TRANSIENT DIFFUSION APPROXIMATION FOR M/G/m SYSTEM

Diffusion and Homogenization approximation for semiconductor Boltzmann-Poisson system

We are concerned with the study of the diffusion and homogenization approximation of the Boltzmann-Poisson system in presence of a spatially oscillating electrostatic potential. By analyzing the relative entropy, we prove uniform energy estimate for well prepared boundary data. An averaging lemma and two scale convergence techniques are used to prove rigorously the convergence of the scaled Bol...

Diffusion Approximation Models for Transient States and their Application to Priority Queues

The article presents a diffusion approximation model applied to investigate the behavior of priority queues. We discusses the use of the diffusion approximation in transient analysis of queueing models in the case of a single station and of a queueing network presenting the solutions. We emphasize the numerical aspect of the solution and analyze the errors. In classical queuing theory, the anal...

Diffusion Approximation for Slow Motion

Approximation of stochastic advection diffusion equations with finite difference scheme

In this paper, a high-order and conditionally stable stochastic difference scheme is proposed for the numerical solution of $rm Ithat{o}$ stochastic advection diffusion equation with one dimensional white noise process. We applied a finite difference approximation of fourth-order for discretizing space spatial derivative of this equation. The main properties of deterministic difference schemes,...

tight frame approximation for multi-frames and super-frames

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