Boundary conditions for diffusion approximations to queueing problems

Author(s):  
René Boel
2006 ◽  
Vol 16 (05) ◽  
pp. 717-762 ◽  
Author(s):  
CRISTINA COSTANTINI ◽  
THOMAS G. KURTZ

Diffusion approximations are obtained for space inhomogeneous linear transport models with reflection boundary conditions. The collision kernel is not required to satisfy any balance condition and the scattering kernel on the boundary is general enough to include all examples of boundary conditions known to the authors (with conservation of the number of particles) and, in addition, to model the Debye sheath. The mathematical approach does not rely on Hilbert expansions, but rather on martingale and stochastic averaging techniques.


1994 ◽  
Vol 59 (2) ◽  
pp. 345-358
Author(s):  
Vladimír Kudrna ◽  
Pavel Hasal ◽  
Libor Vejmola

Problems associated with the formulation of the boundary conditions for diffusion equations describing flow-through chemical-engineering systems from the point of view of stochastic process theory are discussed. An approach to modelling such systems is presented, allowing the one-dimensional diffusion (dispersion) model of a continuous flow mixer, commonly used in chemical engineering, to be reassessed from a rather general point of view.


1973 ◽  
Vol 4 (1) ◽  
pp. 396-398 ◽  
Author(s):  
R. Sivakumar ◽  
N. B. Menon ◽  
L. L. Seigle

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