Boundary value methods for transient solutions of queueing networks with variant vacation policy

Authors:
Raymond H. Chan;Spike T. Lee;Hai-Wei Sun
Affiliations:
Department of Mathematics, The Chinese University of Hong Kong, Shatin, Hong Kong, China;Department of Mathematics, The Chinese University of Hong Kong, Shatin, Hong Kong, China;Department of Mathematics, University of Macau, Macao, China
Venue:
Journal of Computational and Applied Mathematics
Year:
2012

Citing 8
Cited 0

Queueing systems with vacations—a survey

Queueing Systems: Theory and Applications
A parallel preconditioning technique for boundary value methods

Applied Numerical Mathematics
A Circulant Preconditioner for the Systems of LMF-Based ODE Codes

SIAM Journal on Scientific Computing
Iterative Methods for Sparse Linear Systems

Iterative Methods for Sparse Linear Systems
Vacation Queueing Models: Theory and Applications (International Series in Operations Research & Management Science)

Vacation Queueing Models: Theory and Applications (International Series in Operations Research & Management Science)
An Introduction to Iterative Toeplitz Solvers (Fundamentals of Algorithms)

An Introduction to Iterative Toeplitz Solvers (Fundamentals of Algorithms)
Boundary value methods with the Crank-Nicolson preconditioner for pricing options in the jump-diffusion model

International Journal of Computer Mathematics
An M/M/2 queueing system with heterogeneous servers and multiple vacations

Mathematical and Computer Modelling: An International Journal

Quantified Score

Hi-index	7.29

Visualization

Abstract

Boundary value methods are applied to find transient solutions of M/M/2 queueing systems with two heterogeneous servers under a variant vacation policy. An iterative method is employed to solve the resulting large linear system and a Crank-Nicolson preconditioner is used to accelerate the convergence. Numerical results are presented to demonstrate the efficiency of the proposed method.