A comparison between Monte Carlo simulation and finite-volume scheme for reliability assessment of multi-state physics systems

Yan-Hui Lin, Yan-Fu Li and Enrico Zio

Reliability Engineering and System Safety, 2018, vol. 174, issue C, 1-11

Abstract: Multi-state physics systems (MSPS) modeling framework incorporates multi-state models that describes the systems degradation/maintenance process through transitions among discrete states, and physics-based models that describe the degradation process within the states by using physics knowledge and equations. In previous works, piecewise-deterministic Markov process (PDMP) has been adopted to treat the system dynamics and the degradation dependence in MSPS. For reliability assessment, Monte Carlo simulation and finite-volume method are two widely used numerical approaches to solve PDMP. In the present work, a comparative study considering different evaluation criteria of the two approaches is conducted on two representative case studies. We provide clear guidelines for the selection of the two approaches.

Keywords: Multi-state model; Physics-based model; Dependent degradation processes; Piecewise-deterministic Markov process; Monte Carlo simulation method; Finite-volume scheme (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (12)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:174:y:2018:i:c:p:1-11

DOI: 10.1016/j.ress.2018.01.008

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