NETWORK CALCULUS A Theory of Deterministic Queuing Systems for the Internet JEAN-YVES LE BOUDEC PATRICK THIRAN Online Version of the Book Springer Verlag - LNCS 2050 Version April 26, 2012 2 A Annelies A Joana, Ma ¨ elle, Audraine et Elias Amam ` ere —- JL A mes parents —- PT Pour ´ eviter les grumeaux Qui encombrent les r ´ eseaux Il fallait, c’est compliqu ´ e, Ma ˆ ıtriser les seaux perc ´ es Branle-bas dans les campus On pourra dor ´ enavant Calculer plus simplement Gr ˆ ace ` a l’alg ` ebre Min-Plus Foin des obscures astuces Pour estimer les d ´ elais Et la gigue des paquets Place ` a “Network Calculus” —- JL vi Summary of Changes 2002 Jan 14, JL Chapter 2: added a better coverage of GR nodes, in particular equivalence with service curve. Fixed bug in Proposition 1.4.1 2002 Jan 16, JL Chapter 6: M. Andrews brought convincing proof that conjecture 6.3.1 is wrong. Re- designed Chapter 6 to account for this. Removed redundancy between Section 2.4 and Chapter 6. Added SETF to Section 2.4 2002 Feb 28, JL Bug fixes in Chapter 9 2002 July 5, JL Bug fixes in Chapter 6; changed format for a better printout on most usual printers. 2003 June 13, JL Added concatenation properties of non-FIFO GR nodes to Chapter 2. Major upgrade of Chapter 7. Reorganized Chapter 7. Added new developments in Diff Serv. Added properties of PSRG for non-FIFO nodes. 2003 June 25, PT Bug fixes in chapters 4 and 5. 2003 Sept 16, JL Fixed bug in proof of theorem 1.7.1, proposition 3. The bug was discovered and brought to our attention by Franc¸ois Larochelle. 2004 Jan 7, JL Bug fix in Proposition 2.4.1 (ν> 1 h−1 instead of ν< 1 h−1 ) 2004, May 10, JL Typo fixed in Definition 1.2.4 (thanks to Richard Bradford) 2005, July 13 Bug fixes (thanks to Mehmet Harmanci) 2011, August 17 Bug fixes (thanks to Wenchang Zhou) 2011, Dec 7 Bug fixes (thanks to Abbas Eslami Kiasari) 2012, March 14 Fixed Bug in Theorem 4.4.1 2012, April 26 Fixed Typo in Section 5.4.2 (thanks to Yuri Osipov) Contents Introduction xiii I A First Course in Network Calculus 1 1 Network Calculus 3 1.1 Models for Data Flows . . 3 1.1.1 Cumulative Functions, Discrete Time versus Continuous Time Models 3 1.1.2 Backlog and Virtual Delay 5 1.1.3 Example: The Playout Buffer 6 1.2 Arrival Curves 7 1.2.1 Definition of an Arrival Curve . 7 1.2.2 Leaky Bucket and Generic Cell Rate Algorithm 10 1.2.3 Sub-additivity and Arrival Curves 14 1.2.4 Minimum Arrival Curve . . 16 1.3 Service Curves 18 1.3.1 Definition of Service Curve 18 1.3.2 Classical Service Curve Examples . . . . . 20 1.4 Network Calculus Basics . 22 1.4.1 Three Bounds . . . . . . 22 1.4.2 Are the Bounds Tight ? 27 1.4.3 Concatenation . . . . . 28 1.4.4 Improvement of Backlog Bounds 29 1.5 Greedy Shapers . . . . . . . . . 30 1.5.1 Definitions 30 1.5.2 Input-Output Characterization of Greedy Shapers 31 1.5.3 Properties of Greedy Shapers . 33 1.6 Maximum Service Curve, Variable and Fixed Delay . . . 34 1.6.1 Maximum Service Curves . 34 1.6.2 Delay from Backlog 38 1.6.3 Variable versus Fixed Delay 39 vii viii CONTENTS 1.7 Handling Variable Length Packets . . 40 1.7.1 An Example of Irregularity Introduced by Variable Length Packets . 40 1.7.2 The Packetizer . . 41 1.7.3 A Relation between Greedy Shaper and Packetizer 45 1.7.4 Packetized Greedy Shaper 48 1.8 Effective Bandwidth and Equivalent Capacity . . . 53 1.8.1 Effective Bandwidth of a Flow . 53 1.8.2 Equivalent Capacity 54 1.8.3 Example: Acceptance Region for a FIFO Multiplexer 55 1.9 Proof of Theorem 1.4.5 . . . . 