• 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