• DocumentCode
    3589257
  • Title

    Acceleration methods for Monte Carlo simulation of rare events

  • Author

    Estecahandy, Maider ; Bordes, Laurent ; Collas, Stephane ; Paroissin, Christian

  • Author_Institution
    TOTAL, Pau, France
  • fYear
    2015
  • Firstpage
    1
  • Lastpage
    6
  • Abstract
    In the oil and gas industry, obtaining accurate reliability estimators on safety barriers is an important issue that can lead to very long computing times. To address this issue, we propose an extension of a truncation method and we introduce a new computational technique called Dissociation method. Through different numerical examples, we observe a significant improvement of the results obtained on simple Petri net models when applying these Monte Carlo acceleration methods.
  • Keywords
    Monte Carlo methods; Petri nets; gas industry; petroleum industry; simulation; Monte Carlo acceleration methods; Monte Carlo simulation; Petri net models; dissociation method; eliability estimators; gas industry; oil industry; rare events; safety barriers; truncation method; Acceleration; Computational modeling; Maintenance engineering; Mathematical model; Monte Carlo methods; Phase frequency detector; Reliability; Fast Monte Carlo simulation method; MCT; Petri Nets; Reliability analysis;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Reliability and Maintainability Symposium (RAMS), 2015 Annual
  • Print_ISBN
    978-1-4799-6702-5
  • Type

    conf

  • DOI
    10.1109/RAMS.2015.7105098
  • Filename
    7105098