Software Reliability Testing using Monte Carlo Methods

Software reliability assessment using accelerated testing methods

The use of operational pro®les and usage-based testing has received considerable attention recently in the software engineering literature. Testing under the actual operational pro®le can, however, be expensive, time consuming or even infeasible in situations where the performance of a system is dominated by infrequent but highly critical events. We consider a real application that deals with t...

Reliability sensitivity analysis with Monte Carlo methods

In many practical applications of structural reliability analysis, one is interested in knowing the sensitivity of the probability of failure to design parameters that enter the definition of the limit-state function. This information is required for example in reliability-based design optimization. Parameter sensitivities are obtained by FORM/SORM, in terms of the sensitivity of the respective...

Monte Carlo and quasi-Monte Carlo methods

Monte Carlo is one of the most versatile and widely used numerical methods. Its convergence rate, O(N~^), is independent of dimension, which shows Monte Carlo to be very robust but also slow. This article presents an introduction to Monte Carlo methods for integration problems, including convergence theory, sampling methods and variance reduction techniques. Accelerated convergence for Monte Ca...

Inverse Kinematics Using Sequential Monte Carlo Methods

In this paper we propose an original approach to solve the Inverse Kinematics problem. Our framework is based on Sequential Monte Carlo Methods and has the advantage to avoid the classical pitfalls of numerical inversion methods since only direct calculations are required. The resulting algorithm accepts arbitrary constraints and exhibits linear complexity with respect to the number of degrees ...

Pricing Options Using Monte Carlo Methods