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An efficient stiffness-insensitive method for transient analysis of Markov availability models

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1 Author(s)
Malhotra, M. ; AT&T, Holmdel, NJ, USA

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

Published in:

Reliability, IEEE Transactions on  (Volume:45 ,  Issue: 3 )

Date of Publication:

Sep 1996

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