An Efficient Convolution Algorithm for the Non-Markovian Two-Node Cyclic Network

Consider a closed cyclic queueing model that consists of two nodes and a total of M customers. Each node buffer can accommodate all M customers. Node 1 has N≤M servers, each having an exponential service time with rate λ. The second node consists of a single server with a general service time distri...

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Main Authors: Muhammad El-Taha, Thomas Michaud
Format: Article
Language:English
Published: Wiley 2021-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2021/5550363
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author Muhammad El-Taha
Thomas Michaud
author_facet Muhammad El-Taha
Thomas Michaud
author_sort Muhammad El-Taha
collection DOAJ
description Consider a closed cyclic queueing model that consists of two nodes and a total of M customers. Each node buffer can accommodate all M customers. Node 1 has N≤M servers, each having an exponential service time with rate λ. The second node consists of a single server with a general service time distribution function B.. The well-known machine repair model with spares, where a set of identical machines, N, is served by a single repair person, is a key application of this model. This model has several other applications in performance evaluation, manufacturing, computer networks, and in reliability studies as it can be easily used to compute system availability. In this article, we give an efficient algorithm to derive an exact solution for the steady state system size probabilities. Our approach is based on developing an efficient polynomial convolution method to compute the transition probabilities of a birth process over node 2 service times and solving an imbedded Markov chain at node 2 service completion epochs. This is a significant improvement over the exponential algorithm given in an earlier paper. Numerical examples are given to demonstrate the performance of our method.
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spelling doaj-art-3ed8c92bc6db49f9ba10528ce551cbb52025-02-03T01:20:32ZengWileyJournal of Applied Mathematics1110-757X1687-00422021-01-01202110.1155/2021/55503635550363An Efficient Convolution Algorithm for the Non-Markovian Two-Node Cyclic NetworkMuhammad El-Taha0Thomas Michaud1Department of Mathematics and Statistics, University of Southern Maine, 96 Falmouth Street, Portland, ME 04104-9300, USADepartment of Mathematics and Statistics, University of Southern Maine, 96 Falmouth Street, Portland, ME 04104-9300, USAConsider a closed cyclic queueing model that consists of two nodes and a total of M customers. Each node buffer can accommodate all M customers. Node 1 has N≤M servers, each having an exponential service time with rate λ. The second node consists of a single server with a general service time distribution function B.. The well-known machine repair model with spares, where a set of identical machines, N, is served by a single repair person, is a key application of this model. This model has several other applications in performance evaluation, manufacturing, computer networks, and in reliability studies as it can be easily used to compute system availability. In this article, we give an efficient algorithm to derive an exact solution for the steady state system size probabilities. Our approach is based on developing an efficient polynomial convolution method to compute the transition probabilities of a birth process over node 2 service times and solving an imbedded Markov chain at node 2 service completion epochs. This is a significant improvement over the exponential algorithm given in an earlier paper. Numerical examples are given to demonstrate the performance of our method.http://dx.doi.org/10.1155/2021/5550363
spellingShingle Muhammad El-Taha
Thomas Michaud
An Efficient Convolution Algorithm for the Non-Markovian Two-Node Cyclic Network
Journal of Applied Mathematics
title An Efficient Convolution Algorithm for the Non-Markovian Two-Node Cyclic Network
title_full An Efficient Convolution Algorithm for the Non-Markovian Two-Node Cyclic Network
title_fullStr An Efficient Convolution Algorithm for the Non-Markovian Two-Node Cyclic Network
title_full_unstemmed An Efficient Convolution Algorithm for the Non-Markovian Two-Node Cyclic Network
title_short An Efficient Convolution Algorithm for the Non-Markovian Two-Node Cyclic Network
title_sort efficient convolution algorithm for the non markovian two node cyclic network
url http://dx.doi.org/10.1155/2021/5550363
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