Monte Carlo simulation of complex system mission reliability

  • Authors:
  • E. E. Lewis;F. Boehm;C. Kirsch;B. P. Kelkhoff

  • Affiliations:
  • -;-;-;-

  • Venue:
  • WSC '89 Proceedings of the 21st conference on Winter simulation
  • Year:
  • 1989

Quantified Score

Hi-index 0.00

Visualization

Abstract

A Monte Carlo methodology for the reliability simulation of highly redundant systems is presented. 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 nonhomogeneous Markov processes and of nonMarkovian processes involving the replacement of worn parts. A number of benchmark problems are examined. For problems with large numbers of components, Monte Carlo is found to result in decreases in computing times by as much as a factor of twenty from the Runge-Kutta Markov solver employed in the NASA code HARP.