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How to pick the solver

Möbius provides two types of solvers for obtaining solutions on measures of interest: simulation and numerical solvers. The choice of which type of solvers to use depends on a number of factors. More details on these factors are provided in the sections on simulation (Section 3) and numerical solvers (Section 4).

In general, the simulation solver can be used to solve all models that were built in Möbius, whereas numerical solvers can be used on only those modes that have only exponentially and deterministically distributed actions. In addition, simulation may be used on models that have arbitrarily large state-space descriptions, whereas numerical solvers are limited to models that have finite, small state-space description (that may be held in core memory). Furthermore, simulation may be more useful than numerical solvers for stiff models.

On the other hand, all numerical solvers in Möbius are capable of providing exact solutions (up to machine precision), whereas simulation provides statistically accurate solutions within some user-specifiable confidence interval. The desired accuracy of the computed solutions can be increased without excessive increase in computation time for most numerical solvers, while an increase in accuracy may be quite expensive for simulation. Additionally, full distributions may be computed for results from the numerical solvers, but usually not for results from simulation. Furthermore, for models in which numerical solvers are applicable, detection of rare events incurs no extra costs and requires no special techniques, whereas such computation by simulation is extremely expensive and uses the statistical technique of importance sampling.