Sensitivity analysis of instantaneous transient measures of highly reliable systems

摘要

This paper deals with the computation of the sensitivi ty of the instantaneous measures for stiff Markov models corresponding to highly reliable systems. A new algorithm to compute this sensitivity by L-stable ODE methods is proposed in order to avoid the small stepsize values. This algorithm is compared with respect to the Standard Uniformization and Uniformized Power techniques form a time complexity point of view.