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A comparison between Monte Carlo simulation and finite-volume scheme for reliability assessment of multi-state physics systems

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  • Lin, Yan-Hui
  • Li, Yan-Fu
  • Zio, Enrico

Abstract

Multi-state physics systems (MSPS) modeling framework incorporates multi-state models that describes the systems degradation/maintenance process through transitions among discrete states, and physics-based models that describe the degradation process within the states by using physics knowledge and equations. In previous works, piecewise-deterministic Markov process (PDMP) has been adopted to treat the system dynamics and the degradation dependence in MSPS. For reliability assessment, Monte Carlo simulation and finite-volume method are two widely used numerical approaches to solve PDMP. In the present work, a comparative study considering different evaluation criteria of the two approaches is conducted on two representative case studies. We provide clear guidelines for the selection of the two approaches.

Suggested Citation

  • Lin, Yan-Hui & Li, Yan-Fu & Zio, Enrico, 2018. "A comparison between Monte Carlo simulation and finite-volume scheme for reliability assessment of multi-state physics systems," Reliability Engineering and System Safety, Elsevier, vol. 174(C), pages 1-11.
    • Handle: RePEc:eee:reensy:v:174:y:2018:i:c:p:1-11
    DOI: 10.1016/j.ress.2018.01.008
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