur le coefficient de derive
(avant le changement), que sur le coefficient de changement. Nous
obtenons le meme type de comportement asymptotique que dans le cas ou
le modele est correct, sous l'hypothese supplementaire que le
changement a detecter soit plus grand, dans un certain sens, que
l'erreur de modelisation.
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RR1731 I.Attali and P.Franchi-Zannettacci :
Language-based document processing
Manipulation de documents avec le systeme Centaur
JULY 1992
In english language
This paper proposes an application of programming environments
generation to structured documents manipulation. We use Centaur as a
formal tool to model and implement logical and physical structure,
logical editing and layout processing, document analysis, re-use and
conversion for a sample class of documents: scientific articles
including equations and figures. To make connections with real
document systems, we choose to give two particular external forms to
the logical structure: Tioga source and LaTEX source.
From the specifications of the logical and physical structures of
the Article document class on one hand, and, on the other hand, the
specification of the layout processing (viewed as its semantics
according to the Tioga or the LaTEX layout model) and other semantic
tools, the Centaur system automatically generates structured
environments for Tioga and LaTEX documents and conversions between
them.
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RR1698 R.B. Devloo, L.Fezoui and S.Lacire :
A C+++ interface for programming on the connection machine
Une interface C+++ pou programmer sur la connection machine
MAY 1992
In french language
In this work, a set of C++ classes are described which provide the
Connection Machine programmer with a simplified interface to the PARIS
library. Numerical test cases such as parallel arithmetic operations
(scalar product, SAXPY,..) and a Jacobi iterative resolution, are used
to perform a validation of the C++ interface. Performance results of
the C++ interface are presented and compared to those obtained using
the PARIS library or using high-level langages of the CM-2 system such
as C* or CM-FORTRAN. A classical example in numerical ecology is used
for illustrating the performance in parallel computation with
integers.
On decrit ici un ensemble de classes C++, noyau d'une interface a la
librairie PARIS de la Connection Machine. Des exemples numeriques
simples: operations arithmetiques (produit scalaire, SAXPY, ..) et la
resolution d'un systeme lineaire par Jacobi sont utilisees pour
valider l'interface. On compare les performances de l'interface C++
avec celles de la librairie C/PARIS ainsi qu'avec celles obtenues en
utilisant deux langages evolues de la Connection Machine: C* et
CM-FORTRAN. Un cas test classique en ecologie est presente pour
illustrer les performances du calcul parallele avec des entiers.
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RR1683 B. Palmerio :
Mesh adaptation for compressible flows
Methodes de maillages adaptatifs pour
des ecoulements compressibles
MAY 1992
In english language
We describe here some recent developments in mesh adaption for
compressible viscous inviscid flow simulation. One of the most
challenging task is to capture efficiently thin layers such as
boundary layers, mixing layers. Two important issues, the coupling
between mesh and flow, and the use of flat elements for stretching are
considered in the case of deformation mesh systems. The paper is
illustrated by results obtained by INRIA-Rocquencourt,
INRIA-Sophia-Antipolis and Dassault-Saint Cloud teams [4,5,28,29],
[12,16], [18,22].
On presente une synthese sur les differents methodes et ingredients
concernant l'adaption de maillage pour des ecoulements compressibles
visqueux ou non. Le but principal est en general de capturer des
structures minces telles que couches limites ou couches de melanges.
Ce contexte fait apparaitre deux points importants, le couplage
maillage-ecoulement et l'usage d'elements plats, que l'on utilise dans
le cas de deformations de maillage. Cette presentation est illustree
par des travaux realises a l'INRIA-Rocquencourt, a
l'INRIA-Sophia-Antipolis et par une equipe de Dassault-Saint Cloud
[4,5,28,29], [12,16], [18,22].
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RR1652 M.C. Ciccoli et J.A. Desideri :
Homenthalpic-flow approach for hypersonic inviscid
non-equilibrium flows
Approche homenthalpique pour les ecoulements hypersoniques
reactifs non visqueux
APRIL 1992
In english language
Two different methods for the numerical simulation of steady,
inviscid, non-equilibrium reactive flow governed by Euler equations
augmented by a 5-species 17-reaction finite-rate dissociation model
are studied. The employed approximations are based on a conservative
mixed Finite-Volume/Finite-Element upwind formulation. The study
concentrates on the efficiency of the pseudo-time integration methods
as iterative algorithms. The iterative properties of the basic method
are demonstrated by various computations of flow fields around blunt
bodies. In particular, the effect of varying the global Damkholer
number (i.e. the size of the geometry) is illustrated. A variant of
the basic method is proposed: We know that for steady (external) flows
with uniform free-stream, the total enthalpy is constant throughout
the domain. Hence, an algorithm which conserves this quantity has
been implemented in which the energy equation (in differential form)
is not solved but replaced by its (algebraic) first integral. The
extension of existing flux-vector splittings (FVS) to this context
where one less PDE is solved and one algebraic constraint is enforced,
is examined in Section 4 in which the FVS is demonstrated to be
proper. Finally, the efficiency of the proposed new approach is
assessed by numerical experiments for first and second order
approximation schemes.
