Abstract

The numerical analysis of various modeling formalisms profits from a structured representation for the generator matrix Q of the underlying continuous-time Markov chain, where Q is described by a sum of tensor (Kronecker) products of much smaller matrices. In this paper, we describe such a representation for the class of superposed generalized stochastic Petri nets (GSPNs), which is less restrictive than in previous work. Furthermore a new iterative analysis algorithm is proposed. It pays special attention to a memory-efficient representation of iteration vectors as well as to a memory-efficient structured representation of Q in consequence the new algorithm is able to solve models which have state spaces with several million states, where other exact numerical methods become impracticable on a common workstation.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.