818
6, DECEMBER 2001
End-to-End Congestion Control for the Internet:
Delays and Stability
Ramesh Johari and David Kim Hong Tan
Abstract—Under the assumption that queueing delays will even-
tually become small relative to propagation delays, we derive sta-
bility results for a fluid flow model of end-to-end Internet conges-
tion control. The theoretical results of the paper are intended to
be decentralized and locally implemented: each end system needs
knowledge only of its own round-trip delay. Criteria for local sta-
bility and rate of convergence are completely characterized for a
single resource, single user system. Stability criteria are also de-
scribed for networks where all users share the same round-trip
delay. Numerical experiments investigate extensions to more gen-
eral networks. Through simulations, we are able to evaluate the
relative importance of queueing delays and propagation delays on
network stability. Finally, we suggest how these results may be used
to design network resources.
Index Terms—Delayed systems, distributed systems, end-to-end
congestion control.
I. INTRODUCTION
C HANGES in communication networks over the last five
years have forced researchers to closely examine network
congestion control, particularly for the Internet. However, the
task has been significantly complicated by the globalization of
networks: “trial-and-error” methods employed on small testbeds
do not necessarily yield results scalable to a network as large
as the Internet. Instead, in this paper, we take the view that an
increasing emphasis should be placed on theoretical predictions
of robust behavior, prior to implementation.
At the level of theoretical abstraction we will consider, a net-
work is comprised of users and resources. Each user wishes to
employ one or more resources of the network. Within this frame-
work, our goal will be to formulate a congestion control algo-
rithm which can remain stable under communication delays.
Any suggestion of new congestion control algorithms for the
Internet must address the following basic question: will the con-
trol be implemented by the resources, or by the users? As an ex-
ample of the differences between these choices, we compare the
TCP/IP model of the Internet with ATM networks. In TCP/IP,
the “intelligence” of the congestion control is implemented by
Manuscript received March 20, 2000; revised November 14, 2000; recom-
mended by IEEE/ACM TRANSACTIONS ON NETWORKING Editor S. Floyd. The
work of R. Johari was supported by a Marshall Scholarship. The work of D. K.
H. Tan was supported by St. John’s College, Cambridge, U.K.
R. Johari was with the Statistical Laboratory, Centre for Mathematical Sci-
ences, University of Cambridge, Cambridge CB3 0WB, U.K. He is now with
the Massachusetts Institute of Technology, Cambridge, MA 02139 USA (e-mail:
rjohari@mit.edu).
D. K. H. Tan was with the Statistical Laboratory, Centre for Mathematical
Sciences, University of Cambridge, Cambridge CB3 0WB, U.K. He is now with
SIL, New Territories 0828, Australia (e-mail: dksctan@yahoo.com).
Publisher Item Identifier S 1063-6692(01)10555-8.
1063–6692/01$10.00 © 2001 IEEE
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IEEE/ACM TRANSACTIONS ON NETWORKING, VOL. 9, NO.
the end users: to signal congestion, routers simply drop packets.
It is left to the end systems to detect these packet drops, and act
accordingly. Conversely, in ATM networks, quality-of-service
(QoS) is a key concern, and ensuring that QoS requirements are
met is a task handled primarily by the links in the network.
Today, this choice is at the center of research efforts to imple-
ment differentiated services in the Internet—i.e., proposals to
provide different levels of network service depending on the de-
mands and preferences of end users. For example, the DiffServ
proposal [6] suggests several traffic classes, used to prioritize
traffic service at routers (resource-centered congestion control).
On the other hand, Gibbens and Kelly have suggested a con-
gestion-dependent pricing scheme [13], which gives end users
the necessary information and incentives to use the network ef-
ficiently (end system congestion control).
Our first goal is to understand how communication delays in-
form the choice of congestion control. Generically, a congestion
control algorithm may be viewed as a feedback system where
the input is information on congestion in the network, and the
output is the adjustment of the end system’s sending rate; in
turn, the sending rates of end systems affect the state of conges-
tion in the network. However, the communication delays in the
network imply that this is a delayed feedback system. A basic
intuition from control engineering then suggests that this system
can only be stabilized if the controller acts on a timescale deter-
mined by the communication delay.
For our purposes, communication delay will be comprised
of two elements: propagation delay, and queueing delay. The
propagation delay is the physical delay in transmission of data
along a length of fiber (or through space, for a wireless network).
The queueing delay is the delay experienced by data waiting to
be served at resources within the network.
We will work from the assumption that, in the future,
queueing delays will become small relative to propagation
delay, as Kelly argues in [17]. Router hardware and network
capacity continue to improve rapidly, reducing queueing
delays; on the other hand, propagation delays are fixed by
the distances between nodes on the network, and the speed
of light. In [17], Kelly uses several scaling regimes at queues
in a network to support the claim that queueing delays will
eventually become relatively small. Fendick et al. have earlier
made a similar claim in [11].
Under this assumption, the choice of congestion control
mechanism becomes much easier. If propagation delays are the
primary source of communication delay in the network, then
the choice of congestion control mechanism is constrained to
adjust the sending rate on a timescale fixed by the propagation
delay. The end users are naturally placed to implement a control
JOHARI AND TAN: END-TO-END CONGESTION CONTROL FOR THE INTERNET: DELAYS AND STABILITY
scheme which acts on the timescale of the end-to-end propa-
gation delay, and thus one might hope for a stable, distributed
end-to-end congestion control algorithm. On the other hand, a
resource-centered congestion controller would be constrained
to act on a timescale determined by the propagation delays of
all flows through the resource—a very difficult design problem
in a network on the scale of the Internet.
Past studies of congestion control with feedback delays sup-
port this point. Several early papers suggested algorithms for
closed loop control of queue sizes at congested nodes in the
network; this includes the work of Bolot and Shankar [7], Ben-
mohamed and Meerkov [3], Fendick et al. [11], and Bonomi
et al. [8]. In all cases, the congestion control algorithms share
a common goal: the queue size at a single congested node is
controlled (via delayed feedback to the end systems) to reach a
target buffer level.
The key limitation to these approaches is the problem cited
above: namely, that if multiple users were to share the resource,
then the node is required to have information on the propagation
delays experienced by all flows. For example, in the work of
Bonomi et al. [8], stability in the presence of multiple users re-
quires that their adaptation gains be chosen to jointly satisfy cer-
tain constraints [8, eq. 4.9]. Benmohamed and Meerkov make
progress in this direction by suggesting robust controllers at the
resource, which exchange lower performance for robustness in
the face of multiple flow delays [3]. This approach amounts
to designing the congestion controller for the worst possible
delay—indeed, the authors conclude that the robust congestion
control may have unacceptably low performance relative to an
adaptive controller that has broader knowledge of propagation
delays in the network. However, this type of controller does not
readily yield to distributed implementation, a difficulty the au-
thors admit in extending their work to the multiple congested
node scenario [4].
More recently, Chong et al. [9], [10] have proposed a model
of a single congested buffer, where the rate allocated to each
user is the difference between the observed queue length and the
queue threshold, multiplied by a control gain. To maintain sta-
bility of such an algorithm, the resource again needs knowledge
of the propagation delays experienced by all users. In the net-
work context, Low and Lapsley [19] have given a resource-cen-
tered, distributed pricing algorithm for rate control in the pres-
ence of communication delays, based on methods developed by
Bertsekas and Tsitsiklis in [5]. However, although the algorithm
is “distributed,” the step size used in updating rates must be
chosen globally, and is a function of all the delays in the net-
work. Again, for a network as large as the Internet, such an im-
plementation does not seem feasible.
