Published 2013 | Version v1
Book

Modeling and estimating small unreliabilities for static networks with dependent components

  • 1. School of Mathematics and Statistics, University of New South Wales, Sydney, NSW 2052 (Australia)
  • 2. INRIA Rennes Bretagne Atlantique, Campus Universitaire de Beaulieu, 35042 Rennes Cedex (France)
  • 3. DIRO, Universite de Montreal, Pav. Aisenstadt, C.P. 6128, Succ. Centre-Ville, Montreal, H3C 3J7 (Canada)

Description

Generally nuclear safety depends on a chain of very low probability events. In this article we study static network reliability models in which the component failures are not independent. To model the dependence and also to develop effective simulation methods that estimate the system unreliability, we extend the static model into an auxiliary dynamic model where the components fail at random time, according to a Marshall-Olkin multivariate exponential distribution. We examine and compare different versions of this model and develop efficient unreliability estimation methods based on conditional Monte Carlo and on a generalized splitting methodology. (authors)

Availability note (English)

Available from doi: http://dx.doi.org/10.1051/snamc/201403306

Additional details

Identifiers

Publishing Information

Publisher
EDP Sciences
Imprint Place
Les Ulis (France)
Imprint Pagination
(Suppl.) 2 p.

Conference

Title
Joint International Conference on Supercomputing in Nuclear Applications + Monte Carlo
Acronym
SNA+MC 2013
Dates
27-31 Oct 2013
Place
Paris (France)

INIS

Country of Publication
France
Country of Input or Organization
France
INIS RN
46001756
Subject category
S97: MATHEMATICAL METHODS AND COMPUTING;
Resource subtype / Literary indicator
Conference
Descriptors DEI
GRAPH THEORY; MONTE CARLO METHOD; PROBABILITY; RELIABILITY
Descriptors DEC
CALCULATION METHODS; MATHEMATICS

Optional Information

Notes
11 refs.