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Machine learning models are gaining increasing popularity in the domain of fluid dynamics for their potential to accelerate the production of high-fidelity computational fluid dynamics data. However, many recently proposed machine learning…
We compare different approximations for the wait time in distribution networks, in which all warehouses use an (R,Q)-order policy. Reporting on the results of extensive computational experiments, we evaluate the quality of several…
We study a system, where a random flow of customers is served by servers (called agents) invited on-demand. Each invited agent arrives into the system after a random time; after each service completion, an agent returns to the system or…
Cognitive processes undergo various fluctuations and transient states across different temporal scales. Superstatistics are emerging as a flexible framework for incorporating such non-stationary dynamics into existing cognitive model…
We develop a liquidity-sensitive multivariate volatility framework to improve the estimation of time-varying covariance structures under market frictions. We introduce two novel portfolio-level liquidity measures, liquidity jump and…
A current trend in networking and cloud computing is to provide compute resources over widely dispersed places exemplified by initiatives like Network Function Virtualisation. This paves the way for a widespread service deployment and can…
Queuing models provide insight into the temporal inhomogeneity of human dynamics, characterized by the broad distribution of waiting times of individuals performing tasks. We study the queuing model of an agent trying to execute a task of…
Adapting pretrained diffusion models to downstream objectives such as inverse problems often requires expensive test-time guidance or optimization. We propose a principled framework for generating high-quality reward-aligned samples at…
We consider an extension of the classical machine-repair model, where we assume that the machines, apart from receiving service from the repairman, also serve queues of products. The extended model can be viewed as a layered queueing…
We consider a system of $N$ parallel single-server queues with unit exponential service rates and a single dispatcher where tasks arrive as a Poisson process of rate $\lambda(N)$. When a task arrives, the dispatcher assigns it to a server…
Fog computing offloads latency critical application services running on the Cloud in close proximity to end-user devices onto resources located at the edge of the network. The research in this paper is motivated towards characterising and…
We introduce a framework and develop a theory of transitory queueing models. These are models that are not only non-stationary and time-varying but also have other features such as the queueing system operates over finite time, or only a…
We review and discuss recent advances in the simulation of bulk critical phenomena in model fluids. In particular we emphasise the extensions to finite-size scaling theory needed to cope with the lack of symmetry between coexisting fluid…
This work develops a methodology for studying the effect of an offload zone on the ambulance ramping problem using a multi-server, multi-class non-preemptive priority queueing model that can be treated analytically. A prototype model for…
A key operational challenge for call centers is to decide, in real time, which waiting customer should be served by which available agent. This is known as skill-based routing, and the decision becomes especially difficult in large systems…
Leaking information about the execution behavior of critical real-time tasks may lead to serious consequences, including violations of temporal constraints and even severe failures. We study information leakage for a special class of…
The residual queue during a given study period (e.g., peak hour) is an important feature that should be considered when solving a traffic assignment problem under equilibrium for strategic traffic planning. Although studies have focused…
Accurate precipitation forecasting is essential for hydrometeorological risk management, especially for anticipating extreme rainfall that can lead to flash flooding and infrastructure damage. This study introduces a diffusion-based deep…
We consider GI/Ph/n+M parallel-server systems with a renewal arrival process, a phase-type service time distribution, n homogenous servers, and an exponential patience time distribution with positive rate. We show that in the Halfin-Whitt…
In this work, we consider the case where a source with bursty traffic can adjust the transmission duration in order to increase the reliability. The source is equipped with a queue in order to store the arriving packets. We model the system…