In [18], Kelly et al. proposed two complementary conges-
tion control algorithms. The algorithms of Low and Lapsley and
Chong et al. [9], [10], [19] are similar to the “dual algorithm” of
[18]: they rely on the resource to implement the congestion con-
trol. For the reasons described above, in this paper we will in-
stead focus on end-to-end congestion control, with only simple
feedback from network resources. In particular, we will study
the “primal algorithm” of [18], where the end user implements
a TCP-like rate control algorithm which responds to conges-
tion indication signals from resources. Because queueing delays
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819
are negligible relative to propagation delays, the packet-level
queueing behavior at the resources is not modeled; instead, a
deterministic fluid flow approximation is considered.
We will represent a network by a set of resources. Let a
route be a nonempty subset of , and denote the set of all
routes by . We will ignore routing choices, and thus assume we
can identify each user with one and only one route. Consider the
primal algorithm of [18], with strictly positive gain parameters
, :
(1)
where
(2)
The first equation describes the time evolution of , the sending
rate of user . The second equation describes the generation
of congestion indication signals at resource , by means of a
congestion indication function . We will assume is
increasing, nonnegative, and not identically zero.
We may motivate the algorithm (1)–(2) as follows. Suppose
that user generates packets at time . If the total flow
through resource is , we interpret as the probability a
packet at resource receives a “mark”—a congestion indication
signal. Then is the probability a packet at resource re-
ceives a mark at time . We assume a packet may only be marked
at most once. We make two stochastic approximations. First, we
assume that marking is independent from resource to resource;
then the probability a packet on route receives a mark at time
is . Second, we assume is “small,”
in the sense that we may approximate the previous expression
by . In this case, is just the (ap-
proximate) expected number of marks user receives at time
. User then adjusts to reach a target number of marks
per unit time . [Although the preceding discussion is at the
packet level, notice that (1)–(2) is a fluid flow approximation.]
In [18], the system (1)–(2) is shown to be asymptotically
stable in the large, and hence convergent to a unique equilib-
rium point given by
(3)
Notice that the system (1)–(2) uses aggregate feedback [22]:
since is a function of aggregate flow, individual flows are
not identified at the resources. This is a direct benefit of end
system congestion control. In a network with large propagation
delays, the earlier discussion suggests that congestion control
algorithms centered at resources require flow identification. On
the other hand, for the end-to-end algorithm (1)–(2), we will
preserve the aggregate feedback property as we introduce delays
into the model.
 820
We will add propagation delays to (1)–(2) as follows. Given a
route , for each resource we define a forward delay , constant dependent on route topology and/or the network oper-
and a return delay . The forward delay is the delay incurred
in communication from the user to the resource; the return delay
is the delay incurred in communication from the resource back
to the user. In the current Internet, each route is subject to a
round-trip delay. We model this delay by assuming each route
has an associated delay , such that for each
. Consider now the following delayed difference equations
analogous to the primal algorithm, where we assume that
and are integer valued:
for , where, for
This is the simplest possible discrete-time system corresponding
to the continuous-time equations (1)–(2); the change to dis-
crete-time is made for later mathematical convenience. Suppose
again that we consider to model the number of packets
generated by user at time . These packets experience a delay
of before arriving at resource ; therefore, as before,
gives the probability a packet at resource receives a mark at
time . Packets leaving resource experience a delay of
fore returning to user . Thus, the total (approximate) expected
number of marks received by user at time is now given by
. Notice that the number of marks
received by user at time is proportional to the rate units of
time ago: this is a direct result of the fact that
for all . As before, user adjusts to reach a target
number of marks per unit time .
The delay structure we have assumed here is very similar to
the current operation of TCP [16]. In TCP, the sender transmits
packets to a receiver; for every packet received, an acknowledg-
ment is transmitted back to the sender. All packets make a round
trip from sender to receiver, and back to sender. As a result, the
sum of forward and return delays is fixed for all resources on a
given route. This sum is the round-trip delay encountered in
our previous development.
We will focus in this paper on the engineering requirement
that the network remain stable under communication delays;
in particular, since queueing delays are assumed to be small,
the key source of instability will be the propagation delay, as
captured by the round-trip delay . We primarily seek decen-
tralized conditions for stability. Given any network with many
users, the results of [18] give a global condition for stability of
the lagged system. Here, we will pursue conditions which each
individual user must satisfy to ensure that the system remains
stable.
We will consider stability conditions of the form (approxi-
mately)
route-dependent constant
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IEEE/ACM TRANSACTIONS ON NETWORKING, VOL. 9, NO. 6, DECEMBER 2001
Such a condition says that if the product is less than some
ating point, then the system (4)–(5) will be locally stable [i.e.,
for initial conditions in a neighborhood of the stable point (3),
the system asymptotically achieves the equilibrium as ].
Notice that the controller gain must be inversely proportional
to the delay . This is precisely the control engineering intu-
ition presented earlier: namely, given a system feedback delay of
, a stable controller cannot react any faster than the timescale
determined by . In our model, this requirement bounds the
product .
In a typical network where the round-trip delays may not be
known, the condition (6) suggests that self-clocking rate con-
trol algorithms will work well to maintain network stability. In
a self-clocking algorithm, the sender uses an acknowledgment
(4) from the receiver to prompt a step forward. This gives the in-
verse dependence of the gain on the round-trip delay . (For
more details on self-clocking algorithms, see [13] and [16].)
The type of constraint described by (6) is very desirable in
(5) a large network such as the Internet. Implementing end-to-end
congestion control would be very difficult if the “route-depen-
dent constant” involved information not available to the user. In-
stead, the condition (6) allows stable behavior to result without
any central control. We will study the form of the route-depen-
dent constant, and also consider what this constant implies for
resource design.
The paper is organized as follows. In Section II, we study
a simplified model with one resource, and give a condition on
which ensures the system is locally stable. Next, we discuss
be- rate of convergence for the one resource model in Section III,
completely characterizing convergence to equilibrium for the
region of stability. Much of the material in the first two sections
can be found in expanded form in [23].
We next turn our attention to the network scenario. In Sec-
tion IV, we develop conditions for stability of a network where
all routes have the same round-trip delay ( for all
), by linearization of (4)–(5). The condition that
proves to be essential in developing these stability criteria.
We also suggest two extensions to this model: one where we
add completely nonadaptive users, and another where we add
instantly adaptive users. In Section V, we discuss a conjecture
extending our results to networks with diverse round-trip delays.
This conjecture is investigated with numerical experiments.
In Section VI, we give simulation results which add queueing
and packet-level behavior to the theoretical model. In particular,
we are able to further investigate how queueing delays and prop-
agation delays affect network stability, and what it means for
queueing delays to become negligible. In Section VII, we con-
sider the implications our results for the design of resources in-
side the network. Finally, we comment on the implications of
our results for future networks in Section VIII.
II. STABILITY CRITERION: ONE ROUTE, ONE RESOURCE
We first consider a simple network consisting of one resource
and one route. The difference equation describing this system is
(6) (7)
JOHARI AND TAN: END-TO-END CONGESTION CONTROL FOR THE INTERNET: DELAYS AND STABILITY 821

