Exact and approximate numerical solutions to steady-state single-server queues:M/G/1 — a unified approach

This paper presents a unified approach for the numerical solutions of anM/G/1 queue. On the assumption that the service-time distribution has a rational Laplace-Stieltjes transform (LST), explicit closed-form expressions have been obtained for moments, distributions of system length and waiting time (in queue) in terms of the roots of associated characteristic equations (c.e.'s). Approximate analyses for the tails of the distributions based on one or more roots are also discussed. Numerical aspects have been tested for a variety of complex service-time distributions including but not restricted to only mixed generalized Erlang and generalized hyperexponential. A sample of numerical computations is also included. It is hoped that the results obtained would prove to be beneficial to both practitioners and theorists dealing with bounds, inequalities, approximations, and other aspects.     

Nonstationary queues with Interrrupted Poisson arrivals and unreliable/repairable servers

A queueing model having a nonstationary Interrupted Poisson arrival process (IPP(t)),s time-dependent exponential unreliable/repairable servers and finite capacityc is introduced, and an approximation method for analysis of it is developed and tested. Approximations are developed for the time-dependent queue length moments and the system viewpoint waiting time distributions and moments. The approximation involves state-space partitioning and numerically integrating partial-moment differential equations (PMDEs). Surrogate distribution approximations (SDA's) are used to close the system of PMDEs. The approximations allow for analysis using only (s + 1)(s + 6) differential equations for the queue length moments rather than the 2(c + 1)(s +1) equations required by the classic method of numerically integrating the full set of Kolmogorov-forward equations. Effectively hours of cpu time are reduced to minutes for even modest capacity systems. Approximations for waiting time distributions and moments are developed.This research was partially funded by National Science Foundation grant ECS-8404409.     

On the Moments of Overflow and Freed Carried Traffic for the GI/M/C/0 System

In circuit-switched networks call streams are characterized by their mean and peakedness (two-moment method). The GI/M/C/0 system is used to model a single link, where the GI-stream is determined by fitting moments appropriately. For the moments of the overflow traffic of a GI/M/C/0 system there are efficient numerical algorithms available. However, for the moments of the freed carried traffic, defined as the moments of a virtual link of infinite capacity to which the process of calls accepted by the link (carried arrival process) is virtually directed and where the virtual calls get fresh exponential i.i.d. holding times, only complex numerical algorithms are available. This is the reason why the concept of the freed carried traffic is not used. The main result of this paper is a numerically stable and efficient algorithm for computing the moments of freed carried traffic, in particular an explicit formula for its peakedness. This result offers a unified handling of both overflow and carried traffics in networks. Furthermore, some refined characteristics for the overflow and freed carried streams are derived.     

TheGr X n/G n/∞ system: System size

An important property of most infinite server systems is that customers are independent of each other once they enter the system. Though this non-interacting property (NIP) has been instrumental in facilitating excellent results for infinite server systems in the past, the utility of this property has not been fully exploited or even fully recognized. This paper exploits theNIP by investigating a general infinite server system with batch arrivals following a Markov renewal input process. The batch sizes and service times depend on the customer types which are regulated by the Markov renewal process. By conditional approaches, analytical results are obtained for the generating functions and binomial moments of both the continuous time system size and pre-arrival system size. These results extend the previous results on infinite server queues significantly.     

Transient analysis of an M/G/1 retrial queue subject to disasters and server failures

An M/G/1 retrial queueing system with disasters and unreliable server is investigated in this paper. Primary customers arrive in the system according to a Poisson process, and they receive service immediately if the server is available upon their arrivals. Otherwise, they will enter a retrial orbit and try their luck after a random time interval. We assume the catastrophes occur following a Poisson stream, and if a catastrophe occurs, all customers in the system are deleted immediately and it also causes the server’s breakdown. Besides, the server has an exponential lifetime in addition to the catastrophe process. Whenever the server breaks down, it is sent for repair immediately. It is assumed that the service time and two kinds of repair time of the server are all arbitrarily distributed. By applying the supplementary variables method, we obtain the Laplace transforms of the transient solutions and also the steady-state solutions for both queueing measures and reliability quantities of interest. Finally, numerical inversion of Laplace transforms is carried out for the blocking probability of the system, and the effects of several system parameters on the blocking probability are illustrated by numerical inversion results.     

