Applied Mathematical Modelling 38 (2014) 47054716

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Applied Mathematical Modelling

journal homepage: www.elsevier.com/locate/apm

Asymptotic stability of the M/G/1 queueing system with

optional second service q
Chao Gao a,, Xing-Min Chen b, Fu Zheng c, Guangtian Zhu d
a

School of Information Science and Engineering, Dalian Polytechnic University, Dalian 116034, PR China
School of Mathematical Sciences, Dalian University of Technology, Dalian 116024, PR China
c
Department of Mathematics, Bohai University, Jinzhou 121002, PR China
d
Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, PR China
b

a r t i c l e

i n f o

Article history:
Received 19 October 2012
Received in revised form 3 March 2014
Accepted 20 March 2014
Available online 31 March 2014
Keywords:
C 0 -semigroup
Queueing system
Stability condition
Asymptotic stability

a b s t r a c t
An M/G/1 queueing system with second optional service is considered in this paper. We are
devoted to studying the asymptotic stability of this kind of system by using C 0 -semigroup
theory. By analyzing the spectral distribution of the system operator, we derive that 0 is an
eigenvalue and is the only spectral point on the imaginary axis. It shows that the
time-dependent solution of the system converges to the steady-state solution as time
approaches innity. Using the steady-state solution, we obtain the mean queue length.
2014 Elsevier Inc. All rights reserved.

1. Introduction
Varieties of systems based on the classical M/G/1 queueing system, such as M/G/1 queueing system with vacations [1],
with server breakdowns [2] etc., have been studied in the literature because of their prevalence in trafc, logistics, telecommunication systems etc. Generally, it is assumed that the system only provides one service and customer leaves the system
as soon as service is completed. In practice, there are many situations in which the queues provide main service and
subsidiary service for every customer. For examples:
 After all students complete their undergraduate program, some of them may join the postgraduate program. A survey
shows that over 83% of 1135 participants continued to plan for postgraduate education in the sciences following their
undergraduate research experience (see Ref. [3]).
 After nal products are produced in the supply chain process, they may be transported to retailers directly, or may be
transported to the retailers indirectly through distribution facilities (see Ref. [4]).
Basing on the actual background, Madan proposed an M/G/1 queue with second optional service [5], where all arriving
customers are provided with the rst essential service (FES). The service times of the two phases are mutually independent.
After the FES is completed, the customer may immediately choose the second optional service (SOS) with probability h or

This work is supported by the National Natural Science Foundation of China under Grant Nos. 11201037 and 61203118.

Corresponding author.

E-mail address: gaochao198604@126.com (C. Gao).

http://dx.doi.org/10.1016/j.apm.2014.03.032
0307-904X/ 2014 Elsevier Inc. All rights reserved.

4706

C. Gao et al. / Applied Mathematical Modelling 38 (2014) 47054716

leave the system with probability 1  h. Thus, when h 0 it corresponds to the classical M/G/1 queueing system; when h 1
it means that every customer chooses the SOS. The system is different from the M/G/1 system with feedback [6]. The latter
may model a system in which after being served each customer either joins the queue for the same service again with
probability p or leave the system with probability 1  p.
Madan modeled the system with two phases of service in which the service time of the FES is assumed to follow a general
distribution, whereas the one of the SOS follows exponential. By using Laplace transform, the time-dependent probability
generating functions and corresponding steady-state results have been obtained in [5]. Then, Medhi extended the system
to a general case where the service time of the SOS is assumed to follow a general distribution. Transient solution and
steady-state solution were derived in [7]. Basing on the system, Choudhury obtained more generalized results in [8]. The
R 1  R x l ndn
R 1  R x l ndn
steady-state results were obtained under the stability condition k 0 e 0 1
dx kh 0 e 0 2
dx < 1 in the above
two literatures. Here k is the arrival rate of customers, and l1 x; l2 x are the service rates of the FES and the SOS,
respectively. Although the steady-state results have been obtained, whether or not the time-dependent solution converges
to the steady-state solution as time approaches innity has not been proven yet.
The classical M/G/1 queueing systems have received a great deal of attention and many excellent methods have been
introduced in the literature, such as probability generating function [9], stochastic decomposition [10], singular perturbation
method [11], Markov jump processes [12], semigroup theory [13,14], matrix analysis [15,16], etc. However, most results
were based on the hypothesis that the system concerned has a unique time-dependent solution. Its worth mentioning that
the hypothesis was veried by introducing semigroup theory into queueing systems in [13]. When the service rate satises
l < 1, the existence and uniqueness of time-dependent solution of the M/M/1 queueing system has been proved. Moreover,
the spectral distribution of the M/M/1 system operator was analyzed. As a result, the time-dependent solution of the M/M/1
queueing system strongly converges to the steady-state solution under the stability condition lk < 1, as time approaches
innity. Here, k is the customer arrival rate of the M/M/1 system. Similarly, the well-posedness of the classical M/G/1
queueing system has been proved in [13] with satisfying supx20;1 lx < 1. But asymptotic result of the classical M/G/1
system was not given there.
The key to stability analysis is the investigation of spectral distribution of the system operator on the imaginary axis.
However, the variables are coupled with each other in the M/G/1 system equations, and boundary conditions are even of
integral form. It is hard to obtain an explicit solution of the system. Thus, to verify the existence of the nonzero eigenvector
corresponding to eigenvalue 0 is a challenge. So is the solution of the resolvent equation. As yet only a few of articles have
appeared on stability analysis of the classical M/G/1 system. Zheng et al. [17] assumed that the server rate lx and the arrive
rate k satisfy

