Matrix-geometric algorithms for stochastic fluid flows

2006 ◽  
Author(s):  
Soohan Ahn ◽  
V. Ramaswami
Keyword(s):  
Fluid Flows ◽  
Geometric Algorithms ◽  
Stochastic Fluid

ALGORITHMS FOR RETURN PROBABILITIES FOR STOCHASTIC FLUID FLOWS

2005 ◽  
Vol 21 (1) ◽  
pp. 149-184 ◽  
Author(s):  
Nigel G. Bean ◽  
Małgorzata M. O'Reilly ◽  
Peter G. Taylor
Keyword(s):  
Fluid Flows ◽  
Stochastic Fluid

scholarly journals HITTING PROBABILITIES AND HITTING TIMES FOR STOCHASTIC FLUID FLOWS: THE BOUNDED MODEL

2008 ◽  
Vol 23 (1) ◽  
pp. 121-147 ◽  
Author(s):  
Nigel G. Bean ◽  
Małgorzata M. O'Reilly ◽  
Peter G. Taylor
Keyword(s):  
Fluid Flow ◽  
Performance Measures ◽  
Flow Model ◽  
Fluid Flows ◽  
Hitting Times ◽  
Fluid Level ◽  
Probability Models ◽  
Hitting Probabilities ◽  
Stochastic Fluid Flow ◽  
Stochastic Fluid

We consider a Markovian stochastic fluid flow model in which the fluid level has a lower bound zero and a positive upper bound. The behavior of the process at the boundaries is modeled by parameters that are different than those in the interior and allow for modeling a range of desired behaviors at the boundaries. We illustrate this with examples. We establish formulas for several time-dependent performance measures of significance to a number of applied probability models. These results are achieved with techniques applied within the fluid flow model directly. This leads to useful physical interpretations, which are presented.

The analysis of cyclic stochastic fluid flows with time-varying transition rates

2015 ◽  
Vol 82 (1-2) ◽  
pp. 43-73 ◽  
Author(s):  
Barbara Margolius ◽  
Małgorzata M. O’Reilly
Keyword(s):  
Fluid Flows ◽  
Time Varying ◽  
Transition Rates ◽  
Stochastic Fluid

scholarly journals Hitting probabilities and hitting times for stochastic fluid flows

2005 ◽  
Vol 115 (9) ◽  
pp. 1530-1556 ◽  
Author(s):  
Nigel G. Bean ◽  
Małgorzata M. O’Reilly ◽  
Peter G. Taylor
Keyword(s):  
Fluid Flows ◽  
Hitting Times ◽  
Hitting Probabilities ◽  
Stochastic Fluid
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