Finite-difference methods for solving the reaction-diffusion equations of a simple isothermal chemical system

Numerical methods are proposed for the numerical solution of a system of reaction-diffusion equations, which model chemical wave propagation. The reaction terms in this system of partial differential equations contain nonlinear expressions. Nevertheless, it is seen that the numerical solution is obtained by solving a linear algebraic system at each time step, as opposed to solving a nonlinear algebraic system, which is often required when integrating nonlinear partial differential equations. The development of each numerical method is made in the light of experience gained in solving the system of ordinary differential equations, which model the well-stirred analogue of the chemical system. The first-order numerical methods proposed for the solution of this initialvalue problem are characterized to be implicit. However, in each case it is seen that the numerical solution is obtained explicitly. In a series of numerical experiments, in which the ordinary differential equations are solved first of all, it is seen that the proposed methods have superior stability properties to those of the well-known, first-order, Euler method to which they are compared. Incorporating the proposed methods into the numerical solution of the partial differential equations is seen to lead to two economical and reliable methods, one sequential and one parallel, for solving the travelling-wave problem. © 1994 John Wiley & Sons, Inc.     

Optimality of a Threshold Policy in theM/M/ queue with repeated vacations

Consider anM/M/1 queueing system with server vacations where the server is turned off as soon as the queue gets empty. We assume that the vacation durations form a sequence of i.i.d. random variables with exponential distribution. At the end of a vacation period, the server may either be turned on if the queue is non empty or take another vacation. The following costs are incurred: a holding cost ofh per unit of time and per customer in the system and a fixed cost of each time the server is turned on. We show that there exists a threshold policy that minimizes the long-run average cost criterion. The approach we use was first proposed in Blanc et al. (1990) and enables us to determine explicitly the optimal threshold and the optimal long-run average cost in terms of the model parameters.     

Two-grid finite element method for the dual-permeability-Stokes fluid flow model

In this paper, two-grid finite element method for the steady dual-permeability-Stokes fluid flow model is proposed and analyzed. Dual-permeability-Stokes interface system has vast applications in many areas such as hydrocarbon recovery process, especially in hydraulically fractured tight/shale oil/gas reservoirs. Two-grid method is popular and convenient to solve a large multiphysics interface system by decoupling the coupled problem into several subproblems. Herein, the two-grid approach is used to reduce the coding task substantially, which provides computational flexibility without losing the approximate accuracy. Firstly, we solve a global problem through standard P_k ? P_k??1 ? P_k ? P_k finite elements on the coarse grid. After that, a coarse grid solution is applied for the decoupling between the interface terms and the mass exchange terms to solve three independent subproblems on the fine grid. The three independent parallel subproblems are the Stokes equations, the microfracture equations, and the matrix equations, respectively. Four numerical tests are presented to validate the numerical methods and illustrate the features of the dual-permeability-Stokes model.

     

A maximum entropy approach for the busy period of the M/G /1 retrial queue

This paper concerns the busy period of a single server queueing model with exponentially distributed repeated attempts. Several authors have analyzed the structure of the busy period in terms of the Laplace transform but, the information about the density function is limited to first and second order moments. We use the maximum entropy principle to find the least biased density function subject to several mean value constraints. We perform results for three different service time distributions: 3-stage Erlang, hyperexponential and exponential. Also a numerical comparative analysis between the exact Laplace transform and the corresponding maximum entropy density is presented. AMS subject classification: 90B05 90B22     

