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math.AP2005
Ray solution of a singularly perturbed elliptic PDE with applications to communications networks
Diego Dominici, Charles Knessl
We analyze a second order, linear, elliptic PDE with mixed boundary conditions. This problem arose as a limiting case of a Markov-modulated queueing model for data handling switche…
math.AP2003
Geometrical Optics Approach to Markov-Modulated Fluid Models
Diego Dominici, Charles Knessl
We analyze asymptotically a differential-difference equation, that arises in a Markov-modulated fluid model. Here there are N identical sources that turn "on" and "off", and when "…
math.AP2003
On a Small Elliptic Perturbation of a Backward-Forward Parabolic Problem, with Applications to Stochastic Models
Diego Dominici, Charles Knessl
We consider an elliptic PDE in two variables. As one parameter approaches zero, this PDE collapses to a parabolic one, that is forward parabolic in a part of the domain and backwar…