Some acceleration methods for Monte Carlo simulation of rare events. (December 2015)

• Record Type: Journal Article
• Authors: Estecahandy, M.; Bordes, L.; Collas, S.; Paroissin, C.
• Is Part Of: Reliability engineering & system safety. Volume 144(2015:Dec.)
• Page Start: 296
• Page End: 310
• Publication Date: 2015-12
• Subjects: Reliability analysis -- Petri nets -- Fast Monte Carlo simulation method -- Dissociation method -- MCT; Reliability (Engineering) -- Periodicals; System safety -- Periodicals; Industrial safety -- Periodicals; Fiabilité -- Périodiques; Sécurité des systèmes -- Périodiques; Sécurité du travail -- Périodiques; 620.00452
• DOI: 10.1016/j.ress.2015.07.010
• Languages: English
• ISSNs: 0951-8320

Abstract

Abstract: The reliability analysis of instrumented safety systems is an important industrial issue. The standard modeling languages (e.g., Fault trees and Markov chains) and methods employed for these studies become difficult to apply mainly because of the increasing complexity of the operating context (e.g., maintenance policies and aging process). Thus, a powerful alternative is Petri nets associated with Monte Carlo simulation (MC). However, obtaining accurate estimators on rare events (system failures) requires very long computing times. To address this issue, common methods are not well-suited to Petri nets whereas the "Méthode de Conditionnement Temporel" (MCT), a truncation method, seems to be. Indeed, MCT is independent of the duration distributions involved in a model. However, it is only defined when the rare event consists in reaching an absorbing state. To overcome this limitation, we first propose an extension of MCT (EMCT) to cases of repeated cycles where the failure event is either direct or in competition with other events. Numerical results show that EMCT gives better estimates than MC. Second, we introduce a new computational technique, called Dissociation Method, for systems with independent components. We combine it with both MC and EMCT. Through different numerical examples, we observe a significant improvement of the results. Abstract : Highlights: We propose two fast Monte Carlo simulation methods for rare events: EMCT and DM. EMCT addresses repeated cycles where the failures are either direct or in conflict. DM speeds up the Monte Carlo simulation of systems with independent components. A benchmarking illustrates that EMCT is especially efficient for direct failures. It also shows that DM turns out to be really efficient whatever the system.