where . To investigate local stability, we consider the fixed point be where and . Then
the linearization of (7) around the stable point. Let the stable linearizing with , we obtain
point be , where , and suppose is differentiable
at this point with derivative . Then linearizing with
, we obtain
neglecting higher order terms. The corresponding characteristic
(8) equation, obtained by substituting , is thus

neglecting higher order terms. Given a complex number , we

try a solution of the form . If such a solution exists, it which after substituting , reduces to
is called a normal mode. Substituting in (8), we find that must
satisfy the following equation—the characteristic equation of (11)
(8):
The fixed point is locally stable if all roots of the above equation
(9) have negative real part [20, Sec. 9.4]. For each , we are inter-
ested in the maximum value of such that the system is locally
Thus, a solution exists only for those which are roots stable.
of the characteristic equation, but such a solution converges to Theorem 3: The system (10) is locally stable if
zero only if . Because any solution of (8) is a linear com-
bination of normal modes, a sufficient condition for the system
(7) to be locally stable is that all roots of (9) have modulus less and unstable if
than unity. Conversely, if any one root of (9) has modulus greater
than unity, then the system (7) will be unstable.
Our first theorem will state conditions which are essentially
necessary and sufficient for the fixed point of the system (7) to Proof: A direct application of Lemma 2 to (11) with
be locally stable. The strategy of proof is as follows. We first and .
show that the maximum modulus of the roots of (9) is contin- Notice that the result from the differential-difference equa-
uous in . Then we show that (9) has all roots with modulus less tion approach is just the corresponding discrete-time Theorem 1
than unity for near the origin. Finally, we look for the smallest with replaced by . This is not sur-
such that (9) has a root of unit modulus. The details are avail- prising since the discrete-time system (7) is an approximation
able in Appendix I. to the differential-difference equation (10). Indeed, the bound
Theorem 1: The system (7) is locally stable if from Theorem 1 tends to as .
Define ; then, from above, the linearization of
(10) is

and unstable if (12)

When , all roots of (11) satisfy Re (by

III. RATE OF CONVERGENCE: ONE ROUTE, ONE RESOURCE
For the simplified case where we have only one resource, we
may also study rate of convergence to the stable point. In this
section, we consider this problem, via the theory of differential-
difference equations. For convenience, we restate here a result
due to Hayes [14] taken from Bellman and Cooke [2, Theorem
13.8].
Lemma 2 (Hayes): All the roots of , .
where and are real, have negative real parts if and only if:
1) ; and 2) , where is the root of
such that . If , we take .
We will study the rate of convergence of the system in Sec-
tion II through the following differential-difference equation:
(10)
where . This is just the continuous-time analog
of the discrete-time equation (7). We study the stability of this
simple system via its linearized version [2, Theorem 11.2]. Let
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Lemma 2). Let be a root of (11) such that Re Re for all
other roots . Then the rate of convergence to the stable point
is equal to Re . The following theorem characterizes
the rate of convergence of (12), for in the region of stability
. The proof is deferred to Appendix II.
Theorem 4: The maximum rate of convergence for the
system (12) is when . The rate of conver-
gence is monotonic increasing and convex from 0 to , and
the convergence is nonoscillatory, for . The
rate of convergence is monotonic decreasing from to 0 for
In particular, the maximum rate of convergence to the equi-
librium point of (10) is achieved if and only if
and in this case, the equilibrium is nonoscillatory.
Fig. 1 illustrates the result of Theorem 4, showing how
the rate of convergence for the system (12) varies with
, the region of stability. Using the analogy
from ordinary differential equations, we see that the system
is over-damped for and under-damped for
 822 IEEE/ACM TRANSACTIONS ON NETWORKING, VOL. 9, NO. 6, DECEMBER 2001

After canceling throughout, multiplying by , and ap-

plying the definition of , we have, for

(14)

Define the following matrices: diag ;

diag ; diag ; diag
; and , . Then a necessary
and sufficient condition for the existence of a nonzero solution
Fig. 1. Rate of convergence versus gain.
to (14) is

. The system is critically damped diag

when , and this also gives the optimal rate of
(15)
convergence of or “time constant” of . Intuitively, this
makes sense since is the round-trip delay.
The equation (15) is the characteristic equation for the system
The result of Theorem 4 has also been shown by Chong et
(13). A normal mode exists only for those which are roots of
al. [9] using essentially Lemma 2. However, their claim that the
the characteristic equation. If all roots of (15) have modulus less
rate of convergence is a concave function of gain differs from
than unity, then the system (13) will be asymptotically stable,
what is depicted in Fig. 1; in fact, by Lemma 12, the rate of
and hence the stable point will be locally stable for the system
convergence is convex for .
(4)–(5).
We now investigate conditions to control the maximum mod-
IV. STABILITY CRITERIA: NETWORKS WITH CONSTANT ulus of the roots of the characteristic equation. We will write
ROUND-TRIP DELAY for the left-hand side of (15), to emphasize the changes
We wish now to formulate results analogous to those of Sec- in the characteristic equation as varies. We also make the fol-
tion II for general networks, i.e., systems described by (4)–(5). lowing definition:
The theory for multidimensional delayed difference equations
is significantly more complex than in the one-dimensional case,
as we shall discover; nonetheless, it is possible to prove a result
analogous to Theorem 1 for networks, in the special case where We have the following theorem, which gives stability criteria
for all . in the situation where for all .
We begin, as before, by linearizing the system about the stable Theorem 5: Suppose for all . The system
point , given by (3). For all , de- (4)–(5) is locally stable if the following condition is satisfied
fine ; assume that at this point is differ- for all :
entiable, and let . Define by
; then since , the lin- (16)
earization of (4)–(5) yields, for

Proof: We will divide the proof into five steps.

Step 1) If , then no roots of
have modulus equal to unity.
(13) This deduction follows from the proof of Theorem
1.
neglecting higher order terms. Fix . We now ask the ques- Step 2) The maximum modulus of the roots of
tion: does there exist a (possibly complex) vector is continuous in . This follows from Lemma 9.
, such that is a solution to this system of equa- In fact, a small point of subtlety arises:
tions? If such an exists, the solution is a normal mode. As be- is not immediately a polynomial equation, as it
fore, local stability results if all normal modes satisfy . involves terms which are powers of . However,
Our approach will be to find the conditions under which this is easily rectified by multiplying through with a
exists, such that is a normal mode. Suppose such an ex- suitably large power of .
ists; then, substituting into (13), for Step 3) Show that for any satisfying the hypotheses of the
theorem, has no roots of modulus equal
to unity. Let satisfy the hypotheses of the theorem,
and suppose there exists , ,
such that . Since ,
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JOHARI AND TAN: END-TO-END CONGESTION CONTROL FOR THE INTERNET: DELAYS AND STABILITY 823

