IJSRR, 7(4) Oct. – Dec., 2018 Page 2084
Research article Available online www.ijsrr.org
ISSN: 2279–0543
International Journal of Scientific Research and Reviews
Transient Solution of A M/M/4 Queue With Heterogeneous Servers
Subject To Catastrophes
Julia Rose Mary. K
1and Maria Remona. J
2*
1
Department of Mathematics, Nirmala College for Women, Coimbatore.
2
Department of Mathematics, Nirmala College for Women, Coimbatore.
ABSTRACT
This paper demonstrates a transient solution for the system size in a M/M/4 queue where the
service rates of the servers are not similar with the possibility of catastrophes at the system. For the
customer in the system the time dependent probabilities are derived and then the steady state
probabilities of the system size are also given. Some important performance measures are also
obtained.
KEYWORDS
: Transient Analysis, System Size, Heterogeneous Servers, Catastrophes, Steady State Probability and Performance Measures.*Corresponding author
J. Maria Remona,
M.Phil Research Scholar, Nirmala College For Women,
Red Fields, Sungam (po), Coimbatore-641018,
Tamil Nadu, India.
IJSRR, 7(4) Oct. – Dec., 2018 Page 2085
1. INTRODUCTION
In the study of queue networks one typically tries to obtain the equilibrium distribution of the
network, although in many applications the study of the transient state is fundamental. The transient
response is necessarily tied to any event that affects the equilibrium of the system.
Multi-server queuing systems arrive in congestion problems of telephone exchange and
computer networks. A complete description of situations with such queuing analysis of computer
systems can be found in Lavenberg 14. In many real multi-server queuing situations, the service with
heterogeneity is a common feature. The heterogeneous servers to the waiting lines are analyzed by
Gumbel.H 3. The role of quality and service performance is crucial aspects in customer perceptions
and firms must dedicate special attention to them with designing and implementing their operations.
For these reasons, the queues with heterogeneity have received considerable attention in the
literature. Transient solution of a two processor heterogeneous system has been discussed by
Dharamaraja.S 6. A control model for a machine center with two heterogeneous system has been
introduced by Liu and Kumar 7. A treaties on the Theory of Bessel functions where discussed by
Watson. G. N 8. Whitt. W 9 has analyzed the Untold Horrors of the Waiting Room: What the
Equilibrium Distribution Will Never Tell about the Queue Length Process. A research on Measures
for Time Dependent Queueing Problem with Service in Batches of Variables Size was done by Garg.
P. C 10.
In recent times, queuing model with catastrophes has been investigated by Boucherie and
Boxma 11, Jain and Sigman 13 and Dudin and Nishimura 12. Transient solution of a single server
queue with catastrophes are discussed by Kumar,B.K and Arivudainambi.D 4. An analysis made on
the queuing network model with catastrophes and its product from solution by Chao.X 5. The
catastrophes may come either from outside of the system or from another service station of the
system.
A combined analysis of queues with heterogeneous servers subject to catastrophes to find
transient solution of an M/M/2 model by Kumar.B.K, Pavai.M and Vankatakrihnan 1. Transient
solution of a Markovian queuing model with heterogeneous servers and catastrophes has been
discussed by Dharmaraja and Rakesh Kumar 2.
