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  • 1
    ISSN: 1573-1480
    Source: Springer Online Journal Archives 1860-2000
    Topics: Geosciences , Physics
    Notes: Abstract Extreme rainfall events can have severe impacts on society, so possible long-term changes in the intensity of extreme events are of concern. Testing for long-term changes in the intensity of extreme events is complicated by data inhomogeneities resulting from site and instrumentation changes. Using rainfall data from stations in South Africa that have not involved site relocations, but which have not been tested for inhomogeneities resulting from changes in instrumentation, a method of testing for changes in the intensity of extreme events is adopted. Significant increases in the intensity of extreme rainfall events between 1931–1960 and 1961–1990 are identified over about 70% of the country. The intensity of the 10-year high rainfall events has increased by over 10% over large areas of the country, except in parts of the north-east, north-west and in the winter rainfall region of the south-west. Percentage increases in the intensity of high rainfall events are largest for the most extreme events. While some inhomogeneities remain in the data used, the observed changes in the intensity of extreme rainfall events over South Africa are thought to be at least partly real.
    Type of Medium: Electronic Resource
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  • 2
    Electronic Resource
    Electronic Resource
    Springer
    Queueing systems 5 (1989), S. 265-279 
    ISSN: 1572-9443
    Keywords: Brownian approximations ; networks of queues ; scheduling theory ; heavy traffic analysis ; dynamic priority ; pathwise solution
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract We consider a queueing network with two single-server stations and two types of customers. Customers of type A require service only at station 1 and customers of type B require service first at station 1 and then at station 2. Each server has a different general service time distribution, and each customer type has a different general interarrival time distribution. The problem is to find a dynamic sequencing policy at station 1 that minimizes the long-run average expected number of customers in the system. The scheduling problem is approximated by a dynamic control problem involving Brownian motion. A reformulation of this control problem is solved, and the solution is interpreted in terms of the queueing system in order to obtain an effective sequencing policy. Also, a pathwise lower bound (for any sequencing policy) is obtained for the total number of customers in the network. We show via simulation that the relative difference between the performance of the proposed policy and the pathwise lower bound becomes small as the load on the network is increased toward the heavy traffic limit.
    Type of Medium: Electronic Resource
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  • 3
    Electronic Resource
    Electronic Resource
    Springer
    Queueing systems 13 (1993), S. 5-40 
    ISSN: 1572-9443
    Keywords: Multiclass open queueing network ; Brownian system model ; reflected Brownian motion ; heavy traffic approximation ; heavy traffic scaling ; sojourn time distribution
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract This paper is concerned with Brownian system models that arise as heavy traffic approximations for open queueing networks. The focus is on model formulation, and more specifically, on the formulation of Brownian models for networks with complex routing. We survey the current state of knowledge in this dynamic area of research, including important open problems. Brownian approximations culminate in estimates of complete distributions; we present numerical examples for which complete sojourn time distributions are estimated, and those estimates are compared against simulation.
    Type of Medium: Electronic Resource
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  • 4
    Electronic Resource
    Electronic Resource
    Springer
    Queueing systems 6 (1990), S. 1-32 
    ISSN: 1572-9443
    Keywords: Brownian model ; diffusion approximation ; performance modeling ; queueing networks ; QNET ; two-moment approximation ; multiclass queues
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract Consider an open network of single-server stations, each with a first-in-first-out discipline. The network may be populated by various customer types, each with its own routing and service requirements. Routing may be either deterministic or stochastic, and the interarrival and service time distributions may be arbitrary. In this paper a general method for steady-state performance analysis is described and illustrated. This analytical method, called QNET, uses both first and second moment information, and it is motivated by heavy traffic theory. However, our numerical examples show that QNET compares favorably with W. Whitt's Queueing Network Analyzer (QNA) and with other approximation schemes, even under conditions of light or moderate loading. In the QNET method one first replaces the original queueing network by what we call an approximating Brownian system model, and then one computes the stationary distribution of the Brownian model. The second step amounts to solving a certain highly structured partial differential equation problem; a promising general approach to the numerical solution of that PDE problem is described by Harrison and Dai [8] in a companion paper. Thus far the numerical solution technique has been implemented only for two-station networks, and it is clear that the computational burden will grow rapidly as the number of stations increases. Thus we also describe and investigate a cruder approach to two-moment network analysis, called ΠNET, which is based on a product form approximation, or decomposition approximation, to the stationary distribution of the Brownian system model. In very broad terms, ΠNET is comparable to QNA in its level of sophistication, whereas QNET captures more subtle system interactions. In our numerical examples the performance of ΠNET and QNA is similar; the performance of QNET is generally better, sometimes much better.
    Type of Medium: Electronic Resource
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  • 5
    Electronic Resource
    Electronic Resource
    Springer
    Queueing systems 33 (1999), S. 339-368 
    ISSN: 1572-9443
    Keywords: heavy traffic ; parallel‐server systems ; Brownian control problem ; resource pooling
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract We consider a queueing system with r non‐identical servers working in parallel, exogenous arrivals into m different job classes, and linear holding costs for each class. Each arrival requires a single service, which may be provided by any of several different servers in our general formulation; the service time distribution depends on both the job class being processed and the server selected. The system manager seeks to minimize holding costs by dynamically scheduling waiting jobs onto available servers. A linear program involving only first‐moment data (average arrival rates and mean service times) is used to define heavy traffic for a system of this form, and also to articulate a condition of overlapping server capabilities which leads to resource pooling in the heavy traffic limit. Assuming that the latter condition holds, we rescale time and state space in standard fashion, then identify a Brownian control problem that is the formal heavy traffic limit of our rescaled scheduling problem. Because of the assumed overlap in server capabilities, the limiting Brownian control problem is effectively one‐dimensional, and it admits a pathwise optimal solution. That is, in the limiting Brownian control problem the multiple servers of our original model merge to form a single pool of service capacity, and there exists a dynamic control policy which minimizes cumulative cost incurred up to any time t with probability one. Interpreted in our original problem context, the Brownian solution suggests the following: virtually all backlogged work should be held in one particular job class, and all servers can and should be productively employed except when the total backlog is small. It is conjectured that such ideal system behavior can be approached using a family of relatively simple scheduling policies related to the cμ rule.
    Type of Medium: Electronic Resource
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