Dear Osank,
Op 9 jul. 2013, om 12:42 heeft Osank Jain het volgende geschreven:
Thanks ,I saw the code for ctmc module . I want to ask if there are other tools that analyse transient properties of ctmc by differential equations,I really want to learn that
I think your question is on a different level. A transient analysis problem can be posed as a differential equation, and its closed-form solution is the exponential of a matrix. This is where every analysis method of CTMCs agrees. So in some sense, every CTMC analyser uses differential equations.
But then come the differences: MRMC has chosen to calculate this matrix exponential using uniformisation, while others choose to calculate it in a different way. There is an article entitled ``Nineteen dubious ways to calculate the exponential of a matrix'' by Moler, SIAM Review 2003. Uniformisation is one method suitable for not-too-stiff CTMCs. Perhaps you are looking for other ways to exponentiate the matrix, so that article might help you.
On Tue, Jul 9, 2013 at 11:07 AM, Osank Jain osankjain@gmail.com wrote:
I was just getting into mmrc.I want to know how the transient analysis of CTMC is done by uniformization or diiferential equations I'd be great if someone give some details and point me towards it's code in the package as I not getting it. Thanks in advance
The relevant source file is src/modelchecking/transient_ctmc.c. It uses src/algorithms/foxglynn.c. Unfortunately, there are some bugs in the latter file, because there are some typos in the article by Fox and Glynn; see my technical report https://pms.cs.ru.nl/iris-diglib/src/getContent.php?id=2011-Jansen-Understan... for details. I have corrected these bugs in a separate branch of the MRMC svn repository, namely ^branches/nijmegen-small-improvements/src/algorithms/foxglynn.c.
Kind regards, David N. Jansen.