Reliability estimation and optimisation of multistate flow networks using a conditional Monte Carlo method

Yifan Zhou, Libo Liu and Hao Li

Reliability Engineering and System Safety, 2022, vol. 221, issue C

Abstract: The Monte Carlo (MC) method is a practical approach to estimating the reliability of large multistate flow networks (MSFNs) in reality, e.g. transportation systems and computer networks. However, deriving an accurate reliability estimate using the crude MC method is computational expensive. This research proposes a conditional MC method to estimate the reliability of a MSFN using the minimal path vectors to level d (d-MPs) and minimal cut vectors to level d (d-MCs). A recursive method is developed to select d-MPs and d-MCs that incur a narrow gap between upper and lower reliability bounds. Then, state vectors are conditionally sampled in a recursive manner using matrix operations. The conditional MC method is embedded in the genetic algorithm (GA) to optimise system reliability. A ranking and selection procedure is used in GA to allocate simulation efforts to different solutions. Numerical studies validate that the proposed conditional MC method can obtain a more accurate reliability estimate than the crude MC method within the same computation time. The improved GA that includes the conditional MC method also outperforms the original GA in reliability optimisation.

Keywords: Multistate flow networks; Reliability estimation; Conditional Monte Carlo method; Reliability optimisation (search for similar items in EconPapers)
Date: 2022
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (6)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S095183202200059X
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:221:y:2022:i:c:s095183202200059x

DOI: 10.1016/j.ress.2022.108382

Access Statistics for this article

Reliability Engineering and System Safety is currently edited by Carlos Guedes Soares

More articles in Reliability Engineering and System Safety from Elsevier
Bibliographic data for series maintained by Catherine Liu ().