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Fast Simulation of Highly Reliable Networks with Varying Random External Load

In: Optimization Methods and Applications

Author

Listed:
  • Nickolay Kuznetsov

    (V.M. Glushkov Institute of Cybernetics of NAS of Ukraine)

  • Olga Khomyak

    (V.M. Glushkov Institute of Cybernetics of NAS of Ukraine)

Abstract

A network consisting of highly reliable repairable edges and varying random external load is being considered. Distribution functions of failure-free operation and repair time of edges are supposed to be of general type. The capacity of the network is determined by the states of its edges. A required capacity is a function of the semi-Markov process state. A fast simulation method enabling to evaluate the probability of functional failure of the network when its real capacity is less than the required one is being proposed. It is proved that under some weak conditions, the estimate has a bounded relative error as the reliability of the network edges increases. Numerical examples demonstrate high efficiency of the method proposed.

Suggested Citation

  • Nickolay Kuznetsov & Olga Khomyak, 2017. "Fast Simulation of Highly Reliable Networks with Varying Random External Load," Springer Optimization and Its Applications, in: Sergiy Butenko & Panos M. Pardalos & Volodymyr Shylo (ed.), Optimization Methods and Applications, pages 277-295, Springer.
    • Handle: RePEc:spr:spochp:978-3-319-68640-0_14
    DOI: 10.1007/978-3-319-68640-0_14
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