Long-time limit of nonlinearly coupled measure-valued equations that model many-server queues with reneging

The large-time behavior of a nonlinearly coupled pair of measure-valued transport equations with discontinuous boundary conditions, parameterized by a positive real-valued parameter \lambda , is considered. These equations describe the hydrodynamic or fluid limit of many-server queues with reneging (with traffic intensity \lambda ), which model phenomena in diverse disciplines, including biology and operations research. For a broad class of reneging distributions with finite mean, and service distributions with finite mean and hazard rate function that is either nonincreasing or bounded away from zero and infinity, it is shown that if the fluid equations have a unique invariant state, then the Dirac measure at this invariant state is the unique invariant distribution of the fluid equations. In particular, this implies that the stationary distributions of scaled N-server systems converge to the unique invariant state of the corresponding fluid equations. Moreover, when the mean arrival rate is not equal to the mean service rate, that is, when lambda not equal 1, it is shown that the solution to the fluid equation starting from any initial condition converges to this unique invariant state in the large-time limit. The proof techniques are different under the two sets of assumptions on the service distribution, as well as under the two regimes lambda < 1 and lambda >= 1. When the hazard rate function is nonincreasing, a reformulation of the dynamics in terms of a certain renewal equation is used, in conjunction with recursive asymptotic estimates. When the hazard rate function is bounded away from zero and infinity, the proof uses an extended relative entropy functional as a Lyapunov function. Analogous large-time convergence results are also established for a system of coupled measure-valued equations modeling a multiclass queue.