The finite element method for computing the stationary distribution of an SRBM in a hypercube with applications to finite buffer queueing networks

DOI10.1023/A:1019942711261zbMATH Open1036.90032MaRDI QIDQ1851007FDOQ1851007

Xinyang Shen, Wanyang Dai, Hong Chen, J. G. Dai

Publication date: 15 December 2002

Published in: Queueing Systems (Search for Journal in Brave)

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zbMATH Keywords

finite element methodnumerical algorithmstationary distributionheavy trafficperformance analysisfinite buffersemimartingale reflecting Brownian motionbasic adjoint relationshipBrownian approximationBNAfmBNAsmqueueingnetworks

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25)

Cited In (17)

• Numerical solution of a long-term average control problem for singular stochastic processes
• Estimating intensity functions of spatial inhomogeneous Poisson point processes via a Stein estimator
• Computing the stationary distribution of an SRBM in an orthant with applications to queueing networks
• Steady-state analysis of RBM in a rectangle: Numerical methods and a queueing application
• A sparse grid space-time discretization scheme for parabolic problems
• Validity of heavy traffic steady-state approximations in generalized Jackson networks
• Fast simulation for Gaussian random fields on compact Riemannian manifolds
• Many-server queues with customer abandonment: numerical analysis of their diffusion models
• Convolutional neural network based simulation and analysis for backward stochastic partial differential equations
• Boundary behavior and product-form stationary distributions of jump diffusions in the orthant with state-dependent reflections
• Heavy traffic approximation for the stationary distribution of stochastic fluid networks
• On a Multilevel Preconditioner and its Condition Numbers for the Discretized Laplacian on Full and Sparse Grids in Higher Dimensions
• A Brownian model for multiclass queueing networks with finite buffers
• Diffusion approximations for multiclass queueing networks under preemptive priority service discipline
• On product-form stationary distributions for reflected diffusions with jumps in the positive orthant
• Efficient Steady-State Simulation of High-Dimensional Stochastic Networks
• Product-form solutions for integrated services packet networks and cloud computing systems

Uses Software

• BLAS
• SPOOLES

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