, and all , , , and are nonnegative, the path , for

the hypotheses of the theorem yield, for : . All roots of have modulus less
than unity by Step 4; so, by Step 2 (continuity of
maximum modulus of roots), there exists such that
has a root of modulus unity, i.e.,
. But, since satisfies the hypotheses of
the theorem (both and satisfy the hypotheses of
the theorem, as does any convex combination), this
is a contradiction to Step 3. So we conclude that no
such exists; i.e., for all satisfying the hypotheses
Although the left-hand side of this inequality seems of the theorem, has all roots of modulus
awkward, it is in fact the “absolute row sum” of row less than unity.
of the matrix . The proof of Theorem 5 fails at Step 3 if all are not equal;
Since the spectral radius of any square matrix is at this point, the determinant (15) may not decompose into a
bounded by its maximum absolute row sum [15, Ch. product form. The generality in the result given here is that the
8], we have the following bound (where denotes delays and may be chosen arbitrarily, subject to the con-
spectral radius): straint that for all , . Notice that the
decomposition of Step 3 works because is a Hermitian
matrix when ; this property is a direct result of the fact
that for all , , emphasizing the
importance of the round-trip delay in this analysis.
As a result of the restriction , Theorem 9 only pro-
vides distributed stability conditions for networks with one fun-
damental timescale, namely, the timescale determined by the
Thus, we can bound the spectral radius of round-trip delay . In the next two subsections, therefore, we
in (15). We now make the following observation: if will consider extensions to the model which introduce users
, then the characteristic equation can be acting on additional “extreme” timescales: nonadaptive users,
written more simply as i.e., users who adapt very slowly to changes in the network; and
instantly adaptive users, i.e., users who reach their target rate
(17) instantly given the state of the network. In both cases, we will
Further, as , the matrix is Her- find that the basic form of the distributed stability condition (16)
mitian. It is also positive definite, so we can write continues to hold.
, where is unitary and
A. Nonadaptive Users
diag is the diagonal matrix of strictly
positive eigenvalues of . (Note that both The simplest extension to the model (4)–(5) is to add users
and are dependent on and , though this has been who act at intervals of time significantly longer than the
suppressed in the notation.) By the bound computed round-trip delay ; in fact, so slowly that their rates appear
above, we know that for constant on the timescale of . Notice that for such a user ,
all . Since is unitary, we can factor it out of this represents the limit where . Thus, from (5), we
the characteristic equation: expect that for all , i.e., user sends at
constant rate.
diag Recall from the general form (6) that we expect stability con-
ditions where is inversely proportional to . Intuitively,
But we are now taking the determinant of a diagonal therefore, users with are equivalent to users with an
matrix, and so, if is a root of unit modulus such “infinite round-trip delay”: they set their rate, then update it on
that , we must have a time horizon far longer than the update times of most users in
the system.
We may formalize this model as follows. Suppose that
for satisfying . , and consider the following model. Users
This contradicts Step 1, and so Step 3 is proven. adapt according to (4), while
Step 4) Show there exists a satisfying the hypotheses of
the theorem, such that all roots of (18)
have modulus less than unity. The proof is a technical where for all , and
application of the Implicit Function Theorem, and is
deferred to Appendix III.
Step 5) Completion of proof. Now suppose that, for some
satisfying the hypotheses of the theorem,
has a root of modulus greater than unity. Consider (19)
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 824 IEEE/ACM TRANSACTIONS ON NETWORKING, VOL. 9, NO. 6, DECEMBER 2001

The routes in are nonadaptive: they do not respond to , and for , we can linearize to
congestion indication signals from the resource. We will show obtain, for
that if for all , Theorem 5 provides a sufficient
stability condition for the system (4), (18)–(19).
As before, let be the fixed point, with
and . Note that
these definitions include the routes in both and . We have
the following theorem.
Theorem 6: Suppose for all . The system
(4), (18)–(19) is locally stable if the condition (16) is satisfied
for all . and for
Proof: The linearization of the system (4), (18)–(19) is
given by (13) for all , with and defined as above.
Thus, the exact same proof as used for Theorem 5 goes through
to give the result.

B. Instantly Adaptive Users

We now consider the situation opposite to Section IV-A:
users updating at time intervals significantly shorter than the Let , , and let
round-trip delays . Such a user should correspond to the , . Let diag ; similarly,
limit , i.e., the user updates his rate infinitely quickly. define , , , and . We try a solution of the form
However, taking such a limit requires some care: we know . Letting , , we
from the stability condition (16) that for any finite round-trip have
delay , must remain bounded. Thus, a limit
simultaneously requires that . As the round-trip delay
becomes negligible, user begins to nearly instantaneously (22)
receive the state of the network. As the rate adaptation gain
becomes infinite, user nearly instantaneously adapts to the and
equilibrium rate, given the network state. We will thus model
such users by assuming they instantaneously reach equilibrium diag
(in a sense precisely defined below). Intuitively, this is the what
we expect of a user with “zero round-trip delay”: equilibrium
may be reached instantaneously because there is negligible lag (23)
in communication between the network and the user.
We formalize the model as follows. Again, let . We make the following definitions:
The users in adapt according to (4), as before. We model the
set of users in by

(20)
and

Finally, is defined as before, but with the modification that (24)

routes in suffer no delay:
By substituting (22) into (23), and applying the preceding def-
initions, we find the following characteristic equation for (4),
(20)–(21):

