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Second order fluid models with general boundary behaviour

Author

Listed:
  • M. Gribaudo
  • D. Manini
  • B. Sericola
  • M. Telek

Abstract

A crucial property of second order fluid models is the behaviour of the fluid level at the boundaries. Two cases have been considered: the reflecting and the absorbing boundary. This paper presents an approach for the stationary analysis of second order fluid models with any combination of boundary behaviours. The proposed approach is based on the solution of a linear system whose coefficients are obtained from a matrix exponent. A practical example demonstrates the suitability of the technique in performance modeling. Copyright Springer Science+Business Media, LLC 2008

Suggested Citation

  • M. Gribaudo & D. Manini & B. Sericola & M. Telek, 2008. "Second order fluid models with general boundary behaviour," Annals of Operations Research, Springer, vol. 160(1), pages 69-82, April.
    • Handle: RePEc:spr:annopr:v:160:y:2008:i:1:p:69-82:10.1007/s10479-007-0297-7
    DOI: 10.1007/s10479-007-0297-7
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    References listed on IDEAS

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    1. Rajeeva L. Karandikar & Vidyadhar G. Kulkarni, 1995. "Second-Order Fluid Flow Models: Reflected Brownian Motion in a Random Environment," Operations Research, INFORMS, vol. 43(1), pages 77-88, February.
    2. Horton, Graham & Kulkarni, Vidyadhar G. & Nicol, David M. & Trivedi, Kishor S., 1998. "Fluid stochastic Petri nets: Theory, applications, and solution techniques," European Journal of Operational Research, Elsevier, vol. 105(1), pages 184-201, February.
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    Cited by:

    1. Gábor Horváth & Miklós Telek, 2017. "Matrix-analytic solution of infinite, finite and level-dependent second-order fluid models," Queueing Systems: Theory and Applications, Springer, vol. 87(3), pages 325-343, December.

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