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International Conference on Mathematical Modeling and Scientific Computing
April 2-6, 2001
Middle East Technical University and Selcuk University
Ankara and Konya, Turkey

Organizers
F. Bornemann (Munich University of Tecnology, Germany), H. Bulgak (Selcuk University, Konya, Turkey), V. Ganzha (Munich University of Technology, Germany), B. Karasozen (METU, Ankara, Turkey), A. Sinan (Selcuk University, Konya, Turkey), C. Zenger (Munich University of Technology, Germany)

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Lumpable continuous-time stochastic automata networks
by
Oleg Gusak
Department of Computer Engineering, Bilkent University, Ankara
Coauthors: Tugrul Dayar(Department of Computer Engineering, Bilkent University, Ankara), Jean Michel Fourneau(Laboratoire PRiSM, Universite de Versailles, France)

The generator matrix of a continuous-time stochastic automata network (SAN) is a sum of tensor products of smaller matrices, which may have entries that are functions of the global state space. This paper specifies easy to check lumpability conditions for the generator of a continuous-time SAN. When there exists a lumpable partitioning induced by the tensor representation of the generator, it is shown that an efficient iterative aggregation-disaggregation algorithm may be employed to compute the steady state distribution. The results of experiments with two SAN models show that the proposed algorithm performs better than the highly competitive block Gauss-Seidel in terms of both the number of iterations and the time to converge to the solution.

http://www.cs.bilkent.edu.tr/~gusak/

Date received: February 13, 2001

Copyright © 2001 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # cagk-48.