Werner Scheinhardt






P.O. Box 217 
Phone: 
+31 53 489 3832 
Contents of this homepage:
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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 Markovmodulated and Feedback Fluid Queues. (A PDFfile can be found here.)
From 1999 until June 2000 I was a Postdoc at Eindhoven University of Technology, and I paid a twomonth visit to the Teletraffic Research Center in Adelaide, South Australia.
Since June 2000, I am an assistant professor at the University of Twente. Until 2003 I was also 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 PieterTjerk de Boer I supervised Daniel Reijsbergen (funded by an NWO ‘open competitie’ grant; PhD thesis in 2013, click here for pdf).
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 congestiondependent feedback
Master Level
Ties Brands Optimisation of toll levels in networks
Astrid van de VenKochx Voorraadbeheer op de OK
Wilfred de Graaf Shot noise fluid queues with a timedependent 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 multispeed production facility
Sjoerd van Willigen
Teaching
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
In 2014 I was nominated (by students) for the `TWonderwijsprijs’ (applied mathematics teaching award), which I won by giving a 10minute lecture entitled ‘oneindige willekeur… of niet?’ (‘infinite randomness… or not?’), on the normality of pi. The lecture was recorded in advance (without public); you can have a look at it here (in Dutch).
Publications (to be updated)
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), Statedependent importance sampling for a slowdown tandem queue. Accepted for Annals of Operations Research.
D.I. Miretskiy, W.R.W. Scheinhardt and M.R.H. Mandjes (2010), Statedependent 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), 79 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. 909914 (extended abstract). Click here for pdf.
D.I. Miretskiy, W.R.W. Scheinhardt and M.R.H. Mandjes (2009), Backpressurebased control protocols: design and computational aspects. Proceedings of the 21st International Teletraffic Congress (ITC), 1517 Sept. 2009, Paris. Click here for pdf.
D.I. Miretskiy, W.R.W. Scheinhardt and M.R.H. Mandjes (2009), Rareevent simulation for tandem queues: a simple and efficient importance sampling scheme. In Network control and optimization, Proceedings of NETCOOP 2009, LNCS 5894, Springer, Berlin, pp. 107120. Click here for pdf.
I. Adan, M. Mandjes, W. Scheinhardt and E. Tzenova (2009), On a generic class of twonode queueing systems. Queueing Systems 61 (1), pp. 3763. Click here for pdf.
N. Litvak, W.R.W. Scheinhardt, Y.V. Volkovich and B. Zwart (2009), Characterization of tail dependence for indegree and PageRank. In Algorithms and Models for the Webgraph, Proceedings of WAW 2009, LNCS 5427, Springer, Berlin, pp. 90103.
D. Miretskiy, W.R.W. Scheinhardt and M.R.H. Mandjes (2008), Simulation of a Jackson Tandem Network using Statedependent 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 slowdown. Proceedings of Resim 2008, pp. 3849.
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 InDegree and PageRank. In Algorithms and Models for the Webgraph, Proceedings of WAW 2006, LNCS 4936, Springer, Berlin, pp. 7283.
P.T. de Boer and W.R.W. Scheinhardt (2007), Alternative proof and interpretations for a recent statedependent importance sampling scheme. Queueing Systems 57 (23), pp. 6169. 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 slowdown. Simulation 83 (11), pp. 751767. Click here for pdf.
D.I. Miretskiy, W.R.W. Scheinhardt and M.R.H. Mandjes (2007), Tandem queue with server slowdown. ACM Sigmetrics Performance Evaluation Review 35 (3), pp. 5152 (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 (23), pp. 175198. 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. 507523. 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 slowdown. Proceedings of Resim 2006, pp. 132143. 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 slowdown and blocking. Stochastic Models 21(23), pp. 695724. Click here for pdf.
W.R.W. Scheinhardt, N. van Foreest and M. Mandjes (2005), Continuous Feedback Fluid Queues. Operations Research Letters 33, pp. 551559. 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 quasibirthanddeath process. Annals of Applied Probability 14(4), pp. 20572089. 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. 631640
M. Mandjes, D. Mitra and W. Scheinhardt (2003), Models of network access using feedback fluid queues. Queueing Systems 44, pp. 365398. 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. 299324. 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. 489504. 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 2527, pp. 312.
W.R.W. Scheinhardt and B. Zwart (2002), A tandem fluid queue with gradual input. Probability in the Engineering and Informational Sciences 16, pp. 2945. 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 2527, pp. 215220.
D.P. Kroese and W.R.W. Scheinhardt (2001), Joint distributions for interacting fluid queues. Queueing Systems 37, pp. 99139. Click here for pdf.
S. Aalto and W.R.W. Scheinhardt (2000), Tandem fluid queues fed by homogeneous onoff sources, Operations Research Letters 27, pp. 7382. Click here for pdf.
R.B. Lenin, P.R. Parthasarathy, W.R.W. Scheinhardt and E.A. van Doorn (2000), Families of birthdeath processes with similar timedependent behaviour. Journal of Applied Probability 37, pp. 835849. 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. 313336. 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, SaintPetersburg, June 17. (Brief version of Memorandum No. 1363)
E.A. van Doorn and W.R.W. Scheinhardt (1997), A fluid queue driven by an infinitestate birthdeath process. In Teletraffic Contributions for the Information Age, Proceedings of ITC 15, Elsevier, Amsterdam, pp. 465475.
E.A. van Doorn and W.R.W. Scheinhardt (1996), Analysis of birthdeath fluid queues. In B.D. Choi, editor, Proceedings of Applied Mathematics Workshop, KAIST, Korea, pp. 1329.
PhD thesis:
W.R.W. Scheinhardt (1998), Markovmodulated and Feedback Fluid Queues.
Thesis, Faculty of Mathematical Sciences, University of Twente, Enschede, The Netherlands.
Click here for pdf.