From the output of this study, the queueing system is organized as follows:
(i) To describe the queueing model of four server heterogeneous system with catastrophes
and to derive the time-dependent state probabilities for the system size,
(ii) To analyze the steady state probabilities of the system size and then
(iii) Approach few important performance measures that are derived from the system size
IJSRR, 7(4) Oct. – Dec., 2018 Page 2086
2. MODEL DESCRIPTION
By examining on M/M/4 queuing system with heterogeneous servers and assume that the
servers times follow exponential distributions with the service rates as 1,2,3,and 4 for four different servers where12 3 4. Consider the customer arrival process in Poisson with
rate and system also has one waiting line. FCFS queuing discipline is followed and each customer
requires exactly one server for the service. When the server becomes free, the customer who is first
in the waiting line will join the queue. Other than arrival and service processes, there also occur
catastrophes at the service facilities with rate in a Poisson manner. In the system, whenever a
catastrophe occurs it destroys all the customers in the system immediately, and also the server get
inactivated. Then the service is started when a new arrival occurs. Let
X
t ,t
be the numberof customers in time t. Let n
t
X
t n
,n4,5,6, denotes the probability of n customers in the system at time t. Also let 0
t
X
t 0
be the probability that the system is empty at time t,
1
1 t X t be the probability that there is one customer in the system, 2
t
X
t 2
bethe probability that there are two customers in the system, and 3
t
X
t 3
be the probability that there are three customers in the system.From the above assumptions the state probabilities
, 1 , 2 , 3
, 4,5,60
t t t t and n t n satisfy the following system of differential difference
equations:
t t
t dt
t d
0 1
1 0
0 1
(2.1)
t t
t dt
t d
2 2 1 0
1 1
1
(2.2)
t t
t dt
t d
3 3 2 1 1
2 2 1
2
(2.3)
t t
t dt
t d
4 4 3 2 1 2
3 3 2 1
3
(2.4)
t t
t dt
t d
5 4 3 2 1 3
4 4 3 2 1
4
(2.5)
, 6 , 5 ,
1 4 3 2 1 1
4 3 2
1
t t n
t dt
t d
n n
n
n
(2.6)
Suppose at time t=0 there is no customer in the system, so that 0
t 1. By using aIJSRR, 7(4) Oct. – Dec., 2018 Page 2087
0
1 5 0
,
n
n n t z
t G t
z (2.7)
where G0
t 0
t 1
t 2
t 3
t 4
t , with initial condition
z,0 1.Apply the standard generating function argument, the system of equations 2.1 to 2.6 then
yields
z t G
t
z z t z
t G t
t z
0 4
0 1 ,
1
,
(2.8)
where 1 2 3 4.
Examine equation 2.8 as a first order linear differential equation in
z,t and solving, we get ,
Bt
t
Btudu e
u BG u z
u G e
t z
0 1 0 1 4 0
, (2.9)
where
z z B
By utilizing the Bessel function generating function, if
2 and , then
n
n n
t z z
z t I
e
where In
. is the modified Bessel function of first kind of order n.Equating this in equation 2.9, then expanding
z,t as a series in z and comparing the co-efficientof n
z on either side, we get for n1,2,3,
du e
u t I u
t I u
u t b t
n n
n
0
1 1
4
du e
u G u t bI u t I u
t I
u t b t
n n
n
n
0 1 0
1
1
(2.10)
where b and further, when n=0, we get
du e
u t I u t I u
u t b
t
0 4 1 0
du e
u G u t I b u
t I
u t b
t
0 0 0
1 1
2 (2.11)
where we have used In
. In
. .