diag
(21)
Notice the similar structure of and ; in fact,
The existence and uniqueness of the equilibrium (3), demon- by showing that when ,
strated in [18], shows the system (4), (20)–(21) is well defined. we can prove the following theorem. Details can be found in
The routes in are instantly adaptive: they instantaneously Appendix IV.
achieve their own equilibrium, given the current state of the net- Theorem 7: Suppose for all . The system
work. Thus, as described above, they are users who update rates (4), (20)–(21) is locally stable if the condition (16) is satisfied
much more quickly than the users in . for all .
As before, the system has a unique equilibrium point The results of this subsection and the previous subsection add
. Then, defining for two extremes of users to the basic result of Theorem 5: those
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JOHARI AND TAN: END-TO-END CONGESTION CONTROL FOR THE INTERNET: DELAYS AND STABILITY
who act much more slowly, and much more quickly, than users
with round-trip delays . The result of Theorem 7 is particu-
larly revealing. By showing that , of phase locking. Finally, we will investigate stability when
notice that the system with instantly adaptive users is, loosely,
“more stable” than the basic system (4)–(5). This is to be
expected, as instantly adaptive users damp oscillations in the
system; in other words, the network is more stable if there are
users who back off quickly when congestion increases.
V. STABILITY CRITERIA: NETWORKS WITH DIVERSE
ROUND-TRIP DELAYS
As was noted above, the condition that for all
was essential to the proof of Theorem 5. We now wish to inves-
tigate extensions to Theorem 5, which remove the condition of
constant round-trip delay. Given the form of the bounds in The-
orems 1 and 5, we may make the following conjecture:
Conjecture 8: The system (4)–(5) is locally stable if the fol-
lowing condition is satisfied for all :
(25)
This is just Theorem 5, without the stipulation that
for all . the process. This makes
An immediate question arises: does there exist a counterex-
ample to Conjecture 8? To attempt to answer this question, we
generated 10 000 “random” networks, as follows. A random
number of routes, from 1 to 5, and a random number of re-
sources, from 1 to 5, were chosen. A random matrix was then
generated. For each and , and were randomly gener-
ated, with between 1 and 15; we then set . The coefficients of the power series expansion of
Finally, we chose vectors , , and randomly, and fixed ac-
cording to (3). This allowed us to compute the critical value of
for each as predicted by (25). We randomly chose
to lie in the open interval between 0 and this critical value.
For each of these 10 000 networks, we computed the max-
imum modulus of the roots of the characteristic equation (15).
In every instance, the maximum modulus was strictly less than
1, so the network was locally stable. This experiment certainly
suggests that Conjecture 8 might be true, and an interesting fu-
ture research problem concerns finding a formal proof of Con-
jecture 8.
VI. SIMULATIONS
If we are to implement the stability criteria given here in ac-
tual networks, then an obvious question is how well our model
of a network approximates that of a real system. Our model uses
a linearized approximation to study stability, rather than ana-
lyzing the nonlinear equations (4)–(5). Also, queues at the re-
sources are not modeled at all. In this chapter, we will address
these concerns through simulations, and compare with our ear-
lier theoretical results.
Our simulations involve one resource, modeled as a dis-
crete-time queue, with several users. We will investigate
stability of this stochastic system under various round-trip
delays and gain parameters, and determine what it means for
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825
queueing delays to become negligible. We will then look more
closely at instability in the system, revealing the phenomenon
users with different round-trip delays interact with each other.
A. A Discrete-Time Queue With Threshold Marking
We will consider a stochastic model analogous to (4)–(5),
with one resource and several users. We wish to model queueing
effects, but on a discrete-time scale. The dynamics of such a
queueing resource are modeled as
(26)
where is the queue length at time , and is the number
of packets which arrive at the queue at time . The interpreta-
tion of the model is as follows. Packets arrive at the queue as
a (discrete-time) stochastic process . At time , the
resource first adds packets (if any) to the queue. If the queue
is now nonempty, exactly one packet is served. Notice the simi-
larity of these equations with the analysis of a (continuous-time)
queue, examined at time points where individuals leave
the queue; in that case, the “ imbedded” queue length equation
is [1].
We will suppose that, for each , is a Poisson random vari-
able of parameter , independent of the past history of
a discrete time Markov chain. Let
be the invariant distribution of this Markov
chain; then a simple calculation shows has generating func-
tion
give the
invariant distribution .
We may interpret the parameter as the mean number of
packets per unit time which arrive at the queue. A simple choice
for a congestion indication mechanism is a threshold marking
scheme: we mark all arriving packets whenever the queue is
at or above a threshold . The user interprets the number of
marks received as an indication of the level of congestion at the
resource, and slows the sending rate accordingly.
The corresponding congestion indication function
in our fluid flow model is just the probability that an arriving
packet receives a mark. Suppose the queue is in equilibrium;
then we wish to calculate the probability the queue is at or
above , given that a packet arrives:
by independence of and . For a fixed value of , we
can compute a closed form expression for by finding the
first terms of the power series for . Note that, in the
simulations which follow, the queue will not necessarily be at
equilibrium; thus, is an approximation to the true marking
probability.
For later reference, it will also be useful to compute the
queueing delay experienced by a packet at equilibrium—i.e.,
 826
the equilibrium total time spent in queueing and in service. We
define ; then we have
the evolution equation for the imbedded queue length
process described above. From the Pollaczek–Khintchine for-
mula [1], at equilibrium we have
Thus we conclude at equilibrium, and
by Little’s formula [1], this implies the queueing delay at equi-
librium is
The previous formula will allow us to estimate the queueing
delay experienced by packets in our simulations.
B. The Simulation Model
We are now ready to describe the model used for simulations.
We will consider a set of users sharing one resource, modeled
as a discrete-time queue with threshold marking; let be the
number of marks received by user at time . We will suppose
that each user maintains a sending “rate” , updated as fol-
lows:
At time , user generates packets according to a Poisson dis-
tribution with mean . These packets suffer a propagation
delay of before arriving at the resource.
At the resource, packets arriving at time are added to the
queue in random order, ensuring that no user receives priority
at the queue. The resource then serves exactly one packet, if the
queue is nonempty. Each packet returns to its original sender;
a packet returning to user suffers a propagation delay of
in transmission from the resource to the user. Thus, the marked
packets received by user at time , , left the resource
units of time earlier. We still define ; however,
notice that now the observed round-trip delay consists of the
propagation delay plus a random queueing delay.
The last paragraph makes clear the analogy between our sim-
ulation and equations (4)–(5): in the fluid flow approximation,
is given by , which we had described
as the expected number of marks received by user at time .
We are now explicitly modeling, at the packet level, the conges-
tion indication behavior described by (4)–(5)—but we are also
adding to this model queueing at the resource.
In Theorems 1 and 5, the stability criteria are expressed in
terms of the stable point . For our simulations, we can
fix the stable point in advance. We begin by choosing
each user ; then, given the threshold , we can explicitly
calculate from the theory in the last section.
Similarly, we can calculate . (Note this is only
sensible as long as , so the arrival rate does not exceed
service capacity.) We then expect the rates to converge to
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IEEE/ACM TRANSACTIONS ON NETWORKING, VOL. 9, NO. 6, DECEMBER 2001
equilibrium, as long as for each user. Further, we can
use the triple to determine the critical gain for each
user, from (25).
C. Instability: Queueing Delays versus Propagation Delays
Prior to simulating the system described in the previous two
subsections, we begin by asking what results we expect to see.
In particular, the results in Theorems 1 and 5 give sufficient con-
ditions for local stability by means of the linearized system (13).
In the system (28) that we are simulating, however, “stability”
must be carefully defined—a priori, no well-defined notion ex-
ists. For our purposes, we can immediately identify two useful
concepts of stability, or equivalently, instability.
1) Instability of the Nonlinear System (4)–(5). When the
(27) conditions in 1 or 5 are violated, instability results—i.e.,
the trajectories of the linearized system become un-
bounded as , for any initial condition. However,
the same is not true for the nonlinear system; indeed, since
as , we do not expect the rates to be-
come arbitrarily large when the system is locally unstable.
Typically, instability in the linearization will imply oscil-
lation of the trajectories of the nonlinear system, around
the stable point (local instability). As the linearization be-
comes increasingly unstable, the magnitude of the oscil-
lations of the nonlinear system (4)–(5) will increase.
Now recall that the equations (4)–(5) are fluid flow ap-
proximations to the simulation model (28). Thus, when-
(28) ever the nonlinear system (4)–(5) is locally unstable, we
expect to also see oscillations in the simulated trajectories
of (28). Such oscillations can be detected by computing
the sample variance of the trajectory; when oscillations
are large, then sample variance of the trajectory will also
be large.
Finally, we note that this type of instability is due to the
presence of propagation delays in the equations (4)–(5).
In the absence of propagation delays (i.e., ), the
linearized system (13) is stable for all values of the gain
parameter , and hence the nonlinear system is locally
stable for all .
2) Stochastic Instability of the Simulation Model (28). In the
simulation equation (28), note that the term is sto-
chastic. As a result, although we might expect the average
rates to approach an equilibrium as , the
limiting will also have a distribution around this equi-
librium. If this distribution has a large variance, then the
rates will be widely distributed around the mean, ap-
proximately equal to the stable point. Thus, a second type
of instability can be observed as a high variance of rates at
equilibrium. This “stochastic instability” can be detected
statistically as a high sample variance of rates.
We note that the stochastic behavior of is
for caused by the random queueing delay at the resource: the
queueing at the resource causes a stochastic delay in the
arrival of marked packets back to the end user.
We wish to test whether Theorems 1 and 5 give accurate con-
ditions for local stability of the stochastic, packet-level system
at (28). Our approach will be to vary the gain parameters , and
JOHARI AND TAN: END-TO-END CONGESTION CONTROL FOR THE INTERNET: DELAYS AND STABILITY 827

