QBD Sensitivity Analysis Tool Using Discrete-Event Simulation and extension of SMCSolver

Maxime Cordy; Marie-Ange Remiche

5th International ICST Conference on Performance Evaluation Methodologies and Tools

Research Article

QBD Sensitivity Analysis Tool Using Discrete-Event Simulation and extension of SMCSolver

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@INPROCEEDINGS{10.4108/icst.valuetools.2011.245745,
    author={Maxime Cordy and Marie-Ange Remiche},
    title={QBD Sensitivity Analysis Tool Using Discrete-Event Simulation and extension of SMCSolver},
    proceedings={5th International ICST Conference on Performance Evaluation Methodologies and Tools},
    publisher={ICST},
    proceedings_a={VALUETOOLS},
    year={2012},
    month={6},
    keywords={Quasi-Birth-and-Death Models matrix analytic methods discrete-event simulation},
    doi={10.4108/icst.valuetools.2011.245745}
}

Maxime Cordy
Marie-Ange Remiche
Year: 2012
QBD Sensitivity Analysis Tool Using Discrete-Event Simulation and extension of SMCSolver
VALUETOOLS
ICST
DOI: 10.4108/icst.valuetools.2011.245745

Maxime Cordy¹, Marie-Ange Remiche¹^,*

1: University of Namur

*Contact email: mre@info.fundp.ac.be

Abstract

We propose a tool that provides both analytical and simulation based performance analysis of both homogeneous and inhomogeneous Quasi-Birth-and-Death (QBD) processes. We extend SMCSolvers in order to study inhomogeneous case and to analyze first passage times. Simulations are performed on a discrete-event based approach. We also provide a rich input interface to give the most flexibility to the user to define its QBD transitions. The analysis of sensitivity in a complex level-dependent QBD model of a reliable system is an illustration of the wide range of QBD the tool may help to analyze.

Keywords: Quasi-Birth-and-Death Models matrix analytic methods discrete-event simulation

Published: 2012-06-26
Publisher: ICST

: http://dx.doi.org/10.4108/icst.valuetools.2011.245745