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Approximate analysis of a network of fluid queues
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ACM SIGMETRICS Performance Evaluation Review archive
Volume 35 ,  Issue 2  (September 2007) table of contents
SPECIAL ISSUE: Special issue on the Workshop on MAthematical performance Modeling and Analysis (MAMA2007) table of contents
Pages 30-32  
Year of Publication: 2007
ISSN:0163-5999
Authors
Tony Field  Imperial College, London, UK
Peter Harrison  Imperial College, London, UK
Publisher
ACM  New York, NY, USA
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ABSTRACT

Fluid models have for some time been used to approximate stochastic networks with discrete state. These range from traditional 'heavy traffic' approximations to the recent advances in bio-chemical system models. Here we use an approximate compositional method to analyse a simple feedforward network of fluid queues which comprises both probabilistic branching and superposition. This extends our earlier work that showed the approximation to yield excellent results for a linear chain of fluid queues. The results are compared with those from a simulation model of the same system. The compositional approach is shown to yield good approximations, deteriorating for nodes with high load when there is correlation between their immediate inputs. This correlation arises when a common set of external sources feeds more than one queue, directly or indirectly.


REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

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O. Kella and W. Whitt. Useful martingales for stochastic storage processes with Levy input. Journal of Applied Probability, 29(2):396--403, 1992.
 
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L. Rabehasaina. Moments of a Markov-modulated, irreducible network of fluid queues. Journal of Applied Probability, 43(2):510--522, 2006.
 
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Collaborative Colleagues:
Tony Field: colleagues
Peter Harrison: colleagues