668 research outputs found

    Boundary value methods for transient solutions of Markovian queueing networks.

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    by Ma Ka Chun.Thesis (M.Phil.)--Chinese University of Hong Kong, 2004.Includes bibliographical references (leaves 50-52).Abstracts in English and Chinese.Chapter 1 --- Introduction --- p.7Chapter 2 --- Queueing Networks --- p.9Chapter 2.1 --- One-queue Networks --- p.9Chapter 2.2 --- Two-queue Free Networks --- p.12Chapter 2.3 --- Two-queue Overflow Networks --- p.13Chapter 2.4 --- Networks with Batch Arrivals --- p.14Chapter 3 --- ODE Solvers --- p.16Chapter 3.1 --- The Initial Value Methods --- p.16Chapter 3.1.1 --- The Linear System of Ordinary Differential Equations --- p.16Chapter 3.1.2 --- Euler's Method --- p.17Chapter 3.1.3 --- Runge-Kutta Methods --- p.17Chapter 3.1.4 --- The Stability of the IVMs --- p.19Chapter 3.1.5 --- Applications in Queueing Networks --- p.20Chapter 3.2 --- The Boundary Value Methods --- p.20Chapter 3.2.1 --- The Generalized Backward Differentiation For- mulae --- p.21Chapter 3.2.2 --- An example --- p.24Chapter 4 --- The Linear Equation Solver --- p.26Chapter 4.1 --- Iterative Methods --- p.26Chapter 4.1.1 --- The Jacobi method --- p.27Chapter 4.1.2 --- The Gauss-Seidel Method --- p.28Chapter 4.1.3 --- Other Iterative Methods --- p.29Chapter 4.1.4 --- Preconditioning --- p.29Chapter 4.2 --- The Multigrid Method --- p.30Chapter 4.2.1 --- Iterative Refinement --- p.30Chapter 4.2.2 --- Restriction and Prolongation --- p.30Chapter 4.2.3 --- The Geometric Multigrid Method --- p.33Chapter 4.2.4 --- The Algebraic Multigrid Method --- p.38Chapter 4.2.5 --- Higher Dimensional Cases --- p.38Chapter 4.2.6 --- Applications in Queueing Networks --- p.38Chapter 5 --- Numerical Experiments --- p.41Chapter 6 --- Concluding Remarks --- p.49Bibliography --- p.5

    Zero-automatic queues and product form

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    We introduce and study a new model: 0-automatic queues. Roughly, 0-automatic queues are characterized by a special buffering mechanism evolving like a random walk on some infinite group or monoid. The salient result is that all stable 0-automatic queues have a product form stationary distribution and a Poisson output process. When considering the two simplest and extremal cases of 0-automatic queues, we recover the simple M/M/1 queue, and Gelenbe's G-queue with positive and negative customers

    Performance analysis of time-dependent queueing systems: survey and classification

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    Many queueing systems are subject to time-dependent changes in system parameters, such as the arrival rate or number of servers. Examples include time-dependent call volumes and agents at inbound call centers, time-varying air traffic at airports, time-dependent truck arrival rates at seaports, and cyclic message volumes in computer systems.There are several approaches for the performance analysis of queueing systems with deterministic parameter changes over time. In this survey, we develop a classification scheme that groups these approaches according to their underlying key ideas into (i) numerical and analytical solutions,(ii)approaches based on models with piecewise constant parameters, and (iii) approaches based on mod-ified system characteristics. Additionally, we identify links between the different approaches and provide a survey of applications that are categorized into service, road and air traffic, and IT systems

    A tool for model-checking Markov chains

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    Markov chains are widely used in the context of the performance and reliability modeling of various systems. Model checking of such chains with respect to a given (branching) temporal logic formula has been proposed for both discrete [34, 10] and continuous time settings [7, 12]. In this paper, we describe a prototype model checker for discrete and continuous-time Markov chains, the Erlangen-Twente Markov Chain Checker EƎMC2, where properties are expressed in appropriate extensions of CTL. We illustrate the general benefits of this approach and discuss the structure of the tool. Furthermore, we report on successful applications of the tool to some examples, highlighting lessons learned during the development and application of EƎMC2

    Asymptotic analysis by the saddle point method of the Anick-Mitra-Sondhi model

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    We consider a fluid queue where the input process consists of N identical sources that turn on and off at exponential waiting times. The server works at the constant rate c and an on source generates fluid at unit rate. This model was first formulated and analyzed by Anick, Mitra and Sondhi. We obtain an alternate representation of the joint steady state distribution of the buffer content and the number of on sources. This is given as a contour integral that we then analyze for large N. We give detailed asymptotic results for the joint distribution, as well as the associated marginal and conditional distributions. In particular, simple conditional limits laws are obtained. These shows how the buffer content behaves conditioned on the number of active sources and vice versa. Numerical comparisons show that our asymptotic results are very accurate even for N=20

    Closed-form solutions of performability

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    Methods which yield closed form performability solutions for continuous valued variables are developed. The models are similar to those employed in performance modeling (i.e., Markovian queueing models) but are extended so as to account for variations in structure due to faults. In particular, the modeling of a degradable buffer/multiprocessor system is considered whose performance Y is the (normalized) average throughput rate realized during a bounded interval of time. To avoid known difficulties associated with exact transient solutions, an approximate decomposition of the model is employed permitting certain submodels to be solved in equilibrium. These solutions are then incorporated in a model with fewer transient states and by solving the latter, a closed form solution of the system's performability is obtained. In conclusion, some applications of this solution are discussed and illustrated, including an example of design optimization

    Quantitative model checking of continuous-time Markov chains against timed automata specifications

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    We study the following problem: given a continuous-time Markov chain (CTMC) C, and a linear real-time property provided as a deterministic timed automaton (DTA) A, what is the probability of the set of paths of C that are\ud accepted by A (C satisfies A)? It is shown that this set of paths is measurable and computing its probability can be reduced to computing the reachability probability in a piecewise deterministic Markov process (PDP). The reachability probability is characterized as the least solution of a system of integral equations and is shown to be approximated by solving a system of partial differential equations. For the special case of single-clock DTA, the system of integral equations can be transformed into a system of linear equations where the coefficients are solutions of ordinary differential equations

    The power-series algorithm:A numerical approach to Markov processes

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    Abstract: The development of computer and communication networks and flexible manufacturing systems has led to new and interesting multidimensional queueing models. The Power-Series Algorithm is a numerical method to analyze and optimize the performance of such models. In this thesis, the applicability of the algorithm is extended. This is illustrated by introducing and analyzing a wide class of queueing networks with very general dependencies between the different queues. The theoretical basis of the algorithm is strengthened by proving analyticity of the steady-state distribution in light traffic and finding remedies for previous imperfections of the method. Applying similar ideas to the transient distribution renders new analyticity results. Various aspects of Markov processes, analytic functions and extrapolation methods are reviewed, necessary for a thorough understanding and efficient implementation of the Power-Series Algorithm.
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