Technical Papers
Oct 27, 2017

Reliability of Technical Systems Estimated by Enhanced Monte Carlo Simulation

Publication: ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems, Part A: Civil Engineering
Volume 4, Issue 1

Abstract

Computation of the reliability of large technical systems is usually a very difficult problem for realistic systems, and it is generally not possible to calculate the exact reliability. There are many techniques for approximate calculations, but they are often complicated and difficult to implement. In this paper the development of a new method based on Monte Carlo simulation for efficient calculation of system reliability is described. Standard Monte Carlo simulation forms a simple and robust alternative for calculating system reliability. If one can generate large samples, the law of large numbers ensures that the estimated reliability will be accurate as well. This may, however, be a very time-consuming operation. The new method introduces a parameterized system that corresponds to the given system for a specific parameter value. By using regularity of the system reliability as a function of the introduced parameter, the system reliability for our original system can be predicted accurately from relatively small samples.

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Go to ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems, Part A: Civil Engineering
ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems, Part A: Civil Engineering
Volume 4Issue 1March 2018

History

Received: Feb 23, 2017
Accepted: Jun 29, 2017
Published online: Oct 27, 2017
Published in print: Mar 1, 2018
Discussion open until: Mar 27, 2018

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Authors

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Arvid Naess, F.ASCE [email protected]
Professor, Dept. of Mathematical Sciences and CeSOS, Norwegian Univ. of Science and Technology, A. Getz vei 1, NO-7491 Trondheim, Norway (corresponding author). E-mail: [email protected]
Harald Svandal Bo [email protected]
Consultant, Capgemini Norway AS, Beddingen 10, NO-7014 Trondheim, Norway. E-mail: [email protected]

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