Accession Number : ADA266747


Title :   Fast Simulation of Steady-State Availability in Non-Markovian Highly Dependable Systems


Descriptive Note : Technical rept.,


Corporate Author : STANFORD UNIV CA OPERATIONS RESEARCH HOUSE


Personal Author(s) : Glynn, Peter W ; Nicola, Victor F ; Shahabuddin, Perwez ; Heidelberger, Philip


Full Text : https://apps.dtic.mil/dtic/tr/fulltext/u2/a266747.pdf


Report Date : Dec 1992


Pagination or Media Count : 21


Abstract : This paper considers efficient simulation techniques for estimating steady-state quantities in models of highly dependable computing systems with general component failure and repair time distributions. Earlier approaches in this application setting for steady-state estimation rely on the regenerative method of simulation which can be used when the failure time distributions are exponentially distributed. However, when the failure times are generally distributed the regenerative structure is lost and a new approach must be taken. The approach we take is to exploit a ratio representation for steady-state quantities in terms of cycles that are no longer independent and identically distributed. A splitting technique is used in which importance sampling is used to speed up the simulation of rare system failure events during a cycle, and standard simulation is used to estimate the expected cycle length. Experimental results show that the method is effective in practice.


Descriptors :   *COMPUTATIONS , *ESTIMATES , VELOCITY , MATHEMATICAL MODELS , SIMULATION , QUANTITY , FAILURE , TIME , LENGTH , OPERATIONS RESEARCH , STANDARDS , SAMPLING , REPAIR , STATISTICAL SAMPLES , CYCLES , STRUCTURES , STEADY STATE , RATIOS , EXPERIMENTAL DATA


Subject Categories : Operations Research


Distribution Statement : APPROVED FOR PUBLIC RELEASE