Derivative Calculation through the Matrix-Geometric Solution Method

1990 ◽  
Author(s):  
Wei-Bo Gong ◽  
Jie Pan ◽  
Christos G. Cassandras
Keyword(s):  
Solution Method ◽  
The Matrix ◽  
Matrix Geometric Solution

scholarly journals On the GI/M/1 Queue with Vacations and Multiple Service Phases

2017 ◽  
Vol 2017 ◽  
pp. 1-14
Author(s):  
Jianjun Li ◽  
Liwei Liu
Keyword(s):  
Performance Measures ◽  
Waiting Time ◽  
Solution Method ◽  
System Size ◽  
Mean Waiting Time ◽  
The Matrix ◽  
Matrix Geometric Solution ◽  
Semi Markov Process ◽  
Stationary Waiting Time ◽  
Number Of Customers

This paper considers a GI/M/1 queue with vacations and multiple service phases. Whenever the system becomes empty, the server takes a vacation, causing the system to move to vacation phase 0. If the server returns from a vacation to find no customer waiting, another vacation begins. Otherwise, the system jumps from phase 0 to some service phase i with probability qi,  i=1,2,…,N. Using the matrix geometric solution method and semi-Markov process, we obtain the distributions of the stationary system size at both arrival and arbitrary epochs. The distribution of the stationary waiting time of an arbitrary customer is also derived. In addition, we present some performance measures such as mean waiting time of an arbitrary customer, mean length of the type-i cycle, and mean number of customers in the system at the end of phase 0. Finally, some numerical examples are presented.

On the convergence and limits of certain matrix sequences arising in quasi-birth-and-death Markov chains

2001 ◽  
Vol 38 (2) ◽  
pp. 519-541 ◽  
Author(s):  
Qi-Ming He ◽  
Marcel F. Neuts
Keyword(s):  
Markov Chains ◽  
Nonnegative Solution ◽  
Nonlinear Matrix Equation ◽  
The Matrix ◽  
Boundary States ◽  
The Minimal Nonnegative Solution ◽  
Stochastic Solution ◽  
Matrix Geometric Solution ◽  
Technical Issues ◽  
Nonlinear Matrix

We study the convergence of certain matrix sequences that arise in quasi-birth-and-death (QBD) Markov chains and we identify their limits. In particular, we focus on a sequence of matrices whose elements are absorption probabilities into some boundary states of the QBD. We prove that, under certain technical conditions, that sequence converges. Its limit is either the minimal nonnegative solution G of the standard nonlinear matrix equation, or it is a stochastic solution that can be explicitly expressed in terms of G. Similar results are obtained relative to the standard matrix R that arises in the matrix-geometric solution of the QBD. We present numerical examples that clarify some of the technical issues of interest.

scholarly journals The Geo/Geo/1+1 Queueing System with Negative Customers

2013 ◽  
Vol 2013 ◽  
pp. 1-8 ◽  
Author(s):  
Zhanyou Ma ◽  
Yalin Guo ◽  
Pengcheng Wang ◽  
Yumei Hou
Keyword(s):  
Performance Measures ◽  
Waiting Time ◽  
System Performance ◽  
Queue Length ◽  
Solution Method ◽  
Queueing System ◽  
Negative Customers ◽  
Idle Period ◽  
Matrix Geometric Solution ◽  
Qbd Process

We study a Geo/Geo/1+1 queueing system with geometrical arrivals of both positive and negative customers in which killing strategies considered are removal of customers at the head (RCH) and removal of customers at the end (RCE). Using quasi-birth-death (QBD) process and matrix-geometric solution method, we obtain the stationary distribution of the queue length, the average waiting time of a new arrival customer, and the probabilities of servers in busy or idle period, respectively. Finally, we analyze the effect of some related parameters on the system performance measures.

Fluid Model Driven by an M/M/1 Queue with Set-Up and Close-Down Period

2014 ◽  
Vol 513-517 ◽  
pp. 3377-3380
Author(s):  
Fu Wei Wang ◽  
Bing Wei Mao
Keyword(s):  
Stationary Distribution ◽  
Solution Method ◽  
Fluid Model ◽  
Model Driven ◽  
Buffer Content ◽  
The Laplace Transform ◽  
Matrix Geometric Solution ◽  
The Mean ◽  
Joint Stationary Distribution ◽  
Set Up

The fluid model driven by an M/M/1 queue with set-up and close-down period is studied. The Laplace transform of the joint stationary distribution of the fluid model is of matrix geometric structure. With matrix geometric solution method, the Laplace-Stieltjes transformation of the stationary distribution of the buffer content is obtained, as well as the mean buffer content. Finally, with some numerical examples, the effect of the parameters on mean buffer content is presented.

scholarly journals Mathematical Model For Forwarding Packets In Communication Network

2021 ◽  
Author(s):  
Samaa Adel Ibrahim Hussein ◽  
Fayez Wanis Zaki ◽  
Mohammed Ashour
Keyword(s):  
Data Transfer ◽  
Solution Procedure ◽  
Area Network ◽  
Wide Area Network ◽  
Phase Type Distribution ◽  
Application Performance ◽  
Phase Type ◽  
The Matrix ◽  
Matrix Geometric Solution ◽  
System States

Abstract In recent years, SDN technology has been applied to several networks such as wide area network (WAN). IT provides many benefits, such as: enhancing data transfer, promoting Application performance and reducing deployment costs. Software Defined-WAN networks lack studies and references. This paper introduced a system for SD-WAN network using PH/PH/C queues. It concentrates on the study of algebraic estimates the probability distribution of the system states. The Matrix-Geometric solution procedure of a phase type distribution queue with first-come first-served discipline is used.

