Implicit ODE solvers with good local error control for the transient analysis of Markov models
نویسندگان
چکیده
منابع مشابه
Implicit ODE solvers with good local error control for the transient analysis of Markov models
Obtaining the transient probability distribution vector of a continuous-time Markov chain (CTMC) using an implicit ordinary differential equation (ODE) solver tends to be advantageous in terms of run-time computational cost when the product of the maximum output rate of the CTMC and the largest time of interest is large. In this paper, we show that when applied to the transient analysis of CTMC...
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ژورنال
عنوان ژورنال: Applied Mathematics and Computation
سال: 2017
ISSN: 0096-3003
DOI: 10.1016/j.amc.2016.08.009