Multinormal integrals by importance sampling for series system reliability

2003 ◽  
Vol 25 (4) ◽  
pp. 363-378 ◽  
Author(s):  
Yasuhiro Mori ◽  
Teruyuki Kato
2011 ◽  
Vol 88-89 ◽  
pp. 554-558 ◽  
Author(s):  
Bin Wang

An improved importance sampling method with layer simulation optimization is presented in this paper. Through the solution sequence of the components’ optimum biased factors according to their importance degree to system reliability, the presented technique can further accelerate the convergence speed of the Monte-Carlo simulation. The idea is that the multivariate distribution’ optimization of components in power system is transferred to many steps’ optimization based on importance sampling method with different optimum biased factors. The practice is that the components are layered according to their importance degree to the system reliability before the Monte-Carlo simulation, the more forward, the more important, and the optimum biased factors of components in the latest layer is searched while the importance sampling is carried out until the demanded accuracy is reached. The validity of the presented is verified using the IEEE-RTS79 test system.


2011 ◽  
Vol 33 (1) ◽  
pp. 1-7 ◽  
Author(s):  
Edoardo Patelli ◽  
Helmut J. Pradlwarter ◽  
Gerhart I. Schuëller

1988 ◽  
Vol 28 (6) ◽  
pp. 909-917 ◽  
Author(s):  
Dipak K. Dey ◽  
Anita Singh ◽  
Ashok Singh

Geofluids ◽  
2018 ◽  
Vol 2018 ◽  
pp. 1-15 ◽  
Author(s):  
Haifeng Lu ◽  
Xiuyu Liang ◽  
Nan Shan ◽  
You-Kuan Zhang

A quantitative method of structural system reliability was proposed to study the influence of random rock mechanical parameters and loads on the stability of the coal seam floor above confined aquifers. To obtain the reliability probability of the floor, two modes of water-resistant floor failure were suggested as follows: (1) mining completely removed the water-resistant key strata of the floor. In this case, the failure modes were of three main types: mining failure, confined water intrusion, and combined mining failure and intrusion. (2) Failure modes included shear and tensile failures when the thickness of the key strata was greater than 0. On the basis of the elastic thin plate theory, the performance function that calculates the reliability probability of all modes could be obtained. The failure modes were regarded as the series system. The Monte Carlo method was employed to calculate the reliability probability of each failure mode and series system. The results showed that the random rock mechanical parameters and loads of the key strata significantly influence the antiwater inrush capacity of the floor. In addition, the water inrush coefficient and reliability probability can be simultaneously used as the evaluation indexes of water inrush risk. Both these indexes could improve the assessment of the reliability of the floor.


2020 ◽  
Vol 69 (2) ◽  
pp. 533-544
Author(s):  
Edward Schuberg ◽  
Janet Myhre ◽  
Daniel R. Jeske ◽  
Allan D. McQuarrie ◽  
Joseph D. Warfield

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