queuing.ppt

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    Queuing

    CEE 320Anne Goodchild

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    Outline

    1. Fundamentals

    2. Poisson Distribution

    3. Notation4. Alications

    !. Anal"sis

    a. Grahicalb. Numerical

    #. E$amle

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    Fundamentals of Queuing Theory

    • %icroscoic tra&&ic &lo'

     – Di&&erent anal"sis than theor" o& tra&&ic &lo'

     – (nter)als bet'een )ehicles is imortant

     – *ate o& arri)als is imortant

    • Arri)als

    • Deartures• +er)ice rate

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    Server/bottleneck 

    Arrivals Departures

    Activated

    Upstream of bottleneck/server  Downstream

    Direction of flow

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    server 

    Arrivals Departures

    Not Activated

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    Flow Analysis

    • ,ottlenec- acti)e

     – +er)ice rate is caacit"

     – Do'nstream &lo' is determined b" bottlenec-ser)ice rate

     – Arri)al rate dearture rate

     – /ueue resent

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       F  a   l   l   2   0

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    Flow Analysis

    • ,ottle nec- not acti)e

     – Arri)al rate dearture rate

     – No ueue resent – +er)ice rate arri)al rate

     – Do'nstream &lo' euals ustream &lo'

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    • htttra&&iclab.ce.5atech.edu&ree'a"a

    *oadAlet.html

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    Fundamentals of Queuing Theory

    • Arri)als

     – Arri)al rate 6)ehsec7

    • ni&orm

    • Poisson

     – 9ime bet'een arri)als 6sec7• Constant

    • Ne5ati)e e$onential

    • +er)ice

     – +er)ice rate

     – +er)ice times

    • Constant

    • Ne5ati)e e$onential

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    Queue Discipline

    • First (n First :ut 6F(F:7

     – re)alent in tra&&ic en5ineerin5

    • ;ast (n First :ut 6;(F:7

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    Queue Analysis – Graphical

     Arrival

    Rate

    Departure

    Rate

    Time

          V     e      h      i     c      l     e     s

    t1

    Queue at time, t1

    Maximum delay

    Maximum queue

    D/D/1 Queue

    Delay o !th arrivi!" vehicle

    Total vehicle delay

    Where is capacity?

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    Poisson Distriution

    • Good &or modelin5 random e)ents

    • Count distribution

     – ses discrete )alues

     – Di&&erent than a continuous distribution

    ( )  ( )

    !n

    et n P 

    t n   λ λ    −=

    #$!% & pro'a'ility o exactly ! vehicles arrivi!" over time t

    ! & !um'er o vehicles arrivi!" over time t

    ( & avera"e arrival rate

    t & duratio! o time over )hich vehicles are cou!ted

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    Poisson !deas

    • Probabilit" o& e$actl" 4 )ehicles arri)in5

     – P6n47

    • Probabilit" o& less than 4 )ehicles arri)in5

     – P6n47 P607 < P617 < P627 < P637

    • Probabilit" o& 4 or more )ehicles arri)in5

     – P6n=47 1 > P6n47 1 ? P607 < P617 < P627 < P637

    • Amount o& time bet'een arri)al o& successi)e )ehicles

    ( ) ( )  ( ) 36

    !

      qt t t 

    eeet 

    t h P  P    −−−

    ===≥=  λ 

    λ λ 

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    "#ample Graph

    *+**

    *+*

    *+1*

    *+1

    *+-*

    *+-

    * 1 - . 0 2 3 1* 11 1- 1. 1 1 10 1 12 13 -*

    Arri)als in 1! minutes

       P  r  o

       b  a   b   i   l   i   t  "  o   &   :  c  c  u  r  a  n  c  e

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    *+**

    *+*

    *+1*

    *+1

    *+-*

    *+-

    * 1 - . 0 2 3 1* 11 1- 1. 1 1 10 1 12 13 -*

    Arri)als in 1! minutes

       P  r  o

       b  a   b   i   l   i   t  "  o   &   :  c  c  u  r  a  n  c  e

    Mea! & *+- vehicles/mi!ute

    Mea! & *+ vehicles/mi!ute

    "#ample Graph

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    "#ample$ Arrival !ntervals

    *+*

    *+1

    *+-

    *+.

    *+

    *+

    *+0

    *+

    *+2

    *+3

    1+*

    * - 0 2 1* 1- 1 10 12 -*

    9ime ,et'een Arri)als 6minutes7

       P  r

      o   b  a   b   i   l   i   t  "  o   &   E  $  c  e

       d  a  n  c  e

    Mea! & *+- vehicles/mi!ute

    Mea! & *+ vehicles/mi!ute

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    Queue Notation

    • Poular notations

     – DD1@ %D1@ %%1@ %%N – D deterministic

     – % some distribution

     N Y  X  //

     Arrival rate !ature

    Departure rate !ature

    4um'er o 

    service cha!!els

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    Queuing Theory Applications

    • DD1

     – Deterministic arri)al rate and ser)ice times

     – Not t"icall" obser)ed in real alications but

    reasonable &or aro$imations• %D1

     – General arri)al rate@ but ser)ice times

    deterministic

     – *ele)ant &or man" alications

    • %%1 or %%N

     – General case &or 1 or man" ser)ers

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    Queue times depend onvariaility

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    Queue Analysis – Numerical

    • %D1

     – A)era5e len5th o& ueue

     – A)era5e time 'aitin5 in ueue

     – A)era5e time sent in s"stem

     µ 

    λ  ρ  = "

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    Queue Analysis – Numerical

    • %%1

     – A)era5e len5th o& ueue

     – A)era5e time 'aitin5 in ueue

     – A)era5e time sent in s"stem

     µ 

    λ  ρ  = "

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    %&%&N – %ore 'tu( 

     – Probabilit" o& ha)in5 no )ehicles

     – Probabilit" o& ha)in5 n )ehicles

     – Probabilit" o& bein5 in a ueue

    ( )∑−

    =   −+

    ="

    "!!

