I have just updated the jrun resources page to include this article by Robi Sen, which discusses ways to overcome Java.lang.OutOfMemory and Jrun Connection closed messages. In his experience many these messages/erros are down to the Scheduler Service being improperly configured in the jrun.xml file. He also briefly covers tuning the JVM with some good explanations.

Update

I have added a new section to the JRun resources page relating to JVM tuning as I realised that I had forgotten (thanks to the above article) to put up a few other links on that topic.