Werner Scheinhardt

Welcome to this homepage, which contains mostly work-related information. Since I am an assistant professor (universitair docent) in stochastics, this page may be interesting to those who share this interest, while it may not to those who don't ...

My address and other coordinates are as follows:

Dr. ir. W.R.W. Scheinhardt
Department of Applied Mathematics
University of Twente
Room Citadel H140

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P.O. Box 217 7500 AE Enschede The Netherlands	Phone: Fax: E-mail:	+31 53 489 3832 +31 53 489 3069 mailto: w.r.w.scheinhardt 'at' utwente.nl

Contents of this homepage:

Professional background

In 1994 I obtained my Masters degree in Applied Mathematics at the University of Twente. The title of the masters thesis that I wrote under supervision of Erik van Doorn is: Rate of convergence for Markov chains.

From 1994 until 1998 I was a PhD student, again under supervision of Erik van Doorn. The thesis I defended on December 4 was entitled Markov-modulated and Feedback Fluid Queues. (A PDF-file can be found here.)

From 1999 until June 2000 I was a Postdoc at Eindhoven University of Technology, and I paid a two-month visit to the Teletraffic Research Center in Adelaide, South Australia.

Since June 2000, I am an assistant professor at the University of Twente. Also I am affiliated with the Centre for Mathematics and Computer Science (CWI) in Amsterdam. Together with Michel Mandjes I supervised Nicky van Foreest (PhD thesis in 2004, click here for pdf), and Denis Miretskiy (PhD thesis in 2009, click here for pdf). Together with Pieter-Tjerk de Boer I’m supervising Daniel Reijsbergen since 2009 (funded by an NWO ‘open competitie’ grant).

Scientific interests

Applied probability, in particular queueing theory. Part of my research is connected to the work for my PhD thesis, concerning networks of fluid queues. Other interests include tandem queues, feedback mechanisms, asymptotic behavior, and rare event simulation.

Supervised students

PhD Level

Daniel Reijsbergen                         Model checking stochastic systems using rare event simulation
Denis Miretskiy                             Rare event simulation of tandem queues
Nicky van Foreest                          Queues with congestion-dependent feedback

Master Level

Ties Brands                                  Optimisation of toll levels in networks
Astrid van de Ven-Kochx               Voorraadbeheer op de OK
Wilfred de Graaf                            Shot noise fluid queues with a time-dependent arrival process
Marc Wingender                            Operationele resupply met behulp van Inventri
Fiorinda Polselli                             Revenue management in de luchtvaart met stochastische vraag

Bachelor Level

Koen Dijkstra & Operating a multi-speed production facility
Sjoerd van Willigen

Courses

Master Level

153187   Queueing Theory (LNMB/Dutch master program). Click here for more information.
153170   Introduction to Stochastic Processes (LNMB/Dutch master program). Click here for more information.
153181   Stochastic Models for Telecommunications Systems
153196   Capita Selecta Stochastic Operations Research
153192   (Markov Decision Theory and) Algorithmic Methods

Bachelor Level

153065   Markovketens (hoor/werkcollege)
153006   Kansrekening voor EL (hoor/werkcollege)
153037   Kansrekening voor TW (werkcollege)
Veel andere werkcolleges en practica

Publications

If you would like a hardcopy of any publication mentioned here, please ask me. Electronic copies of most reports (memoranda) can be found here.

Papers:

D.I. Miretskiy, W.R.W. Scheinhardt and M.R.H. Mandjes (2011), An efficient multilevel splitting scheme. Accepted for Journal of Statistical Planning and Inference.

D.I. Miretskiy, W.R.W. Scheinhardt and M.R.H. Mandjes (2010), State-dependent importance sampling for a slow-down tandem queue. Accepted for Annals of Operations Research.

D.I. Miretskiy, W.R.W. Scheinhardt and M.R.H. Mandjes (2010), State-dependent importance sampling for a Jackson tandem network. Transactions on Modeling and Computer Simulation 20 (3), article 15. Click here for pdf.

