Geometrical Optics Approach to Markov‐Modulated Fluid Models

DOI10.1111/J.0022-2526.2005.01540.XMaRDI QIDQ3528444zbMATH OpenOpenAlexFDO

Authors Diego Dominici, Charles Knessl

Publication date 16 October 2008

Published in Studies in Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0306262

Mathematics Subject Classification ID

KdV equations (Korteweg-de Vries equations) (35Q53) NLS equations (nonlinear Schrödinger equations) (35Q55) Ill-posed problems for PDEs (35R25) Nonlinear effects in hydrodynamic stability (76E30) Absolute and convective instability and stability in hydrodynamic stability (76E15)

Abstract: We analyze asymptotically a differential-difference equation, that arises in a Markov-modulated fluid model. Here there are N identical sources that turn "on" and "off", and when "on" they generate fluid at unit rate into a buffer, which process the fluid at a rate c < N. In the steady state limit, the joint probability distribution of the buffer content and the number of active sources satisfies a system of N + 1 ODEs, that can also be viewed as a differential-difference equation analogous to a backward/forward parabolic PDE. We use singular perturbation methods to analyze the problem for N large with appropriate scalings of the two state variables. In particular, the ray method and asymptotic matching are used.

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Cited in

(2)

• Asymptotic analysis of a family of polynomials associated with the inverse error function
• Asymptotic analysis of a fluid model modulated by an M/M/1 queue

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