Numerical methods for structured population models: The Escalator Boxcar Train

A numerical integration method is introduced for the class of hyperbolic partial differential equations that occur in physiologically structured population models. These equations describe the time evolution of the population density-function over the individual state-space Ω. Exploiting the biological interpretation of the equation, this density-function is represented by a set of moments over a collection of subdomains in Ω, moving along the characteristics of the partial differential equation (PDE). These moments are readily interpreted as numbers of individuals in a cohort, mean individual state in a cohort, etc. The numerical method consists of approximating the differential equations. The method appears to be very efficient for this special type of PDE. It combines such desirable properties as as lack of dispersion and dissipation and a preservation of monotonicity of the density function along the characteristics with a strong relation to the biological background of the equations for these moments to arrive at a closed system of ordinary differential equations. The method also allows one to incorporate the usual type of nonlinearities that occur in physiologically structured population models. A numerical example is presented as an illustration of the application of the method.     

Cost optimization of a repairable M/G/1 queue with a randomized policy and single vacation

This paper deals with the (p, N)-policy M/G/1 queue with an unreliable server and single vacation. Immediately after all of the customers in the system are served, the server takes single vacation. As soon as N customers are accumulated in the queue, the server is activated for services with probability p or deactivated with probability (1 − p). When the server returns from vacation and the system size exceeds N, the server begins serving the waiting customers. If the number of customers waiting in the queue is less than N when the server returns from vacation, he waits in the system until the system size reaches or exceeds N. It is assumed that the server is subject to break down according to a Poisson process and the repair time obeys a general distribution. This paper derived the system size distribution for the system described above at a stationary point of time. Various system characteristics were also developed. We then constructed a total expected cost function per unit time and applied the Tabu search method to find the minimum cost. Some numerical results are also given for illustrative purposes.     

An M/G/1 queue under hysteretic vacation policy with an early startup and un-reliable server

This paper considers the bi-level control of an M/G/1 queueing system, in which an un-reliable server operates N policy with a single vacation and an early startup. The server takes a vacation of random length when he finishes serving all customers in the system (i.e., the system is empty). Upon completion of the vacation, the server inspects the number of customers waiting in the queue. If the number of customers is greater than or equal to a predetermined threshold m, the server immediately performs a startup time; otherwise, he remains dormant in the system and waits until m or more customers accumulate in the queue. After the startup, if there are N or more customers waiting for service, the server immediately begins serving the waiting customers. Otherwise the server is stand-by in the system and waits until the accumulated number of customers reaches or exceeds N. Further, it is assumed that the server breaks down according to a Poisson process and his repair time has a general distribution. We obtain the probability generating function in the system through the decomposition property and then derive the system characteristics     

Departures inGR^{X{n}} /G_n /\infty

Departure processes in infinite server queues with non-Poisson arrivals have not received much attention in the past. In this paper, we try to fill this gap by considering the continuous time departure process in a general infinite server system with a Markov renewal batch arrival process ofM different types of customers. By a conditional approach, analytical results are obtained for the generating functions and binomial moments of the departure process. Special cases are discussed, showing that while Poisson arrival processes generate Poisson departures, departure processes are much more complicated with non-Poisson arrivals.This research has been supported in part by the Natural Science and Engineering Research Council of Canada (Grant A5639).     

Computational analysis of single-server bulk-arrival queues: GIX/M/1

This paper deals with numerical computations for the bulk-arrival queueing modelGI ^X/M/1. First an algorithm is developed to find the roots inside the unit circle of the characteristic equation for this model. These roots are then used to calculate both the moments and the steady-state distribution of the number of customers in the system at a pre-arrival epoch. These results are used to compute the distribution of the same random variable at post-departure and random epochs. Unifying the method used by Easton [7], we have extended its application to the special cases where the interarrival time distribution is deterministic or uniform, and to cases whereX has a given arbitrary distribution. We also improved on the various root-finding methods used by several previous authors so that high values of the parameters, in particular large batch sizes, can be investigated as well.     