check whether the region of local “stability” for (28) coincides

with the prediction in Theorems 1 and 5.
First, consider type 1 instability. As the gains increase, we
expect to see local instability of the nonlinear system when the
condition (16) is violated. This will be captured by a significant
increase in the sample variance of the rates for sufficiently
large .
Now consider type 2 instability. It has previously been shown
that, for small , stochastic effects (such as queueing) cause the
variance of the rates to scale approximately linearly with [18,
eq. 19]. Thus, as the gains increase, we expect the queueing
delays to increase the spread of the rates at equilibrium. This will
also lead to a large sample variance of the rates at equilibrium.
As we increase the gains , therefore, either type of insta-
bility can be measured by computing the sample variance of the
rates . As this statistic increases, at least one of the two types
of instability defined above must be increasing. We will find
that, depending on the value of , one or the other type of in-
stability dominates. For longer round-trip delays, type 1 insta-
Fig. 2. Variance of rates versus gain, for different round-trip delays.
bility dominates, and (16) proves to be sufficient for local sta-
bility. However, for shorter round-trip delays, type 2 instability
dominates, and the condition given in (16) is not sufficient for Conversely, for longer propagation delays, e.g., ,
local stability. instability is almost entirely of type 1, i.e., a high sample vari-
The simulation is performed as follows. We simulate ten users ance caused by oscillations in the nonlinear system.
with the same round-trip delay. We let , and Recall that we had associated type 1 instability with the pres-
fix for all users. We set , and the threshold ence of propagation delays, and type 2 instability with the pres-
. For this threshold, , and ence of (random) queueing delays. Based on the preceding dis-
. We calculate and as described in the last subsection, cussion, notice that Fig. 2 gives a qualitative explanation of what
and let for all users. Define to be the critical it means for queueing delays to become negligible. As long as
gain as given by (25): the queueing delay is nonnegligible, type 2 instability will lead
to significant sample variance of rates—even for .
However, when the queueing delay becomes negligible, then
only type 1 instability is present; and thus high sample vari-
ance is only seen for . Both propagation delays and
queueing delays contribute to a large variance in the rates, but
in different ways. Queueing delays are negligible when stability
We will investigate stability at six different round-trip delays: of the stochastic simulation is predicted accurately by stability
, 500, 1000, 5000, 10 000, 50 000, with of the deterministic system (4)–(5). In Fig. 2, this occurs when
for all . For each round-trip delay, we ran simulations (approximately) .
where, for all , , , One possible approach to stabilizing the system would in-
, , . Thus, there were a total volve replacing the propagation delay in the stability condition
of 26 simulations for each round-trip delay . (16) with the total delay, . However, Fig. 2 re-
For each , we initialized the rate to zero: . veals that this approach will not work. In fact, for our example,
Each simulation was run for iterations. Over the last , so from (27), we know that
iterations, we calculated the sample variance of each rate . (Recall that this was for a Poisson arrivals at equilibrium; in
, . In Fig. 2, we have plotted the average variance for each practice, if the rates themselves have a large variance, then the
simulation against the gain parameter , where is expressed average queueing delay will be somewhat larger. Nonetheless,
as a multiple of . our approximate calculation gives within the right order
If the system behaved exactly according to the predictions of magnitude.) Then, for example, for , , so
made in Theorem 5, then we would expect variance to be near . However, it
zero as long as . However, for , this is clear from Fig. 2 that even for , the system
is obviously not the case. As increases, we move closer to is already quickly becoming unstable.
the theoretical prediction, until at the theoretical The preceding development shows that we cannot stabilize
prediction is fairly accurate. the system simply by considering the queueing delay as a fixed,
The rapid increase in variance versus for shorter propa- additional propagation delay. Fundamentally, type 1 instability
gation delays can be attributed to type 2 instability, since type and type 2 instability affect the stochastic system (28) in dif-
1 instability only contributes to an increase in variance when ferent ways, and the conditions in (16) are only designed to ad-
; this effect is observed, for example, for . dress type 1 instability. The stability conditions in (16) can thus
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 828
only be applied when queueing delays are negligible, so type 2
instability can be ignored.
We conclude with a simple example. The United Kingdom
academic network, JANET, currently employs two 155 Mb/s
OC-3 links to the United States. Assuming that packets are
512 bytes, and that the transatlantic round-trip delay is ap-
proximately 100 ms, we find that . In the context of
our simulations, for , queueing delays are already
nearly negligible relative to propagation delay. This type of
calculation supports the claim made in the Introduction: in the
future, we expect queueing delays to become small relative to
propagation delays.
D. Instability: Phase Locking
As discussed in the last subsection, when local instability re-
sults due to the propagation delay, we expect large oscillations;
however, as we will discover, these oscillations are not inde-
pendent of one another. Instead, when all users share the same
round-trip delay, their rates tend to become “phase locked” [12]:
all rates oscillate exactly in phase with each other.
One such example is presented in Fig. 3. The parameters for
the simulation are , and for all . that
All other parameters are set exactly as in the last subsection,
with the exception of the initial rates: we set for
each . Notice that, although the users start at different ini-
tial rates, they quickly synchronize with each other. The rates
become phase locked, and large oscillations result. This is ex-
actly like resonance in physical systems: when all round-trip
delays are equal, instability takes a very structured form.
It is interesting to note that phase locking is a phenomenon
that is only observed for longer round-trip delays. At
and , for example, no discernible phase locking was
observed; at , the effect begins to be observed, but
only when does phase locking become distinctly vis-
ible. For smaller , queueing delays are not negligible relative
to propagation delays. The significant stochastic effects caused
by queueing at the resource perturb the system away from a
phase-locked equilibrium.
More generally, when the entire system acts on a unique time
scale (in this case, the time scale of the round-trip delay ), a
phase-locked equilibrium tends to result. Such an equilibrium
can be avoided if, for example, queueing delays add an addi-
tional, random, timescale to the system; or, if the network con-
tains users with diverse round-trip delays ( for all ).
Loosely, the different timescales in the network prevent all users
from changing their rates at exactly the same frequency.
E. Diverse Round-Trip Delays
Recall that in Section V, numerical experiments suggested we
might be able to extend our results to networks with diverse
round-trip delays (as expressed in Conjecture 8). In our third
simulation, we wished to test the impact of sharing a resource
between users with different round-trip delays.
We again shared a resource between ten users, as in Simula-
tion 1. All parameters for the resource are exactly as in Simu-
lation 1. Each user again has , and . For
each round-trip delay , 500, 1000, 5000, 10 000, we
created two users. For each user, we chose as the largest gain
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IEEE/ACM TRANSACTIONS ON NETWORKING, VOL. 9, NO. 6, DECEMBER 2001
Fig. 3. Phase locking of rates.
parameter possible such that the standard deviation of the rates
from Simulation 1 remained below (see Fig. 2). This
meant that, for example, for , but
for . We then ran the simula-
tion for 100 000 iterations.
The presence of multiple round-trip delays did not signifi-
cantly affect the behavior of the system. In all cases, the users
converged (approximately) to the equilibrium value of
. The standard deviation of the rates did not exceed 5.8%
of for any of the users, suggesting that the predictions of Sim-
ulation 1 remain robust even in the presence of diverse delays.
The results of this simulation are important when we consider
the implementation of our theoretical results in future networks.
The simulations in this section and numerical experiments in
Section V support the claim that, ultimately, stability can be gov-
erned by local control of gain parameters. As long as stability
conditions are known for a given round-trip delay, this simula-
tion suggests those conditions may be applied to ensure stability
with diverse round-trip delays.
VII. RESOURCE DESIGN
Notice that Theorems 5–7 allow for a decentralized imple-
mentation by route. If we define , and assume
that for all and for all ,
then the left-hand side of (16) is . Thus, we have
decomposed the stability condition (16) into two distinct con-
straints: first, a constraint on the end users (approximately, that
constant); and second, a constraint on the resources
(that ). In other words, the two components of the
network are effectively decoupled, and these “local” criteria suf-
fice for stability of the system (4)–(5).
With the implementation described in the last paragraph, the
condition (6) becomes even simpler: the “route-dependent con-
stant” on the right-hand side becomes route independent. Thus,
for the network to remain stable, each user will only be asked
to keep their gain inversely proportional to the round-trip delay
of their route, with the constant of proportionality specified in
advance.
Recall that we approximated the equilibrium probability a
packet on route is marked by (valid when the are
JOHARI AND TAN: END-TO-END CONGESTION CONTROL FOR THE INTERNET: DELAYS AND STABILITY 829