bt n
t
b tudu e
u t I u G e
t I t G
0 0 0
0
0 1
t bt u
n n
bt n
n
n t I t e G u I t u e du
0 0
IJSRR, 7(4) Oct. – Dec., 2018 Page 2088
Since
z,t does not contain terms with negative powers of z, the right hand side of 2.10with n replaced with –n must be zero. Thus,
du e
u t I u
t I u
u t b t
n n
n
0
1 1
4
du e
u G u t bI u t I u
t I
u t b t
n n
n
n
0 1 0
1
1
(2.12)
Utilizing equation 2.12 in 2.10, after some algebraic manipulation, we obtain for n=1,2,3,…
(2.13)
So far, the probabilities 0
t ,1 t ,2 t ,3 t and4
t remain to be found. To find, we consider the system of equations 2.1 to 2.4 subject to condition 2.11. Equations 2.1 to 2.4 can beexpressed in matrix from as
t e1 4
t e2 dtt
d
(2.14)
where
t
0
t ,1 t ,2 t ,3 t
, e1
1,0,0,0
and
0,0,0,1
2
e ,
3 2 1
3 2 1 2
1 2 1 1
1
0 0
0
0 0 0
In continuation, let n*
s denote the Laplace transform of n
t . Now, by taking Laplace transforms, the result of 2.14 is obtained as
2 * 4 1 1
*
1 e s e
s sI
s (2.15)
with
0 1,0,0,0
(2.16)Hence, only 4*
s is to be found. We note that, if
1,1,1,1
e ,
G
s e
s 4*
s **
0
(2.17)
Taking Laplace transforms, after simplification, equation 2.11 yields,
t bt u
n n
bt n
n
du e
u t I u G e
t I
0 1 0
0
n t n bt u
n e du
u t
u t I u n
t
0 4 4
IJSRR, 7(4) Oct. – Dec., 2018 Page 2089
2
2 1
1 * 2 2
4 *
0 s
s s s
G (2.18)
where s
Utilizing 2.18 in 2.17 and solving for 4*
s , we obtain
21 2
2
1 1
* 4
2 1
1 1
e s
sI e s
e s sI
e s s
(2.19)
Let
4 4 * 1
m s
sI ij
It is easy to see that,
D
s g s
j s f s
g s f s
f
s g s f s
g s f s g s g s f s
g
s f s
g s f s
i s f s
i
s g s
i s
g s i s g
sI 1 1 1 2
2 3
4 1
1 1
1 3
3 3
2
4 2
1 2
1 3
4 2
1 1 2
1 1 3 1
2 1 3 1
1
(2.20)
where g1
s s1 ; g2
s s12 ; g3
s s12 3;f
s s; i
s g2
s g3 s 4
; j
s g1
s g2 s 12
. and
1
2 3
2
2 3
2 3 2 1 3
4
2 3
2 2
3
4
s s s
D
1 1 2 3 2 2 3 2 3 2 2
3
s
2
1
1
1 2 3
1
1 2
1 2 1 3
7 2
2 3
3
2
41
1223
1
218
2
2 3
12
12
2
223222
2123121331
1212
12 3
132
The characteristics roots of the matrix are given by
D
0 (2.21)IJSRR, 7(4) Oct. – Dec., 2018 Page 2090
4 1 23 22 3 2 2 3 31 1 216
1
a
4
3122 3
2
1 2 3 2 2 33 3 2
1 2 16 23 2
3 4
2 64
1
b
31
1
2
3
223
23
2
2
2
1
1
1 2 3
1
1 2
1 2 1 3
7 2
2 3
3
2
41
1223
1
218
2
23
12
12
64
2
223222
2123121331
1212
123
132
3 1
2 cos 3 1 2
a b and
a
n , the characteristic roots of 2.21 are
, 1,2,3,4.3 2 3 4
3 2 2
cos 1 2 3
n i i
si
(2.22)
It is examined that mkj*
s are all rational algebraic functions of s. Then, the inverse transform
tmkj of mkj*
s is obtained by partial fraction decompositions. Since the characteristics roots4 , 3 , 2 , 1 ,i
si of are all real and distinct, mkj
t is the inverse transform of mkj
s*
, which are
given by,
4
1
4 , 1
2 1 3 4
3 2 1 11
k
t s
k i
i k i
k k
k
k e k
s s
s g s
g s g s g t
m
4
1
4 , 1
4 3
2 1 12
k
t s
k i
i k i
k
k e k
s s s g s g t
m
4
1 4
, 1
