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978-3-8439-0315-8, Reihe Informatik

Johann Schuster Towards faster numerical solution of Continuous Time Markov Chains stored by symbolic data structures

147 Seiten, Dissertation Universität der Bundeswehr München (2011), Softcover, B5

This work considers different aspects of model-based performance- and dependability analysis. This research area analyses systems (e.g. computer-, telecommunication- or production-systems) in order to quantify their performance and reliability. Such an analysis can be carried out already in the planning phase, without a physically existing system. All aspects treated in this work are based on finite state spaces (i.e. the models only have finitely many states) and a representation of the state graphs by Multi-Terminal Binary Decision Diagrams (MTBDDs). Currently, there are many tools that transform high-level model specifications (e.g. process algebra or Petri-Net) to low-level models (e.g. Markov chains). Markov chains can be represented by sparse matrices. For complex models very large state spaces may occur (this phenomenon is called state space explosion in the literature) and accordingly very large matrices representing the state graphs. The problem of building the model from the specification and storing the state graph can be regarded as solved: There are heuristics for compactly storing the state graph by MTBDD or Kronecker data structure and there are efficient algorithms for the model generation and functional analysis. For the quantitative analysis there are still problems due to the size of the underlying state space. This work provides some methods to alleviate the problems in case of MTBDD-based storage of the state graph. It is threefold:

1. For the generation of smaller state graphs in the model generation phase (which usually are easier to solve) a symbolic elimination algorithm is developed.

2. For the calculation of steady-state probabilities of Markov chains a multilevel algorithm is developed which allows for faster solutions.

3. For calculating the most probable paths in a state graph, the mean time to the first failure of a system and related measures, a path-based solver is developed.