Techniques for fast simulation of models of highly dependable systems
Authors:
- P. ShahabuddinPSP. Shahabuddin
- M.K. NakayamaMNM.K. Nakayama
- 1 September 2001
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Reliability
- Vol. 50 (3) , 246-264
Abstract
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 systems.Keywords
This publication has 88 references indexed in Scilit:
- A fast Monte Carlo method for evaluating reliability indexesIEEE Transactions on Reliability, 1999
- Importance sampling for markov chains: asymptotics for the varianceCommunications in Statistics. Stochastic Models, 1994
- A characterization of the simple failure-biasing method for simulations of highly reliable Markovian SystemsACM Transactions on Modeling and Computer Simulation, 1994
- A unified framework for simulating Markovian models of highly dependable systemsIEEE Transactions on Computers, 1992
- A GSMP formalism for discrete event systemsProceedings of the IEEE, 1989
- A quick simulation method for excessive backlogs in networks of queuesIEEE Transactions on Automatic Control, 1989
- Algorithms for the calculation of the second moment of geometrical splitting in Monte CarloTransport Theory and Statistical Physics, 1987
- Monte Carlo simulation of Markov unreliability modelsNuclear Engineering and Design, 1984
- Large deviations and rare events in the study of stochastic algorithmsIEEE Transactions on Automatic Control, 1983
- Semi-stationary processesProbability Theory and Related Fields, 1972