Dagger-sampling variance reduction in Monte Carlo reliability analysis

E. Zio; A. Cammi; A. Cioncolini

doi:10.1515/mcma.2004.10.3-4.641

Dagger-sampling variance reduction in Monte Carlo reliability analysis

E. Zio^*, A. Cammi, A. Cioncolini

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

2 Scopus citations

Abstract

In this paper a variance-reducing technique for Monte Carlo reliability analysis, named Dagger Sampling, is extended to deal with components which may fail in more than one mode. Particular attention is given to the numerical implementation of the procedure, with respect to both memory requirements and computational burden, which is found to play a crucial role for the overall efficiency of the method. An application is provided in the context of the reliability assessment of a nuclear safety system.

Original language	English
Pages (from-to)	641-652
Number of pages	12
Journal	Monte Carlo Methods and Applications
Volume	10
Issue number	3-4
DOIs	https://doi.org/10.1515/mcma.2004.10.3-4.641
State	Published - Dec 2004
Externally published	Yes

Keywords

Dagger Sampling
High Pressure Safety Injection System
Monte Carlo Simulation
Nuclear Safety Systems
Reliability
Variance-Reducing Techniques

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10.1515/mcma.2004.10.3-4.641

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author = "E. Zio and A. Cammi and A. Cioncolini",

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KW - Dagger Sampling

KW - High Pressure Safety Injection System

KW - Monte Carlo Simulation

KW - Nuclear Safety Systems

KW - Reliability

KW - Variance-Reducing Techniques

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ER -

Dagger-sampling variance reduction in Monte Carlo reliability analysis

Abstract

Keywords

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