Two finite-difference methods for solving MAP(t)/PH(t)/1/K queueing models

Authors:
Darryl Wayne Dormuth;Attahiru Sule Alfa
Affiliations:
Department of Mechanical and Industrial Engineering, University of Manitoba, Winnipeg, Manitoba, Canada R3T 2N2 E-mail: &lcub/dormuth&semi/alfa&rcub/@ccu.umanitoba.ca;Department of Mechanical and Industrial Engineering, University of Manitoba, Winnipeg, Manitoba, Canada R3T 2N2 E-mail: &lcub/dormuth&semi/alfa&rcub/@ccu.umanitoba.ca
Venue:
Queueing Systems: Theory and Applications
Year:
1997

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Abstract

In this paper two solution methods to the MAP(t)/PH(t)/1/K queueing model are introduced, one based on the Backwards Euler Method and the other on the Uniformization Method. Both methods use finite-differencing with a discretized, adaptive time-mesh to obtain time-dependent values for the entire state probability vector. From this vector, most performance parameters such as expected waiting time and expected number in the system can be computed. Also presented is a technique to compute the entire waiting (sojourn) time distribution as a function of transient time. With these two solution methods one can examine any transient associated with the MAP(t)/PH(t)/1/K model including time-varying arrival and/or service patterns. Four test cases are used to demonstrate the effectiveness of these methods. Results from these cases indicate that both methods provide fast and accurate solutions to a wide range of transient scenarios.