56 1.10 Bibliographic Notes 59 1.11 Exercises . . 59 2 Application to the Internet 67 2.1 GPS and Guaranteed Rate Nodes . . 67 2.1.1 Packet Scheduling 67 2.1.2 GPS and a Practical Implementation (PGPS) 68 2.1.3 Guaranteed Rate (GR) Nodes and the Max-Plus Approach 70 2.1.4 Concatenation of GR nodes 72 2.1.5 Proofs . . 73 2.2 The Integrated Services Model of the IETF 75 2.2.1 The Guaranteed Service . . 75 2.2.2 The Integrated Services Model for Internet Routers 75 2.2.3 Reservation Setup with RSVP . . . 76 2.2.4 A Flow Setup Algorithm . . 78 2.2.5 Multicast Flows . . 79 2.2.6 Flow Setup with ATM . 79 2.3 Schedulability 79 2.3.1 EDF Schedulers . 80 2.3.2 SCED Schedulers [73] 82 2.3.3 Buffer Requirements . . 86 2.4 Application to Differentiated Services . . 86 2.4.1 Differentiated Services . . . 86 2.4.2 An Explicit Delay Bound for EF . 87 2.4.3 Bounds for Aggregate Scheduling with Dampers . . . 93 2.4.4 Static Earliest Time First (SETF) 96 2.5 Bibliographic Notes 97 2.6 Exercises . . 97 CONTENTS ix II Mathematical Background 101 3 Basic Min-plus and Max-plus Calculus 103 3.1 Min-plus Calculus 103 3.1.1 Infimum and Minimum 103 3.1.2 Dioid (R ∪{+∞}, ∧, +) 104 3.1.3 A Catalog of Wide-sense Increasing Functions 105 3.1.4 Pseudo-inverse of Wide-sense Increasing Functions . . . 108 3.1.5 Concave, Convex and Star-shaped Functions 109 3.1.6 Min-plus Convolution 110 3.1.7 Sub-additive Functions . 116 3.1.8 Sub-additive Closure 118 3.1.9 Min-plus Deconvolution . . . 122 3.1.10 Representation of Min-plus Deconvolution by Time Inversion . . . . . 125 3.1.11 Vertical and Horizontal Deviations . . . . . 128 3.2 Max-plus Calculus 129 3.2.1 Max-plus Convolution and Deconvolution . 129 3.2.2 Linearity of Min-plus Deconvolution in Max-plus Algebra 129 3.3 Exercises . . 130 4 Min-plus and Max-Plus System Theory 131 4.1 Min-Plus and Max-Plus Operators 131 4.1.1 Vector Notations . 131 4.1.2 Operators 133 4.1.3 A Catalog of Operators 133 4.1.4 Upper and Lower Semi-Continuous Operators 134 4.1.5 Isotone Operators . 135 4.1.6 Linear Operators . 136 4.1.7 Causal Operators . 139 4.1.8 Shift-Invariant Operators . . 140 4.1.9 Idempotent Operators 141 4.2 Closure of an Operator . . 141 4.3 Fixed Point Equation (Space Method) 144 4.3.1 Main Theorem . . . . 144 4.3.2 Examples of Application 146 4.4 Fixed Point Equation (Time Method) . 149 4.5 Conclusion 150 x CONTENTS III A Second Course in Network Calculus 153 5 Optimal Multimedia Smoothing 155 5.1 Problem Setting 155 5.2 Constraints Imposed by Lossless Smoothing . . . . . . . 156 5.3 Minimal Requirements on Delays and Playback Buffer . . 157 5.4 Optimal Smoothing Strategies . 158 5.4.1 Maximal Solution . . . 158 5.4.2 Minimal Solution . . . . 158 5.4.3 Set of Optimal Solutions 159 5.5 Optimal Constant Rate Smoothing . 159 5.6 Optimal Smoothing versus Greedy Shaping 163 5.7 Comparison with Delay Equalization . 165 5.8 Lossless Smoothing over Two Networks 168 5.8.1 Minimal Requirements on the Delays and Buffer Sizes for Two Networks . . 169 5.8.2 Optimal Constant Rate Smoothing over Two Networks 171 5.9 Bibliographic Notes 172 6 Aggregate Scheduling 175 6.1 Introduction 175 6.2 Transformation of Arrival Curve through Aggregate Scheduling . 176 6.2.1 Aggregate Multiplexing in a Strict Service Curve Element . . . . . . . . . 176 6.2.2 Aggregate Multiplexing in a FIFO Service Curve Element . . . . . . . . . 177 6.2.3 Aggregate Multiplexing in a GR Node . . . 