• Prof. Wanyang Dai
  • Prof. Wanyang Dai
  • Nanjing University, China
  • Title: Signal Processing and Queue Scheduling vs. FB-SDEs with L′evy Jumps and Skew Reflections
  • Abstract: We develop new techniques for the signal processing in cloud computing and wireline/wireless communication systems. There are three folds: we design algorithms and control laws for signal filtering, restoration, and tracking; we determine the mutual information and capacity region for multi-user MIMO channels; we propose scheduling policies for the management of parallel-sever queues in the channels. The dynamics of the studied signals is unified by a system of coupled forward-backward stochastic differential equations (FB-SDEs) with L′evy jumps and skew reflections. The L′evy jump process corresponding to the white L′evy noise can capture the high variability of the signals (e.g., batch input and/or batch service signals). The jump process is the generalized version of the continuous Brownian motion associated with the conventional white Gaussian noise. The reflections are due to the buffer limitation or system idleness. The theory and numerics of the FB-SDEs are established to justify the effectiveness of our developed techniques. The relationship of our study with quantum computer or cloud computing based future internet is also discussed
  • Biography: Wanyang Dai received his Ph.D degree in applied mathematics jointly with industrial engineering and systems engineering from Georgia Institute of Technology, Atlanta, GA, U.S.A., in 1996, where he worked on stochastics and applied probability concerning network performance modeling and analysis, algorithm design and implementation via stochastic diffusion approximation. The breakthrough results and methodologies developed in his thesis were cited, used, and claimed as “contemporaneous and independent” achievements by some other subsequent breakthrough papers that were presented as “45 minute invited talk in probability and statistics” in International Congress of Mathematicians (ICM) 1998, which is the most privilege honor in the mathematical society. The designed finite element-Galerkin algorithm to compute the stationary distributions of reflecting Brownian motions (the weak solutions of general dimensional partial differential equations) is also well-known to the related fields. He was a MTS (permanent) in End-to-End Network Architecture Department of AT&T Bell Labs and then (Alcatel-)Lucent Bell Labs/Network Systems, Atlanta, GA and Warren, NJ, U.S.A., from 1996-1999, where he was principal investigators and developers of several projects in telecommunication network architecture and design, network performance and financial engineering, operating system and database development to support various intelligent engines/models for strategy planning and big data analysis in a “Plug-in and Play” manner, with some (nowadays called cloud computing) project won “Technology Transfer”. He is a distinguished professor in Nanjing University, where his research includes stochastic processes related optimization and optimal control, admission/scheduling/routing protocols and performance analysis/optimization for cloud computing and the next generation of wireless and wireline communication systems, forward/backward stochastic (ordinary/partial) differential equations and their applications to queueing systems, stochastic differential games, communication networks, financial engineering. His “influential” papers are published in “big name” journals including Operations Research and Queueing Systems. He is Editors-in-Chief of International Journal of Information Engineering, Journal of Advances in Applied Mathematics, editors or members of editorial boards of over 30 international journals ranging from pure mathematics to its applications, General Chairs, invited plenary/keynote speakers, TPC members of over 30 IEEE and other international conferences, member/group leader of judge committee in mathematics for National Natural Science Awards of China, Vice Presidents and Standing Directors of several probability, statistics, and operations research societies. He was a visiting scholar in Academy of Mathematics and Systems Science of China, Beijing, China, in 2001, a Long Term Participant of IMA Annual Program of Probability and Statistics in Complex Systems: Financial Engineering, Communication Networks and Genomics in Institute of Mathematics and Its Applications (IMA), Minneapolis, U.S.A., in 2004, a visiting professor in Department of Systems Engineering and Engineering Management in Chinese University of Hong Kong, Hong Kong, China, in 2007.
Registration
Important Dates
Conference:
April 17-19, 2016
Paper or Abstract Submission Due:
November 4, 2015  >> March 7, 2016
Early Bird Registration due for Accepted Paper or Abstract: 10 days after acceptance notification
Early Bird Registration due for Audience: February 2, 2016
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Past Conference: SCET 2015
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