2 1 1 3 13
k
t s
k i
i k i
k e k
s s s g t
m
4
1
4 , 1
4 2
1 1 14
k
t s
k i
i k i
k e s s t
m
4
1
4 , 1
4 3
2 21
k
t s
k i
i k i
k
k e k
s s s g s g t
m
4
1
4 , 1
4 3
2 22
k
t s
k i
i k i
k k
k e k
s s s g s g s f t
IJSRR, 7(4) Oct. – Dec., 2018 Page 2091
4 1 4 , 1 2 1 3 23 k t s k ii k i
k
k e k
s s s g s f t
m
4 1 4 , 1 4 2 1 24 k t s k ii k i
k e k
s s s
f t
m
4 1 4 , 1 3 2 31 k t s k ii k i
k ek
s s s g t m
4 1 4 , 1 3 32 k t s k ii k i
k
k ek
s s s g s f t m
4 1 4 , 1 1 1 3 33 k t s k ii k i
k k
k ek
s s s g s f s g t m
4 1 4 , 1 4 1 1 34 k t s k ii k i
k
k ek
s s s g s f t
m
4 1 4 , 1 3 41 k t s k ii k i
k e s s t m
4 1 4 , 1 2 42 k t s k ii k i
k ek
s s s f t m
and
4 1 4 , 1 2 1 2 1 2 1 44 k t s k ii k i
k k
k
k ek
s s s g s g s g s f t
m
From the matrix 2.20, we achieve,
4
1 * 1 1 1 j j s m s e s sI
e (2.23)
and
4
1 * 4 2 1 j j s m s e s sI
e (2.24)
Replacing 2.23 and 2.24 in 2.19, we get
4 1 * 4 2 2 4 1 * 1 * 4 2 1 1 1 j j j j s m s s s m s s s (2.25)Utilizing equation 2.20 in 2.15, we have
4 1 4 , 1 1 1 43 k t s k ii k i
k
k e k
s s s g s f t
IJSRR, 7(4) Oct. – Dec., 2018 Page 2092
1 1 2 4
* 4 2 1 3 1 * 0 1
1
s s g s i s g s D s
m
s m
s ss * 4 * 14 * 11
1
(2.26)
1 2 4
* 4 *
1 1
1
s f s s i s D s
m
s m
s ss * 4 * 24 * 21
1
(2.27)
1 1 4
* 4 3 2 * 2 1
1
s g s f s s g s D s
m
s m
s ss * 4 * 34 * 31
1
(2.28)
s f s j s g s
s D
s 1 2
* 4 3 *
3 1
1
m
s m
s ss * 4 * 44 * 41
1
(2.29)
From matrix theory, the characteristic roots si,i1,2,3,4 of provided are all real and
distinct. Explore s0 0, it can be obtained by partial fraction decompositions as
s s
s s
n
ss s g s g s g s g s m s s k k i
i k i k
k k k k * 11 4 0 4 , 1 2 2 1 3 4 3 2 1 * 11 2 1
1
s s
s s
n
ss s g s g s m s s k k i
i k i k
k k * 21 4 0 4 , 1 2 4 3 2 * 21 2
s s
s s
n
ss s g s m s s k k i
i k i k
k * 31 4 0 4 , 1 2 3 2 * 31 2
s s
s s
n
ss s m s s k k i
i k i k
* 41 4 0 4 , 1 2 3 * 41 2
s s
s s
n
ss s g s g s m s k k i
i k i k
k k * 12 4 0 4 , 1 4 3 2 1 * 12
s s
s s
n
ss s g s g s f s m s k k i
i k i k
k k k * 22 4 0 4 , 1 4 3 2 *
22 1 1
IJSRR, 7(4) Oct. – Dec., 2018 Page 2093
s s
s s
n
ss s g s f s m s k k i
i k i k
k k * 32 4 0 4 , 1 3 * 32
s s
s s
n
ss s f s m s k k i
i k i k
k * 42 4 0 4 , 1 2 * 42
s s
s s
n
ss s g s m s k k i
i k i k
k * 13 4 0 4 , 1 2 1 3 1 * 13
s s
s s
n
ss s g s f s m s k k i
i k i k
k k * 23 4 0 4 , 1 2 1 3 * 23
s s
s s
n
ss s g s g s f s m s k k i
i k i k
k k k * 33 4 0 4 , 1 3 1 1 *
33 1 1
s s
s s
n
ss s g s f s m s k k i
i k i k
k k * 43 4 0 4 , 1 1 1 * 43
s s
s s
n
ss s m s k k i
i k i k
* 14 4 0 4 , 1 4 2 1 1 * 14
s s
s s
n
ss s f s m s k k i
i k i k
k * 24 4 0 4 , 1 4 2 1 * 24
and
s s
s s
n
ss s g s g s g s f s m s k k i
i k i k
k k k k * 44 4 0 4 , 1 2 1 2 1 2 1 *
44 1 1
where nij
s 's*
, denote the summation terms in the above expressions.