180 6.3 Stability and Bounds for a Network with Aggregate Scheduling 181 6.3.1 The Issue of Stability . . 181 6.3.2 The Time Stopping Method 182 6.4 Stability Results and Explicit Bounds 185 6.4.1 The Ring is Stable 185 6.4.2 Explicit Bounds for a Homogeneous ATM Network with Strong Source Rate Con- ditions 188 6.5 Bibliographic Notes 193 6.6 Exercises . . 194 7 Adaptive and Packet Scale Rate Guarantees 195 7.1 Introduction 195 7.2 Limitations of the Service Curve and GR Node Abstractions 195 7.3 Packet Scale Rate Guarantee . . 196 7.3.1 Definition of Packet Scale Rate Guarantee . 196 7.3.2 Practical Realization of Packet Scale Rate Guarantee 200 CONTENTS xi 7.3.3 Delay From Backlog . . 200 7.4 Adaptive Guarantee 201 7.4.1 Definition of Adaptive Guarantee 201 7.4.2 Properties of Adaptive Guarantees 202 7.4.3 PSRG and Adaptive Service Curve 203 7.5 Concatenation of PSRG Nodes 204 7.5.1 Concatenation of FIFO PSRG Nodes . . . 204 7.5.2 Concatenation of non FIFO PSRG Nodes . 205 7.6 Comparison of GR and PSRG . . 208 7.7 Proofs . . . . 208 7.7.1 Proof of Lemma 7.3.1 . . . 208 7.7.2 Proof of Theorem 7.3.2 210 7.7.3 Proof of Theorem 7.3.3 210 7.7.4 Proof of Theorem 7.3.4 211 7.7.5 Proof of Theorem 7.4.2 211 7.7.6 Proof of Theorem 7.4.3 212 7.7.7 Proof of Theorem 7.4.4 213 7.7.8 Proof of Theorem 7.4.5 213 7.7.9 Proof of Theorem 7.5.3 215 7.7.10 Proof of Proposition 7.5.2 220 7.8 Bibliographic Notes 220 7.9 Exercises . . 220 8 Time Varying Shapers 223 8.1 Introduction 223 8.2 Time Varying Shapers . . . 223 8.3 Time Invariant Shaper with Initial Conditions . . . . . . 225 8.3.1 Shaper with Non-empty Initial Buffer . . . 225 8.3.2 Leaky Bucket Shapers with Non-zero Initial Bucket Level 225 8.4 Time Varying Leaky-Bucket Shaper . . 227 8.5 Bibliographic Notes 228 9 Systems with Losses 229 9.1 A Representation Formula for Losses 229 9.1.1 Losses in a Finite Storage Element 229 9.1.2 Losses in a Bounded Delay Element . . . . 231 9.2 Application 1: Bound on Loss Rate 232 9.3 Application 2: Bound on Losses in Complex Systems 233 9.3.1 Bound on Losses by Segregation between Buffer and Policer 233 xii CONTENTS 9.3.2 Bound on Losses in a VBR Shaper . . . . . 235 9.4 Skohorkhod’s Reflection Problem 237 9.5 Bibliographic Notes 240 [...]... curves and the powerful concatenation results are introduced, explained and illustrated Practical definitions such as leaky bucket and generic cell rate algorithms are cast in their appropriate framework, and their fundamental properties are derived The physical properties of shapers are derived Chapter 2 shows how the fundamental results of Chapter 1 are applied to the Internet We explain, for example,... beyond the service curve definition of Chapter 1 and analyzes adaptive guarantees, as they are used by the Internet differentiated services Chapter 8 analyzes time varying shapers; it is an extension of the fundamental results in Chapter 1 that considers the effect of changes in system parameters due to adaptive methods An application is to renegotiable reserved services Lastly, Chapter 9 tackles systems. .. simple way Part I makes a number of references to Chapter 3, but is still self-contained The role of Chapter 3 is to serve as a convenient reference for future use Chapter 4 gives advanced min-plus algebraic results, which concern fixed point equations that are not used in Part I Part III contains advanced material; it is appropriate for a graduate course Chapter 5 shows the application of network calculus... why the