8x > 0;

9l > k > 0;

s:t:

1
x

lndn > l

C1

and used a technique to prove the asymptotic stability of the classical M/G/1 system. But it is a pity that the technique only
R 1  R x lndn
suits condition (C1) rather than the stability condition k 0 e 0
dx < 1. Assuming

Rx
0

lndn

dx < 1; 0 < inf

x20;1

lx 6 sup lx < 1;

C2

x20;1

Gupur [14] obtained the same result for the classical M/G/1 system with some difculty and explained why the system is not
exponentially stable. Nonetheless, condition (C2) is almost perfect except that the inmum of service rate is not equal to
zero.
In this paper, we consider the M/G/1 queue system with the SOS proposed in [8], with the service rate li x satisfying

Rx
0

l1 ndn

dx kh

Rx
0

l2 ndn

dx < 1;

where 0 6 li x 6 supx20;1 li x < 1; i 1; 2. The well-posedness of the system has been investigated in Ref. [18]. We
generalize the technique of [17] to derive that 0 is an eigenvalue of the M/G/1 system operator. And we use a short and clear
method to complete the rest of the proof without requiring inf x20;1 li x 0; i 1; 2. Then by using Theorem 14 in Ref. [13]
we deduce that the time-dependent solution of the M/G/1 system with optional second service strongly converges to the
steady-state solution.
The rest of the paper is organized as follows. The system is transformed into a mathematical problem in Section 2. The
main results are given in Section 3. And a brief conclusion is presented in Section 4.
2. System formulation
The system model is described specically as follows: the system has a single server and customers arrive at the system
one by one according to a Poisson stream with arrival rate k k > 0. All arriving customers are provided with the rst essential service. On completion of the rst essential service, a customer may opt for the second optional service with probability
h 0 6 h 6 1 or may opt to leave the system with probability 1  h. The service time of the two phases of service are

C. Gao et al. / Applied Mathematical Modelling 38 (2014) 47054716

4707

mutually independent. Further, assuming P 0;0 t represents the probability that there is no customer in the system at time
t; P 1;j x; tdx denotes the probability at time t that there are j customers in the queue and one customer is being provided the
rst essential service with elapsed service time lying in x; x dx; j P 0; P2;j x; tdx is the probability at time t that there are
j customers in the queue and one customer is being provided the second optional service with elapsed service time lying in
x; x dx; j P 0; l1 x and l2 x are essential service rate and optional service rate, respectively.
Henceforth, assuming that the system is empty at the initial time t 0. Then, the differential-integral equations of the
system are as follows [18]:


Z 1
Z 1
d
k P 0;0 t 1  h
l1 xP1;0 x; tdx
l2 xP2;0 x; tdx;
dt
0
0

@
@
P i;0 x; t k li xPi;0 x; t;

@t @x

i 1; 2;


@
@
P i;j x; t k li xP i;j x; t kP i;j1 x; t;

@t @x

i 1; 2; j P 1:

l2 xP2;1 x; tdx;

The boundary conditions are

P1;0 0; t kP0;0 t 1  h

l1 xP1;1 x; tdx

P1;j 0; t 1  h

1
0

P2;j 0; t h

l1 xP1;j1 x; tdx

l2 xP2;j1 x; tdx; j P 1;

l1 xP1;j x; tdx; j P 0:

The initial conditions are

P0;0 0 1;

Pi;j x; 0 0;

i 1; 2; j P 0:

Concerning the practical background, assume that

0 6 li x 6 sup
Z

Rx
0

li x < 1; k

x20;1

l1 ndn

dx kh

Rx
0

Rx
0

li ndn

dx < 1;

i 1; 2;

H1

l2 ndn

dx < 1:

H2

Remark 1. Condition (H1) about the service rates is natural in practical application. And (H2) is the stability condition under
which the steady-state solution exists [7,8].
Dene the state of system (1)(3) by

00

P0;0 t

1 0

B B P1;0 x; t C
BB
C
C
B
P1 ; P2 ; t B
B B P1;1 x; t C;
@@
A
..
.

