Hybrid analysis of SGSPNs with time-dependent transition rates

For the class superposed generalized stochastic Petri nets (SGSPNs), we pre sent a new analysis algorithm which combines the ideas of transient numeric al analysis via uniformization and discrete event simulation. Simulation is used to determine the firing times of synchronized transitions describing interactions between the components of an SGSPN. Numerical analysis is used to compute the distribution of states between firing times of synchronized transitions. The approach avoids handling vectors of the size of the state space and can therefore be used for models with a huge state space which c annot be analyzed with numerical analysis techniques. On the other hand, th e approach allows the computation of reliable estimates for results based o n small probabilities or rare events which cannot be analyzed with simulati on. As a byproduct of the handling of synchronized transitions using simula tion, it is possible to extend the class of SGSPNs by allowing synchronized transitions with time-dependent transition rates. (C) 2001 Elsevier Scienc e B.V. All rights reserved.