This paper introduces an efficient numerical algorithm for transient analysis of deterministic and stochastic Petri nets (DSPNs) and other discrete-event stochastic systems with exponential and deterministic events. The proposed approach is based on the analysis of a general state space Markov chain (GSSMC) whose state equations constitute a system of multidimensional Fredholm integral equations. Key contributions of this paper constitute the observations that the transition kernel of this system of Fredholm equations is piece-wise continuous and separable. Due to the exploitation of these properties, the GSSMC approach shows great promise for being effectively applicable for the transient analysis of large DSPNs with concurrent deterministic transitions. Moreover, for DSPNs without concurrent deterministic transitions the proposed GSSMC approach requires three orders of magnitude less computational effort than the previously known approach based on the method of supplementary variab...
Hoon Choi, Vidyadhar G. Kulkarni, Kishor S. Trived