Rare-Event Estimation for Dynamic Fault Trees
Sergey Porotsky

TL;DR
This paper introduces specialized Monte-Carlo simulation algorithms with importance sampling for estimating rare events in dynamic fault trees, addressing the complexity of models with dynamic gates and non-repairable failures.
Contribution
It proposes a novel approach for rare-event estimation in dynamic fault trees using importance sampling tailored to their specific features.
Findings
Effective importance sampling expressions for dynamic fault trees
Numerical results demonstrating the approach's accuracy
Applicability to various failure time distributions
Abstract
Article describes the results of the development and using of Rare-Event Monte-Carlo Simulation Algorithms for Dynamic Fault Trees Estimation. For Fault Trees estimation usually analytical methods are used (Minimal Cut sets, Markov Chains, etc.), but for complex models with Dynamic Gates it is necessary to use Monte-Carlo simulation with combination of Importance Sampling method. Proposed article describes approach for this problem solution according for specific features of Dynamic Fault Trees. There are assumed, that failures are non-repairable with general distribution functions of times to failures (there may be Exponential distribution, Weibull, Normal and Log-Normal, etc.). Expessions for Importance Sampling Re-Calculations are proposed and some numerical results are considered
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Taxonomy
TopicsProbability and Risk Models · Simulation Techniques and Applications · Bayesian Modeling and Causal Inference
