Monte Carlo importance sampling optimization for system reliability applications

被引:14
|
作者
Campioni, L [1 ]
Vestrucci, P [1 ]
机构
[1] Univ Bologna, Dipartimento Ingn Energet Nucl Controllo Ambienta, Lab Ingn Nucl, I-40136 Bologna, Italy
关键词
D O I
10.1016/j.anucene.2004.01.004
中图分类号
TL [原子能技术]; O571 [原子核物理学];
学科分类号
0827 ; 082701 ;
摘要
This paper focuses on the reliability analysis of multicomponent systems by the importance sampling technique, and, in particular, it tackles the optimization aspect. A methodology based on the minimization of the variance at the component level is proposed for the class of systems consisting of independent components. The claim is that, by means of such a methodology, the optimal biasing could be achieved without resorting to the typical approach by trials. (C) 2004 Elsevier Ltd. All rights reserved.
引用
收藏
页码:1005 / 1025
页数:21
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