Dagger-sampling variance reduction in Monte Carlo reliability analysis

Zio E., Cammi A. and Cioncolini A.

Monte Carlo Methods and Applications, 2004, vol. 10, issue 3-4, 641-652

Abstract: In this paper a variance-reducing technique for Monte Carlo reliability analysis, named Dagger Sampling, is extended to deal with components which may fail in more than one mode. Particular attention is given to the numerical implementation of the procedure, with respect to both memory requirements and computational burden, which is found to play a crucial role for the overall efficiency of the method. An application is provided in the context of the reliability assessment of a nuclear safety system.

Keywords: Monte Carlo Simulation; Variance-Reducing Techniques; Dagger Sampling; Reliability; Nuclear Safety Systems; High Pressure Safety Injection System (search for similar items in EconPapers)
Date: 2004
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DOI: 10.1515/mcma.2004.10.3-4.641

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