P2;0 x; t

11

B P2;1 x; t C C
CC
B
CC
B
B P2;2 x; t C C;
AA
@
..
.

t P 0:

Take a state space as follows:


  
  o
n

  
 
X  Y P 1 ; P2 jP1 2 X; P2 2 Y; P1 ; P 2  P1  P 2  ;
X

where

(
X

P jP

 
1 Z

 X
 
2 R  L 0; 1  L 0; 1     ; P 1  P0;0 
1

j0

(
Y

 
1 Z
X
 
P2 jP2 2 L1 0; 1  L1 0; 1     ; P2 
Y

j0

)


P1;j xdx < 1 ;

)


P2;j xdx < 1 :

Obviously X  Y is a Banach space. For convenience, we introduce the operator A on X  Y,

4708

C. Gao et al. / Applied Mathematical Modelling 38 (2014) 47054716

00

1
R1
R1
kP0;0 1  h 0 l1 xP 1;0 xx 0 l2 xP2;0 xx


BB
C
d
BB
C
 dx
k l1 x P1;0 x
BB
C
d

B
C
B
1
2

l
x
x

kP
x

P
C;
B
1;1
1;0
AP ; P B
1
dx
BB
C


BB
C
d
 dx
k l1 x P1;2 x kP 1;1 x
BB
C
@@
A
..
.

11
d

 dx
k l2 x P2;0 x


CC
B
d
CC
B  dx
B  k l2 xP 2;1 x kP2;0 x C C
CC
B
d


l
x
x

kP
x
P
C C;
B dx
2;2
2;1
2
CC
B 

B  d k l x P x kP x C C
2;3
2;2
CC
B dx
2
AA
@
..
.
0

and the denition of A is as follows:


8
9
dPi;j x

>
>
2 L1 0; 1; Pi;j x is an

>
>
dx
>
>

>
>
>
>

>
>
absolutely
continuous
function
and
>
>

<
=

1
2
2
X
R
DA P ; P 2 X  Y 
;
1
1
k

>
P 0
Ck xP xdx; >
>
>
0

>
>
>
>
>
>

k1
>
>
>
>

R1
:
;

P2 0 0 C3 xP1 xdx
where i 1; 2; j P 0,

ex

B kex
B

0
..
.

..
.

0
B0
B
C2 x B
B0
@
..
.

0 1  hl1 x

C1 x B
B 0
@

l2 x
0
..
.

0
..
.
0



C
C
C;
C
l2 x
A
..
.
0



C
C
C;
C
1  hl1 x
A
..
.
0

0 hl1 x

B0
B
B
0
C3 x B
B
B
B0
@
..
.

hl1 x

0
..
.

0
..
.



C
C
C
hl1 x
C
C:
.. C
0
.C
A
..
.
0

Then, Eqs. (1)(7) can be written into an abstract Cauchy problem in the Banach space X  Y:

d
P1 ; P2 ; t
dt
1
2

AP1 ; P2 ; t;

t > 0;

P ; P ; 0 1; 0; 0; . . .T ; 0; 0; 0; . . .T :

The following results on the unique existence of the solution of system (8), which have been obtained in Ref. [18] by using
C 0 -semigroup theory, are necessary foundations for the next section.
Theorem 2.1. Under condition (H1), the system operator A generates a positive contraction C 0 -semigroup Tt.
Theorem 2.2. Under condition (H1), the system (8) has a unique positive time-dependent solution P1 ; P 2 ; t Tt




P 1 ; P2 ; 0, and P 1 ; P 2 ; t 1; t P 0.
3. Main results
In this section, we will analyze the spectral distribution of the M/G/1 system operator A. It is necessary to verify that 0 is
an eigenvalue and fiv jv 2 R; v 0g belongs to the resolvent set of the M/G/1 system operator A.
Prior to proceeding to the spectral analysis, we will derive several properties of relative series. First of all, we introduce
the following notations for convenience:

Rx
kxj
li xe 0 ckli ndn dx; i 1; 2; j P 0;
j!
0
Z 1
Rx
kxj
li xe 0 kli ndn dx; i 1; 2; j P 0;
bi;j
j!
0
Z 1
R
kxj  x ckli ndn
ci;j c k
e 0
dx; i 1; 2; j P 0;
j!
0
Z 1
R
kxj  x kli ndn
ci;j k
e 0
dx; i 1; 2; j P 0;
j!
0

bi;j c

9
10
11
12

4709

C. Gao et al. / Applied Mathematical Modelling 38 (2014) 47054716

where c is a complex number. The following lemmas will be useful for the proof of Theorems 3.1 and 3.2:
Lemma 3.1. Let bi;j and ci;j be dened by (10) and (12), respectively. Under condition (H1) we have

bi;j ; ci;j > 0;

