Rare Event Simulation for Dynamic Fault Trees

Research output: Chapter in Book/Report/Conference proceedingConference contribution

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 three 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.
LanguageEnglish
Title of host publicationComputer Safety, Reliability, and Security
Subtitle of host publication36th International Conference, SAFECOMP 2017, Trento, Italy, September 13-15, 2017, Proceedings
EditorsStefano Tonetta, Erwin Schoitsch, Friedemann Bitsch
PublisherSpringer International
Pages20-35
Number of pages15
ISBN (Electronic)978-3-319-66266-4
ISBN (Print)978-3-319-66265-7
DOIs
StatePublished - 17 Aug 2017
EventInternational Conference on Computer Safety, Reliability, and Security - Trento, Italy
Duration: 12 Sep 201715 Sep 2017
http://safecomp17.fbk.eu/

Publication series

NameLecture Notes in Computer Science
PublisherSpringer
Volume10488
ISSN (Print)0302-9743

Conference

ConferenceInternational Conference on Computer Safety, Reliability, and Security
Abbreviated titleSAFECOMP 2017
CountryItaly
CityTrento
Period12/09/1715/09/17
Internet address

Fingerprint

Importance sampling
Repair
Availability
Monte Carlo simulation

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. In S. Tonetta, E. Schoitsch, & F. Bitsch (Eds.), Computer Safety, Reliability, and Security: 36th International Conference, SAFECOMP 2017, Trento, Italy, September 13-15, 2017, Proceedings (pp. 20-35). (Lecture Notes in Computer Science; Vol. 10488). Springer International. DOI: 10.1007/978-3-319-66266-4_2
Ruijters, Enno Jozef Johannes ; Reijsbergen, D.P. ; de Boer, Pieter-Tjerk ; Stoelinga, Mariëlle Ida Antoinette. / Rare Event Simulation for Dynamic Fault Trees. Computer Safety, Reliability, and Security: 36th International Conference, SAFECOMP 2017, Trento, Italy, September 13-15, 2017, Proceedings. editor / Stefano Tonetta ; Erwin Schoitsch ; Friedemann Bitsch. Springer International, 2017. pp. 20-35 (Lecture Notes in Computer Science).
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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 three 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.",
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Ruijters, EJJ, Reijsbergen, DP, de Boer, P-T & Stoelinga, MIA 2017, Rare Event Simulation for Dynamic Fault Trees. in S Tonetta, E Schoitsch & F Bitsch (eds), Computer Safety, Reliability, and Security: 36th International Conference, SAFECOMP 2017, Trento, Italy, September 13-15, 2017, Proceedings. Lecture Notes in Computer Science, vol. 10488, Springer International, pp. 20-35, International Conference on Computer Safety, Reliability, and Security, Trento, Italy, 12/09/17. DOI: 10.1007/978-3-319-66266-4_2

Rare Event Simulation for Dynamic Fault Trees. / Ruijters, Enno Jozef Johannes; Reijsbergen, D.P.; de Boer, Pieter-Tjerk ; Stoelinga, Mariëlle Ida Antoinette.

Computer Safety, Reliability, and Security: 36th International Conference, SAFECOMP 2017, Trento, Italy, September 13-15, 2017, Proceedings. ed. / Stefano Tonetta; Erwin Schoitsch; Friedemann Bitsch. Springer International, 2017. p. 20-35 (Lecture Notes in Computer Science; Vol. 10488).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

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T1 - Rare Event Simulation for Dynamic Fault Trees

AU - Ruijters,Enno Jozef Johannes

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PY - 2017/8/17

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AB - 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 three 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.

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SN - 978-3-319-66265-7

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Ruijters EJJ, Reijsbergen DP, de Boer P-T, Stoelinga MIA. Rare Event Simulation for Dynamic Fault Trees. In Tonetta S, Schoitsch E, Bitsch F, editors, Computer Safety, Reliability, and Security: 36th International Conference, SAFECOMP 2017, Trento, Italy, September 13-15, 2017, Proceedings. Springer International. 2017. p. 20-35. (Lecture Notes in Computer Science). Available from, DOI: 10.1007/978-3-319-66266-4_2