    " N 

    n

     N 

    c

    n

    c

    c

     N  N n

     P 

     ρ 

     ρ  ρ 

     µ 

    λ  ρ  =

     %nfor!

    ≤=n

     P  P 

    n

    n

     ρ   %nfor!

    ≥= − N  N 

     P  P 

     N n

    n

    n

     ρ 

    ( ) N  N  N 

     P  P 

     N 

     N n ρ 

     ρ 

    −=

    +

    >"!

    "

    "

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    Poisson Distriution "#ample

    6rom 78M -***

    Vehicle arrivals at the 9lympic 4atio!al #ar: mai! "ate are assumed

    #oisso! distri'uted )ith a! avera"e arrival rate o 1 vehicle every

    mi!utes+ ;hat is the pro'a'ility o the ollo)i!"<

    1+ =xactly - vehicles arrive i! a 1 mi!ute i!terval>

    -+ ?ess tha! - vehicles arrive i! a 1 mi!ute i!terval>.+ More tha! - vehicles arrive i! a 1 mi!ute i!terval>

    ( )

      ( )   ( )

    !

    minveh#minveh#

    n

    et 

    n P 

    t n   −×

    =

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    "#ample )alculations

    ( )  ( )   ( )

    &'####'!#

    "(##

    "(##

    ==×

    =

    −e P =xactly -<

    ?ess tha! -<

    More tha! -<

    ( ) ( ) ( ) "))#"#   =+=<   P  P n P 

    ( ) ( ) ( ) ( )( ) (*6+#""#   =++−=>   P  P  P n P 

    #$*%&e@+-1&*+*32, #$1%&*+13

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    "#ample *

    • Dearture rate 18 secondserson or 3.33

    ersonsminute

    • Arri)al rate B 3 ersonsminute

    • 33.33 0.0

    • /?bar 0.02 61?0.07 8.1 eole

    • ?bar 33.3363.33?37 2.3 minutes

    • 9?bar 163.33 > 37 3.03 minutes

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    "#ample +

    Bou are !o) i! li!e to "et i!to the Are!a+ There are . operati!"

    tur!stiles )ith o!e tic:et@ta:er each+ 9! avera"e it ta:es . seco!ds

    or a tic:et@ta:er to process your tic:et a!d allo) e!try+ The avera"e

    arrival rate is * perso!s/mi!ute+

    6i!d the avera"e le!"th o queue, avera"e )aiti!" time i! queueassumi!" M/M/4 queui!"+

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    "#ample +

    • N 3

    • Dearture rate 3 secondserson or 20 ersonsminute

    • Arri)al rate B 40 ersonsminute

    • 4020 2.0• N 2.03 0.## 1 so 'e can use the other euations

    • P0  1620 0 < 21 1 < 22 2 < 23 361?2377 0.1111

    • /?bar 60.11117624763H37H6161 > 23727 0.88 eole

    • 9?bar 62 < 0.88740 0.02 minutes 4.32 seconds• ?bar 0.02 > 120 0.022 minutes 1.32 seconds

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    "#ample ,

    Bou are !o) i!side the Are!a+ They are passi!" out 7arry the 7us:y

    do""y 'a"s as a ree "ivea)ay+ There is o!ly o!e perso! passi!"

    these out a!d a li!e has ormed 'ehi!d her+ t ta:es her exactly 0

    seco!ds to ha!d out a do""y 'a" a!d the arrival rate avera"es

    3 people/mi!ute+

    6i!d the avera"e le!"th o queue, avera"e )aiti!" time i! queue, a!d

    avera"e time spe!t i! the system assumi!" M/D/1 queui!"+

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    "#ample ,

    • N 1• Dearture rate # secondserson or 10

    ersonsminute

    • Arri)al rate B ersonsminute• 10 0.

    • /?bar 60.72 6261 > 0.77 4.0! eole

    • ?bar 0.62610761 > 0.77 0.4! minutes 2seconds• 9?bar 62 > 0.7662610761 > 0.7 0.!! minutes 33

    seconds

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    Primary -eferences

    • Ma!!eri!", 6+?+E Filares:i, ;+#+ a!d ;ash'ur!, G+G+ $-**.%+ Principles of

    Highway Engineering and Traffic Analysis, Third =ditio! $Drat%+ 8hapter

    • Tra!sportatio! Research Coard+ $-***%+ Highway Capacity Manual

    2000 + 4atio!al Research 8ou!cil, ;ashi!"to!, D+8+