1
X
bi;k 1;

1
X

k0

k0

ci;k k

Rx

li ndn

dx;

1
1X

kxk 
e
k!
k0

k0

Rx
0

kli ndn

i 1; 2; j P 0; n P 1:

mn

P1

Proof. Obviously, bi;j ; ci;j > 0; i 1; 2; j P 0. For i 1; 2,

dx 1 and

Z
1
X
ci;k k

1
X
bi;m ci;n1 ;

bi;0 ci;0 1;

dx k

Rx
0

k0 bi;k

li ndn

R 1 P1

k0

kxk
k!

li xe

Rx
0

kli ndn

dx

R1
0

li xe

Rx
0

li ndn

dx:

Moreover,

bi;0 ci;0

k li xe

Rx
0

kli ndn

dx 1

and

bi;j ci;j

kxj

k li xe
j!

Rx
0

kli ndn

dx

k
0

kxj1 
e
j  1!

Rx
0

kli ndn

dx ci;j1 ;

i 1; 2; j P 1:

Combining with the above equations, we get

1
n1
n1
X
X
X
bi;m 1 
bi;m ci;0 
bi;m    ci;n1 ;
mn

m0

i 1; 2; n P 1:

m1

The proof is completed.

Lemma 3.2. Let bi;j c; bi;j and ci;j c; ci;j be dened by (9)(12), respectively. For c iv ;
have



bi;j c < bi;j ;



ci;j c < ci;j ;

v 2 R; v 0, under condition (H1) we

i 1; 2; j P 0

and
1 
X

bi;j c < 1;
j0

where i is the imaginary unit.

Proof. For c iv ;

v 2 R; v 0, we estimate the bound of module of bi;j c by

2 Z
Z
2
Z 1
Rx

 1 kxj
 1




iv x kli ndn
bi;j c2 
0
li xe
dx 
cos v xfi;j xdx  i
sin v xfi;j xdx

 0
j!
0
0
Z 1
2 Z 1
2 Z 1 Z 1

cos v xfi;j xdx

sin v xfi;j xdx
cos v x  yfi;j xfi;j ydx dy
0
j

here fi;j x kx
j!

li xe


2
2
bi;j  bi;j c

Rx
0

Z
0

kli ndn

. And

2 Z
fi;j xdx 
0

cos v x  yfi;j xfi;j ydxdy

1  cos v x  yfi;j xfi;j ydxdy P 0;



bi;j c < bi;j . So does the bound of module of ci;j c.
where the last equality holds if and only if v 0. Hence

P1 
Moreover, using Lemma 3.1, we derive j0 bi;j c < 1. h
1

For arbitrary y1 ; y2 2 X  Y with y1 y0;0 ; y0 x; y1 x; . . . , y2 y0 x; y1 x; . . . , denote

4710

C. Gao et al. / Applied Mathematical Modelling 38 (2014) 47054716

i
un;j
kj1
i

/n;j kj1

0
Z 1
0

li x0 dx0
li x0 dx0

x0

dx1   

0
Z x0

dx1   

xj1

0
Z xj1

R x0
xj

R x0
xj

kli ndn 


yi xj dxj ;
n

kli ndn 


yi xj dxj ;
n

where i 1; 2; n P 0; j P 1; c iv ;

13
14

v 2 R; v 0. Then, we can obtain the following lemma:

Lemma 3.3. Under condition (H1) we have

1 X
1
X

1 X
1
X

n0 j1

n0 j1

ui
n;j < 1;

i 1; 2;

/n;j < 1;

where un;j and /n;j are dened by (13) and (14), respectively.
Proof. By Fubini theorem, we can obtain
i
un;j
kj1

li x0 dx0

Z
0

x0

x0  x1 j1 
e
j  1!

R x0
x1


kli ndn  i
y x1 dx1 ;
n

i 1; 2; n P 0; j P 1:

Thus
1 X
1
X

ui
n;j

n0 j1

1 Z
X

li x0 dx0

n0

1 Z
X

1
0

n0
1 Z 1
X
0

n0

x0

R x0

li ndn  i



yn x1 dx1

x1

 i

y x1 dx1
n

li x0 e

x1

R x0
x1

li ndn

dx0

 i 
y xdx < 1:
n

Similarly,

Z
1 X
1
1
X
X
i
/n;j
k
n0 j1

n0

 i

y x1 dx1
n

R x0

x1

li ndn

dx0 :

x1

According to the proof of Lemma 3.1 in [19], we can easily obtain

Rx
t

li ndn

dx 6 M; where M is a positive constant; 8t P 0:

