Rare event simulation for dynamic fault trees

Enno Jozef Johannes Ruijters, D.P. Reijsbergen, Pieter-Tjerk de Boer, Mariëlle Ida Antoinette Stoelinga

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    4 Citations (Scopus)
    52 Downloads (Pure)

    Abstract

    Fault trees (FT) are a popular industrial method for reliability engineering, for which Monte Carlo simulation is an important technique to estimate common dependability metrics, such as the system reliability and availability. A severe drawback of Monte Carlo simulation is that the number of simulations required to obtain accurate estimations grows extremely large in the presence of rare events, i.e., events whose probability of occurrence is very low, which typically holds for failures in highly reliable systems. This paper presents a novel method for rare event simulation of dynamic fault trees with complex repairs that requires only a modest number of simulations, while retaining statistically justified confidence intervals. Our method exploits the importance sampling technique for rare event simulation, together with a compositional state space generation method for dynamic fault trees. We demonstrate our approach using two parameterized sets of case studies, showing that our method can handle fault trees that could not be evaluated with either existing analytical techniques, nor with standard simulation techniques.
    Original languageUndefined
    Place of PublicationEnschede
    PublisherCentre for Telematics and Information Technology (CTIT)
    Number of pages14
    Publication statusPublished - 10 Mar 2017

    Publication series

    NameCTIT technical report series
    PublisherUniversity of Twente, Centre for Telematics and Information Technology (CTIT)
    No.TR-CTIT-17-02
    ISSN (Print)1381-3625

    Keywords

    • IR-104411
    • EWI-27862
    • Rare event simulation
    • Fault Tree Analysis
    • Monte Carlo Simulation
    • Importance sampling
    • Dynamic Fault Trees

    Cite this

    Ruijters, E. J. J., Reijsbergen, D. P., de Boer, P-T., & Stoelinga, M. I. A. (2017). Rare event simulation for dynamic fault trees. (CTIT technical report series; No. TR-CTIT-17-02). Enschede: Centre for Telematics and Information Technology (CTIT).