Aug 29, 2017: Enno Ruijters: Rare event simulation for dynamic fault trees

August 29, 2017Rare event simulation for dynamic fault trees
Room: Hal B 2BEnno Ruijters
12:30-13:30

Fault trees are a popular industrial method for reliability engineering, and Monte Carlo simulation is an important technique to estimate common dependability metrics from fault trees, such as the system reliability and availability. A severe drawback of Monte Carlo simulation is that the number of simulations required for accurate estimations grows extremely large in the presence of rare events. Failures of highly reliable systems are typically such rare events.

This presentation describes a novel method for rare event simulation of dynamic fault trees with 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 technique 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.

Based on this paper.