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Numerical Analysis Methods

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Part of the book series: Lecture Notes in Computer Science ((LNCS,volume 1769))

Abstract

In the context of Performance Evaluation (PE), numerical analysis methods refer to those methods which work with a Markov chain representation of the system under evaluation and use techniques from the domain of numerical analysis to compute stationary and/or transient state probabilities or other measures of interest. As is evident from reading through this book, the use of mathematical models to analyze complex systems has a long history. With the advent of high powered workstations and cheap memory, these applications have greatly expanded. More and more frequently, however, the characteristics of the system to be modeled are such that analytical solutions do not exist or are unknown so that systems engineers turn to computing numerical solutions rather than analytical solutions.

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Stewart, W.J. (2000). Numerical Analysis Methods. In: Haring, G., Lindemann, C., Reiser, M. (eds) Performance Evaluation: Origins and Directions. Lecture Notes in Computer Science, vol 1769. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-46506-5_15

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  • DOI: https://doi.org/10.1007/3-540-46506-5_15

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