DocumentCode :
2083361
Title :
An improved monte carlo method in fault tree analysis
Author :
Yevkin, Olexandr
Author_Institution :
Dyadem Int. Ltd., ON, Canada
fYear :
2010
fDate :
25-28 Jan. 2010
Firstpage :
1
Lastpage :
5
Abstract :
The Monte Carlo (MC) method is one of the most general ones in system reliability analysis, because it reflects the statistical nature of the problem. It is not restricted by type of failure models of system components, allows to capture the dynamic relationship between events and estimate the accuracy of obtained results by calculating standard error. However, it is rarely used in Fault Tree (FT) software, because a huge number of trials are required to reach a tolerable precision if the value of system probability is relatively small. Regrettably, this is the most important practical case, because nowadays highly reliable systems are ubiquitous. In the present paper we study several enhancements of the raw simulation method: variance reduction, parallel computing, and improvements based on simple preliminary information about FT structure. They are efficiently developed both for static and dynamic FTs. The effectiveness and accuracy of the improved MC method is confirmed by numerous calculations of complex industrial benchmarks.
Keywords :
Monte Carlo methods; fault trees; reliability theory; FT structure; dynamic relationship; failure models; fault tree analysis; fault tree software; improved Monte Carlo method; parallel computing; standard error; system reliability analysis; variance reduction; Analysis of variance; Analytical models; Computational modeling; Equations; Fault trees; Monte Carlo methods; Parallel processing; Probability; Random number generation; Reliability; Monte Carlo method; fault tree; variance reduction;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Reliability and Maintainability Symposium (RAMS), 2010 Proceedings - Annual
Conference_Location :
San Jose, CA
ISSN :
0149-144X
Print_ISBN :
978-1-4244-5102-9
Electronic_ISBN :
0149-144X
Type :
conf
DOI :
10.1109/RAMS.2010.5447989
Filename :
5447989
Link To Document :
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