As a result
1 X
1
X
i
/n;j < 1:

n0 j1

Theorem 3.1. Under conditions (H1) and (H2), 0 is an eigenvalue of the operator A with geometric multiplicity 1.
Proof. Consider the solution of the equation AP 1 ; P2 0, i.e.

kP0;0 1  h

l1 xP1;0 xdx

d
Pi;0 x k li xPi;0 x;
dx

l2 xP2;0 xdx;

i 1; 2;

16

d
Pi;j x k li xPi;j x kPi;j1 x; i 1; 2; j P 1;
dx
Z 1
Z 1
l1 xP1;1 xdx
l2 xP2;1 xdx;
P1;0 0 kP0;0 1  h
P1;j 0 1  h
P2;j 0 h

Z
0

Z
0

l1 xP1;j1 xdx

Z
0

15

17
18

l2 xP2;j1 xdx; j P 1;

19

l1 xP1;j xdx; j P 0;

20

4711

C. Gao et al. / Applied Mathematical Modelling 38 (2014) 47054716

By solving (16) and (17), we obtain

Pi;0 x e

Pi;j x e

Rx

kli ndn

i 1; 2;
Z x Rx
kli ndn

kli ndn
0
Pi;j 0 k
e s
Pi;j1 sds;
0

Rx

Pi;0 0;

21
i 1; 2; j P 1:

22

By iteration, from (21) and (22), we can calculate that



Pi;j x e

Rx
0

kli ndn

Pi;j 0 kxe

Rx
0

kli ndn

Pi;j1 0   

kxj 
e
j!

Rx
0

kli ndn

Pi;0 0;

i 1; 2; j P 0:

23

Substituting (23) and (20) into (15), (18) and (20), respectively, we obtain the equations as follows:

kP0;0 b1;0 1  hc2;0 P 1;0 0;

24

P1;0 0 kP0;0 b1;0 1  hc2;0 P1;1 0 b1;1 1  hc2;0 hb1;0 b2;1 P 1;0 0;

25

P1;j 0 b1;0 1  hc2;0 P1;j1 0 b1;1 1  hc2;0 hb1;0 b2;1 P1;j 0    b1;j1 1  hc2;0
hb1;j b2;1    hb1;0 b2;j1 P1;0 0;

j P 1;

26

where bi;j and ci;j ; i 1; 2; j P 0 are given in (10) and (12).

Using Lemma 3.1 and combining (24) with (25) and (26), we can derive

b1;0 1  hc2;0 P1;j 0 hb1;0 c2;j    hb1;j1 c2;1 hb1;j c2;0 c1;j P1;0 0    hb1;0 c2;2 hb1;1 c2;1 hb1;2 c2;0 c1;2
27
P1;j2 0 hb1;0 c2;1 hb1;1 c2;0 c1;1 P1;j1 0; j P 1:
For P 0;0 > 0, it is easy to know Pi;j 0 > 0; i 1; 2; j P 0. From (24) and (27), we have
1
X
P1;j 0
j0

1

kP0;0
P1
:
c
n0 1;n  h
n0 c 2;n

P1

By Lemma 3.1 and condition (H2):

P1

n0 c1;n

28
P
h 1
n0 c2;n < 1, we know that

1
X
P1;j 0 < 1:
j0

From (20) and (23), we can derive that

1
1
X
X
P2;j 0 h P 1;j 0 < 1:
j0

j0

Moreover, (23) implies that

2 X
1 Z
X
i1 j0

1
1 
1
1 
X
X
X


 1X

Pi;j xdx 1
c1;k P1;j 0
c2;k P2;j 0 < 1:
k k0
k k0
j0
j0

So P1 ; P 2 2 X  Y. Using the vector P1 ; P2 , we can obtain corresponding unit vector

T
P 1 ; P2 P 0;0 ; P1;0 x; P1;1 x    ;
where P0;0 1 

1
j0 c 1;j

P2;0 x; P2;1 x;   


1
P

h 1
j0 c 2;j ; P i;j x

P
1

P1

c h
j0 1;j

c
j0 2;j

P 0;0

29


P i;j x. This manifests that there exists nonzero vector

P1 ; P2 in X  Y, such that 0 is the corresponding eigenvalue. From the above proof process, we can see that the geometric
multiplicity of 0 is 1. h
Theorem 3.2. Under condition (H1) we have

fiv jv 2 R;

v 0g  qA;

where qA is the resolvent set of the operator A.

1

Proof. For arbitrary y1 ; y2 2 X  Y with y1 y0;0 ; y0 x; y1 x; . . . ; y2 y0 x; y1 x; . . . , consider the solution of

equation

cI  AP1 ; P 2 y1 ; y2 ;
where c iv ;

v 2 R; v 0, i.e.

