Classical Perturbation Theory for Monte Carlo Studies of System Reliability
- University of Cambridge (United States)
A variational principle for a Markov system allows the derivation of perturbation theory for models of system reliability, with prospects of extension to generalized Markov processes of a wide nature. It is envisaged that Monte Carlo or stochastic simulation will supply the trial functions for such a treatment, which obviates the standard difficulties of direct analog Monte Carlo perturbation studies. The development is given in the specific mode for first- and second-order theory, using an example with known analytical solutions. The adjoint equation is identified with the importance function and a discussion given as to how both the forward and backward (adjoint) fields can be obtained from a single Monte Carlo study, with similar interpretations for the additional functions required by second-order theory. Generalized Markov models with age-dependence are identified as coming into the scope of this perturbation theory.
- OSTI ID:
- 20804707
- Journal Information:
- Nuclear Science and Engineering, Vol. 137, Issue 3; Other Information: Copyright (c) 2006 American Nuclear Society (ANS), United States, All rights reserved. http://epubs.ans.org/; Country of input: International Atomic Energy Agency (IAEA); ISSN 0029-5639
- Country of Publication:
- United States
- Language:
- English
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