In this paper we present time-dependent (or transient) solutions for a
mathematical model of statistical multiplexing. The problem is motiva
ted by the need to better understand the performance of fast packet sw
itching in asynchronous transfer mode (ATM), which will be adopted in
the broadband ISDN. The transient solutions will be of critical value
in understanding dynamic behavior of the multiplexer, and loss probabi
lities at the cell (or packet) level. We use the double Laplace transf
orm method, and reduce the partial differential equation that governs
the multiplexer behavior to the eigenvalue problem of a matrix equatio
n in the Laplace transform domain. We derive important properties of t
hese eigenvalues, by extending earlier results discussed by Anick, Mit
ra and Sondhi (1982) for the equilibrium solutions. A most critical st
ep in our analysis is to identify sets of linear equations that unique
ly determine the time-dependent probability distributions at the buffe
r boundaries. These boundary conditions are in turn used to solve the
general transient solutions. For the infinite buffer case, we show tha
t a closed form solution is given in terms of explicitly identified ei
genvalues and eigenvectors. When the buffer capacity is finite, the de
termination of boundary conditions requires us to solve a matrix equat
ion. We also observe that the statistical multiplexing not only achiev
es the effective bandwidth gain (i.e., a multiplexing gain), but also
reduces the system's packet loss probability and shorten transient per
iods. We present some numerical results to illustrate our solution tec
hnique. A potential application of the time-dependent solution is in t
he area of preventive congestion control in a high speed network.