A comparison of numerical splitting-based methods for Markovian dependability and performability models

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hdl:2117/24747
Document typeConference report
Defense date1998
PublisherSpringer
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Abstract
Iterative numerical methods are an important ingredient for the solution of continuous time Markov dependability models of fault-tolerant systems.
In this paper we make a numerical comparison of several splitting-based iterative methods. We consider the computation of steady-state reward rate on rewarded models. This measure requires the solution of a singular linear system. We consider two classes of models. The first class includes failure/repair models. The second class is more general and includes the modeling of periodic preventive test of spare components to reduce the probability of latent failures in inactive components. The periodic preventive test is approximated by an Erlang distribution with enough number of stages. We show that for each class of model there is a splitting-based method which is significantly more efficient than the other methods.
CitationSuñe, V.; Carrasco, J. A comparison of numerical splitting-based methods for Markovian dependability and performability models. A: International Conference on Modeling Techniques and Tools for Computer Performance Evaluation. "Computer performance evaluation: modelling techniques and tools: 10th international conference, TOOLS'98, Palma de Mallorca, Spain, September 14-18, 1998: proceedings". Springer, 1998, p. 154-164.
ISBN3-540-64949-2
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