Fast monte carlo simulation methods adapted to simple petri net models
| Autor: | Stéphane Collas, M. Estecahandy, Christian Paroissin, Laurent Bordes |
|---|---|
| Přispěvatelé: | Laboratoire de Mathématiques et de leurs Applications [Pau] (LMAP), Université de Pau et des Pays de l'Adour (UPPA)-Centre National de la Recherche Scientifique (CNRS) |
| Jazyk: | angličtina |
| Rok vydání: | 2014 |
| Předmět: |
Theoretical computer science
Event (computing) Computer science Modeling language Reliability (computer networking) Monte Carlo method Estimator 020101 civil engineering Context (language use) 02 engineering and technology Petri net 01 natural sciences 0201 civil engineering 010104 statistics & probability Rare events 0101 mathematics [MATH]Mathematics [math] Algorithm |
| Zdroj: | 9th International Conference on Availability, Reliability and Security, ARES 2014 9th International Conference on Availability, Reliability and Security, ARES 2014, 2014, Fribourg, Switzerland ARES HAL |
| Popis: | In oil and gas industry, the reliability analysis of High Integrity Protection Systems is an important issue. The standard modeling languages and the traditional methods employed for these studies are difficult to apply mainly because of the complexity of the operating context of these equipment. Thus, a powerful alternative is Petri nets associated with the Monte Carlo simulation (MC). However, obtaining accurate estimators on rare events (system failures) calls for very long computing times. To address this issue, the common methods are not well-suited to Petri Nets whereas the "Me thode de Conditionnement Temporel" (MCT) seems to be. Indeed, this method does not require to know the model distributions, however, it is only defined when the rare event is an absorbing state. To overcome this limitation, we first propose an extension of MCT (EMCT) to simple cases which represent repeated cycles where the failure event is either direct or in competition with other events. The first results show that EMCT gives better estimates than MC for a similar computing time. Second, we introduce a new computational technique, called Dissociation method, which is valid only if the components of the system are independent. We combine it with both MC and EMCT. Through different numerical examples, we observe a significant improvement of the obtained results. |
| Databáze: | OpenAIRE |
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