FULLY PROBABILISTIC DUNE SAFETY ASSESSMENT USING AN ADVANCED PROBABILISTIC METHOD

A Probabilistic Numerical Method for Fully Nonlinear

We consider the probabilistic numerical scheme for fully nonlinear partial differential equations suggested in [Comm. Pure Appl. Math. 60 (2007) 1081–1110] and show that it can be introduced naturally as a combination of Monte Carlo and finite difference schemes without appealing to the theory of backward stochastic differential equations. Our first main result provides the convergence of the d...

Insights about Truncation in Probabilistic Safety Assessment

Truncation is a term, which defines cutting off the negligible contribution of the results of the fault tree/event tree analysis, when evaluating complex facilities. This paper shows that consideration of requirements from Probabilistic Risk Assessment Procedures Guide at the largest acceptable truncation may lead to more than 40% differences from the results with no truncation at results for F...

Probabilistic Safety Assessment Applied to Research Reactors

Fully probabilistic control design

7 Stochastic control design chooses the controller that makes the closed-loop behavior as close as possible to the desired one. The fully probabilistic design describes both the closed loop and its desired behavior in probabilistic terms and uses Kullback–Leibler divergence as 9 their proximity measure. This approach: (i) unifies stochastic control design methodology; (ii) provides explicit min...

A Probabilistic Numerical Method for Fully Nonlinear Parabolic PDEs

We consider the probabilistic numerical scheme for fully nonlinear PDEs suggested in [10], and show that it can be introduced naturally as a combination of Monte Carlo and finite differences scheme without appealing to the theory of backward stochastic differential equations. Our first main result provides the convergence of the discrete-time approximation and derives a bound on the discretizat...