On steady-state queue size distributions of the discrete-time GI/G/1 queue

1996 ◽  
Vol 28 (04) ◽  
pp. 1177-1200 ◽  
Author(s):  
Tao Yang ◽  
M. L. Chaudhry
Keyword(s):  
Steady State ◽  
Discrete Time ◽  
Linear Transformation ◽  
State System ◽  
Interarrival Time ◽  
Steady State Distribution ◽  
State Distribution ◽  
The Matrix ◽  
Matrix Geometric Solution ◽  
System Length

In this paper, we present results for the steady-state system length distributions of the discrete-timeGI/G/1 queue. We examine the system at customer arrival epochs (customer departure epochs) and use the residual service time (residual interarrival time) as the supplementary variable. The embedded Markov chain is ofGI/M/1 type if the embedding points are arrival epochs and is ofM/G/1 type if the embedding points are departure epochs. Using the matrix analytic method, we identify the necessary and sufficient condition for both Markov chains to be positive recurrent. For theGI/M/1 type chain, we derive a matrix-geometric solution for its steady-state distribution and for theM/G/1 type chain, we develop a simple linear transformation that relates it to theGI/M/1 type chain and leads to a simple analytic solution for its steady-state distribution. We also show that the steady-state system length distribution at an arbitrary point in time can be obtained by a simple linear transformation of the matrix-geometric solution for theGI/M/1 type chain. A number of applications of the model to communication systems and numerical examples are also discussed.

The analysis of discrete time Geom/Geom/1 queue with single working vacation and multiple vacations (Geom/Geom/1/SWV+MV)

2018 ◽  
Vol 52 (1) ◽  
pp. 95-117 ◽  
Author(s):  
Qingqing Ye ◽  
Liwei Liu
Keyword(s):  
Discrete Time ◽  
System Size ◽  
Stochastic Decomposition ◽  
Model Parameters ◽  
Working Vacation ◽  
Two Phase ◽  
Multiple Vacations ◽  
Special Cases ◽  
The Matrix ◽  
Matrix Geometric Solution

In this article, we consider a discrete-time Geom/Geom/1 queue with two phase vacation policy that comprises single working vacation and multiple vacations, denoted by Geom/Geom/1/SWV+MV. For this model, we first derive the explicit expression for the stationary system size by the matrix-geometric solution method. Next, we obtain the stochastic decomposition structures of system size and the sojourn time of an arbitrary customer in steady state. Moreover, the regular busy period and busy cycle are analyzed by limiting theorem of alternative renewal process. Besides, some special cases are presented and the relationship between the Geom/Geom/1/SWV+MV queue and its continuous time counterpart is investigated. Finally, we perform several experiments to illustrate the effect of model parameters on some performance measures.

Load Flow Analysis Using Improved Newton-Raphson Method

2015 ◽  
Vol 793 ◽  
pp. 494-499 ◽  
Author(s):  
Chieng Kai Seng ◽  
Tay Lea Tien ◽  
Janardan Nanda ◽  
Syafrudin Masri
Keyword(s):  
Solution Method ◽  
Flow Analysis ◽  
Load Flow ◽  
Practical Application ◽  
Load Flow Analysis ◽  
Wide Range ◽  
The Matrix ◽  
On Line ◽  
Raphson Method ◽  
Computation Speed

This paper describes a simple, reliable and swift load-flow solution method with a wide range of practical application. It is attractive for accurate or approximate off-and on-line calculations for routine and contingency purposes. It is applicable for networks of any size and can be executed effectively on computers. The method is a development on conventional load flow principle and its precise algorithm form has been determined to bring improvement to the conventional techniques. This paper presents a comparative study of the new constant Jacobian matrix load flow method built based on several conventional NR load flow methods. Assumptions are made so as to make the matrix constant, thus eliminating the need of calculating the matrix in every iteration. The proposed method exhibits better computation speed.

On steady-state queue size distributions of the discrete-time GI/G/1 queue

1996 ◽  
Vol 28 (4) ◽  
pp. 1177-1200 ◽  
Author(s):  
Tao Yang ◽  
M. L. Chaudhry
Keyword(s):  
Steady State ◽  
Discrete Time ◽  
Linear Transformation ◽  
State System ◽  
Interarrival Time ◽  
Steady State Distribution ◽  
State Distribution ◽  
The Matrix ◽  
Matrix Geometric Solution ◽  
System Length

In this paper, we present results for the steady-state system length distributions of the discrete-time GI/G/1 queue. We examine the system at customer arrival epochs (customer departure epochs) and use the residual service time (residual interarrival time) as the supplementary variable. The embedded Markov chain is of GI/M/1 type if the embedding points are arrival epochs and is of M/G/1 type if the embedding points are departure epochs. Using the matrix analytic method, we identify the necessary and sufficient condition for both Markov chains to be positive recurrent. For the GI/M/1 type chain, we derive a matrix-geometric solution for its steady-state distribution and for the M/G/1 type chain, we develop a simple linear transformation that relates it to the GI/M/1 type chain and leads to a simple analytic solution for its steady-state distribution. We also show that the steady-state system length distribution at an arbitrary point in time can be obtained by a simple linear transformation of the matrix-geometric solution for the GI/M/1 type chain. A number of applications of the model to communication systems and numerical examples are also discussed.

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