4712

C. Gao et al. / Applied Mathematical Modelling 38 (2014) 47054716

c kP0;0  1  h

l1 xP1;0 xdx 

l2 xP2;0 xdx y0;0 ;

d
i
Pi;0 x c k li xPi;0 x y0 x; i 1; 2;
dx
d
i
Pi;j x c k li xPi;j x kPi;j1 x yj x;
dx
Z
Z
1

30
31

i 1; 2; j P 1;

32

P1;0 0 kP0;0 1  h
l1 xP1;1 xdx
l2 xP2;1 xdx;
0
0
Z 1
Z 1
P1;j 0 1  h
l1 xP1;j1 xdx
l2 xP2;j1 xdx; j P 1;
0
Z 1 0
l1 xP1;j xdx; j P 0:
P2;j 0 h

33
34
35

By solving (31) and (32), we have

Pi;0 x e

Rx
0

ckli ndn

Pi;0 0

Rx
s

Pi;j x e

Rx
0

ckli ndn

Pi;j 0

Rx
s

ckli ndn i
y0

ckli ndn

sds; i 1; 2;
i

kPi;j1 s yj sds;

36

i 1; 2; j P 1:

37

By iteration, from (36) and (37), we can derive that

Z x
R
kxj  x ckli ndn
Pi;j 0   
e 0
Pi;0 0 kj
dx1
j!
0
Z x1
Z xj R x
Z x Rx

ckli ndn

ckli ndn i
i
dx2   
e xj1
y0 xj1 dxj1   
e x1
yj x1 dx1 ;

Pi;j x e

Rx
0

ckli ndn

i 1; 2; j P 0:

38

Eq. (38) implies

Z











i
i
li xPi;j xdx 6 bi;0 cPi;j 0    bi;j cPi;0 0 u0;j1
   uj;1 ;
i

where bi;j c and un;j are given in (9) and (13), respectively. Hence,
1 Z
X


j0




li xPi;j xdx 6

1 
1 
1 X
1
X
X
 X
bi;j c Pi;n 0
ui ;
n;j

n0

j0

i 1; 2:

39

n0 j1

Combining (35) with (38) and (39), we can obtain

1 Z
X


j0




1 
1 
1 
1 
1 X
1
1 X
1
X
X
X
X
X

X
b2;j c b1;k c P 1;n 0 h b2;j c
u1
u2 ;

l2 xP2;j xdx 6 h

n;j

n;k

j0

n0

k0

j0

n0 k1

n0 j1

From (30), (33), (34), (39) and (40), we can estimate

"
#
1 
1 
1 
1 
1 
2 X
1 X
1
X
X
X


X
 X
   X
P1;n 0 6 1  h b1;j c h b1;j c b2;k c
P 1;n 0 y 
ui
0;0
n;j :
n0

j0

j0

k0

Lemma 3.2 implies

1  h

1 
1 
1 
X
X

X

b1;j c h b1;j c b2;k c < 1:
j0

j0

k0

With the help of Lemma 3.3, we obtain

1 
X

P1;n 0 < 1:
n0

It is easy to obtain
1 
X

P2;n 0 < 1:
n0

Moreover, Eq. (38) implies

n0

i1 n0 j1

40

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C. Gao et al. / Applied Mathematical Modelling 38 (2014) 47054716

2 X
1 Z
X
i1 j0

2 X
1
1 
2 X
1 X
1
X
X


 1X
i
Pi;j xdx 6 1
ci;k Pi;j 0
/n;j ;
k i1 k0
k
j0
i1 n0 j1

where ci;j and /n;j are given in (12) and (14), respectively. Under condition (H1), we know that
2 X
1 Z
X
i1 j0



Pi;j xdx < 1:

It manifests that P 1 ; P 2 2 X  Y. Obviously, P 1 ; P 2 is the unique solution of the equation cI  AP 1 ; P 2 y1 ; y2 .

Thus cI  A is a bijective and closed operator. The bounded invertible of cI  A exists by the Closed Operator Theorem and
Inverse Operator Theorem. Hence,

iv 2 qA;

where

v 0:

It is easy to verify that the dual space of X  Y is X   Y  , which is dened as follows:

n
n
oo
X   Y  Q 1 ; Q 2 jQ 1 2 X  ; Q 2 2 Y  ; kQ 1 ; Q 2 k sup kQ 1 kX ; kQ 2 kY  ;
where Q 1 Q 0;0 ; Q 1;0 x; Q 1;1 x; . . .T , Q 2 Q 2;0 x; Q 2;1 x; . . .T ,

n
o
X  Q 1 jQ 1 2 R  L1 0; 1  L1 0; 1     ; kQ 1 kX  supfjQ 0;0 j; kQ 1;0 xk; kQ 1;1 xk; . . .g < 1 ;
n
o
Y  Q 2 jQ 2 2 L1 0; 1  L1 0; 1     ; kQ 2 kY  supfkQ 2;0 xk; kQ 2;1 xk; . . .g < 1 :

