Diffusion Approximation as a Modelling Tool, chapter in: Network Performance Engineering, A Handbook on Convergent Multi-Service Networks and Next Generation Internet, St

Diffusion theory is already a vast domain of knowledge. This tutorial lecture does not cover all results: it presents in a coherent way an approach we have adopted and used in analysis of a series of models concerning evoluation of some traffic control mechanisms in computer, especially ATM, networks. Diffusion approximation is presented from engineer`s point of view, stressing its utility and commenting numerical problems of its implementation. Diffusion approximation is a method to model the behavior of a single queueing station or a network of stations. It allows one to include in the model general sevice times, general (also correlated)input streams and to investigate transient states, which, in presence of bursty streams (e.g. of multimedia transfers) in modern networks, are of interest.