Time-Variant System Reliability with Infinite Delay Based on Girsanov's Transformation

TL;DR

This paper develops a novel reliability estimation method for time-variant dynamic systems modeled by infinite delay stochastic functional differential equations, utilizing an extended Girsanov's transformation and Monte Carlo simulations.

Contribution

It introduces an innovative approach combining Girsanov's transformation with Monte Carlo methods for reliability analysis of infinite delay SFDEs in dynamic systems.

Findings

Effective reliability estimation for complex time-variant systems

Extension of Girsanov's transformation to infinite delay SFDEs

Validation through Monte Carlo simulations

Abstract

This work addresses the reliability of time-variant system appreciation models of dynamic systems, where regulatory equations are expressed as an infinite delay collection of stochastic functional differential equations (SFDEwID). Reliability estimation forms of series and parallel systems tackled depending on Monte Carlo simulations based on extends Girsanov's transformation for infinite delay SFDEs.