Applying these in equation 2.25 and after some algebraic manipulations, we will get
4 1 * 4 2 2 2 4 1 * 1 2 2 2 * 4 2 1 2 j j j j s n s n s s which implies
1 * 4 2 2 2 * 1 2 2 2 * 4 2 1 2
d s d s
s
s
(2.30)
where
, 1,4.4 1 * *
i s n s d j ji i
s s
s s
n
ss s g s f s m s k k i
i k i k
IJSRR, 7(4) Oct. – Dec., 2018 Page 2094
The previous equation can be expressed as,
0
* 4 1 2 2 *
1 1 2 2 1
* 4
2 1
n
n n
n n
n
s d s
d s
s
(2.31)
Taking inversion on equations 2.26-2.29 and doing some algebraic operations, we get
t
o t
om u du m t u u du
t m
t 11 11 14 4
0 (2.32)
t
o t
om u du m t u u du
t m
t 21 21 24 4
1 (2.33)
t
o t
om u du m t u u du
t m
t 31 31 34 4
2 (2.34)
t
o t
om u du m t u u du
t m
t 41 41 44 4
3 (2.35)
Therefore, equations 2.13 and 2.31-2.35 completely determine all system size probabilities.
3. STEADY STATE PROBABILITIES
This section deals with the structure of the steady state probabilities of the M/M/4 Queuing
model with heterogeneous servers and its disasters.
Theorem 3.1
: The steady state distribution of the queuing system M/M/4 with heterogeneous service states and catastrophes is obtained as follows:i) For 0 and , then
E b
D
C
4 2
2
4 (3.1)
4
, 1,2,3,... 21
4 2
4
b b n n
n
n (3.2)
1 2
4
41
(3.3)
1 1
12
4
1 2
4
4
D
(3.4)
2
4
1
1
4
4
2
1
D (3.5)
3
2
1
1 2
4
3
1
D (3.6)
0 1 4 1 1 2
1
IJSRR, 7(4) Oct. – Dec., 2018 Page 2095
where
1 1 1 2 3 2 2 3
3
2 2
4
C
1 2 2 1 2 3
1 2 1 3 1
2 1 2
2 3 2 2
3 3
2 2
2
D
1212
123
132
1 2 3 1 1 2 2 2
E
1 2 1 1 2
ii) For 0 and , then
E D
C
2 4
4 2
(3.7)
2 4
, 1,2,3,... 21
4 2
4
n n
n
n (3.8)
0 1 1 2 4 1 1 2
D
1
12
4
4 (3.9)
1 2 4 1 2 4 4
1 2
1
D
(3.10)
4 1 1 4 4
2
2 2
1
D (3.11)
3 1
3
2
1
12
4
D (3.12)
where
1 1 1 2 3 2 2 3
3
2 2
4
C
1 2 2 1 2 3
1 2 1 3 1
2 1 2
2 3 2 2
3 3
2 2
2
D
1212
123
132
1 2 3 1 1 2 2 2
IJSRR, 7(4) Oct. – Dec., 2018 Page 2096
1 2 1 1 2
Proof: For 0 and , from equation 2.23, we obtain
4
1 * 4 2
2 4
1 * 1 *
4
2 1
1 1
j j j
j
s m s
s
s m s
s s
Multiplying on both sides with s and taking limit as s0 to the above equation, we get
E b
D
C s
s Lt
s
4 2
) ( *
2 4
0 (3.13)
The solution 3.1 follows directly from 3.13, by using Tauberian theorem.