Obviously, X   Y  is a Banach space. By the denition of adjoint operator, we can get A , which is the adjoint operator of A, as
follows,

A Q 1 ; Q 2 BQ 1 ; Q 2 CQ 1 ; Q 2 ;
where Q 1 Q 0;0 ; Q 1;0 x; Q 1;1 x; . . .T ; Q 2 Q 2;0 x; Q 2;1 x; . . .T ,

11
1 0 dQ 2;0 x
 k l2 xQ 2;0 x
dx
BB dQ 1;0 x
CC
C B
BB
B dQ 2;1 x  k l xQ x CC
BB dx  k l1 xQ 1;0 x C
CC
B dx
2;1
2
C
BB dQ 1;1 x
CC
C B
dQ 2;2 x
C
BB
B
1
2
 k l2 xQ 2;2 x C
BQ ; Q BB dx  k l1 xQ 1;1 x C
CC;
dx
C; B
BB dQ x
CC
B
C
1;2
BB
B dQ 2;3 x  k l xQ x CC
B@ dx  k l1 xQ 1;2 x C
CC
2;3
2
A B
@
AA
@ dx
..
..
.
.
00

00

kQ 0;0

kQ 1;0 0

1 0

kQ 2;1 x l2 xQ 0;0

11

BB 1  hl xQ kQ x hl xQ 0 C B kQ x l xQ 0 CC
BB
C B 2;2
CC
0;0
1;1
2;0
1;0
1
1
2
BB
C B
CC
BB 1  hl1 xQ 1;0 0 kQ 1;2 x hl1 xQ 2;1 0 C B kQ 2;3 x l2 xQ 1;1 0 CC
1
2
CQ ; Q BB
C; B
CC:
BB 1  hl xQ 0 kQ x hl xQ 0 C B kQ x l xQ 0 CC
BB
C B 2;4
CC
1;1
1;3
2;2
1;2
1
1
2
@@
A @
AA
..
..
.
.
And the domain of A is

 dQ x
8
9
1
1
i;j

>
<
=
 dx 2 L 0; 1; Q i;j x 2 L 0; 1; >

DA Q 1 ; Q 2 2 X   Y   Q i;j x is an absolutely continuous

>
>
:
 function; Q 1 N ; i 1; 2; j P 0 ;
i
i;j

Here, N i is a nite real number and is independent of j. Then, we can easily obtain the following theorems about the operator
A :
Theorem 3.3. Under conditions (H1) and (H2), 0 is an eigenvalue of A with algebraic multiplicity one.
2
Proof. From the equation A Q 1 ; Q 2 0, where Q 1 ; Q 2 2 DA . We can easily obtain that aQ 1
 ; Q  with a 0, and
00 1 0 11
1
1
2
@@ 1 A; @ 1 AA is an eigenvector corresponding to the eigenvalue 0 and geometric multiplicity of 0 is one.
Q 1
 ; Q
..
..
.
.
Similarly to Lemma 3.3 in Ref. [20], we can easily prove that the algebraic multiplicity of 0 is one. h

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C. Gao et al. / Applied Mathematical Modelling 38 (2014) 47054716

Theorem 3.4. Under condition (H1) we have fiv jv 2 R;

v 0g  qA , where qA is the resolvent set of the operator A .

Proof. For any W 1 ; W 2 2 X   Y  , consider the equation

cI  BQ 1 ; Q 2 CW 1 ; W 2 ;
where W 1 W 0;0 ; W 1;0 x; W 1;1 x; . . .T , W 2 W 2;0 x; W 2;1 x; . . .T . That is

c kQ 0;0 kW 1;0 0;

41

d
Q x c k l1 xQ 1;0 x  1  hl1 xW 0;0  kW 1;1 x  hl1 xW 2;0 0;
dx 1;0
d
Q x c k l1 xQ 1;j x  1  hl1 xW 1;j1 0  kW 1;j1 x  hl1 xW 2;j 0;
dx 1;j
d
Q x c k l2 xQ 2;0 x  l2 xW 0;0  kW 2;1 x;
dx 2;0
d
Q x c k l2 xQ 2;j x  l2 xW 1;j1 0  kW 2;j1 x; j P 1:
dx 2;j

42
j P 1;

43
44
45

Solving the above equations, we obtain

Q 0;0

W 1;0 0;


