UNIVERSITY OF COLORADO AT DENVER

PLACE: Mathematics Conference Room 626 UCD Building, 1250 14th St., Denver

TIME: 2 pm (Refreshments served at 1:45 pm)

DATE: March 29 1999

 
        Burt Simon, CU-Denver

Title: Diffusion Limits for Queueing Models

Abstract: This talk is designed to quickly familiarize the audience with 
some generic queueing models and then show how certain PDE's 
(Fokker-Planck equations) arise from an asymptotic analysis of the queues. 
By considering a sequence of queueing systems approaching "heavy traffic" 
and properly scaling the time and space variables, one obtains a 
diffusion process as a limit. The probability density functions for 
diffusion processes satisfy Fokker-Planck equations. With the exception of 
some simple or specially structured models the resulting equations 
cannot be solved explicitly, so numerical solutions are sought.