NUMERICAL SOLUTION of MARKOV CHAINS, p. 167–189 Symbolic State-space Exploration and Numer.pdfVIP

NUMERICAL SOLUTION of MARKOV CHAINS, p. 167–189 Symbolic State-space Exploration and Numerical Analysis of State-sharing Composed Models ∗ 1 2 1 Salem Derisavi , Peter Kemper , William H. Sanders 1 University of Illinois at Urbana-Champaign, Coordinated Science Laboratory, Urbana, IL 61801, USA, {derisavi,whs}@crhc.uiuc.edu 2 Informatik IV, Universit¨at Dortmund, D-44221 Dortmund, Germany, peter.kemper@udo.edu key words: Multi-valued Decision Diagrams, Matrix Diagrams, Numerical Analysis, Symbolic State-space Exploration ABSTRACT The complexity of stochastic models of real-world systems is usually managed by abstracting details and structuring models in a hierarchical manner. Systems are often built by replicating and joining subsystems, making possible the creation of a model structure that yields lumpable state spaces. This fact has been exploited to facilitate model-based numerical analysis. Likewise, recent results on model construction suggest that decision diagrams can be used to compactly represent large Continuous Time Markov Chains (CTMCs). In this paper, we present an approach that combines and extends these two approaches. In particular, we propose methods that apply to hierarchically structured models with hierarchies based on sharing state variables. The hierarchy is constructed in a way that exposes structural symmetries in the constructed model, thus facilitating lumping. In addition, the methods allow one to derive a symbolic representation of the associated CTMC directly from the given model without the need to compute and store the overall state space or CTMC explicitly. The