On presente deux methodes numeriques pour la simulation
d'ecoulements hypersoniques reactifs non visqueux regis par les
equations d'Euler couplees a un modele chimique a 5 especes et 17
reactions. On emploie des approximations spatiales decentrees de type
Volumes Finis/Elements Finis. On s'interesse a l'efficacite des
algorithmes en temps des deux methodes. Les proprietes iteratives de
la methode de base sont illustrees par les calculs d'ecoulements
autour de corps arrondis. En particulier, l'effet du nombre de
Damkholer (i.e. la taille de la geometrie) est mise en evidence. On
propose une variante a la methode de base: On sait que pour les
ecoulements externes avec conditions a l'infini uniformes, l'enthalpie
totale est constante dans tout le domaine. Nous avons donc mis au
point un algorithme qui conserve cette quantite et dans lequel
l'equation differentielle de l'energie est remplacee par son integrale
premiere (algebrique). Dans la section 4, on a adapte les
decompositions de flux existantes a ce contexte et demontre leur
validite. Enfin, on presente une experimentation numerique de ce
nouvel algorithme au premier et au second ordre en espace.
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RR1638 E. Altman and P.Nain :
Closed-loop control with delayed information
Controle a boucle fermee avec information retardee
MARCH 1992
In english language
The theory of Markov Control Model with Perfect State Information
(MCM-PSI) requires that the current state of the system is known to
the decision maker at decision inst ants. Otherwise, one speaks of
Markov Control Model with Imperfect State Information (MCM-ISI). In
this article, we introduce a new class of MCM-ISI, where the
information on the state of the system is delayed. Such an
information structure is encountered, for instance, in high-speed data
networks. In the first part of this article, we show that by enlarging
the state space so as to include the last known state as well as all
the decisions made during the travel time of the information, we may
reduce a MCM-ISI to a MCM-PSI. In the second part of this paper, this
result is applied to a flow control problem . Considered is a discrete
time queueing model with Bernoulli arrivals and geometric services,
where the intensity of the arrival stream is controlled. At the
beginning of slot t+1, t=0,1,2,..., the decision maker has to select
the probability of having one arrival in the current time slot from
the set {p1,p2}, $0\leq p_2\leq p_1 \leq 1$, only on the basis of the
queue-length and action histories in [0, t]. The aim is to optimize a
discounted throughput/delay criterion. We show that there exists an
optimal policy of a threshold type, where the threshold is seen to
depend on the last action.
La theorie des modeles de decision markoviens a information parfaite
necessite, comme le nom l'indique, la connaissance parfaite de l'etat
du systeme aux instants de decision. On parle de modele markovien a
information imparfaite lorsque l'etat courant du systeme n'est pas
connu du controleur. Dans cet article, nous introduisons une nouvelle
structure d'information imparfaite, ou l'information sur l'etat du
reseau parvient en retard au controleur. Une telle structure
d'information se rencontre, par exemple, dans les reseaux a haut
debit. Nous montrons qu'en elargissant l'espace d'etat de fa\c con a
y inclure le dernier etat connu, ainsi que toutes les actions deja
prises, on peut reduire un modele a information retardee en un modele
a information parfaite. Ce resultat est ensuite applique a un probleme
de controle de flux. Plus precisement, nous considerrons un modele de
file d'attente discretise ou la loi des temps de service est
geometrique et ou l'intensite du flux (Bernoulli) d'arrivee des
clients est controlee. A l'instant $t+1$, le controleur choisit dans
l'ensemble $\{p_1,p_2\}$, $0\leq p_2\leq p_1 \leq 1$, la probabilite
d'une arrivee dans l'intervalle de temps $[t+1,t+2)$. Pour ce faire,
il ne connait que l'evolution du nombre de clients dans $[0,t]$ ainsi
que toutes les decisions prises dans $[0,t]$. L'objectif est la
minimisation d'une fonctionnelle de cout (penalisee) du type ``debit
efficace/temps de reponse moyen''. Nous montrons l'existence d'une
politique optimale a seuil, ou la valeur du seuil depend de la
derniere action.
