An Approximate Analysis of a Stochastic Fluid Flow Model Applied to an ATM Multiplexer

ATM 다중화 장치에 적용된 추계적 유체흐름 모형의 근사분석

In this paper, we propose a new approach to solve stochastic fluid flow models applied to the analysis of ceil loss of an ATM multiplexer. Existing stochastic fluid flow models have been analyzed by using linear differential equations. In case of large state space, however. analyzing stochastic fluid flow model without numerical errors is not easy. To avoid this numerical errors and to analyze stochastic fluid flow model with large state space. we develope a new computational algorithm. Instead of solving differential equations directly, this approach uses iterative and numerical method without calculating eigenvalues. eigenvectors and boundary coefficients. As a result, approximate solutions and upper and lower bounds are obtained. This approach can be applied to stochastic fluid flow model having general Markov chain structure as well as to the superposition of heterogeneous ON-OFF sources it can be extended to Markov process having non-exponential sojourn times.