small, and marking is independent from link to link; see Intro- VIII. CONCLUSION
duction). Then, approximately, , so we may set This paper has considered stability of network rate control in
. More generally, as long as the number of resources used the presence of communication delays. Stability conditions are
on any given route is bounded above, say for given for both a single resource and a large network with con-
all , then since the marking probability satisfies for
stant round-trip delay, and under the addition of instantly adap-
all , we may set .
tive and completely nonadaptive users. Rate of convergence is
However, we must consider more closely the uniform bound
completely characterized for the single-resource case. Finally,
for every resource in the network. In order to
simulation results contrast the effects of queueing delays and
achieve the decentralized, decoupled implementation this re-
propagation delays, and also reveal the phenomenon of phase
quirement allows, there is a design condition for the feedback
locking.
function at every resource. As an example, consider a re-
Under the assumption that propagation delays will become
source which behaves as an queue, with service times
more significant than queueing delays, the results of this paper
exponentially distributed with mean (so is the “capacity”
suggest that network stability can be guaranteed by implemen-
of the resource). Suppose the resource is in equilibrium, and the
tation of simple, decentralized conditions on end users and re-
workload arriving at the resource is Poisson of rate . Further,
sources. The evolution of telecommunications networks in the
suppose that the resource uses a threshold marking scheme: a
next decade remains a contested and unresolved issue. However,
packet is marked if it arrives to find more than packets in
as networks expand to the size and complexity of the Internet,
the queue. The function is given by the probability that an
we may safely conclude theoretical predictions such as those
arriving packet is marked. By the PASTA property (Poisson Ar-
given here will become increasingly important to guarantee ro-
rivals See Time Averages), we can easily calculate from
bust behavior.
the stationary distribution of an queue
APPENDIX I
PROOF OF THEOREM 1
Lemma 9: Let be a polynomial in , with coeffi-
Thus, we have the result that , and the condition cients which are continuous functions of (where may be
becomes simply . Implementation of this vector valued). Then the maximum modulus of the roots of
constraint on the threshold level requires no knowledge of is continuous in .
user flows, as summarized by . Proof: The roots of any polynomial are continuous func-
In general, notice that we may typically bound below (e.g., tions of the coefficients [15]. If the coefficients are continuous
by ensuring the marking probability does not drop below a fixed functions of , this immediately implies the conclusion of the
value), and bound above (e.g., at a router, the traffic arrival lemma.
rate cannot exceed the incoming line speed). In this situation, Lemma 10: For sufficiently small , all roots of (9) have
the condition reduces to an upper bound on , modulus less than unity.
i.e., the rate of change of the marking probability with respect Proof: We define the polynomial by
to aggregate flow . The implication of this condition is that
“smoother” marking functions lead to a more stable network.
For example, suppose again that is the capacity of resource , where . Then the characteristic equation (9) is
and that at equilibrium, the resource is fully utilized ( ). . When , the roots are with multiplicity
If for , and for , then and with multiplicity 1. By direct computation, we find
will be infinitely large—leading to local instability, ob- that is nonzero at , . Thus, we can apply the
served as oscillations of the rate control algorithm. Instead, for Implicit Function Theorem to find an open interval and a
resources where is very small at equilibrium, the condition differentiable complex-valued function such that ,
(16) becomes easier to satisfy, and loosely, the system is “more” and satisfies for . For such
stable. Further details on design of the function can be found , differentiating with respect to yields
in [17].
The condition given on suggests a new paradigm
for router design. Recent research has considered the design of
Evaluating this through at yields . We take a
active queue management (AQM) schemes to control conges-
Taylor series expansion of around :
tion in router buffers (e.g., Misra et al. [21]), as well as priority
mechanisms at the routers to provide support for differentiated
services (see, e.g., the DiffServ proposal [6]). In this paper, we
have identified a different form of resource design condition, Thus, as increases away from zero, the root initially
one which constrains the choice of marking function , and in moves approximately as , and hence for sufficiently small
particular, the derivative . If routers are designed to satisfy the this root will have modulus less than unity. For the root
condition constant, then together with the decentral- of multiplicity , we note that by taking even smaller if
ized condition constant, Theorems 5–7 guarantee local necessary, we can appeal to Lemma 9 to ensure that these
stability of the network. roots remain of modulus less than unity as increases away
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 830 IEEE/ACM TRANSACTIONS ON NETWORKING, VOL. 9, NO. 6, DECEMBER 2001

from zero. Thus, for sufficiently small , (9) has all roots of Lemma 11: For , the rate of conver-
modulus less than unity. gence of the system (12) decreases monotonically from to
Proof of Theorem 1: We can easily check the result for 0.
since the linearized system becomes Proof: Let the root be where . Then
; so assume for the rest of the proof. from (11):
By Lemma 9, the maximum modulus of the roots of (9) varies
continuously with . Also we know that the system is locally (31)
stable for small from Lemma 10. Hence, for the first part of (32)
the theorem, it suffices to look for the smallest such that (9)
has a root of unit modulus. Let the root be ; then (9) Notice that if satisfies the above equations, then so does
may be rewritten as . Hence, without loss of generality, we may assume that
. Equation (32) gives

