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2013 | Buch

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The Monte Carlo Simulation Method for System Reliability and Risk Analysis

verfasst von: Enrico Zio

Verlag: Springer London

Buchreihe : Springer Series in Reliability Engineering

Enthalten in: Springer Professional "Wirtschaft+Technik" , Springer Professional "Technik" , Springer Professional "Wirtschaft"

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Über dieses Buch

Monte Carlo simulation is one of the best tools for performing realistic analysis of complex systems as it allows most of the limiting assumptions on system behavior to be relaxed. The Monte Carlo Simulation Method for System Reliability and Risk Analysis comprehensively illustrates the Monte Carlo simulation method and its application to reliability and system engineering. Readers are given a sound understanding of the fundamentals of Monte Carlo sampling and simulation and its application for realistic system modeling.

Whilst many of the topics rely on a high-level understanding of calculus, probability and statistics, simple academic examples will be provided in support to the explanation of the theoretical foundations to facilitate comprehension of the subject matter. Case studies will be introduced to provide the practical value of the most advanced techniques.

This detailed approach makes The Monte Carlo Simulation Method for System Reliability and Risk Analysis a key reference for senior undergraduate and graduate students as well as researchers and practitioners. It provides a powerful tool for all those involved in system analysis for reliability, maintenance and risk evaluations.

Inhaltsverzeichnis

Frontmatter

Chapter 1. Introduction

Abstract

When designing a new system or attempting to improve an existing one, the engineer tries to anticipate future patterns of system operation under varying options. Inevitably, the prediction is done with a model of reality, which by definition can never fit reality in all details. The model is based on the available information on the interactions among the components of the system, the interaction of the system with the environment, and data related to the properties of the system components. All these aspects concur in determining how the components move among their possible states and, thus, how the system behaves. With the model, questions can be asked about the future of the system, for example in terms of its failures, spare parts, repair teams, inspections, maintenance, production and anything else that is of interest.

Enrico Zio

Chapter 2. System Reliability and Risk Analysis

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Chapter 3. Monte Carlo Simulation: The Method

Abstract

Let X be a random variable (rv) obeying a cumulative distribution function (cdf).

Enrico Zio

Chapter 4. System Reliability and Risk Analysis by Monte Carlo Simulation

Abstract

System reliability analysis arouse has a scientific discipline in the 1950s, specialized in the 1960s, was integrated into risk assessment in the 1970s, and recognized as a relevant contributor to system analysis with the extensive methodological developments and practical applications of the 1980s and 1990s.

Enrico Zio

Chapter 5. Practical Applications of Monte Carlo Simulation for System Reliability Analysis

Abstract

In this chapter, we shall illustrate some applications of MCS applied to system reliability analysis. First, the power of MCS for realistic system modeling is shown with regard to a problem of estimating the production availability of an offshore plant, accounting for its operative rules and maintenance procedures [1]. Then, the application of MCS for sensitivity and importance analysis [1, 2] is illustrated.

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Chapter 6. Advanced Monte Carlo Simulation Techniques for System Failure Probability Estimation

Abstract

In mathematical terms, the probability of the event F of system failure can be expressed as a multidimensional integral of the form.

Enrico Zio

Chapter 7. Practical Applications of Advanced Monte Carlo Simulation Techniques for System Failure Probability Estimation

Abstract

In this chapter, SS (Sect. 6.7) is applied for performing the reliability analysis of a series–parallel multistate system of the literature. The original system, characterized by multiple discrete states, is extended to have continuous states.

Enrico Zio

Backmatter

Titel: The Monte Carlo Simulation Method for System Reliability and Risk Analysis
verfasst von: Enrico Zio
Verlag: Springer London
Electronic ISBN: 978-1-4471-4588-2
Print ISBN: 978-1-4471-4587-5
DOI: https://doi.org/10.1007/978-1-4471-4588-2

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