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Monte Carlo reliability simulation

Conference ·
OSTI ID:459152
 [1]
  1. Northwestern Univ., Evanston, IL (United States)

Monte Carlo methods for the reliability simulation of highly redundant systems are reviewed. Two forms of importance sampling, forced transitions and failure biasing, allow large sets of continuous-time Markov equations to be simulated effectively and the results to be plotted as continuous functions of time. A modification of the sampling technique also allows the simulation of both non-homogeneous Markov processes and of non-Markovian processes involving the replacement of worn parts. Benchmark problems with large numbers of components are utilized to examine the properties of Monte Carlo simulation.

OSTI ID:
459152
Report Number(s):
CONF-950420--
Country of Publication:
United States
Language:
English

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