(33)
where . Hence we conclude that
which on substitution into (31) yields

(34)
where is an integer. We choose since we are looking Observe that where since
for the smallest positive such that is of unit modulus. Hence, and from equations (33)–(34). Also, from
substituting for in , we see that there are no so- (33) is monotonic decreasing in from 1 to 0 for .
lutions for if . This gives the first Then the left-hand side of (34) is monotonic increasing in
part of the theorem. from to for . Hence, a root of equations
For the second part of the theorem, it suffices to prove that (33)–(34) exists for which is decreasing in as
there exists a root of modulus to (9) when increases from to . It remains to show that this
, where . From (9), note that is the root with the smallest . Notice that if is larger,
, and that as vectors in the complex plane, the then has to be larger for (34) to be satisfied. But
angle between and 1 is . Thus, applying the cosine rule, we for and for , so taking
have yields the root with the smallest . Then, since the rate of
convergence is , we have the required result.
(29)
Lemma 12: The rate of convergence of the system (12) is
monotonic increasing and convex from 0 to , and the con-
Further, by equating imaginary parts in (9), we have
vergence is nonoscillatory, for .
Proof: Consider the function when is real and
(30)
negative. Suppose we maximize the function with respect to .
We have
We know that for , and
. Suppose . Then the right-hand side
of (29) is less than for . Notice that the left-hand
side of (29) decreases from to for
which equals zero when , giving a maximum of
. To prove that a root of modulus greater than
. Moreover, is convex increasing in , rising from
unity exists, it suffices to show that increases from 1 to
an asymptote of 0 to on the interval ; and
for and that the right-hand side of (29) is
concave decreasing from to 0 on the interval . This
increasing in for . From (30), we may conclude
characterization implies that (11) has two negative roots when
for , since and
and one negative root when . More-
. So increases from 1 to
over, the modulus of the smaller root (in modulus) increases
for . Further, differentiating the right-hand
from 0 to 1 as increases from 0 to , and is clearly a
side of (29) with respect to shows that the right-hand side of
convex function of .
(29) is increasing in for , tending to when is
It remains to show that taking to be real yields the root
large. Thus a root of modulus greater than unity exists for which
with the smallest (in modulus) negative real part; this will also
when . This proves the
show that the convergence is nonoscillatory. First, note that the
second part of the theorem.
modulus of the smaller real root is not greater than 1. Suppose
there are complex roots for . Then using the same
APPENDIX II argument as in the proof of Lemma 11, we see that there are no
PROOF OF THEOREM 4 roots for , , since the left-hand side of (34) is greater
Theorem 4 follows immediately from the following two than . Also, for , , so the complex root,
lemmas. if any, will have . This completes the proof.
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JOHARI AND TAN: END-TO-END CONGESTION CONTROL FOR THE INTERNET: DELAYS AND STABILITY 831

APPENDIX III if . As before, we proceed to compute the

PROOF OF THEOREM 5, STEP 4 derivative of using the implicit definition in . Since
Lemma 13: There exists a satisfying the hypotheses of , and
Theorem 5, such that all roots of have modulus
less than unity.
Proof: For convenience, we assume that
. Define . We denote we conclude
by the characteristic equation defined by the sub-
network of routes in ; mathematically, this corresponds to re-
placing with the submatrix ,
in (17). (Although the number of components in But and are the following determinants:
may change depending on , we will suppress this dependence
and write for the vector of gain parameters, with the number
and
of components understood from context.) The result is proven
inductively on .
First, suppose that . We have shown in Theorem 1 that
In both cases, these determinants are strictly positive, as they
there exists a satisfying the hypotheses of the theorem for
are the determinants of positive definite matrices. Thus, we have
which all roots of have modulus less than unity.
, where . This
Now, inductively, assume there exist such
leads to the following Taylor expansion:
that all roots of have modulus less than
unity. We consider roots of the equation . Let
. Then, note the following relation:
So as increases away from zero, the root decreases in
magnitude. By the same argument as in the proof of Theorem 1,
this is sufficient to complete the inductive step: namely, we can
This follows by decomposing the determinant which defines .
choose a satisfying the hypotheses of the theorem, and such
Thus, there are a total of roots: of
that all roots of have modulus less than unity.
these roots have modulus less than unity (including of
Q.E.D.
multiplicity ), and has multiplicity 1. If we can ensure
Now, if we take , then , and so we can find
that a small increase in from zero reduces the magnitude of
a vector satisfying the hypotheses of the
the root , then an argument exactly analogous to the case
theorem such that all roots of have modulus
would show that can be chosen such that
less than unity. This completes the proof.
has all roots of modulus less than unity for gain parameters
.
We proceed by using the Implicit Function Theorem, as be- APPENDIX IV
fore. By expanding the determinant which defines , we can PROOF OF THEOREM 7
write Proof: is identical in structure to , but
with replaced by (note the latter matrix is in-
dependent of ). Hence, we may use exactly the same proof as
where is defined by used for Theorem 5; the only difficulty arises in Step 3, where
we showed that for satisfying the hypotheses of the theorem
and , . We there-
fore proceed to show that for satisfying the hypotheses
of the theorem, and such that ,
.
We first show . Note is ; so write
where denotes the identity matrix. First, we differen- , where is the orthogonal matrix of
tiate with respect to , evaluating at : eigenvectors of , is the orthogonal matrix
of eigenvectors of , and is the matrix of sin-
gular values of : for , and ,
where . This is the singular value decomposi-
Since in the vector , the last expression follows because tion (SVD) of [15]. Substituting, and using
yields 0, for any . , we have
Now, since we know that has all roots of modulus
less than unity at , we can conclude that
. So, applying the Implicit Function Theorem, The last expression is the spectral radius of a diagonal matrix,
there exists a differentiable complex-valued function where each entry is of the form ; hence,
and such that , and .
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 832
The argument above also shows that is positive semidefi-
nite; further, from the definition, it is symmetric. If , then
from the definition of , we may write
, where is diagonal and positive definite, is
real diagonal and positive semidefinite with , and
. Using the bound for from
our proof of Theorem 5
This completes the proof.
ACKNOWLEDGMENT
The authors are grateful to F. Kelly for his support, enthu-
siasm, and guidance; they also wish to acknowledge helpful
conversations with D. Wischik, A. Neitzke, and A. Weiss. Fi-
nally, they wish to thank the reviewers for their constructive
comments.
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Ramesh Johari received the A.B. degree in mathematics from Harvard Univer-
sity, Cambridge, MA, in 1998, and a Certificate of Advanced Study in Math-
ematics from Trinity College, University of Cambridge, Cambridge, U.K., in
1999. He is currently working toward the Ph.D. degree in electrical engineering
and computer science at the Massachusetts Institute of Technology, Cambridge.
David Kim Hong Tan was born in Singapore and received the B.A. degree in
physics from Oxford University, Oxford, U.K., in 1986. Following a nine-year
career in the Singapore Air Force, he received the Ph.D. degree in mathematics
from Cambridge University, Cambridge, U.K., in 1999.
He is currently pursuing the study of linguistics in Darwin, Australia.