Deriving Equations

as !t " 0
(differentiate)

!t " 0

lim

Pi (t + !t ) $ Pi (t ) = $ Pi (t ) % &ij + % Pj (t ) &ji !t i# j i# j
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2007 A.W. Krings

Deriving Equations
! !

With m states => m differential equations m-1 independent equations

mth equation
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2007 A.W. Krings

Deriving Equations
!

Matrix Notation

# dP 1 (t ) & % dt ( % dP ( t ) ( i % ( % dt ( = % dPm!1 ( t ) ( % dt ( % ( 1 $ '

#! * +1j % j "1 % + 1i % % % +1( m!1) % $ 1

+21 +2i
! 1

+31

! * +ij
j "i

! !

j " m !1

*+
1

(m-1)j

+m1 & ( # P 1 & ( % ( +mi ( ) % Pi ( ( %P ( +m( m!1) ( % m!1 ( ( $ Pm ' 1 '

2007 A.W. Krings

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CS449/549 Fault-Tolerant Systems Sequence 9

Steady State Solutions

!

Steady state solution:

lim
t !"
!

dPj (t ) dt

=0

Steady state solution = Availability set of linear alg. equations rather than linear differential equations

2007 A.W. Krings

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CS449/549 Fault-Tolerant Systems Sequence 9

Steady State Solution

!

Example: Simplex system with repair !

! = failure rate = repair rate

2007 A.W. Krings

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CS449/549 Fault-Tolerant Systems Sequence 9

2007 A.W. Krings

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CS449/549 Fault-Tolerant Systems Sequence 9

Steady State Solution

! !

Simplex with Repair Solution:

! 1 0

Steady State Availability

P 1 =
!

= lim A(t ) + # t !"

Availability:
The prob. that system is up

e.g.

2007 A.W. Krings

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CS449/549 Fault-Tolerant Systems Sequence 9

Transient Solution
!
!

Simplex with Repair

with

we get

is a first order diff. equation

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2007 A.W. Krings

Transient Solution
!

has general solution

Get C by setting t=0

Solution
P 1 (t ) = " % !( + ( ) t +$P ( 0 ) ! 'e +( # 1 + (&
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2007 A.W. Krings

Transient Solution
!

with t ! " we get

P 1 (t ) = = " % !( +( ) t +$P ( 0 ) ! 'e +( # 1 + (&

+(

our steady state solution (steady state availability)

2007 A.W. Krings

t
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