A diffusion-based analysis of a multi-class road traffic network

This paper studies a stochastic model that describes the evolution of vehicle densities in a road network. It is consistent with the class of (deterministic) kinematic wave models, which describe traffic flows on the basis of conservation laws that incorporate the macroscopic fundamental diagram (a functional relationship between vehicle density and flow). Our setup is capable of handling multiple types of vehicle densities, with general macroscopic fundamental diagrams, on a network with arbitrary topology. Interpreting our system as a spatial population process, we derive, under a natural scaling, fluid and diffusion limits. More specifically, the vehicle density process can be approximated with a suitable Gaussian process, which yield accurate normal approximations to the joint (in the spatial and temporal sense) vehicle density process. The corresponding means and variances can be computed efficiently. Along the same lines, we develop an approximation to the vehicles' travel-time distribution between any given origin and destination pair. Finally, we present a series of numerical experiments that demonstrate the accuracy of the approximations and illustrate the usefulness of the results

Shot-noise queueing models

We provide a survey of so-called shot-noise queues: queueing models with the special feature that the server speed is proportional to the amount of work it faces. Several results are derived for the workload in an M/G/1 shot-noise queue and some of its variants. Furthermore, we give some attention to queues with general workload-dependent service speed. We also discuss linear stochastic fluid networks, and queues in which the input process is a shot-noise process

Diffusion limits for networks of Markov-modulated infinite-server queues

This paper studies the diffusion limit for a network of infinite-server queues operating under Markov modulation, meaning that the system's parameters depend on an autonomously evolving Markov chain, called the background process. In previous papers on single-node queues with Markov modulation, two variants were distinguished. In the first variant the arrival rate and the server speed are modulated, whereas in the second variant the arrival rate and the service requirement are modulated. The setup of the present paper, however, is more general: we not only extend single-node systems to a network setting, but also allow both the server speed and the service requirement to depend on the background process. For this model we derive a Functional Central Limit Theorem. In particular, we show that, after accelerating the arrival processes and the background process, a centered and normalized version of the network population vector converges to a multidimensional Ornstein–Uhlenbeck process. The proof of this result relies on weak convergence of stochastic integrals as well as continuous-mapping arguments