J.B. Timmer and W.R.W. Scheinhardt (2010), How to share the cost of cooperating queues in a tandem network? Proceedings of the 22nd International Teletraffic Congress (ITC), 7-9 Sept 2010, Amsterdam. Click here for pdf.

D.I. Miretskiy, W.R.W. Scheinhardt and M.R.H. Mandjes (2009), An efficient multilevel splitting scheme. Proceedings of 6th St. Petersburg Workshop on Simulation, pp. 909-914 (extended abstract). Click here for pdf.

D.I. Miretskiy, W.R.W. Scheinhardt and M.R.H. Mandjes (2009), Backpressure-based control protocols: design and computational aspects. Proceedings of the 21st International Teletraffic Congress (ITC), 15-17 Sept. 2009, Paris. Click here for pdf.

D.I. Miretskiy, W.R.W. Scheinhardt and M.R.H. Mandjes (2009), Rare-event simulation for tandem queues: a simple and efficient importance sampling scheme. In Network control and optimization, Proceedings of NET-COOP 2009, LNCS 5894, Springer, Berlin, pp. 107-120. Click here for pdf.

I. Adan, M. Mandjes, W. Scheinhardt and E. Tzenova (2009), On a generic class of two-node queueing systems. Queueing Systems 61 (1), pp. 37-63. Click here for pdf.

N. Litvak, W.R.W. Scheinhardt, Y.V. Volkovich and B. Zwart (2009), Characterization of tail dependence for in-degree and PageRank. In Algorithms and Models for the Web-graph, Proceedings of WAW 2009, LNCS 5427, Springer, Berlin, pp. 90-103.

D. Miretskiy, W.R.W. Scheinhardt and M.R.H. Mandjes (2008), Simulation of a Jackson Tandem Network using State-dependent Importance Sampling. Proceedings of SMCTools 2008 workshop, October 2008, Athens, Greece.

D.I. Miretskiy, W.R.W. Scheinhardt and M.R.H. Mandjes (2008), Simple and efficient importance sampling scheme for a tandem queue with server slow-down. Proceedings of Resim 2008, pp. 38-49.

M. Mandjes and W. Scheinhardt (2008), Fluid model for a relay node in an Ad Hoc network: evaluation of resource sharing policies. Journal of Applied Mathematics and Stochastic Analysis, Article ID 518214, 25 pages. Click here for pdf.

N. Litvak, W.R.W. Scheinhardt and Y. Volkovich (2008), Probabilistic relation between In-Degree and PageRank. In Algorithms and Models for the Web-graph, Proceedings of WAW 2006, LNCS 4936, Springer, Berlin, pp. 72-83.

P.T. de Boer and W.R.W. Scheinhardt (2007), Alternative proof and interpretations for a recent state-dependent importance sampling scheme. Queueing Systems 57 (2-3), pp. 61-69. Click here for pdf.

D.I. Miretskiy, W.R.W. Scheinhardt and M.R.H. Mandjes (2007), Efficient simulation of a tandem queue with server slow-down. Simulation 83 (11), pp. 751-767. Click here for pdf.

D.I. Miretskiy, W.R.W. Scheinhardt and M.R.H. Mandjes (2007), Tandem queue with server slow-down. ACM Sigmetrics Performance Evaluation Review 35 (3), pp. 51-52 (extended abstract). Click here for pdf.

N. Litvak, W.R.W. Scheinhardt and Y. Volkovich (2007), Indegree and PageRank of web pages: Why do they follow similar power laws? Internet Mathematics 4 (2-3), pp. 175-198. Click here or here for pdf.

N.D. van Foreest, B.R. Haverkort, M.R.H. Mandjes and W.R.W. Scheinhardt (2007), Versatile stochastic models for networks with asymmetric TCP sources. Performance Evaluation 64 (6), pp. 507-523. Click here for pdf.

D.I. Miretskiy, W.R.W. Scheinhardt and M.R.H. Mandjes (2006), Efficient simulation of a tandem queue with server slow-down. Proceedings of Resim 2006, pp. 132-143. Click here for pdf.

