Numerical Algorithms for Transient Analysis of Fluid Queues
نویسنده
چکیده
We consider the continuous model of a two machines with finite intermediary buffer production line. The behavior of the machines is controlled by finite homogeneous Markov chains. We study a numerical algorithm for the integration of the system of partial differential equations describing the transient behavior. Stochastic fluid models are used for performance evaluation of high-speed computer networks and manufacturing systems. Solutions to the transient behavior of such systems were provided by previous works in terms of Laplace transform of the solution or by explicit formula in the case of an infinite buffer. Our numerical algorithm provides a fast solution with a good precision under weak assumptions on the initial conditions.
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