Internet integrated services internet can abstract any router by a ratelatency service curve We also give a theoretical foundation to some bounds used for differentiated services Part II contains reference material that is used in various parts of the book Chapter 3 contains all first level mathematical background Concepts such as min-plus convolution and sub-additive closure are exposed in a. .. It can also be viewed as the system theory that applies to computer networks The main difference with traditional system theory, as the one that was so successfully applied to design electronic circuits, is that here we consider another algebra, where the operations are changed as follows: addition becomes computation of the minimum, multiplication becomes addition Before entering the subject of the. .. means that the response to the minimum of two inputs is the minimum of the responses of the system to each input taken separately However, this also mean that the response to the sum of two inputs is no longer the sum of the responses of the system to each input taken separately, because now x(t) + n(t) is a nonlinear operation between the two inputs x(t) and n(t): it plays the role of a multiplication... and [11] The appendix contains an index of the terms defined in this book N ETWORK C ALCULUS , A S YSTEM T HEORY FOR C OMPUTER N ETWORKS In the rest of this introduction we highlight the analogy between network calculus and what is called “system theory You may safely skip it if you are not familiar with system theory Network calculus is a theory of deterministic queuing systems found in computer networks... NTRODUCTION W HAT THIS B OOK IS A BOUT Network Calculus is a set of recent developments that provide deep insights into flow problems encountered in networking The foundation of network calculus lies in the mathematical theory of dioids, and in particular, the Min-Plus dioid (also called Min-Plus algebra) With network calculus, we are able to understand some fundamental properties of integrated services networks,... scheduling and buffer or delay dimensioning This book is organized in three parts Part I (Chapters 1 and 2) is a self contained, first course on network calculus It can be used at the undergraduate level or as an entry course at the graduate level The prerequisite is a first undergraduate course on linear algebra and one on calculus Chapter 1 provides the main set of results for a first course: arrival curves,... programs, digital circuits and, of course, communication networks Petri nets fall into this family as well For a general discussion of this promising area, see the overview paper [35] and the book [28] We hope to convince many readers that there is a whole set of largely unexplored, fundamental relations that can be obtained with the methods used in this book Results such as “shapers keep arrival constraints” . equations that are not used in Part I. Part III contains advanced material; it is appropriate for a graduate course. Chapter 5 shows the application of network calculus to the determination of. encountered in networking. The foundation of network calculus lies in the mathematical theory of dioids, and in partic- ular, the Min-Plus dioid (also called Min-Plus algebra). With network calculus, we are. amount of data admitted in the network in such a way that the total amount of data in transit in the network is always less than some positive number (the window size). We do not know the exact mapping