Rare event simulation for dynamic fault trees
نویسندگان
چکیده
منابع مشابه
Rare Event Simulation for Dynamic Fault Trees
Fault trees (FT) are a popular industrial method for reliability engineering, for which Monte Carlo simulation is an important technique to estimate common dependability metrics, such as the system reliability and availability. A severe drawback of Monte Carlo simulation is that the number of simulations required to obtain accurate estimations grows extremely large in the presence of rare event...
متن کاملRare-Event Estimation for Dynamic Fault Trees
Article describes the results of the development and using of Rare-Event Monte-Carlo Simulation Algorithms for Dynamic Fault Trees Estimation. For Fault Trees estimation usually analytical methods are used (Minimal Cut sets, Markov Chains, etc.), but for complex models with Dynamic Gates it is necessary to use Monte-Carlo simulation with combination of Importance Sampling method. Proposed artic...
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Dynamic Fault Trees (DFT) are a generalization of Fault Trees which allows the evaluation of the reliability of complex and redundant systems. We propose to analyze DFT by a new version of time parallel simulation method we have recently introduced. This method takes into account the monotonicity of the sample-paths to derive upper and lower bounds of the paths which become tighter when we incr...
متن کاملRare-Event Simulation
Rare events are events that are expected to occur infrequently or, more technically, those that have low probabilities (say, order of 10 3 or less) of occurring according to a probability model. In the context of uncertainty quantification, the rare events often correspond to failure of systems designed for high reliability, meaning that the system performance fails to meet some design or opera...
متن کاملRare-Event Simulation
for n large. The approximation (1.1) asserts that the “easy problem instances” arise when α is either close to 0 or 1, and that the “hardest problem instances” arise when α ≈ 1/2. This (perhaps surprising) conclusion arises because (1.1) is describing the absolute error associated with the computation. But in rare-event simulation, we are concerned with relative error, not absolute error (i.e. ...
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ژورنال
عنوان ژورنال: Reliability Engineering & System Safety
سال: 2019
ISSN: 0951-8320
DOI: 10.1016/j.ress.2019.02.004