Acceleration Methods for Monte Carlo Simulation of Rare Events

被引：0

作者：

Estecahandy, Maider ^{[1
,2
]}

Bordes, Laurent ^{[2
]}

Collas, Stephane ^{[1
]}

Paroissin, Christian ^{[2
]}

机构：

[1] TOTAL SA, CSTJF, Ave Larribau, F-64000 Pau, France

[2] Univ Pau & Pays Adour, F-64010 Pau, France

来源：

2015 61ST ANNUAL RELIABILITY AND MAINTAINABILITY SYMPOSIUM (RAMS 2015) | 2015年

关键词：

Fast Monte Carlo simulation method; MCT; Petri Nets; Reliability analysis;

D O I：

暂无

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

In the oil and gas industry, obtaining accurate reliability estimators on safety barriers is an important issue that can lead to very long computing times. To address this issue, we propose an extension of a truncation method and we introduce a new computational technique called Dissociation method. Through different numerical examples, we observe a significant improvement of the results obtained on simple Petri net models when applying these Monte Carlo acceleration methods.

引用

页数：6

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