On the numerical solution of functional equations with application to response time distributions
File(s)1-s2.0-S0096300324001097-main.pdf (1.43 MB)
Published version
Author(s)
Harrison, Peter G
Type
Journal Article
Abstract
A unified approach is developed to solve functional equations defining generating functions. Such equations are often constructed as a means to solve recurrence relations, such as those arising from queue length probabilities and response time probability distributions in Markov models. Many such equations have been obtained over several decades. Some have been solved analytically, some numerically and for some no tractable solution has been found. Our unified approach is able to provide accurate numerical solutions to such equations, even when they include derivatives of the generating function. It solves the JSQ model with two queues for the first time, utilizing a novel “partial” generating function related to the one the functional equation defines. Numerical results, displayed in tables of moments and graphs of probability density functions, show good accuracy against simulations with 500 000 regenerative cycles.
Date Issued
2024-07-01
Date Acceptance
2024-02-25
Citation
Applied Mathematics and Computation, 2024, 472
ISSN
0096-3003
Publisher
Elsevier BV
Journal / Book Title
Applied Mathematics and Computation
Volume
472
Copyright Statement
© 2024 The Author(s). Published by Elsevier Inc. This is an open access article under the CC BY-NC license
(http://creativecommons.org/licenses/by-nc/4.0/).
(http://creativecommons.org/licenses/by-nc/4.0/).
Identifier
http://dx.doi.org/10.1016/j.amc.2024.128637
Publication Status
Published
Article Number
128637
Date Publish Online
2024-03-05