Taking Laplace transform of 2.13, we have
*( ), 1,2,3,...) (
* 4
2 2
4
s s n
n n
n
(3.14)
As before, multiplying 3.14 by s on both sides and talking limit ass0, we get
*( ), 1,2,3,... 21 )
(
* 2 2 4
0 4
0
s s Lt s s n
Lt
n n
s n
s (3.15)
This yields 3.2, by applying Tauberian theorem again.
Similarly, the results 3.3 – 3.6 can be obtained from 2.24 – 2.27 respectively. For 0 and
, the results 3.7 – 3.12 can be obtained directly by putting in 3.1 – 3.6.
Remark:
It is observed that the steady-state probabilities of this queueing model exist if and only if 0
or 0 and .
4. PERFORMANCE MEASURES
Few interesting performance measures, involving the mean number of customers in the
system, the probability of arriving customers joining the queue, and the mean number of busy servers
are to be analyzed.
4.1. The Mean Number of Customers in the System
Let N(t) be the number of customers in the system at time t. the average number of customers
IJSRR, 7(4) Oct. – Dec., 2018 Page 2097
0 4 3 21( ) ( ) ( ) ( 4) ( )
)) ( ( n n t n t t t t N E
Utilizing 2.13, 2.31, 2.32 and 2.33, the above equation can be written as
t
o t
om u du m t u u du
t m t N
E( ( )) 21 21 24 4
t
o t
om u du m t u u du
t
m31 31 34 4
t
o t
om u du m t u u du
t
m41 41 44 4
n t n bt u
n du e u t u t I u n n t 0 4 1
4( ) ( 1)
4 (4.1)
where 4
t is given in 2.29Suppose 0, the mean number of customers in the system under steady-state is computed as
22 4 2 4 2 4 4 2 ) ( b b b b N
E + (4.2)
4 3 1 2 1 1 2 1 2 4 4 2 1 3 2 1 Dif
and
22 4 2 4 4 2 2 ) ( N
E + (4.3)
4 3 1 2 1 1 2 1 2 4 4 2 1 3 2 1 Dif
where 4is given in 3.1 for and in 3.7 for .
4.2. Probability of Arriving Customers Joining the Queue
The probability that an arriving customer is required to join the queue at time t is given by
04( )
) 4 ) ( ( n n t t N
t bt u
n n n du e u t u t I u n t 0 4 1
4( )
(4.4)
IJSRR, 7(4) Oct. – Dec., 2018 Page 2098
if if b N n n , 4 2 , 4 2 ) 2 ( 2 4 2 4 04 (4.5)
4.3. The Number of Busy Servers
Let B(t) denote the number of busy servers at time t. The probability that the system has n
busy servers is given as,
4 , ) ( 3 ) ( 3 , 2 , 1 , ) ( ) ( ) ( 04 t for x t N x for t x t N x t B n n x (4.6)
and the corresponding steady-state probability is obtained for 0 and as
4 , 4 2 3 , 2 , 1 , 1 ) ( 2 4 4 3 1 2 1 1 2 1 2 4 4 2 1 3 2 x if b x if D x B (4.7)Comparing the above probability, it can be obtained directly, for 0 and by substituting
in 4.7. Furthermore, the mean number of busy servers at time t is given by
0 4 3 21( ) ( ) ( ) 2 ( )
)) ( ( n n t t t t t B E
which can also be written as
0 4 3 2
1( ) ( ) ( ) ( 4) ( )
)) ( ( n n t n t t t t N
E (4.8)
If 0, the corresponding steady-state solution is given as
4 3 1 1 1 1 2 1 2 4 4 2 1 3 2 3 1 3 1 2 1 2 2 2 1 3 2 1 2 3 2 1 2 3 2 2 4 2 4 2 1 ) ( D BE (4.9)
if