Transient states analysis — diffusion approximation as an alternative to Markov models, fluid-flow approximation and simulation

The article discusses the use of the diffusion approximation in transient analysis of queueing models applied to investigate some aspects of Internet transmissions. In classical queuing theory, the analysis of transient states is complex and practically does not go far beyond M/M/1 queue and its modifications. However, the time dependent flows in computer networks and especially in Internet focus our interest on transient-state analysis, which is necessary to investigate the dynamics of TCP flows cooperating with active queue management or to see the changes of priority queues which assure the differentiated QoS. With the use of G/G/1/N and G/G/1/N/PRIOR models, we present the potentials of the diffusion approximation and compare it with alternative methods: Markovian queues solved numerically, fluid-flow approximation and simulation. We mention briefly an original software we dispose to use these methods.