Computing performability measures in Markov chains by means of matrix functions

We discuss the efficient computation of performance, reliability, and availability measures for Markov chains; these metrics, and the ones obtained by combining them, are often called performability measures. We show that this computational problem can be recasted as the evaluation of a bilinear forms induced by appropriate matrix functions, and thus solved by leveraging the fast methods available for this task. We provide a comprehensive analysis of the theory required to translate the problem from the language of Markov chains to the one of matrix functions. The advantages of this new formulation are discussed, and it is shown that this setting allows to easily study the sensitivities of the measures with respect to the model parameters. Numerical experiments confirm the effectiveness of our approach; the tests we have run show that we can outperform the solvers available in state of the art commercial packages on a representative set of large scale examples

Techniques for the Fast Simulation of Models of Highly dependable Systems

With the ever-increasing complexity and requirements of highly dependable systems, their evaluation during design and operation is becoming more crucial. Realistic models of such systems are often not amenable to analysis using conventional analytic or numerical methods. Therefore, analysts and designers turn to simulation to evaluate these models. However, accurate estimation of dependability measures of these models requires that the simulation frequently observes system failures, which are rare events in highly dependable systems. This renders ordinary Simulation impractical for evaluating such systems. To overcome this problem, simulation techniques based on importance sampling have been developed, and are very effective in certain settings. When importance sampling works well, simulation run lengths can be reduced by several orders of magnitude when estimating transient as well as steady-state dependability measures. This paper reviews some of the importance-sampling techniques that have been developed in recent years to estimate dependability measures efficiently in Markov and nonMarkov models of highly dependable system

Transient Reward Approximation for Continuous-Time Markov Chains

We are interested in the analysis of very large continuous-time Markov chains (CTMCs) with many distinct rates. Such models arise naturally in the context of reliability analysis, e.g., of computer network performability analysis, of power grids, of computer virus vulnerability, and in the study of crowd dynamics. We use abstraction techniques together with novel algorithms for the computation of bounds on the expected final and accumulated rewards in continuous-time Markov decision processes (CTMDPs). These ingredients are combined in a partly symbolic and partly explicit (symblicit) analysis approach. In particular, we circumvent the use of multi-terminal decision diagrams, because the latter do not work well if facing a large number of different rates. We demonstrate the practical applicability and efficiency of the approach on two case studies.Comment: Accepted for publication in IEEE Transactions on Reliabilit

The Performability Manager

The authors describe the performability manager, a distributed system component that contributes to a more effective and efficient use of system components and prevents quality of service (QoS) degradation. The performability manager dynamically reconfigures distributed systems whenever needed, to recover from failures and to permit the system to evolve over time and include new functionality. Large systems require dynamic reconfiguration to support dynamic change without shutting down the complete system. A distributed system monitor is needed to verify QoS. Monitoring a distributed system is difficult because of synchronization problems and minor differences in clock speeds. The authors describe the functionality and the operation of the performability manager (both informally and formally). Throughout the paper they illustrate the approach by an example distributed application: an ANSAware-based number translation service (NTS), from the intelligent networks (IN) area

Performability measure for acyclic Markovian models

AbstractContinuous-time Markov processes with a finite-state space are generally considered to model degradable fault-tolerant computer systems. The finite space is partitioned as ∪mi=1 Bi, where Bi stands for the set of states which corresponds to the configuration where the system has a performance level (or reward rate) equal to τi. The performability Yt is defined as the accumulated reward over a mission time [0, t]. In this paper, a renewal equation is established for the performability measure and solved for both “standard” and uniform acyclic models. Two closed form expressions for the performability measure are derived for the two types of models. Furthermore, an algorithm with a low polynomial computational complexity is presented and applied to a degradable computer system

A formalism for describing and simulating systems with interacting components.

