MONTE CARLO SIMULATION OF RELIABILITY PROBLEMS.

Elmer E Lewis*, T. Zhuguo

*Corresponding author for this work

Research output: Contribution to journalConference articlepeer-review

Abstract

The procedures for analog Monte Carlo simulation of Markov processes are examined. Two variance reduction techniques are then included in a nonanalog formulation to increase the sampling efficiency for highly reliable systems, and a method for incorporating uncertainty in failure and repair rate data is outlined. Models for three classes of component dependencies appearing in reliability and availability problems are incorporated into the Markov formulation. They are (1) shared repair crews between components, (2) load sharing between components, and (3) standby mode. Results are given for a series of model problems to demonstrate the efficiency of the methods as well as the effects of the dependencies on system unreliability and unavailability. (Author abstract. )

Original languageEnglish (US)
Pages (from-to)249-254
Number of pages6
JournalAmerican Society of Mechanical Engineers, Pressure Vessels and Piping Division (Publication) PVP
Volume98-5
StatePublished - Jan 1 1985

ASJC Scopus subject areas

  • Mechanical Engineering

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