Title: Stochastic Differential Equation Modeling and Analysis of TCP Windowsize Behavior
1Stochastic Differential Equation Modeling and
Analysis of TCP - Windowsize Behavior
- Presented by Sri Hari Krishna Narayanan
- (Some slides taken from or based on presentations
by Vishal Mishra)
2Outline
- Introduction
- TCP window Algorithms
- Poisson counter driven stochastic differential
equations - Expressing windowsize changes
- Results
- Statistical tests
3Introduction
- This work is directly related to Ross
presentation last week. The authors propose a new
model which is simpler and work with the same
data as the previous paper to obtain similar
results. - TCP is the protocol of choice for communication
for many applications. - Modeling TCP is hence important.
- Other applications may use other protocols
- TCP friendliness
- TCP shares the bandwidth fairly amongst hosts
competing for network bandwidth
4TCP Congestion Control window algorithm
- Window can send W packets at a time
- increase window by one per RTT if no loss, W lt-
W1 each RTT - decrease window by half on detection of loss W lt-
W/2
slide taken from presentation by Vishal Mishra
5TCP Congestion Control window algorithm
- Window can send W packets
- increase window by one per RTT if no loss, W lt-
W1 each RTT - decrease window by half on detection of loss W lt-
W/2
slide taken from presentation by Vishal Mishra
6TCP Congestion Control window algorithm
- Window can send W packets
- increase window by one per RTT if no loss, W lt-
W1 each RTT - decrease window by half on detection of loss W lt-
W/2
slide taken from presentation by Vishal Mishra
7TCP loss indications at the source
- There are two kinds
- Time Outs(TO)
- Triple Acknowledgements (TD)
- Effects on the TCP windowsize
- TO causes windowsize to become 1
- TD causes windowsize to halve
- When there is no packet loss, the windowsize
increases.
8Other models
- Model TCP from the point of view of the source
- Packets that the source injects into the network
. - Each packet has an associated loss probability. p
- Identical for each packet
- Can be dependent on factors such as the current
windowsize
9This model
- Models losses in a network centric way
- The network is the source of the congestion
- Not the packets?
- Losses are events that arrive at the source
- Arrivals are then modeled using statistical
analysis - In this case arrivals are modeled as a Poisson
process.
10SDE based model
slide taken from presentation by Vishal Mishra
11Refinement of SDE model
Window Size is a function of loss rate (l) and
round trip time (R)
W(t) f(l,R)
slide taken from presentation by Vishal Mishra
12Poisson Process
- What is it?
- Process with exponential arrival times
- Arrivals are independent of each other
- Can be used to model natural occurrences
- Spotting fish in the ocean
- Occurrence of soft errors
13Traffic model
- The increase in windowsize
- Rises by 1 for every round trip time (RTT)
- Instead of step increase, the increase is
considered to be continuous and represented as
dt/RTT - Falls by half for TD
- Falls to 1 for a TO
14Poisson counter
- Poisson process N with arrival rate ?
- dN 1 at Poisson arrival
- 0 elsewhere
- EdN ?dt
- This basically means that for ? poisson loss
events in time dt, there will be ? spikes.
15Poisson Counter Driven Stochastic differential
equations (SDE)
- Dx f(x(t))dt?gi(x(t))dNi
- dW (dt /RTT) (-W/2)dNTD (1-W)dNTO
- First term indicates the additive increase of the
TCP window - Second and Third represent the multiplicative
decrease.
16SDE Graphical Representation
Changing Window size
Time
17What to do with the SDE
- There is a lot of mathematics possible
- This mathematics evaluates the expected value of
the windowsize and the throughput of the network
at steady state. - EW (1/RTT ?TO) /(?TD /2 ?TO )
- R (1/RTT)EW
- (1/RTT)(1/RTT ?TO) /(?TD /2 ?TO )
18Windowsize at steady state
Changing Window size
Time
19Maximum windowsize considerations
- Restricts the maximum value of the windowsize to
M. - EW ((1- PWM) /RTT ?TO) /(?TD /2 ?TO )
- What does this mean
- The continuous function rises as long as its
value is not M. - In that case it remains constant.
- After some mathematics,
- PWM (2?TO2 ?TO ?TO ?TD ?TO /RTT 2/
RTT2 2 /RTT ) - (1/RTT1)(2M ?TO M?TD 2 /RTT )
20Windowsize at steady state with maximum window
size
Changing Window size
Time
21Other TCP features
- Slowstart
- Considered unimportant by authors
- Timeout backoff
- Modeled similarly to the maximum window
22Comparison with other models
- This model can be transformed into one involving
packet loss - Loss/sec ?TO ?TD
- Packets/sec R
- Loss/packet (Loss/sec) / (Packets/sec)
- (?TO ?TD ) /R
23Comparison with other models
- This model can be transformed into one involving
no timeouts - ?TO 0, no arrival of timeouts
- Earlier computation of EW changes
- PWM (2?TO2 ?TO ?TO ?TD ?TO /RTT 2/
RTT2 2 /RTT ) - (1/RTT1)(2M ?TO M?TD 2 /RTT )
- PWM (2/ RTT2 2 /RTT )
- (1/RTT1)(M?TD 2 /RTT )
- (2/ RTT)
- (M?TD 2 /RTT )
- Similar changes can be made to account for no
maximum window size
24Results 1
25Results 2
26Results 3
27Results -Analysis
- Closely mirrors earlier work
- Except at low thoughput
- This represente very high loss zone (60-80)
- Does not really matter
- Does not consider 1 hour traces at all
- So why use this model at all?
- Simpler mathematics and analysis
- So how do we get this simple analytical model?
28Trace analysis
- Loss inter arrival events tested for
- Independence
- Lewis and Robinson test for renewal hypothesis
- A sequence of recurrences T1,T2,... is a renewal
process if the time between recurrences tj Tj
-j-, j 1, 2,... (T0 0) are independent and
identically distributed. - Exponentiality
- Anderson-Darling test
- The Anderson-Darling test is used to test if a
sample of data came from a population with a
specific distribution.. The Anderson-Darling
test is an alternative to the chi-square and
Kolmogorov-Smirnov goodness-of-fit tests.
www.public.iastate.edu/wqmeeker/
stat533stuff/psnups/chapter16_psnup.pdf
slide based on presentation by Vishal Mishra
http//www.itl.nist.gov/div898/handbook/eda/sect
ion3/eda35e.htm
29Scatter plot of statistic
slide based on presentation by Vishal Mishra
30Experiment 1
slide taken from presentation by Vishal Mishra
31Experiment 2
slide taken from presentation by Vishal Mishra
32Experiment 3
slide taken from presentation by Vishal Mishra
33Experiment 4
slide taken from presentation by Vishal Mishra
34So are there any more magic fits and tests?
- Definitely there are more traces that can fit
Poisson distribution. - Motivating Example
- Soft errors
- Cosmic particles hit the chip to cause bit flips
- The existence of these particles can be modeled
using a Poisson process. - What about other distributions?
- Definitely, there may be other distributions and
related mathematics.
35Thank you