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Asymptotic expansion for large closed queuing networks

Published: 03 January 1990 Publication History
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  • Abstract

    In this paper, a new asymptotic method is developed for analyzing closed BCMP queuing networks with a single class (chain) consisting of a large number of customers, a single infinite server queue, and a large number of single server queues with fixed (state-independent) service rates. Asymptotic approximations are computed for the normalization constant (partition function) starting directly from a recursion relation of Buzen. The approach of the authors employs the ray method of geometrical optics and the method of matched asymptotic expansions. The method is applicable when the servers have nearly equal relative utilizations or can be divided into classes with nearly equal relative utilizations. Numerical comparisons are given that illustrate the accuracy of the asymptotic approximations.

    References

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    BASKETT, F., CHANDY, K. M., MUNTZ, R. R., AND PALACIOS-GOMEZ, F. Open, closed, and mixed networks of queues with different classes of customers. J. ACM 22, 2 (Apr. I975), 248-260.
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    BENDER, C. M., AND ORSZAG, S.A. Advanced Mathematical Methods for Scientists and Engineers. McGraw-Hill, New York, 1978.
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    BUZEN, J. P. Queueing network models of multiprogramming. Ph.D. dissertation. Division of Engineering and Applied Physics, Harvard Univ., Cambridge, Mass., 1971.
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    CONWAY, A. E., AND GEORGANAS, N.D. RECALmA new efficient algorithm for the exact analysis of multiple-chain closed queuing networks. J. ACM 33, 4 (Oct. 1986), 768-791.
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    Reviews

    Jean Walrand

    The authors address the numerical evaluation of the partition function of a product-form network with one infinite server queue and a large number of single-server queues and customers. Using simple limiting arguments and assuming that the nodes can be divided into classes with nearly equal utilizations, they derive a partial differential equation that approximates Buzen's recursive formula. The authors then employ the methods of characteristics and asymptotic expansions. Simulations are used to evaluate the results and compare them to those of McKenna and Mitra. The paper proposes a novel approach to the important problem of evaluating partition functions. The case of a large number of single-server nodes may find many applications. Some familiarity with the method of characteristics is helpful when reading the paper. References are prov ided.

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    Published In

    cover image Journal of the ACM
    Journal of the ACM  Volume 37, Issue 1
    Jan. 1990
    193 pages
    ISSN:0004-5411
    EISSN:1557-735X
    DOI:10.1145/78935
    Issue’s Table of Contents

    Publisher

    Association for Computing Machinery

    New York, NY, United States

    Publication History

    Published: 03 January 1990
    Published in JACM Volume 37, Issue 1

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