Improved Monte Carlo simulation of generalized unreliability in probabilistic dynamics

Conference · Mon Jul 01 00:00:00 EDT 1996

OSTI ID:251016

Labeau, P E ^[1]

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1. Univ. Libre de Bruxelles, Brussels (Belgium). Service de Metrologie Nucleaire

Probabilistic dynamics is a general Markovian framework allowing to take into account in the PRA/PSA study of a system its dynamic behavior. The concept of unreliability does not only consist in a transition to a failure state, but also in the crossing of the border of a safety domain in the space of the physical variables. Simulation techniques are needed to cope with the size and complexity of realistic problems, but they have to be improved to estimate efficiently quantities related to events with very low probabilities. There are different ways of achieving this task: the definition of unbiased efficient estimators, the acceleration of the integration of the equations of the dynamics and the development of biased schemes. Some of these possibilities are described in this paper.

• OSTI ID: 251016
• Report Number(s): CONF-960306--; ISBN 0-7918-1226-X
• Country of Publication: United States
• Language: English

Related Subjects

22 GENERAL STUDIES OF NUCLEAR REACTORS
COMPUTERIZED SIMULATION
MARKOV PROCESS
MONTE CARLO METHOD
NUCLEAR POWER PLANTS
PROBABILISTIC ESTIMATION
RELIABILITY
RISK ASSESSMENT
SAFETY ANALYSIS