Analysis of Queueing Networks in Equilibrium

2020 ◽  
Vol 12 (4) ◽  
pp. 1-17
Author(s):  
Izabella V. Lokshina ◽  
Cees J. M. Lanting
Keyword(s):  
Markov Chains ◽  
Communication Networks ◽  
Queueing Networks ◽  
Numerical Solutions ◽  
Gaussian Elimination ◽  
Steady State Analysis ◽  
Numerical Examples ◽  
Queuing Models ◽  
Stochastic Techniques ◽  
Computational Procedures

Equilibria of queueing networks are a means for performance analysis of real communication networks introduced as Markov chains. In this paper, the authors developed, evaluated, and compared computational procedures to obtain numerical solutions for queueing networks in equilibrium with the use of direct, iterative, and aggregative techniques in steady-state analysis of Markov chains. Advanced computational procedures are developed with the use of Gaussian elimination, power iteration, Courtois' decomposition, and Takahashi's iteration techniques. Numerical examples are provided together with comparative analysis of obtained results. The authors consider these procedures are also applicable to other domains where systems are described with comparable queuing models and stochastic techniques are sufficiently relevant. Several suitable domains of applicability are proposed.

A stochastic operational matrix method for numerical solutions of multi-dimensional stochastic Itô–Volterra integral equations

2020 ◽  
Vol 28 (3) ◽  
pp. 209-216
Author(s):  
S. Singh ◽  
S. Saha Ray
Keyword(s):  
Integral Equations ◽  
Numerical Solutions ◽  
Operational Matrix ◽  
Approximate Solutions ◽  
Volterra Integral Equations ◽  
Numerical Examples ◽  
Operational Matrix Method ◽  
Block Pulse Functions ◽  
Stochastic Operational Matrix ◽  
Block Pulse Function

AbstractIn this article, hybrid Legendre block-pulse functions are implemented in determining the approximate solutions for multi-dimensional stochastic Itô–Volterra integral equations. The block-pulse function and the proposed scheme are used for deriving a methodology to obtain the stochastic operational matrix. Error and convergence analysis of the scheme is discussed. A brief discussion including numerical examples has been provided to justify the efficiency of the mentioned method.

A Friendly Iterative Technique for Solving Nonlinear Integro-Differential and Systems of Nonlinear Integro-Differential Equations

2018 ◽  
Vol 15 (03) ◽  
pp. 1850016 ◽  
Author(s):  
A. A. Hemeda
Keyword(s):  
Approximate Solution ◽  
Differential Operator ◽  
Differential Equations ◽  
The Other ◽  
Iterative Technique ◽  
Restrictive Assumption ◽  
Numerical Examples ◽  
Linear And Nonlinear ◽  
Computational Procedures ◽  
Adomian’S Polynomials

In this work, a simple new iterative technique based on the integral operator, the inverse of the differential operator in the problem under consideration, is introduced to solve nonlinear integro-differential and systems of nonlinear integro-differential equations (IDEs). The introduced technique is simpler and shorter in its computational procedures and time than the other methods. In addition, it does not require discretization, linearization or any restrictive assumption of any form in providing analytical or approximate solution to linear and nonlinear equations. Also, this technique does not require calculating Adomian’s polynomials, Lagrange’s multiplier values or equating the terms of equal powers of the impeding parameter which need more computational procedures and time. These advantages make it reliable and its efficiency is demonstrated with numerical examples.

scholarly journals Methodology for the Assessment of Imprecise Multi-State System Availability

Mathematics ◽  
2022 ◽  
Vol 10 (1) ◽  
pp. 150
Author(s):  
Joanna Akrouche ◽  
Mohamed Sallak ◽  
Eric Châtelet ◽  
Fahed Abdallah ◽  
Hiba Hajj Chehade
Keyword(s):  
Markov Chains ◽  
Constraint Propagation ◽  
State System ◽  
Combined Approach ◽  
System Availability ◽  
Contraction Method ◽  
Numerical Examples ◽  
Complex Architectures ◽  
Backward Propagation ◽  
Interval Constraint

Most existing studies of a system’s availability in the presence of epistemic uncertainties assume that the system is binary. In this paper, a new methodology for the estimation of the availability of multi-state systems is developed, taking into consideration epistemic uncertainties. This paper formulates a combined approach, based on continuous Markov chains and interval contraction methods, to address the problem of computing the availability of multi-state systems with imprecise failure and repair rates. The interval constraint propagation method, which we refer to as the forward–backward propagation (FBP) contraction method, allows us to contract the probability intervals, keeping all the values that may be consistent with the set of constraints. This methodology is guaranteed, and several numerical examples of systems with complex architectures are studied.

