Sequential Destruction Method for Monte Carlo Evaluation of System Reliability
Original Publication Date: 1980-May-01
Included in the Prior Art Database: 2005-Feb-13
Circumstances favoring the use of Monte Carlo methods for evaluation of the reliability of large systems are discussed. A new method, that of Sequential Destruction (SD) is introduced. The SD method, which requires no preparatory analysis of the system topology, remains viable when element failure probabilities approach zero. It is applicable to a variety of reliability measures and to systems in which element failures are statistically dependent. The method can be used to further improve the performance of selective sampling techniques. Substantial variance reductions, as well as computational savings, are demonstrated using a sample network with more than one hundred nodes. Monte Carlo Evaluation of Sums (See Original).