Configurable numerical analysis for stochastic systems

Kristof Marussy, Attila Klenik, Vince Molnar, Andras Voros, Miklos Telek, Istvan Majzik

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Citation (Scopus)

Abstract

Stochastic aspects of complex systems require more and more involved analysis approaches. Answering reachability and related analysis questions can often be reduced to steady-state, transient, reward or sensitivity value analysis of stochastic models. In this paper we introduce a configurable stochastic analysis framework which supports the user to combine explicit, symbolic and numerical algorithms to efficiently compute the measures of stochastic models. Beyond the well-known algorithms from the field, we also developed an experimental version of an Induced Dimensionality Reduction Stabilized numerical solver to compute steady-state probabilities of Markovian models. As far as we know, this is the first attempt to exploit this algorithm in stochastic analysis. We have conducted experiments on different combinations of the algorithms on various models to assess their advantages and disadvantages in the analysis. This information can be used by the user to choose the combination of algorithms being efficient solving the analysis problem.

Original languageEnglish
Title of host publicationProceedings of the 2016 Workshop on Symbolic and Numerical Methods for Reachability Analysis, SNR 2016 - Held as Part of CPS Week
EditorsSergiy Bogomolov, Erika Abraham
PublisherInstitute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)9781509030798
DOIs
Publication statusPublished - May 25 2016
Event2016 Workshop on Symbolic and Numerical Methods for Reachability Analysis, SNR 2016 - Vienna, Austria
Duration: Apr 11 2016 → …

Publication series

NameProceedings of the 2016 Workshop on Symbolic and Numerical Methods for Reachability Analysis, SNR 2016 - Held as Part of CPS Week

Other

Other2016 Workshop on Symbolic and Numerical Methods for Reachability Analysis, SNR 2016
CountryAustria
CityVienna
Period4/11/16 → …

ASJC Scopus subject areas

  • Control and Optimization
  • Modelling and Simulation
  • Numerical Analysis

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  • Cite this

    Marussy, K., Klenik, A., Molnar, V., Voros, A., Telek, M., & Majzik, I. (2016). Configurable numerical analysis for stochastic systems. In S. Bogomolov, & E. Abraham (Eds.), Proceedings of the 2016 Workshop on Symbolic and Numerical Methods for Reachability Analysis, SNR 2016 - Held as Part of CPS Week [7479383] (Proceedings of the 2016 Workshop on Symbolic and Numerical Methods for Reachability Analysis, SNR 2016 - Held as Part of CPS Week). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/SNR.2016.7479383