A Proposed Method to Group the Solutions From Dimensional Synthesis: Planar Triads for Six Precision Position

1992 ◽  
Author(s):  
Xiancheng Lu ◽  
Chuen-Sen Lin
Keyword(s):  
Infinite Number ◽  
Numerical Solutions ◽  
Angular Displacement ◽  
Dimensional Synthesis ◽  
Number Of Solutions ◽  
Jacobian Matrices ◽  
Design Task ◽  
Numerical Examples ◽  
Computer Automation ◽  
Constraint Sets

Abstract In this paper, a method has been proposed to group into six sets the infinite number of solutions from dimensional synthesis of planar triads for six precision positions. The proposed method reveals the relationships between the different configurations of the compatibility linkage and the sets of numerical solutions from dimensional synthesis. By checking the determinant signs and the contunities of values of the sub-Jacobian matrices and their derivatives with respect to the independent angular displacement for all constraint sets in the compatibility linkage, it enables the computer to identify and group the synthesized solutions. Numerical examples have been given to verify the applicability of this method. Six sets of the partial triad Burmester curves have been plotted based on grouped solutions. Suitable solutions can be easily found from the partial triad Burmester curves and utilized for the prescribed design task. This method provides a useful tool to group the dimensional synthesis solutions and enhances the computer automation in the design of linkage mechanisms.

scholarly journals A Note on Double Conformable Laplace Transform Method and Singular One Dimensional Conformable Pseudohyperbolic Equations

Mathematics ◽  
2019 ◽  
Vol 7 (10) ◽  
pp. 949 ◽  
Author(s):  
Hassan Eltayeb ◽  
Said Mesloub ◽  
Yahya T. Abdalla ◽  
Adem Kılıçman
Keyword(s):  
Present Method ◽  
Decomposition Method ◽  
Numerical Solutions ◽  
High Accuracy ◽  
Laplace Transform Method ◽  
Transform Method ◽  
Numerical Examples ◽  
One Dimensional ◽  
Linear And Nonlinear ◽  
Laplace Decomposition Method

The purpose of this article is to obtain the exact and approximate numerical solutions of linear and nonlinear singular conformable pseudohyperbolic equations and conformable coupled pseudohyperbolic equations through the conformable double Laplace decomposition method. Further, the numerical examples were provided in order to demonstrate the efficiency, high accuracy, and the simplicity of present method.

scholarly journals Two Approaches to the Construction of Perturbation Bounds for Continuous-Time Markov Chains

Mathematics ◽  
2020 ◽  
Vol 8 (2) ◽  
pp. 253 ◽  
Author(s):  
Alexander Zeifman ◽  
Victor Korolev ◽  
Yacov Satin
Keyword(s):  
Markov Chains ◽  
State Space ◽  
Continuous Time ◽  
Countable State Space ◽  
Perturbation Bounds ◽  
Queuing Models ◽  
Continuous Time Markov Chains ◽  
Quantitative Estimates ◽  
Countable State

This paper is largely a review. It considers two main methods used to study stability and to obtain appropriate quantitative estimates of perturbations of (inhomogeneous) Markov chains with continuous time and a finite or countable state space. An approach is described to the construction of perturbation estimates for the main five classes of such chains associated with queuing models. Several specific models are considered for which the limit characteristics and perturbation bounds for admissible “perturbed” processes are calculated.

ERROR BOUNDS FOR OCCUPATION MEASURE OF SINGULARLY PERTURBED MARKOV CHAINS INCLUDING TRANSIENT STATES

2000 ◽  
Vol 14 (4) ◽  
pp. 511-531 ◽  
Author(s):  
G. Yin ◽  
Q. Zhang ◽  
Q. G. Liu
Keyword(s):  
Markov Chains ◽  
Error Bounds ◽  
Queueing Networks ◽  
Large Scale ◽  
Singularly Perturbed ◽  
Planning System ◽  
Nonstationary Processes ◽  
Transient States ◽  
Asymptotic Error ◽  
Occupation Measures

Motivated by many applications in production planning, system reliability, queueing networks, and wireless communication, this work is devoted to singularly perturbed Markov chains with finite states. Focusing on nonstationary processes with the inclusion of transient states, asymptotic error bounds of a sequence of suitably scaled occupation measures are derived. The main tools used include martingales and differential equations. The results are useful for analyzing structural properties of the underlying Markov chains and for designing nearly optimal and hierarchical controls of large-scale and complex systems.

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