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RR1637 E.Altman and P.Nain :
Optimal control of the M/G/1 queue with repeated
vacations of the servers
Controle optimal d'une file M/G/1 avec vacances du serveur
MARCH 1992
In english language
We present in this paper several asymptotic properties of
constrained Markov Decision Processes (MDPs) with a countable state
space. We treat both the discounted and the expected average cost,
with unbounded cost. We are interested in (1) the convergence of
finite horizon MDPs to the infinite horizon MDP, (2) convergence of
MDPs with a truncated state space to the problem with infinite state
space, (3) convergence of MDPs as the discount factor goes to a limit.
In all these cases we establish the convergence of optimal values and
policies. Moreover, based on the optimal policy for the limiting
problem, we construct policies which are almost optimal for the other
(approximating) problems.
Nous presentons dans cet article plusieurs proprietes asymptotiques
des processus de decision markoviens avec contraintes et a espace
d'etat denombrable. Nous considerons a la fois des criteres de cout
penalise et des criteres de cout moyen, ou les couts ne sont pas
necessairement bornes. Nous nous interessons successivement a la
convergence du probleme a horizon fini vers le probleme a horizon
infini, a la convergence du probleme avec un espace d'etat tronque
vers le probleme avec un espace d'etat infini et a la convergence du
probleme quand le facteur de penalisation tend vers une limite. Pour
tous ces cas, nous etablissons la convergence du cout optimal et la
convergence de la politique optimale. De plus, a partir de la
politique optimale obtenue pour chaque probleme limite, nous
construisons une politique qui est quasi optimale pour les autres
problemes.
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RR1601 J.P.Cioni, L.Fezoui and H.Steve :
Approximation des equations de maxwell par des schemas
decentres en elements finis
Upwind finite element schemes for solving the maxwell equations
FEBRUARY 1992
In french language
A Finite-Volume/Finite-Element mixed approach, largely used in CFD,
is applied here to solve numerically the time-dependant Maxwell
system. The scheme used is third order accurate both in time and
space. We are particularly concerned here with the simulation of
bidimensionnal scattering problems, in the case of linear material and
homogeneous media.
Une approximation mixte Elements finis/Volumes finis couramment
employee en mecanique des fluides est ici appliquee a la resolution
des equations de Maxwell en regime temporel. Le schema utilise est
d'ordre trois en temps et en espace. On s'interesse ici plus
particulierement a la simulation de problemes de diffraction
bidimensionnels en milieu homogene et pour des materiaux lineaires.
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RR1598 E. ALtman :
Asymptotic properties of constrained markov decision processes
Proprietes asymptotiques des processus de decision
markoviens avec contraintes
JANUARY 1992
In english language
We present in this paper several asymptotic properties of
constrained Markov Decision Processes (MDPs) with a countable state
space. We treat both the discounted and the expected average cost,
with unbounded cost. We are interested in (1) the convergence of
finite horizon MDPs to the infinite horizon MDP, (2) convergence of
MDPs with a truncated state space to the problem with infinite state
space, (3) convergence of MDPs as the discount factor goes to a limit.
In all these cases we establish the convergence of optimal values and
policies. Moreover, based on the optimal policy for the limiting
problem, we construct policies which are almost optimal for the other
(approximating) problems.
Nous presentons dans cet article plusieurs proprietes asymptotiques
des processus de decision markoviens avec contraintes et a espace
d'etat denombrable. Nous considerons a la fois des criteres de cout
penalise et des criteres de cout moyen, ou les couts ne sont pas
necessairement bornes. Nous nous interessons successivement a la
convergence du probleme a horizon fini vers le probleme a horizon
infini, a la convergence du probleme avec un espace d'etat tronque
vers le probleme avec un espace d'etat infini et a la convergence du
probleme quand le facteur de penalisation tend vers une limite. Pour
tous ces cas, nous etablissons la convergence du cout optimal et la
convergence de la politique optimale. De plus, a partir de la
politique optimale obtenue pour chaque probleme limite, nous
construisons une politique qui est quasi optimale pour les autres
problemes.
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RR1596 E. Altman, P. Konstantopoulos, and Z. Liu :
Some Qualitatives properties in Polling Systems
Proprietes Qualitatives de Systemes a Polling
FEBRUARY 1992
In english language
Consider a polling system with K 1 queues and a single server that
visits the queues in a cyclic order. The polling discipline in each
queue is of general gated-type or exhaustive-type. We assume that in
each queue the arrival times form a Poisson process, and that the
service times, the walking times as well as the set-up times form
sequences of independent and identically distributed random variables.
For such a system, we provide sufficient conditions under which the
vector of queue lengths is stable. We treat several criterions for
stability: the ergodicity of the process, the geometric ergodicity,
and the geometric rate of convergence of the first moment. The
ergodicity implies the weak convergence of station times, intervisit
times and cycle times. Next, we show that the queue lengths, station
times, intervisit times and cycle times are stochastically increasing
in arrival rates, in service times, in walking times and in set-up
times. The stability conditions and the stochastic monotonicity
results are extended to the polling systems with additional customer
routing between the queues, as well as bulk and correlated arrivals.