This thesis addresses the problem of descriptive complexity presented by systems involving a high number of interacting components. It investigates the evaluation measure of performability and its application to such systems. A new description and simulation language, ICE and it's application to performability modelling is presented. ICE (Interacting ComponEnts) is based upon an earlier description language which was first proposed for defining reliability problems. ICE is declarative in style and has a limited number of keywords. The ethos in the development of the language has been to provide an intuitive formalism with a powerful descriptive space. The full syntax of the language is presented with discussion as to its philosophy. The implementation of a discrete event simulator using an ICE interface is described, with use being made of examples to illustrate the functionality of the code and the semantics of the language. Random numbers are used to provide the required stochastic behaviour within the simulator. The behaviour of an industry standard generator within the simulator and different methods of number allocation are shown. A new generator is proposed that is a development of a fast hardware shift register generator and is demonstrated to possess good statistical properties and operational speed. For the purpose of providing a rigorous description of the language and clarification of its semantics, a computational model is developed using the formalism of extended coloured Petri nets. This model also gives an indication of the language's descriptive power relative to that of a recognised and well developed technique. Some recognised temporal and structural problems of system event modelling are identified. and ICE solutions given. The growing research area of ATM communication networks is introduced and a sophisticated top down model of an ATM switch presented. This model is simulated and interesting results are given. A generic ICE framework for performability modelling is developed and demonstrated. This is considered as a positive contribution to the general field of performability research

Modelo para un sistema multi estado reparable con tasas de reparación y fallas variables en el tiempo utilizando modelos de dinámica de sistemas equivalente

This paper treats with the reliability assessment of a Repairable Multi-State System (RMSS) by means of a Nonhomogeneous Continuous-Time Markov Chain (NH-CTMC). A RMSS run on different operating conditions that may be considered acceptable or unacceptable according to a defined demand level. In these cases, the commonly used technique is Homogeneous Continuous-Time Markov Chain (H-CTMC), since its solution is mathematically tractable. However, the H-CMTC involve that the time between state transitions is exponentially distributed, and the failure and repair rates are constants. It's certainly not true if the system components age with the operation or if the repair activities depend on the instant of time when the failure occurred. In these cases, the failure and repair rates are time-varying and the NH-CTMC is needed to be considered. Nevertheless, for these models the analytical solution may not exist and the use of others techniques is required. This paper proposes the use of an Equivalent Systems Dynamics Model (ESDM) to model a NH-CTMC. A ESDM represent the Markov Model (MM) by means of the language and the tools of the Systems Dynamics (SD), and the results are obtained by simulation. As an example, an RMSS with three components, failure rates associated with the Weibull distribution and repair rates associated with the Log-logistic distribution is developed. This example serves to identify the advantages and disadvantages of a ESDM to make model a RMSS and evaluate some reliability measures.This paper treats with the reliability assessment of a Repairable Multi-State System (RMSS) by means of a Nonhomogeneous Continuous-Time Markov Chain (NH-CTMC). A RMSS run on different operating conditions that may be considered acceptable or unacceptable according to a defined demand level. In these cases, the commonly used technique is Homogeneous Continuous-Time Markov Chain (H-CTMC), since its solution is mathematically tractable. However, the H-CMTC involve that the time between state transitions is exponentially distributed, and the failure and repair rates are constants. It's certainly not true if the system components age with the operation or if the repair activities depend on the instant of time when the failure occurred. In these cases, the failure and repair rates are time-varying and the NH-CTMC is needed to be considered. Nevertheless, for these models the analytical solution may not exist and the use of others techniques is required. This paper proposes the use of an Equivalent Systems Dynamics Model (ESDM) to model a NH-CTMC. A ESDM represent the Markov Model (MM) by means of the language and the tools of the Systems Dynamics (SD), and the results are obtained by simulation. As an example, an RMSS with three components, failure rates associated with the Weibull distribution and repair rates associated with the Log-logistic distribution is developed. This example serves to identify the advantages and disadvantages of a ESDM to make model a RMSS and evaluate some reliability measures