Differential importance measures estimation through Monte Carlo and importance sampling

2011 ◽  
pp. 2237-2245
Author(s):  
S La Rovere ◽  
P Vestrucci ◽  
M Sperandii
Keyword(s):  
Monte Carlo ◽  
Importance Sampling

scholarly journals Drone Ground Impact Footprints with Importance Sampling: Estimation and Sensitivity Analysis

2021 ◽  
Vol 11 (9) ◽  
pp. 3871
Author(s):  
Jérôme Morio ◽  
Baptiste Levasseur ◽  
Sylvain Bertrand
Keyword(s):  
Sensitivity Analysis ◽  
Monte Carlo ◽  
Importance Sampling ◽  
Loss Of Control ◽  
Minimum Volume ◽  
Multiple Importance Sampling ◽  
Impact Position ◽  
Engine Failure ◽  
Main Engine ◽  
Ground Impact

This paper addresses the estimation of accurate extreme ground impact footprints and probabilistic maps due to a total loss of control of fixed-wing unmanned aerial vehicles after a main engine failure. In this paper, we focus on the ground impact footprints that contains 95%, 99% and 99.9% of the drone impacts. These regions are defined here with density minimum volume sets and may be estimated by Monte Carlo methods. As Monte Carlo approaches lead to an underestimation of extreme ground impact footprints, we consider in this article multiple importance sampling to evaluate them. Then, we perform a reliability oriented sensitivity analysis, to estimate the most influential uncertain parameters on the ground impact position. We show the results of these estimations on a realistic drone flight scenario.

Reliability Assessment of Power System Using Importance Sampling Technique Based on Layer Optimization Simulation

2011 ◽  
Vol 88-89 ◽  
pp. 554-558 ◽  
Author(s):  
Bin Wang
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Power System ◽  
Importance Sampling ◽  
System Reliability ◽  
Sampling Method ◽  
Sampling Technique ◽  
Test System ◽  
Importance Sampling Method ◽  
Importance Sampling Technique

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.

An Importance Sampling Approach for Time-Dependent Reliability

2011 ◽  
Author(s):  
Amandeep Singh ◽  
Zissimos P. Mourelatos ◽  
Efstratios Nikolaidis
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Random Process ◽  
Importance Sampling ◽  
Sampling Technique ◽  
Process Time ◽  
Cumulative Probability ◽  
Repairable Systems ◽  
Importance Sampling Method ◽  
True Value

Reliability is an important engineering requirement for consistently delivering acceptable product performance through time. The reliability usually degrades with time increasing the lifecycle cost due to potential warranty costs, repairs and loss of market share. Reliability is the probability that the system will perform its intended function successfully for a specified time. In this article, we consider the first-passage reliability which accounts for the first time failure of non-repairable systems. Methods are available which provide an upper bound to the true reliability which may overestimate the true value considerably. The traditional Monte-Carlo simulation is accurate but computationally expensive. A computationally efficient importance sampling technique is presented to calculate the cumulative probability of failure for random dynamic systems excited by a stationary input random process. Time series modeling is used to characterize the input random process. A detailed example demonstrates the accuracy and efficiency of the proposed importance sampling method over the traditional Monte Carlo simulation.

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