DocumentCode
1371313
Title
An efficient stiffness-insensitive method for transient analysis of Markov availability models
Author
Malhotra, Manish
Author_Institution
AT&T, Holmdel, NJ, USA
Volume
45
Issue
3
fYear
1996
fDate
9/1/1996 12:00:00 AM
Firstpage
426
Lastpage
428
Abstract
This paper proposes a hybrid approach (HybApp) for numerical transient solution of Markov availability models. It solves both stiff and nonstiff models using a heuristic that provides timely, inexpensive stiffness detection in the model. If the model is found stiff, then a stiff ordinary-differential-equation method is used to solve it from that point onwards, otherwise we continue to use uniformization. Numerical results show the advantages of HybApp
Keywords
Markov processes; differential equations; reliability theory; transient analysis; HybApp; Markov availability models; nonstiff models; ordinary-differential-equation method; stiff models; stiffness detection; stiffness-insensitive method; transient analysis; Availability; Code standards; Computational efficiency; Differential equations; Linear systems; State estimation; Switches; Transient analysis;
fLanguage
English
Journal_Title
Reliability, IEEE Transactions on
Publisher
ieee
ISSN
0018-9529
Type
jour
DOI
10.1109/24.537012
Filename
537012
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