Convergence of linear algebraic reliability simulation

Seth M. Henry, Christopher Griffin, Paul L. Bruhn

Research output: Contribution to journalConference article

Abstract

In this paper, numerical methods for the solution of a reliability modeling problem are presented by finding the steady state solution of a Markov chain. The reliability modeling problem analyzed is that of a large system made up of two smaller systems each with a varying number of subsystems. The focus of this study is on the optimal choice and formulation of algorithms for the steady-state solution of the generator matrix for the Markov chain associated with the given reliability modeling problem. In this context, iterative linear equation solution algorithms were compared. The Conjugate-Gradient method was determined to have the quickest convergence with the Gauss-Seidel method following close behind for the relevant model structures. Current work associated with this project analyzes the convergence of the Successive Over-Relaxation method. This work is part of a larger program for simulating, processing, and analyzing stochastic processes associated with simulation of naval systems.

Original languageEnglish (US)
Pages (from-to)1-2
Number of pages2
JournalSimulation Series
Volume47
Issue number6
StatePublished - Jan 1 2015
EventPoster Session and Student Colloquium Symposium 2015, Part of the 2015 Spring Simulation Multi-Conference, SpringSim 2015 - Alexandria, United States
Duration: Apr 12 2015Apr 15 2015

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Markov processes
Conjugate gradient method
Model structures
Linear equations
Random processes
Numerical methods
Processing

All Science Journal Classification (ASJC) codes

  • Computer Networks and Communications

Cite this

Henry, Seth M. ; Griffin, Christopher ; Bruhn, Paul L. / Convergence of linear algebraic reliability simulation. In: Simulation Series. 2015 ; Vol. 47, No. 6. pp. 1-2.
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Henry, SM, Griffin, C & Bruhn, PL 2015, 'Convergence of linear algebraic reliability simulation', Simulation Series, vol. 47, no. 6, pp. 1-2.

Convergence of linear algebraic reliability simulation. / Henry, Seth M.; Griffin, Christopher; Bruhn, Paul L.

In: Simulation Series, Vol. 47, No. 6, 01.01.2015, p. 1-2.

Research output: Contribution to journalConference article

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