Z x
Rx
Rs
ckl1 sds

ckl1 ndn
Q 1;0 0 
1  hl1 sW 0;0 kW 1;1 s hl1 sW 2;0 0e 0
ds ;
Q 1;0 x e 0
0


Z x
Rx
Rs
ckl1 sds

ckl1 ndn
Q 1;j 0 
1  hl1 sW 1;j1 0 kW 1;j1 s hl1 sW 2;j 0 e 0
ds ;
Q 1;j x e 0

ck

46
47
j P 1;



Z x
Rx
Rs
ckl2 sds

ckl2 ndn
Q 2;0 x e 0
Q 2;0 0 
l2 sW 0;0 kW 2;1 s e 0
ds ;
0


Z x
Rx
Rs
ckl2 sds

ckl2 ndn
Q 2;j 0 
l2 sW 1;j1 0 kW 2;j1 s e 0
ds ;
Q 2;j x e 0

48
49
j P 1:

50

From (46)(50), we have


 

 1 2   1
2 
Q ; Q  < W ; W :
Hence,




1 
cI  B C  < 1:
Thus, I  cI  B1 C

1

exists and is bounded. Moreover,

1

cI  B C1 I  cI  B1 C cI  B1 :

That is, cI  B C1 exists and is bounded, too. In other words, the theorem is true.

With the help of Theorem 14 in [13], the following theorem is a direct consequence of combining Theorems 2.1, 2.2 and
3.13.4.
Theorem 3.5. Under conditions (H1) and (H2), the time-dependent solution P1 ; P2 ; t of the system (8) strongly converges to
steady-state solution P1 ; P2 , as time t ! 1. That is

lim P1 ; P2 ; t P1 ; P2 ;

t!1

where P 1 ; P 2 is given in (29) which is the unit eigenvector corresponding to the eigenvalue 0.
Proof.

lim P1 ; P 2 ; t lim TtP1 ; P2 ; 0 hQ 1 ; Q 2 ; P1 ; P2 ; 0iP 1 ; P2 P1 ; P2 ;

t!1

t!1

51

where Tt is a C 0 -semigroup generated by the system operator A; Q 1 ; Q 2 1; 1; . . .T ; 1; 1; . . .T ; P 1 ; P 2 ; 0 is the

initial value of the system. h

C. Gao et al. / Applied Mathematical Modelling 38 (2014) 47054716

4715

From Theorem 3.5, we can easily derive the asymptotic behavior of the queue length of the system.
Theorem 3.6. Under conditions (H1) and (H2), the queue length of the M/G/1 queueing system with optional second service Lt
converges to a nite positive number as t ! 1. Moreover,
1
1
X
X
limLt
c1;j h c2;j

t!1

where

P1

j0

j0 c i;j

R1
0

Rx
0

P1

j1 jc 1;j

j0

li ndn

dx;

P1

j1 jc i;j

P
P1
P1
h 1
j0 c1;j
j0 c 2;j h
j1 jc 2;j
P
P1
;
1 1
c

h
c
1;j
2;j
j0
j0
k2

R1
0

xe

Rx
0

li ndn

dx.

Proof. The mean queue length of the system can be expressed as

lim Lt

t!1

Z
1
X
j 1

j0

P 1;j xdx

Z
1
X
j 1
j0

P 2;j xdx;

where P i;j x is given in (29). By Lemma 3.1, we can get

1
1
X
X
lim Lt
c1;j h c2;j

t!1

j0

P1

j1 jc1;j

j0

P
P1
P1
h 1
j0 c 1;j
j0 c 2;j h
j1 jc2;j
P
P1
:
1 1
c

h
c
1;j
2;j
j0
j0

Here,

Z
1
X
ci;j k

Rx
0

li ndn

dx see Lemma 3:1

j0

Z
1
X
jci;j k

kx

j1

k2

1
X
kxj

j!

j0

xe

R1
0

li ndn

Rx
0

kli ndn

dx:

dx

4. Concluding remarks
The asymptotic stability of the M/G/1 system with optional second service is proven by semigroup theory in this paper. It
has been a challenge for solving the innite dimensional problem under conditions (H1) and (H2). However, spectral analysis
can hardly do without solving the equation corresponding to eigenvalue 0 and the resolvent equation. By exibly utilizing
several properties of series and perfectly applying (H1) and (H2) in the spectral analysis, this paper proves that the problem
is solvable. As a result, the asymptotic stability of such kind of M/G/1 queueing system is derived. The result contains that the
asymptotic behavior of the classical M/G/1 system.
Moreover, the mean queue length is derived by using the eigenvector which is corresponding to the eigenvalue 0 (see
Theorem 3.6). The mean queue length is the same as the one was obtained by Laplace transform in Ref. [8]. By Theorem 3.6,
it is not hard to deduce the asymptotic behaviors of other indices.
This paper shows a method to investigate the asymptotic stability of the M/G/1 system. Extending the analysis to more
general systems is of interest.
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