N.D. van Foreest, J.C.W. van Ommeren, M.R.H. Mandjes and W.R.W. Scheinhardt (2005), A tandem queue with server slow-down and blocking. Stochastic Models 21(2-3), pp. 695-724. Click here for pdf.

W.R.W. Scheinhardt, N. van Foreest and M. Mandjes (2005), Continuous Feedback Fluid Queues. Operations Research Letters 33, pp. 551-559. Click here for pdf.

D.P. Kroese, W.R.W. Scheinhardt and P.G. Taylor (2004), Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process. Annals of Applied Probability 14(4), pp. 2057-2089. Click here for pdf.

N. van Foreest, M. Mandjes and W. Scheinhardt (2003), A versatile model for asymmetric TCP sources. In Teletraffic Science and Engineering, Proceedings of ITC 18, Elsevier, Amsterdam, pp. 631-640

M. Mandjes, D. Mitra and W. Scheinhardt (2003), Models of network access using feedback fluid queues. Queueing Systems 44, pp. 365-398. Click here for pdf.

N. van Foreest, M. Mandjes and W.R.W. Scheinhardt (2003), Analysis of a feedback fluid model for heterogeneous TCP sources. Stochastic Models 19, pp. 299-324. Click here for pdf.

M. Mandjes, D. Mitra and W. Scheinhardt (2003), A simple model of network access: feedback adaptation of rates and admission control. Computer Networks 41, pp. 489-504. Click here for pdf.

M. Mandjes, D. Mitra and W.R.W. Scheinhardt (2002), Simple models of network access, with applications to the design of joint rate and admission control. In Proceedings of INFOCOM 2002, New York, June 25-27, pp. 3-12.

W.R.W. Scheinhardt and B. Zwart (2002), A tandem fluid queue with gradual input. Probability in the Engineering and Informational Sciences 16, pp. 29-45. Click here for pdf

W.R.W. Scheinhardt (2001). Analysis of feedback fluid queues. In Proceedings of the 14th ITC specialists seminar on access networks and systems, Girona, April 25-27, pp. 215-220.

D.P. Kroese and W.R.W. Scheinhardt (2001), Joint distributions for interacting fluid queues. Queueing Systems 37, pp. 99-139. Click here for pdf.

S. Aalto and W.R.W. Scheinhardt (2000), Tandem fluid queues fed by homogeneous on-off sources, Operations Research Letters 27, pp. 73-82. Click here for pdf.

R.B. Lenin, P.R. Parthasarathy, W.R.W. Scheinhardt and E.A. van Doorn (2000), Families of birth-death processes with similar time-dependent behaviour. Journal of Applied Probability 37, pp. 835-849. Click here for pdf.

I.J.B.F. Adan, E.A. van Doorn, J.A.C. Resing and W.R.W. Scheinhardt (1998), Analysis of a single server queue interacting with a fluid reservoir, Queueing Systems 29, pp. 313-336. Click here for pdf.

D.P. Kroese and W.R.W. Scheinhardt (1998). A fluid queue driven by a fluid queue. In Proceedings of the International Teletraffic Seminar, LONIIS, Saint-Petersburg, June 1-7.
(Brief version of Memorandum No. 1363)

E.A. van Doorn and W.R.W. Scheinhardt (1997), A fluid queue driven by an infinite-state birth-death process. In Teletraffic Contributions for the Information Age, Proceedings of ITC 15, Elsevier, Amsterdam, pp. 465-475.

E.A. van Doorn and W.R.W. Scheinhardt (1996), Analysis of birth-death fluid queues. In B.D. Choi, editor, Proceedings of Applied Mathematics Workshop, KAIST, Korea, pp. 13-29.

PhD thesis:

W.R.W. Scheinhardt (1998), Markov-modulated and Feedback Fluid Queues.
Thesis, Faculty of Mathematical Sciences, University of Twente, Enschede, The Netherlands.
Click here for pdf.