For polling systems with mixed limited, gated and exhaustive service
disciplines and without set-up times, we prove that the weighted sum
of mean waiting times increases in the arrival rate, in the first and
second moments of the service times and in the variances of the
walking times. This monotonicity also holds with respect to the mean
walking times if they are deterministic or if there are "many queues"
or the system is heavily loaded. Finally, we prove that the mean cycle
time, the mean intervisit time and the mean station times are
invariant under general service disciplines and general stationary
arrival and service processes.
Nous considerons un systeme a polling compose de K 1 files d'attente
et un seul serveur qui visite les files d'une maniere cyclique. La
discipline de service dans chaque file d'attente est de type "gated"
general ou exhaustif general. Nous supposons que les arrivees dans
chaque file forment un processus de Poisson, et que les temps de
service, les temps du deplacement du serveur et les temps du demarrage
pde service dans les files sont des sequence i.i.d. de variables
aleatoires. Nous fournissons des conditions suffisantes pour que le
vecteur des longueurs des files d'attente est stable. Nous traitons
plusieurs criteres de stabilite : l'ergodicite du processus,
l'ergodicite geometrique, et le taux geometrique de convergence du
premier moment. Ces conditions impliquent aussi la convergence faible
des temps des stations, des temps d'entrevisites et des temps de
cycle. Nous montrons que pour ce systeme a polling, les temps de
stations, d'entrevisites, et de cycle, aussi bien en regime
transitoire que stationaire, sont stochastiquement croissants en taux
d'arrivees, en temps de services, en temps de deplacement du serveur
et en temps de demarrage de service. Pour des systemes a polling avec
services mixtes, nous demontrons que la somme ponderee des temps
d'attente moyens est croissante en taux d'arrivees, en premier et
deuxieme moments de temps de services et en variance du temps du
deplacement. Cette monotonie tient aussi par rapport au temps moyens
de deplacement, a condition que ces temps sont deterministes, ou qu'il
y a "beaucoup" de files d'attente, ou bien que le systeme est tres
charge. Finalement, nous prouvons que le temps moyen de cycle, le
temps moyen d'entrevisites et le temps moyen des station sont
invariants sous des disciplines de services generales, et des
processus d'arrives et de services stationaires.
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RR1568 E. Altman :
Denumerable constrained Markov decision problems
and finite approximations
Processus de decision markoviens a etats denombrables
sous contraintes: theorie et approximations
Received DECEMBER 90, revised DECEMBER 91
In english language
The purpose of this paper is two fold. First to establish the
Theory of discounted constrained Markov Decision Processes with a
countable state and action spaces with general multi-chain structure.
Second, to introduce finite approximation methods. We define the
occupation measures and obtain properties of the set of all achievable
occupation measures under the different admissible policies. We
establish the optimality of stationary policies for the constrained
control problem, and obtain a LP with a countable number of decision
variables through which optimal stationary policies are computed.
Since for such a LP one cannot expect to find an optimal solution in a
finite number of operations, we present two schemes for finite
approximations and establish the convergence of optimal values and
policies for both the discounted and the expected average cost, with
unbounded cost. Sometimes it turns to be easier to solve the problem
with infinite state space than the problem with finite yet large state
space. Based on the optimal policy for the problem with infinite
state space, we construct policies which are almost optimal for the
problem with truncated state space. This method is applied to obtain
an ffl-optimal policy for a problem of optimal priority assignment
under constraints for a system of K finite queues.
Nous etablissons d'abord la theorie des processus de decision
Markoviens sous contraintes avec un espace denombrable d'etats et
d'actions, une structure ergodique generale et un cout penalise. Nous
presentons des conditions pour l'existence d'une politique
stationnaire optimale, qui peut etre derivee d'une programmation
lineaire infinie. Puis, nous introduisons des methodes basees sur la
troncature de l'espace d'etat pour approximer la solution du probleme
original.
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Path: arc1-ca.pugleaf.net!sparky!uunet!olivea!hal.com!darkstar.UCSC.EDU!golding From: Marie-Helene.Comte@sophia.inria.fr (Marie-Helene Comte) Newsgroups: comp.doc.techreports Subject: INRIA Sophia Antipolis TR list Message-ID: <1832r8INNdun@darkstar.UCSC.EDU> Date: 27 Aug 92 13:14:05 GMT Organization: University of California, Santa Cruz Lines: 557 Approved: compdoc-techreports@ftp.cse.ucsc.edu NNTP-Posting-Host: willow.ucsc.edu Originator: golding@willow