Probability analysis of the repairable queueing systemM/G(E k /H)/1

The repairable queueing system (RQS) in which the server has an exponential lifetime distribution has been studied in several articles [1–4]. Here, we deal with the new RQSM/G(E _k /H)/1 in which the lifetime distribution of the server is Erlangian. By forming a vector Markov process, i.e. by using the method of supplementary variables, we obtained some system characters, the reliability indices of the server, and the time distribution of a customer spent on the server. For this RQS, the generalized service time distribution of each customer will depend on the remainder life of the server. Based on this, a new kind of queues, for which the service time distributions are chosen by the customers in some stochastic manner, appears in queueing theory.Project supported by the National Natural Science Foundation of China.     

Numerical analysis of a locking‐free mixed finite element method for a bending moment formulation of Reissner‐Mindlin plate model

This article deals with the approximation of the bending of a clamped plate, modeled by Reissner‐Mindlin equations. It is known that standard finite element methods applied to this model lead to wrong results when the thickness t is small. Here, we propose a mixed formulation based on the Hellinger‐Reissner principle which is written in terms of the bending moments, the shear stress, the rotations and the transverse displacement. To prove that the resulting variational formulation is well posed, we use the Babu?ka‐Brezzi theory with appropriate t ‐dependent norms. The problem is discretized by standard mixed finite elements without the need of any reduction operator. Error estimates are proved. These estimates have an optimal dependence on the mesh size h and a mild dependence on the plate thickness t. This allows us to conclude that the method is locking‐free. The proposed method yields direct approximation of the bending moments and the shear stress. A local postprocessing leading to H¹ ‐type approximations of transverse displacement and rotations is introduced. Moreover, we propose a hybridization procedure, which leads to solving a significantly smaller positive definite system. Finally, we report numerical experiments which allow us to assess the performance of the method. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Matrix analytic methods for a multi-server retrial queue with buffer

We present numerical methods for obtaining the stationary distribution of states for multi-server retrial queues with Markovian arrival process, phase type service time distribution with two states and finite buffer; and moments of the waiting time. The methods are direct extensions of the ones for the single server retrial queues earlier developed by the authors. The queue is modelled as a level dependent Markov process and the generator for the process is approximated with one which is spacially homogeneous above some levelN. The levelN is chosen such that the probability associated with the homogeneous part of the approximated system is bounded by a small tolerance and the generator is eventually truncated above that level. Solutions are obtained by efficient application of block Gaussian elimination.     

A modified Chebyshev ϑ‐weighted Crank–Nicolson method for analyzing fractional sub‐diffusion equations

This study presents a robust modification of Chebyshev ? ‐weighted Crank–Nicolson method for analyzing the sub‐diffusion equations in the Caputo fractional sense. In order to solve the problem, by discretization of the sub‐fractional diffusion equations using Taylor's expansion a linear system of algebraic equations that can be analyzed by numerical methods is presented. Furthermore, consistency, convergence, and stability analysis of the suggested method are discussed. In this framework, compact structures of sub‐diffusion equations are considered as prototype examples. The main advantage of the proposed method is that, it is more efficient in terms of CPU time, computational cost and accuracy in comparing with the existing ones in open literature.     

Performance Analysis of the GI/M/1 Queue with Single Working Vacation and Vacations

In this paper, we consider a new class of the GI/M/1 queue with single working vacation and vacations. When the system become empty at the end of each regular service period, the server first enters a working vacation during which the server continues to serve the possible arriving customers with a slower rate, after that, the server may resume to the regular service rate if there are customers left in the system, or enter a vacation during which the server stops the service completely if the system is empty. Using matrix geometric solution method, we derive the stationary distribution of the system size at arrival epochs. The stochastic decompositions of system size and conditional system size given that the server is in the regular service period are also obtained. Moreover, using the method of semi-Markov process (SMP), we gain the stationary distribution of system size at arbitrary epochs. We acquire the waiting time and sojourn time of an arbitrary customer by the first-passage time analysis. Furthermore, we analyze the busy period by the theory of limiting theorem of alternative renewal process. Finally, some numerical results are presented.